Optimal non-periodic inspection for a multivariate degradation model

NARCIS (Netherlands)

Barker, C.T.; Newby, M.J.

2009-01-01

We address the problem of determining inspection and maintenance strategy for a system whose state is described by a multivariate stochastic process. We relax and extend the usual approaches. The system state is a multivariate stochastic process, decisions are based on a performance measure defined

A Multivariate Model of Physics Problem Solving

Science.gov (United States)

Taasoobshirazi, Gita; Farley, John

2013-01-01

A model of expertise in physics problem solving was tested on undergraduate science, physics, and engineering majors enrolled in an introductory-level physics course. Structural equation modeling was used to test hypothesized relationships among variables linked to expertise in physics problem solving including motivation, metacognitive planning,…

Multivariate wavelet frames

CERN Document Server

Skopina, Maria; Protasov, Vladimir

2016-01-01

This book presents a systematic study of multivariate wavelet frames with matrix dilation, in particular, orthogonal and bi-orthogonal bases, which are a special case of frames. Further, it provides algorithmic methods for the construction of dual and tight wavelet frames with a desirable approximation order, namely compactly supported wavelet frames, which are commonly required by engineers. It particularly focuses on methods of constructing them. Wavelet bases and frames are actively used in numerous applications such as audio and graphic signal processing, compression and transmission of information. They are especially useful in image recovery from incomplete observed data due to the redundancy of frame systems. The construction of multivariate wavelet frames, especially bases, with desirable properties remains a challenging problem as although a general scheme of construction is well known, its practical implementation in the multidimensional setting is difficult. Another important feature of wavelet is ...

Application of multivariate splines to discrete mathematics

OpenAIRE

Xu, Zhiqiang

2005-01-01

Using methods developed in multivariate splines, we present an explicit formula for discrete truncated powers, which are defined as the number of non-negative integer solutions of linear Diophantine equations. We further use the formula to study some classical problems in discrete mathematics as follows. First, we extend the partition function of integers in number theory. Second, we exploit the relation between the relative volume of convex polytopes and multivariate truncated powers and giv...

Multivariate calculus and geometry

CERN Document Server

Dineen, Seán

2014-01-01

Multivariate calculus can be understood best by combining geometric insight, intuitive arguments, detailed explanations and mathematical reasoning. This textbook has successfully followed this programme. It additionally provides a solid description of the basic concepts, via familiar examples, which are then tested in technically demanding situations. In this new edition the introductory chapter and two of the chapters on the geometry of surfaces have been revised. Some exercises have been replaced and others provided with expanded solutions. Familiarity with partial derivatives and a course in linear algebra are essential prerequisites for readers of this book. Multivariate Calculus and Geometry is aimed primarily at higher level undergraduates in the mathematical sciences. The inclusion of many practical examples involving problems of several variables will appeal to mathematics, science and engineering students.

Improved multivariate polynomial factoring algorithm

International Nuclear Information System (INIS)

Wang, P.S.

1978-01-01

A new algorithm for factoring multivariate polynomials over the integers based on an algorithm by Wang and Rothschild is described. The new algorithm has improved strategies for dealing with the known problems of the original algorithm, namely, the leading coefficient problem, the bad-zero problem and the occurrence of extraneous factors. It has an algorithm for correctly predetermining leading coefficients of the factors. A new and efficient p-adic algorithm named EEZ is described. Bascially it is a linearly convergent variable-by-variable parallel construction. The improved algorithm is generally faster and requires less store then the original algorithm. Machine examples with comparative timing are included

Multi-objective convex programming problem arising in multivariate ...

African Journals Online (AJOL)

user

Multi-objective convex programming problem arising in ... However, although the consideration of multiple objectives may seem a novel concept, virtually any nontrivial ..... Solving multiobjective programming problems by discrete optimization.

Rational approximatons for solving cauchy problems

Directory of Open Access Journals (Sweden)

Veyis Turut

2016-08-01

Full Text Available In this letter, numerical solutions of Cauchy problems are considered by multivariate Padé approximations (MPA. Multivariate Padé approximations (MPA were applied to power series solutions of Cauchy problems that solved by using He’s variational iteration method (VIM. Then, numerical results obtained by using multivariate Padé approximations were compared with the exact solutions of Cauchy problems.

A MATLAB companion for multivariable calculus

CERN Document Server

Cooper, Jeffery

2001-01-01

Offering a concise collection of MatLab programs and exercises to accompany a third semester course in multivariable calculus, A MatLab Companion for Multivariable Calculus introduces simple numerical procedures such as numerical differentiation, numerical integration and Newton''s method in several variables, thereby allowing students to tackle realistic problems. The many examples show students how to use MatLab effectively and easily in many contexts. Numerous exercises in mathematics and applications areas are presented, graded from routine to more demanding projects requiring some programming. Matlab M-files are provided on the Harcourt/Academic Press web site at http://www.harcourt-ap.com/matlab.html.* Computer-oriented material that complements the essential topics in multivariable calculus* Main ideas presented with examples of computations and graphics displays using MATLAB * Numerous examples of short code in the text, which can be modified for use with the exercises* MATLAB files are used to implem...

Control Multivariable por Desacoplo

Directory of Open Access Journals (Sweden)

Fernando Morilla

2013-01-01

Full Text Available Resumen: La interacción entre variables es una característica inherente de los procesos multivariables, que dificulta su operación y el diseño de sus sistemas de control. Bajo el paradigma de Control por desacoplo se agrupan un conjunto de metodologías, que tradicionalmente han estado orientadas a eliminar o reducir la interacción, y que recientemente algunos investigadores han reorientado con objetivos de solucionar un problema tan complejo como es el control multivariable. Parte del material descrito en este artículo es bien conocido en el campo del control de procesos, pero la mayor parte de él son resultados de varios años de investigación de los autores en los que han primado la generalización del problema, la búsqueda de soluciones de fácil implementación y la combinación de bloques elementales de control PID. Esta conjunción de intereses provoca que no siempre se pueda conseguir un desacoplo perfecto, pero que sí se pueda conseguir una considerable reducción de la interacción en el nivel básico de la pirámide de control, en beneficio de otros sistemas de control que ocupan niveles jerárquicos superiores. El artículo resume todos los aspectos básicos del Control por desacoplo y su aplicación a dos procesos representativos: una planta experimental de cuatro tanques acoplados y un modelo 4×4 de un sistema experimental de calefacción, ventilación y aire acondicionado. Abstract: The interaction between variables is inherent in multivariable processes and this fact may complicate their operation and control system design. Under the paradigm of decoupling control, several methodologies that traditionally have been addressed to cancel or reduce the interactions are gathered. Recently, this approach has been reoriented by several researchers with the aim to solve such a complex problem as the multivariable control. Parts of the material in this work are well known in the process control field; however, most of them are

Multivariate missing data in hydrology - Review and applications

Science.gov (United States)

Ben Aissia, Mohamed-Aymen; Chebana, Fateh; Ouarda, Taha B. M. J.

2017-12-01

Water resources planning and management require complete data sets of a number of hydrological variables, such as flood peaks and volumes. However, hydrologists are often faced with the problem of missing data (MD) in hydrological databases. Several methods are used to deal with the imputation of MD. During the last decade, multivariate approaches have gained popularity in the field of hydrology, especially in hydrological frequency analysis (HFA). However, treating the MD remains neglected in the multivariate HFA literature whereas the focus has been mainly on the modeling component. For a complete analysis and in order to optimize the use of data, MD should also be treated in the multivariate setting prior to modeling and inference. Imputation of MD in the multivariate hydrological framework can have direct implications on the quality of the estimation. Indeed, the dependence between the series represents important additional information that can be included in the imputation process. The objective of the present paper is to highlight the importance of treating MD in multivariate hydrological frequency analysis by reviewing and applying multivariate imputation methods and by comparing univariate and multivariate imputation methods. An application is carried out for multiple flood attributes on three sites in order to evaluate the performance of the different methods based on the leave-one-out procedure. The results indicate that, the performance of imputation methods can be improved by adopting the multivariate setting, compared to mean substitution and interpolation methods, especially when using the copula-based approach.

Multivariable feedback design: concepts for a classical/modern synthesis

Energy Technology Data Exchange (ETDEWEB)

Doyle, J C; Stein, G

1980-01-01

A practical design perspective on multivariable feedback control problems is presented. The basic issue - feedback design in the face of uncertainites - is reviewed and known SISO statements and constraints of the design problem to MIMO cases are generalized. Two major MIMO design approaches are then evaluated in the context of these results.

Multivariate Analysis of Schools and Educational Policy.

Science.gov (United States)

Kiesling, Herbert J.

This report describes a multivariate analysis technique that approaches the problems of educational production function analysis by (1) using comparable measures of output across large experiments, (2) accounting systematically for differences in socioeconomic background, and (3) treating the school as a complete system in which different…

Robust methods for multivariate data analysis A1

DEFF Research Database (Denmark)

Frosch, Stina; Von Frese, J.; Bro, Rasmus

2005-01-01

Outliers may hamper proper classical multivariate analysis, and lead to incorrect conclusions. To remedy the problem of outliers, robust methods are developed in statistics and chemometrics. Robust methods reduce or remove the effect of outlying data points and allow the ?good? data to primarily...... determine the result. This article reviews the most commonly used robust multivariate regression and exploratory methods that have appeared since 1996 in the field of chemometrics. Special emphasis is put on the robust versions of chemometric standard tools like PCA and PLS and the corresponding robust...

Fourier expansions and multivariable Bessel functions concerning radiation programmes

International Nuclear Information System (INIS)

Dattoli, G.; Richetta, M.; Torre, A.; Chiccoli, C.; Lorenzutta, S.; Maino, G.

1996-01-01

The link between generalized Bessel functions and other special functions is investigated using the Fourier series and the generalized Jacobi-Anger expansion. A new class of multivariable Hermite polynomials is then introduced and their relevance to physical problems discussed. As an example of the power of the method, applied to radiation physics, we analyse the role played by multi-variable Bessel functions in the description of radiation emitted by a charge constrained to a nonlinear oscillation. (author)

Introduction to multivariate discrimination

Science.gov (United States)

Kégl, Balázs

2013-07-01

Multivariate discrimination or classification is one of the best-studied problem in machine learning, with a plethora of well-tested and well-performing algorithms. There are also several good general textbooks [1-9] on the subject written to an average engineering, computer science, or statistics graduate student; most of them are also accessible for an average physics student with some background on computer science and statistics. Hence, instead of writing a generic introduction, we concentrate here on relating the subject to a practitioner experimental physicist. After a short introduction on the basic setup (Section 1) we delve into the practical issues of complexity regularization, model selection, and hyperparameter optimization (Section 2), since it is this step that makes high-complexity non-parametric fitting so different from low-dimensional parametric fitting. To emphasize that this issue is not restricted to classification, we illustrate the concept on a low-dimensional but non-parametric regression example (Section 2.1). Section 3 describes the common algorithmic-statistical formal framework that unifies the main families of multivariate classification algorithms. We explain here the large-margin principle that partly explains why these algorithms work. Section 4 is devoted to the description of the three main (families of) classification algorithms, neural networks, the support vector machine, and AdaBoost. We do not go into the algorithmic details; the goal is to give an overview on the form of the functions these methods learn and on the objective functions they optimize. Besides their technical description, we also make an attempt to put these algorithm into a socio-historical context. We then briefly describe some rather heterogeneous applications to illustrate the pattern recognition pipeline and to show how widespread the use of these methods is (Section 5). We conclude the chapter with three essentially open research problems that are either

Introduction to multivariate discrimination

International Nuclear Information System (INIS)

Kegl, B.

2013-01-01

Multivariate discrimination or classification is one of the best-studied problem in machine learning, with a plethora of well-tested and well-performing algorithms. There are also several good general textbooks [1-9] on the subject written to an average engineering, computer science, or statistics graduate student; most of them are also accessible for an average physics student with some background on computer science and statistics. Hence, instead of writing a generic introduction, we concentrate here on relating the subject to a practitioner experimental physicist. After a short introduction on the basic setup (Section 1) we delve into the practical issues of complexity regularization, model selection, and hyper-parameter optimization (Section 2), since it is this step that makes high-complexity non-parametric fitting so different from low-dimensional parametric fitting. To emphasize that this issue is not restricted to classification, we illustrate the concept on a low-dimensional but non-parametric regression example (Section 2.1). Section 3 describes the common algorithmic-statistical formal framework that unifies the main families of multivariate classification algorithms. We explain here the large-margin principle that partly explains why these algorithms work. Section 4 is devoted to the description of the three main (families of) classification algorithms, neural networks, the support vector machine, and AdaBoost. We do not go into the algorithmic details; the goal is to give an overview on the form of the functions these methods learn and on the objective functions they optimize. Besides their technical description, we also make an attempt to put these algorithm into a socio-historical context. We then briefly describe some rather heterogeneous applications to illustrate the pattern recognition pipeline and to show how widespread the use of these methods is (Section 5). We conclude the chapter with three essentially open research problems that are either

Multivariate Process Control with Autocorrelated Data

DEFF Research Database (Denmark)

Kulahci, Murat

2011-01-01

As sensor and computer technology continues to improve, it becomes a normal occurrence that we confront with high dimensional data sets. As in many areas of industrial statistics, this brings forth various challenges in statistical process control and monitoring. This new high dimensional data...... often exhibit not only cross-­‐correlation among the quality characteristics of interest but also serial dependence as a consequence of high sampling frequency and system dynamics. In practice, the most common method of monitoring multivariate data is through what is called the Hotelling’s T2 statistic....... In this paper, we discuss the effect of autocorrelation (when it is ignored) on multivariate control charts based on these methods and provide some practical suggestions and remedies to overcome this problem....

Multivariate statistical analysis a high-dimensional approach

CERN Document Server

Serdobolskii, V

2000-01-01

In the last few decades the accumulation of large amounts of in­ formation in numerous applications. has stimtllated an increased in­ terest in multivariate analysis. Computer technologies allow one to use multi-dimensional and multi-parametric models successfully. At the same time, an interest arose in statistical analysis with a de­ ficiency of sample data. Nevertheless, it is difficult to describe the recent state of affairs in applied multivariate methods as satisfactory. Unimprovable (dominating) statistical procedures are still unknown except for a few specific cases. The simplest problem of estimat­ ing the mean vector with minimum quadratic risk is unsolved, even for normal distributions. Commonly used standard linear multivari­ ate procedures based on the inversion of sample covariance matrices can lead to unstable results or provide no solution in dependence of data. Programs included in standard statistical packages cannot process 'multi-collinear data' and there are no theoretical recommen­ ...

Multivariate diagnostics and anomaly detection for nuclear safeguards

International Nuclear Information System (INIS)

Burr, T.

1994-01-01

For process control and other reasons, new and future nuclear reprocessing plants are expected to be increasingly more automated than older plants. As a consequence of this automation, the quantity of data potentially available for safeguards may be much greater in future reprocessing plants than in current plants. The authors first review recent literature that applies multivariate Shewhart and multivariate cumulative sum (Cusum) tests to detect anomalous data. These tests are used to evaluate residuals obtained from a simulated three-tank problem in which five variables (volume, density, and concentrations of uranium, plutonium, and nitric acid) in each tank are modeled and measured. They then present results from several simulations involving transfers between the tanks and between the tanks and the environment. Residuals from a no-fault problem in which the measurements and model predictions are both correct are used to develop Cusum test parameters which are then used to test for faults for several simulated anomalous situations, such as an unknown leak or diversion of material from one of the tanks. The leak can be detected by comparing measurements, which estimate the true state of the tank system, with the model predictions, which estimate the state of the tank system as it ''should'' be. The no-fault simulation compares false alarm behavior for the various tests, whereas the anomalous problems allow one to compare the power of the various tests to detect faults under possible diversion scenarios. For comparison with the multivariate tests, univariate tests are also applied to the residuals

Multivariable calculus with applications

CERN Document Server

Lax, Peter D

2017-01-01

This text in multivariable calculus fosters comprehension through meaningful explanations. Written with students in mathematics, the physical sciences, and engineering in mind, it extends concepts from single variable calculus such as derivative, integral, and important theorems to partial derivatives, multiple integrals, Stokes’ and divergence theorems. Students with a background in single variable calculus are guided through a variety of problem solving techniques and practice problems. Examples from the physical sciences are utilized to highlight the essential relationship between calculus and modern science. The symbiotic relationship between science and mathematics is shown by deriving and discussing several conservation laws, and vector calculus is utilized to describe a number of physical theories via partial differential equations. Students will learn that mathematics is the language that enables scientific ideas to be precisely formulated and that science is a source for the development of mathemat...

Drunk driving detection based on classification of multivariate time series.

Science.gov (United States)

Li, Zhenlong; Jin, Xue; Zhao, Xiaohua

2015-09-01

This paper addresses the problem of detecting drunk driving based on classification of multivariate time series. First, driving performance measures were collected from a test in a driving simulator located in the Traffic Research Center, Beijing University of Technology. Lateral position and steering angle were used to detect drunk driving. Second, multivariate time series analysis was performed to extract the features. A piecewise linear representation was used to represent multivariate time series. A bottom-up algorithm was then employed to separate multivariate time series. The slope and time interval of each segment were extracted as the features for classification. Third, a support vector machine classifier was used to classify driver's state into two classes (normal or drunk) according to the extracted features. The proposed approach achieved an accuracy of 80.0%. Drunk driving detection based on the analysis of multivariate time series is feasible and effective. The approach has implications for drunk driving detection. Copyright © 2015 Elsevier Ltd and National Safety Council. All rights reserved.

Lasso and probabilistic inequalities for multivariate point processes

DEFF Research Database (Denmark)

Hansen, Niels Richard; Reynaud-Bouret, Patricia; Rivoirard, Vincent

2015-01-01

Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processes depending on an unknown function parameter to be estimated by linear combinations of a fixed dictionary. To select...... for multivariate Hawkes processes are proven, which allows us to check these assumptions by considering general dictionaries based on histograms, Fourier or wavelet bases. Motivated by problems of neuronal activity inference, we finally carry out a simulation study for multivariate Hawkes processes and compare our...... methodology with the adaptive Lasso procedure proposed by Zou in (J. Amer. Statist. Assoc. 101 (2006) 1418–1429). We observe an excellent behavior of our procedure. We rely on theoretical aspects for the essential question of tuning our methodology. Unlike adaptive Lasso of (J. Amer. Statist. Assoc. 101 (2006...

Multivariate calibration with least-squares support vector machines.

NARCIS (Netherlands)

Thissen, U.M.J.; Ustun, B.; Melssen, W.J.; Buydens, L.M.C.

2004-01-01

This paper proposes the use of least-squares support vector machines (LS-SVMs) as a relatively new nonlinear multivariate calibration method, capable of dealing with ill-posed problems. LS-SVMs are an extension of "traditional" SVMs that have been introduced recently in the field of chemistry and

Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure.

Science.gov (United States)

Li, Yanming; Nan, Bin; Zhu, Ji

2015-06-01

We propose a multivariate sparse group lasso variable selection and estimation method for data with high-dimensional predictors as well as high-dimensional response variables. The method is carried out through a penalized multivariate multiple linear regression model with an arbitrary group structure for the regression coefficient matrix. It suits many biology studies well in detecting associations between multiple traits and multiple predictors, with each trait and each predictor embedded in some biological functional groups such as genes, pathways or brain regions. The method is able to effectively remove unimportant groups as well as unimportant individual coefficients within important groups, particularly for large p small n problems, and is flexible in handling various complex group structures such as overlapping or nested or multilevel hierarchical structures. The method is evaluated through extensive simulations with comparisons to the conventional lasso and group lasso methods, and is applied to an eQTL association study. © 2015, The International Biometric Society.

Power Estimation in Multivariate Analysis of Variance

Directory of Open Access Journals (Sweden)

Jean François Allaire

2007-09-01

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

Input saturation in nonlinear multivariable processes resolved by nonlinear decoupling

Directory of Open Access Journals (Sweden)

Jens G. Balchen

1995-04-01

Full Text Available A new method is presented for the resolution of the problem of input saturation in nonlinear multivariable process control by means of elementary nonlinear decoupling (END. Input saturation can have serious consequences particularly in multivariable control because it may lead to very undesirable system behaviour and quite often system instability. Many authors have searched for systematic techniques for designing multivariable control systems in which saturation may occur in any of the control variables (inputs, manipulated variables. No generally accepted method seems to have been presented so far which gives a solution in closed form. The method of elementary nonlinear decoupling (END can be applied directly to the case of saturation control variables by deriving as many control strategies as there are combinations of saturating control variables. The method is demonstrated by the multivariable control of a simulated Fluidized Catalytic Cracker (FCC with very convincing results.

Multivariant design and multiple criteria analysis of building refurbishments

Energy Technology Data Exchange (ETDEWEB)

Kaklauskas, A.; Zavadskas, E. K.; Raslanas, S. [Faculty of Civil Engineering, Vilnius Gediminas Technical University, Vilnius (Lithuania)

2005-07-01

In order to design and realize an efficient building refurbishment, it is necessary to carry out an exhaustive investigation of all solutions that form it. The efficiency level of the considered building's refurbishment depends on a great many of factors, including: cost of refurbishment, annual fuel economy after refurbishment, tentative pay-back time, harmfulness to health of the materials used, aesthetics, maintenance properties, functionality, comfort, sound insulation and longevity, etc. Solutions of an alternative character allow for a more rational and realistic assessment of economic, ecological, legislative, climatic, social and political conditions, traditions and for better the satisfaction of customer requirements. They also enable one to cut down on refurbishment costs. In carrying out the multivariant design and multiple criteria analysis of a building refurbishment much data was processed and evaluated. Feasible alternatives could be as many as 100,000. How to perform a multivariant design and multiple criteria analysis of alternate alternatives based on the enormous amount of information became the problem. Method of multivariant design and multiple criteria of a building refurbishment's analysis were developed by the authors to solve the above problems. In order to demonstrate the developed method, a practical example is presented in this paper. (author)

Robust multivariate analysis

CERN Document Server

J Olive, David

2017-01-01

This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers. Instead of using exact theory based on the multivariate normal distribution, the simpler and more applicable large sample theory is given.  The text develops among the first practical robust regression and robust multivariate location and dispersion estimators backed by theory.   The robust techniques  are illustrated for methods such as principal component analysis, canonical correlation analysis, and factor analysis.  A simple way to bootstrap confidence regions is also provided. Much of the research on robust multivariate analysis in this book is being published for the first time. The text is suitable for a first course in Multivariate Statistical Analysis or a first course in Robust Statistics. This graduate text is also useful for people who are familiar with the traditional multivariate topics, but want to know more about handling data sets with...

Global Sensitivity Analysis for multivariate output using Polynomial Chaos Expansion

International Nuclear Information System (INIS)

Garcia-Cabrejo, Oscar; Valocchi, Albert

2014-01-01

Many mathematical and computational models used in engineering produce multivariate output that shows some degree of correlation. However, conventional approaches to Global Sensitivity Analysis (GSA) assume that the output variable is scalar. These approaches are applied on each output variable leading to a large number of sensitivity indices that shows a high degree of redundancy making the interpretation of the results difficult. Two approaches have been proposed for GSA in the case of multivariate output: output decomposition approach [9] and covariance decomposition approach [14] but they are computationally intensive for most practical problems. In this paper, Polynomial Chaos Expansion (PCE) is used for an efficient GSA with multivariate output. The results indicate that PCE allows efficient estimation of the covariance matrix and GSA on the coefficients in the approach defined by Campbell et al. [9], and the development of analytical expressions for the multivariate sensitivity indices defined by Gamboa et al. [14]. - Highlights: • PCE increases computational efficiency in 2 approaches of GSA of multivariate output. • Efficient estimation of covariance matrix of output from coefficients of PCE. • Efficient GSA on coefficients of orthogonal decomposition of the output using PCE. • Analytical expressions of multivariate sensitivity indices from coefficients of PCE

Effectiveness of Multivariate Time Series Classification Using Shapelets

Directory of Open Access Journals (Sweden)

A. P. Karpenko

2015-01-01

Full Text Available Typically, time series classifiers require signal pre-processing (filtering signals from noise and artifact removal, etc., enhancement of signal features (amplitude, frequency, spectrum, etc., classification of signal features in space using the classical techniques and classification algorithms of multivariate data. We consider a method of classifying time series, which does not require enhancement of the signal features. The method uses the shapelets of time series (time series shapelets i.e. small fragments of this series, which reflect properties of one of its classes most of all.Despite the significant number of publications on the theory and shapelet applications for classification of time series, the task to evaluate the effectiveness of this technique remains relevant. An objective of this publication is to study the effectiveness of a number of modifications of the original shapelet method as applied to the multivariate series classification that is a littlestudied problem. The paper presents the problem statement of multivariate time series classification using the shapelets and describes the shapelet–based basic method of binary classification, as well as various generalizations and proposed modification of the method. It also offers the software that implements a modified method and results of computational experiments confirming the effectiveness of the algorithmic and software solutions.The paper shows that the modified method and the software to use it allow us to reach the classification accuracy of about 85%, at best. The shapelet search time increases in proportion to input data dimension.

Generalized Enhanced Multivariance Product Representation for Data Partitioning: Constancy Level

International Nuclear Information System (INIS)

Tunga, M. Alper; Demiralp, Metin

2011-01-01

Enhanced Multivariance Product Representation (EMPR) method is used to represent multivariate functions in terms of less-variate structures. The EMPR method extends the HDMR expansion by inserting some additional support functions to increase the quality of the approximants obtained for dominantly or purely multiplicative analytical structures. This work aims to develop the generalized form of the EMPR method to be used in multivariate data partitioning approaches. For this purpose, the Generalized HDMR philosophy is taken into consideration to construct the details of the Generalized EMPR at constancy level as the introductory steps and encouraging results are obtained in data partitioning problems by using our new method. In addition, to examine this performance, a number of numerical implementations with concluding remarks are given at the end of this paper.

Multi-instance dictionary learning via multivariate performance measure optimization

KAUST Repository

Wang, Jim Jing-Yan

2016-12-29

The multi-instance dictionary plays a critical role in multi-instance data representation. Meanwhile, different multi-instance learning applications are evaluated by specific multivariate performance measures. For example, multi-instance ranking reports the precision and recall. It is not difficult to see that to obtain different optimal performance measures, different dictionaries are needed. This observation motives us to learn performance-optimal dictionaries for this problem. In this paper, we propose a novel joint framework for learning the multi-instance dictionary and the classifier to optimize a given multivariate performance measure, such as the F1 score and precision at rank k. We propose to represent the bags as bag-level features via the bag-instance similarity, and learn a classifier in the bag-level feature space to optimize the given performance measure. We propose to minimize the upper bound of a multivariate loss corresponding to the performance measure, the complexity of the classifier, and the complexity of the dictionary, simultaneously, with regard to both the dictionary and the classifier parameters. In this way, the dictionary learning is regularized by the performance optimization, and a performance-optimal dictionary is obtained. We develop an iterative algorithm to solve this minimization problem efficiently using a cutting-plane algorithm and a coordinate descent method. Experiments on multi-instance benchmark data sets show its advantage over both traditional multi-instance learning and performance optimization methods.

Multi-instance dictionary learning via multivariate performance measure optimization

KAUST Repository

Wang, Jim Jing-Yan; Tsang, Ivor Wai-Hung; Cui, Xuefeng; Lu, Zhiwu; Gao, Xin

2016-01-01

The multi-instance dictionary plays a critical role in multi-instance data representation. Meanwhile, different multi-instance learning applications are evaluated by specific multivariate performance measures. For example, multi-instance ranking reports the precision and recall. It is not difficult to see that to obtain different optimal performance measures, different dictionaries are needed. This observation motives us to learn performance-optimal dictionaries for this problem. In this paper, we propose a novel joint framework for learning the multi-instance dictionary and the classifier to optimize a given multivariate performance measure, such as the F1 score and precision at rank k. We propose to represent the bags as bag-level features via the bag-instance similarity, and learn a classifier in the bag-level feature space to optimize the given performance measure. We propose to minimize the upper bound of a multivariate loss corresponding to the performance measure, the complexity of the classifier, and the complexity of the dictionary, simultaneously, with regard to both the dictionary and the classifier parameters. In this way, the dictionary learning is regularized by the performance optimization, and a performance-optimal dictionary is obtained. We develop an iterative algorithm to solve this minimization problem efficiently using a cutting-plane algorithm and a coordinate descent method. Experiments on multi-instance benchmark data sets show its advantage over both traditional multi-instance learning and performance optimization methods.

Non-fragile multivariable PID controller design via system augmentation

Science.gov (United States)

Liu, Jinrong; Lam, James; Shen, Mouquan; Shu, Zhan

2017-07-01

In this paper, the issue of designing non-fragile H∞ multivariable proportional-integral-derivative (PID) controllers with derivative filters is investigated. In order to obtain the controller gains, the original system is associated with an extended system such that the PID controller design can be formulated as a static output-feedback control problem. By taking the system augmentation approach, the conditions with slack matrices for solving the non-fragile H∞ multivariable PID controller gains are established. Based on the results, linear matrix inequality -based iterative algorithms are provided to compute the controller gains. Simulations are conducted to verify the effectiveness of the proposed approaches.

Analysis of multi-species point patterns using multivariate log Gaussian Cox processes

DEFF Research Database (Denmark)

Waagepetersen, Rasmus; Guan, Yongtao; Jalilian, Abdollah

Multivariate log Gaussian Cox processes are flexible models for multivariate point patterns. However, they have so far only been applied in bivariate cases. In this paper we move beyond the bivariate case in order to model multi-species point patterns of tree locations. In particular we address t...... of the data. The selected number of common latent fields provides an index of complexity of the multivariate covariance structure. Hierarchical clustering is used to identify groups of species with similar patterns of dependence on the common latent fields.......Multivariate log Gaussian Cox processes are flexible models for multivariate point patterns. However, they have so far only been applied in bivariate cases. In this paper we move beyond the bivariate case in order to model multi-species point patterns of tree locations. In particular we address...... the problems of identifying parsimonious models and of extracting biologically relevant information from the fitted models. The latent multivariate Gaussian field is decomposed into components given in terms of random fields common to all species and components which are species specific. This allows...

Multivariate recurrence network analysis for characterizing horizontal oil-water two-phase flow.

Science.gov (United States)

Gao, Zhong-Ke; Zhang, Xin-Wang; Jin, Ning-De; Marwan, Norbert; Kurths, Jürgen

2013-09-01

Characterizing complex patterns arising from horizontal oil-water two-phase flows is a contemporary and challenging problem of paramount importance. We design a new multisector conductance sensor and systematically carry out horizontal oil-water two-phase flow experiments for measuring multivariate signals of different flow patterns. We then infer multivariate recurrence networks from these experimental data and investigate local cross-network properties for each constructed network. Our results demonstrate that a cross-clustering coefficient from a multivariate recurrence network is very sensitive to transitions among different flow patterns and recovers quantitative insights into the flow behavior underlying horizontal oil-water flows. These properties render multivariate recurrence networks particularly powerful for investigating a horizontal oil-water two-phase flow system and its complex interacting components from a network perspective.

Multivariate Epi-splines and Evolving Function Identification Problems

Science.gov (United States)

2015-04-15

such extrinsic information as well as observed function and subgradient values often evolve in applications, we establish conditions under which the...previous study [30] dealt with compact intervals of IR. Splines are intimately tied to optimization problems through their variational theory pioneered...approxima- tion. Motivated by applications in curve fitting, regression, probability density estimation, variogram computation, financial curve construction

The Multivariate Müntz-Szasz Problem in Weighted Banach Space on Rn

Directory of Open Access Journals (Sweden)

Xiangdong Yang

2014-01-01

Full Text Available The purpose of this paper is to give an extension of Müntz-Szasz theorems to multivariable weighted Banach space. Denote by {λk=(λk1,λk2,...,λkn}k=1∞ a sequence of real numbers in R+n. The completeness of monomials {tλk} in Cα is investigated, where Cα is the weighted Banach spaces which consist of complex continuous functions f defined on Rn with f(t exp(-α(t vanishing at infinity in the uniform norm.

An Outlyingness Matrix for Multivariate Functional Data Classification

KAUST Repository

Dai, Wenlin

2017-08-25

The classification of multivariate functional data is an important task in scientific research. Unlike point-wise data, functional data are usually classified by their shapes rather than by their scales. We define an outlyingness matrix by extending directional outlyingness, an effective measure of the shape variation of curves that combines the direction of outlyingness with conventional statistical depth. We propose two classifiers based on directional outlyingness and the outlyingness matrix, respectively. Our classifiers provide better performance compared with existing depth-based classifiers when applied on both univariate and multivariate functional data from simulation studies. We also test our methods on two data problems: speech recognition and gesture classification, and obtain results that are consistent with the findings from the simulated data.

Multivariate return periods of sea storms for coastal erosion risk assessment

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S. Corbella

2012-08-01

Full Text Available The erosion of a beach depends on various storm characteristics. Ideally, the risk associated with a storm would be described by a single multivariate return period that is also representative of the erosion risk, i.e. a 100 yr multivariate storm return period would cause a 100 yr erosion return period. Unfortunately, a specific probability level may be associated with numerous combinations of storm characteristics. These combinations, despite having the same multivariate probability, may cause very different erosion outcomes. This paper explores this ambiguity problem in the context of copula based multivariate return periods and using a case study at Durban on the east coast of South Africa. Simulations were used to correlate multivariate return periods of historical events to return periods of estimated storm induced erosion volumes. In addition, the relationship of the most-likely design event (Salvadori et al., 2011 to coastal erosion was investigated. It was found that the multivariate return periods for wave height and duration had the highest correlation to erosion return periods. The most-likely design event was found to be an inadequate design method in its current form. We explore the inclusion of conditions based on the physical realizability of wave events and the use of multivariate linear regression to relate storm parameters to erosion computed from a process based model. Establishing a link between storm statistics and erosion consequences can resolve the ambiguity between multivariate storm return periods and associated erosion return periods.

An uncertain journey around the tails of multivariate hydrological distributions

Science.gov (United States)

Serinaldi, Francesco

2013-10-01

Moving from univariate to multivariate frequency analysis, this study extends the Klemeš' critique of the widespread belief that the increasingly refined mathematical structures of probability functions increase the accuracy and credibility of the extrapolated upper tails of the fitted distribution models. In particular, we discuss key aspects of multivariate frequency analysis applied to hydrological data such as the selection of multivariate design events (i.e., appropriate subsets or scenarios of multiplets that exhibit the same joint probability to be used in design applications) and the assessment of the corresponding uncertainty. Since these problems are often overlooked or treated separately, and sometimes confused, we attempt to clarify properties, advantages, shortcomings, and reliability of results of frequency analysis. We suggest a selection method of multivariate design events with prescribed joint probability based on simple Monte Carlo simulations that accounts for the uncertainty affecting the inference results and the multivariate extreme quantiles. It is also shown that the exploration of the p-level probability regions of a joint distribution returns a set of events that is a subset of the p-level scenarios resulting from an appropriate assessment of the sampling uncertainty, thus tending to overlook more extreme and potentially dangerous events with the same (uncertain) joint probability. Moreover, a quantitative assessment of the uncertainty of multivariate quantiles is provided by introducing the concept of joint confidence intervals. From an operational point of view, the simulated event sets describing the distribution of the multivariate p-level quantiles can be used to perform multivariate risk analysis under sampling uncertainty. As an example of the practical implications of this study, we analyze two case studies already presented in the literature.

Multivariable calculus with Matlab with applications to geometry and physics

CERN Document Server

Lipsman, Ronald L

2017-01-01

This comprehensive treatment of multivariable calculus focuses on the numerous tools that MATLAB® brings to the subject, as it presents introductions to geometry, mathematical physics, and kinematics. Covering simple calculations with MATLAB®, relevant plots, integration, and optimization, the numerous problem sets encourage practice with newly learned skills that cultivate the reader’s understanding of the material. Significant examples illustrate each topic, and fundamental physical applications such as Kepler’s Law, electromagnetism, fluid flow, and energy estimation are brought to prominent position. Perfect for use as a supplement to any standard multivariable calculus text, a “mathematical methods in physics or engineering” class, for independent study, or even as the class text in an “honors” multivariable calculus course, this textbook will appeal to mathematics, engineering, and physical science students. MATLAB® is tightly integrated into every portion of this book, and its graphical ...

Application of multivariate techniques to analytical data on Aegean ceramics

International Nuclear Information System (INIS)

Bieber, A.M.; Brooks, D.W.; Harbottle, G.; Sayre, E.V.

1976-01-01

The general problems of data collection and handling for multivariate elemental analyses of ancient pottery are considered including such specific questions as the level of analytical precision required, the number and type of elements to be determined and the need for comprehensive multivariate statistical analysis of the collected data in contrast to element by element statistical analysis. The multivariate statistical procedures of clustering in a multidimensional space and determination of the numerical probabilities of specimens belonging to a group through calculation of the Mahalanobis distances for these specimens in multicomponent space are described together with supporting univariate statistical procedures used at Brookhaven. The application of these techniques to the data on Late Bronze Age Aegean pottery (largely previously analysed at Oxford and Brookhaven with some new specimens considered) have resulted in meaningful subdivisions of previously established groups. (author)

Multivariable controller for a 600 MWe CANDU nuclear power plant

International Nuclear Information System (INIS)

Mensah, S.

1982-11-01

The problems of designing a multivariable regulator for a nuclear power station of the Gentilly-2 type are studied. A reduced model, G2LDM, linearized around steady state operating conditions, is derived from the non-linear model G2SIM. The resulting linear model is described by state-space equations. Good agreement is demonstrated between the transient responses of both models. Properties of G2LDM are assessed by performing controllability and observability tests, cyclicity and rank tests, and eigenanalysis. A comprehensive set of application-orinented algorithms which allow multivariable controller design with closed-loop pole-assignment techniques are implemented in a computer-aided design package via several modules. A general scheme for the implementation of a multivariable controller in G2SIM is designed, and simulation tests show satisfactory performance of the controller [fr

Clustering Multivariate Time Series Using Hidden Markov Models

Directory of Open Access Journals (Sweden)

Shima Ghassempour

2014-03-01

Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.

Multivariate analysis with LISREL

CERN Document Server

Jöreskog, Karl G; Y Wallentin, Fan

2016-01-01

This book traces the theory and methodology of multivariate statistical analysis and shows how it can be conducted in practice using the LISREL computer program. It presents not only the typical uses of LISREL, such as confirmatory factor analysis and structural equation models, but also several other multivariate analysis topics, including regression (univariate, multivariate, censored, logistic, and probit), generalized linear models, multilevel analysis, and principal component analysis. It provides numerous examples from several disciplines and discusses and interprets the results, illustrated with sections of output from the LISREL program, in the context of the example. The book is intended for masters and PhD students and researchers in the social, behavioral, economic and many other sciences who require a basic understanding of multivariate statistical theory and methods for their analysis of multivariate data. It can also be used as a textbook on various topics of multivariate statistical analysis.

Ensemble preprocessing of near-infrared (NIR) spectra for multivariate calibration

International Nuclear Information System (INIS)

Xu Lu; Zhou Yanping; Tang Lijuan; Wu Hailong; Jiang Jianhui; Shen Guoli; Yu Ruqin

2008-01-01

Preprocessing of raw near-infrared (NIR) spectral data is indispensable in multivariate calibration when the measured spectra are subject to significant noises, baselines and other undesirable factors. However, due to the lack of sufficient prior information and an incomplete knowledge of the raw data, NIR spectra preprocessing in multivariate calibration is still trial and error. How to select a proper method depends largely on both the nature of the data and the expertise and experience of the practitioners. This might limit the applications of multivariate calibration in many fields, where researchers are not very familiar with the characteristics of many preprocessing methods unique in chemometrics and have difficulties to select the most suitable methods. Another problem is many preprocessing methods, when used alone, might degrade the data in certain aspects or lose some useful information while improving certain qualities of the data. In order to tackle these problems, this paper proposes a new concept of data preprocessing, ensemble preprocessing method, where partial least squares (PLSs) models built on differently preprocessed data are combined by Monte Carlo cross validation (MCCV) stacked regression. Little or no prior information of the data and expertise are required. Moreover, fusion of complementary information obtained by different preprocessing methods often leads to a more stable and accurate calibration model. The investigation of two real data sets has demonstrated the advantages of the proposed method

An Outlyingness Matrix for Multivariate Functional Data Classification

KAUST Repository

Dai, Wenlin; Genton, Marc G.

2017-01-01

outlyingness with conventional statistical depth. We propose two classifiers based on directional outlyingness and the outlyingness matrix, respectively. Our classifiers provide better performance compared with existing depth-based classifiers when applied on both univariate and multivariate functional data from simulation studies. We also test our methods on two data problems: speech recognition and gesture classification, and obtain results that are consistent with the findings from the simulated data.

Multivariate data analysis as a tool in advanced quality monitoring in the food production chain

DEFF Research Database (Denmark)

Bro, R.; van den Berg, F.; Thybo, A.

2002-01-01

This paper summarizes some recent advances in mathematical modeling of relevance in advanced quality monitoring in the food production chain. Using chemometrics-multivariate data analysis - it is illustrated how to tackle problems in food science more efficiently and, moreover, solve problems...

Visualization of diversity in large multivariate data sets.

Science.gov (United States)

Pham, Tuan; Hess, Rob; Ju, Crystal; Zhang, Eugene; Metoyer, Ronald

2010-01-01

Understanding the diversity of a set of multivariate objects is an important problem in many domains, including ecology, college admissions, investing, machine learning, and others. However, to date, very little work has been done to help users achieve this kind of understanding. Visual representation is especially appealing for this task because it offers the potential to allow users to efficiently observe the objects of interest in a direct and holistic way. Thus, in this paper, we attempt to formalize the problem of visualizing the diversity of a large (more than 1000 objects), multivariate (more than 5 attributes) data set as one worth deeper investigation by the information visualization community. In doing so, we contribute a precise definition of diversity, a set of requirements for diversity visualizations based on this definition, and a formal user study design intended to evaluate the capacity of a visual representation for communicating diversity information. Our primary contribution, however, is a visual representation, called the Diversity Map, for visualizing diversity. An evaluation of the Diversity Map using our study design shows that users can judge elements of diversity consistently and as or more accurately than when using the only other representation specifically designed to visualize diversity.

Integrating Supplementary Application-Based Tutorials in the Multivariable Calculus Course

Science.gov (United States)

Verner, I. M.; Aroshas, S.; Berman, A.

2008-01-01

This article presents a study in which applications were integrated in the Multivariable Calculus course at the Technion in the framework of supplementary tutorials. The purpose of the study was to test the opportunity of extending the conventional curriculum by optional applied problem-solving activities and get initial evidence on the possible…

Regularized multivariate regression models with skew-t error distributions

KAUST Repository

Chen, Lianfu

2014-06-01

We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both the regression coefficient and inverse scale matrices simultaneously. The sparsity is introduced through penalizing the negative log-likelihood by adding L1-penalties on the entries of the two matrices. Taking advantage of the hierarchical representation of skew-t distributions, and using the expectation conditional maximization (ECM) algorithm, we reduce the problem to penalized normal likelihood and develop a procedure to minimize the ensuing objective function. Using a simulation study the performance of the method is assessed, and the methodology is illustrated using a real data set with a 24-dimensional response vector. © 2014 Elsevier B.V.

A Study of Effects of MultiCollinearity in the Multivariable Analysis.

Science.gov (United States)

Yoo, Wonsuk; Mayberry, Robert; Bae, Sejong; Singh, Karan; Peter He, Qinghua; Lillard, James W

2014-10-01

A multivariable analysis is the most popular approach when investigating associations between risk factors and disease. However, efficiency of multivariable analysis highly depends on correlation structure among predictive variables. When the covariates in the model are not independent one another, collinearity/multicollinearity problems arise in the analysis, which leads to biased estimation. This work aims to perform a simulation study with various scenarios of different collinearity structures to investigate the effects of collinearity under various correlation structures amongst predictive and explanatory variables and to compare these results with existing guidelines to decide harmful collinearity. Three correlation scenarios among predictor variables are considered: (1) bivariate collinear structure as the most simple collinearity case, (2) multivariate collinear structure where an explanatory variable is correlated with two other covariates, (3) a more realistic scenario when an independent variable can be expressed by various functions including the other variables.

Multivariable shape control development on the DIII-D tokamak

International Nuclear Information System (INIS)

Walker, M.L.; Humphreys, D.A.; Ferron, J.R.

1997-11-01

In this paper, the authors describe recent work on plasma shape and position control at DIII-D. This control consists of two equally challenging problems--the problem of identifying what the plasma actually looks like in real time, i.e. measuring the parameters to be controlled, and the task of determining the feedback algorithm which best controls these plasma parameters in a multiple input-output system. Recent implementation of the EFIT plasma equilibrium reconstruction algorithm in real time code which produces a new equilibrium estimate every 1.5 ms seems to solve the longstanding problem of obtaining sufficiently accurate plasma shape and position estimation. Stabilization of the open-loop unstable vertical motion is also viewed as a solved problem. The primary remaining problem appears to be how best to command the power supplies to achieve a desired shaping control response. They will describe the effort to understand and apply linearized models of plasma evolution to development and implementation of multivariable plasma controllers

Multivariate moment closure techniques for stochastic kinetic models

International Nuclear Information System (INIS)

Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.

2015-01-01

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs

Multivariate moment closure techniques for stochastic kinetic models

Energy Technology Data Exchange (ETDEWEB)

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

Generalized Inferences about the Mean Vector of Several Multivariate Gaussian Processes

Directory of Open Access Journals (Sweden)

Pilar Ibarrola

2015-01-01

Full Text Available We consider in this paper the problem of comparing the means of several multivariate Gaussian processes. It is assumed that the means depend linearly on an unknown vector parameter θ and that nuisance parameters appear in the covariance matrices. More precisely, we deal with the problem of testing hypotheses, as well as obtaining confidence regions for θ. Both methods will be based on the concepts of generalized p value and generalized confidence region adapted to our context.

Multivariate statistics exercises and solutions

CERN Document Server

Härdle, Wolfgang Karl

2015-01-01

The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether more than 250 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R language. All R codes and data sets may be downloaded via the quantlet download center  www.quantlet.org or via the Springer webpage. For interactive display of low-dimensional projections of a multivariate data set, we recommend GGobi.

MULTIVARIATE ACCOUNTING IN INTERNATIONAL FINANCIAL REPORTING STANDARDS

Directory of Open Access Journals (Sweden)

V. V. IEVDOKYMOV

2017-03-01

Full Text Available The necessity of the research on the basis of the positivist model of scientific knowledge is proved. The value of the conceptual framework in the process of bookkeeping selection is analyzed. The differences of the accounting selection adjustment procedure in US GAAP and IFRS are considered. The role and importance of the qualitative characteristics of financial reporting in the implementation of accounting selection are substantiated. The structure of the qualitative characteristics of financial reporting and their limitations under the Conceptual Framework for the preparation and presentation of financial statements are examined. The correlation between the accounting rules and alternatives adopted in US GAAP and IAS / IFRS is analyzed. The necessity to discuss the issue of the feasibility of «rule-oriented» or «principle-oriented» accounting model in the context of multivariate concept is studied. The authors prove the necessity of the application of institutional theory to solve the problems of accounting opportunism that arises when using the concept of multivariate accounting in International Financial Reporting Standards.

SOLUTION OF A MULTIVARIATE STRATIFIED SAMPLING PROBLEM THROUGH CHEBYSHEV GOAL PROGRAMMING

Directory of Open Access Journals (Sweden)

Mohd. Vaseem Ismail

2010-12-01

Full Text Available In this paper, we consider the problem of minimizing the variances for the various characters with fixed (given budget. Each convex objective function is first linearised at its minimal point where it meets the linear cost constraint. The resulting multiobjective linear programming problem is then solved by Chebyshev goal programming. A numerical example is given to illustrate the procedure.

Data classification and MTBF prediction with a multivariate analysis approach

International Nuclear Information System (INIS)

Braglia, Marcello; Carmignani, Gionata; Frosolini, Marco; Zammori, Francesco

2012-01-01

The paper presents a multivariate statistical approach that supports the classification of mechanical components, subjected to specific operating conditions, in terms of the Mean Time Between Failure (MTBF). Assessing the influence of working conditions and/or environmental factors on the MTBF is a prerequisite for the development of an effective preventive maintenance plan. However, this task may be demanding and it is generally performed with ad-hoc experimental methods, lacking of statistical rigor. To solve this common problem, a step by step multivariate data classification technique is proposed. Specifically, a set of structured failure data are classified in a meaningful way by means of: (i) cluster analysis, (ii) multivariate analysis of variance, (iii) feature extraction and (iv) predictive discriminant analysis. This makes it possible not only to define the MTBF of the analyzed components, but also to identify the working parameters that explain most of the variability of the observed data. The approach is finally demonstrated on 126 centrifugal pumps installed in an oil refinery plant; obtained results demonstrate the quality of the final discrimination, in terms of data classification and failure prediction.

Multivariate covariance generalized linear models

DEFF Research Database (Denmark)

Bonat, W. H.; Jørgensen, Bent

2016-01-01

are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions......We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...

Multivariate Statistical Process Control Charts: An Overview

OpenAIRE

Bersimis, Sotiris; Psarakis, Stelios; Panaretos, John

2006-01-01

In this paper we discuss the basic procedures for the implementation of multivariate statistical process control via control charting. Furthermore, we review multivariate extensions for all kinds of univariate control charts, such as multivariate Shewhart-type control charts, multivariate CUSUM control charts and multivariate EWMA control charts. In addition, we review unique procedures for the construction of multivariate control charts, based on multivariate statistical techniques such as p...

Methods of Multivariate Analysis

CERN Document Server

Rencher, Alvin C

2012-01-01

Praise for the Second Edition "This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this book that is hard to find elsewhere."-IIE Transactions Filled with new and timely content, Methods of Multivariate Analysis, Third Edition provides examples and exercises based on more than sixty real data sets from a wide variety of scientific fields. It takes a "methods" approach to the subject, placing an emphasis on how students and practitioners can employ multivariate analysis in real-life sit

Continuous multivariate exponential extension

International Nuclear Information System (INIS)

Block, H.W.

1975-01-01

The Freund-Weinman multivariate exponential extension is generalized to the case of nonidentically distributed marginal distributions. A fatal shock model is given for the resulting distribution. Results in the bivariate case and the concept of constant multivariate hazard rate lead to a continuous distribution related to the multivariate exponential distribution (MVE) of Marshall and Olkin. This distribution is shown to be a special case of the extended Freund-Weinman distribution. A generalization of the bivariate model of Proschan and Sullo leads to a distribution which contains both the extended Freund-Weinman distribution and the MVE

Multivariate fault isolation of batch processes via variable selection in partial least squares discriminant analysis.

Science.gov (United States)

Yan, Zhengbing; Kuang, Te-Hui; Yao, Yuan

2017-09-01

In recent years, multivariate statistical monitoring of batch processes has become a popular research topic, wherein multivariate fault isolation is an important step aiming at the identification of the faulty variables contributing most to the detected process abnormality. Although contribution plots have been commonly used in statistical fault isolation, such methods suffer from the smearing effect between correlated variables. In particular, in batch process monitoring, the high autocorrelations and cross-correlations that exist in variable trajectories make the smearing effect unavoidable. To address such a problem, a variable selection-based fault isolation method is proposed in this research, which transforms the fault isolation problem into a variable selection problem in partial least squares discriminant analysis and solves it by calculating a sparse partial least squares model. As different from the traditional methods, the proposed method emphasizes the relative importance of each process variable. Such information may help process engineers in conducting root-cause diagnosis. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Time varying, multivariate volume data reduction

Energy Technology Data Exchange (ETDEWEB)

Ahrens, James P [Los Alamos National Laboratory; Fout, Nathaniel [UC DAVIS; Ma, Kwan - Liu [UC DAVIS

2010-01-01

Large-scale supercomputing is revolutionizing the way science is conducted. A growing challenge, however, is understanding the massive quantities of data produced by large-scale simulations. The data, typically time-varying, multivariate, and volumetric, can occupy from hundreds of gigabytes to several terabytes of storage space. Transferring and processing volume data of such sizes is prohibitively expensive and resource intensive. Although it may not be possible to entirely alleviate these problems, data compression should be considered as part of a viable solution, especially when the primary means of data analysis is volume rendering. In this paper we present our study of multivariate compression, which exploits correlations among related variables, for volume rendering. Two configurations for multidimensional compression based on vector quantization are examined. We emphasize quality reconstruction and interactive rendering, which leads us to a solution using graphics hardware to perform on-the-fly decompression during rendering. In this paper we present a solution which addresses the need for data reduction in large supercomputing environments where data resulting from simulations occupies tremendous amounts of storage. Our solution employs a lossy encoding scheme to acrueve data reduction with several options in terms of rate-distortion behavior. We focus on encoding of multiple variables together, with optional compression in space and time. The compressed volumes can be rendered directly with commodity graphics cards at interactive frame rates and rendering quality similar to that of static volume renderers. Compression results using a multivariate time-varying data set indicate that encoding multiple variables results in acceptable performance in the case of spatial and temporal encoding as compared to independent compression of variables. The relative performance of spatial vs. temporal compression is data dependent, although temporal compression has the

A joint model for multivariate hierarchical semicontinuous data with replications.

Science.gov (United States)

Kassahun-Yimer, Wondwosen; Albert, Paul S; Lipsky, Leah M; Nansel, Tonja R; Liu, Aiyi

2017-01-01

Longitudinal data are often collected in biomedical applications in such a way that measurements on more than one response are taken from a given subject repeatedly overtime. For some problems, these multiple profiles need to be modeled jointly to get insight on the joint evolution and/or association of these responses over time. In practice, such longitudinal outcomes may have many zeros that need to be accounted for in the analysis. For example, in dietary intake studies, as we focus on in this paper, some food components are eaten daily by almost all subjects, while others are consumed episodically, where individuals have time periods where they do not eat these components followed by periods where they do. These episodically consumed foods need to be adequately modeled to account for the many zeros that are encountered. In this paper, we propose a joint model to analyze multivariate hierarchical semicontinuous data characterized by many zeros and more than one replicate observations at each measurement occasion. This approach allows for different probability mechanisms for describing the zero behavior as compared with the mean intake given that the individual consumes the food. To deal with the potentially large number of multivariate profiles, we use a pairwise model fitting approach that was developed in the context of multivariate Gaussian random effects models with large number of multivariate components. The novelty of the proposed approach is that it incorporates: (1) multivariate, possibly correlated, response variables; (2) within subject correlation resulting from repeated measurements taken from each subject; (3) many zero observations; (4) overdispersion; and (5) replicate measurements at each visit time.

Bayesian nonlinear regression for large small problems

KAUST Repository

Chakraborty, Sounak; Ghosh, Malay; Mallick, Bani K.

2012-01-01

Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. This is known as large p small n problem. Furthermore, the problem is more complicated when we have multiple correlated responses. We develop multivariate nonlinear regression models in this setup for accurate prediction. In this paper, we introduce a full Bayesian support vector regression model with Vapnik's ε-insensitive loss function, based on reproducing kernel Hilbert spaces (RKHS) under the multivariate correlated response setup. This provides a full probabilistic description of support vector machine (SVM) rather than an algorithm for fitting purposes. We have also introduced a multivariate version of the relevance vector machine (RVM). Instead of the original treatment of the RVM relying on the use of type II maximum likelihood estimates of the hyper-parameters, we put a prior on the hyper-parameters and use Markov chain Monte Carlo technique for computation. We have also proposed an empirical Bayes method for our RVM and SVM. Our methods are illustrated with a prediction problem in the near-infrared (NIR) spectroscopy. A simulation study is also undertaken to check the prediction accuracy of our models. © 2012 Elsevier Inc.

Bayesian nonlinear regression for large small problems

KAUST Repository

Chakraborty, Sounak

2012-07-01

Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. This is known as large p small n problem. Furthermore, the problem is more complicated when we have multiple correlated responses. We develop multivariate nonlinear regression models in this setup for accurate prediction. In this paper, we introduce a full Bayesian support vector regression model with Vapnik\\'s ε-insensitive loss function, based on reproducing kernel Hilbert spaces (RKHS) under the multivariate correlated response setup. This provides a full probabilistic description of support vector machine (SVM) rather than an algorithm for fitting purposes. We have also introduced a multivariate version of the relevance vector machine (RVM). Instead of the original treatment of the RVM relying on the use of type II maximum likelihood estimates of the hyper-parameters, we put a prior on the hyper-parameters and use Markov chain Monte Carlo technique for computation. We have also proposed an empirical Bayes method for our RVM and SVM. Our methods are illustrated with a prediction problem in the near-infrared (NIR) spectroscopy. A simulation study is also undertaken to check the prediction accuracy of our models. © 2012 Elsevier Inc.

An overview of multivariate gamma distributions as seen from a (multivariate) matrix exponential perspective

DEFF Research Database (Denmark)

Bladt, Mogens; Nielsen, Bo Friis

2012-01-01

Laplace transform. In a longer perspective stochastic and statistical analysis for MVME will in particular apply to any of the previously defined distributions. Multivariate gamma distributions have been used in a variety of fields like hydrology, [11], [10], [6], space (wind modeling) [9] reliability [3......Numerous definitions of multivariate exponential and gamma distributions can be retrieved from the literature [4]. These distribtuions belong to the class of Multivariate Matrix-- Exponetial Distributions (MVME) whenever their joint Laplace transform is a rational function. The majority...... of these distributions further belongs to an important subclass of MVME distributions [5, 1] where the multivariate random vector can be interpreted as a number of simultaneously collected rewards during sojourns in a the states of a Markov chain with one absorbing state, the rest of the states being transient. We...

Multivariate multiscale entropy of financial markets

Science.gov (United States)

Lu, Yunfan; Wang, Jun

2017-11-01

In current process of quantifying the dynamical properties of the complex phenomena in financial market system, the multivariate financial time series are widely concerned. In this work, considering the shortcomings and limitations of univariate multiscale entropy in analyzing the multivariate time series, the multivariate multiscale sample entropy (MMSE), which can evaluate the complexity in multiple data channels over different timescales, is applied to quantify the complexity of financial markets. Its effectiveness and advantages have been detected with numerical simulations with two well-known synthetic noise signals. For the first time, the complexity of four generated trivariate return series for each stock trading hour in China stock markets is quantified thanks to the interdisciplinary application of this method. We find that the complexity of trivariate return series in each hour show a significant decreasing trend with the stock trading time progressing. Further, the shuffled multivariate return series and the absolute multivariate return series are also analyzed. As another new attempt, quantifying the complexity of global stock markets (Asia, Europe and America) is carried out by analyzing the multivariate returns from them. Finally we utilize the multivariate multiscale entropy to assess the relative complexity of normalized multivariate return volatility series with different degrees.

Multivariate Feature Selection of Image Descriptors Data for Breast Cancer with Computer-Assisted Diagnosis

Directory of Open Access Journals (Sweden)

Carlos E. Galván-Tejada

2017-02-01

Full Text Available Breast cancer is an important global health problem, and the most common type of cancer among women. Late diagnosis significantly decreases the survival rate of the patient; however, using mammography for early detection has been demonstrated to be a very important tool increasing the survival rate. The purpose of this paper is to obtain a multivariate model to classify benign and malignant tumor lesions using a computer-assisted diagnosis with a genetic algorithm in training and test datasets from mammography image features. A multivariate search was conducted to obtain predictive models with different approaches, in order to compare and validate results. The multivariate models were constructed using: Random Forest, Nearest centroid, and K-Nearest Neighbor (K-NN strategies as cost function in a genetic algorithm applied to the features in the BCDR public databases. Results suggest that the two texture descriptor features obtained in the multivariate model have a similar or better prediction capability to classify the data outcome compared with the multivariate model composed of all the features, according to their fitness value. This model can help to reduce the workload of radiologists and present a second opinion in the classification of tumor lesions.

Multivariate Feature Selection of Image Descriptors Data for Breast Cancer with Computer-Assisted Diagnosis.

Science.gov (United States)

Galván-Tejada, Carlos E; Zanella-Calzada, Laura A; Galván-Tejada, Jorge I; Celaya-Padilla, José M; Gamboa-Rosales, Hamurabi; Garza-Veloz, Idalia; Martinez-Fierro, Margarita L

2017-02-14

Breast cancer is an important global health problem, and the most common type of cancer among women. Late diagnosis significantly decreases the survival rate of the patient; however, using mammography for early detection has been demonstrated to be a very important tool increasing the survival rate. The purpose of this paper is to obtain a multivariate model to classify benign and malignant tumor lesions using a computer-assisted diagnosis with a genetic algorithm in training and test datasets from mammography image features. A multivariate search was conducted to obtain predictive models with different approaches, in order to compare and validate results. The multivariate models were constructed using: Random Forest, Nearest centroid, and K-Nearest Neighbor (K-NN) strategies as cost function in a genetic algorithm applied to the features in the BCDR public databases. Results suggest that the two texture descriptor features obtained in the multivariate model have a similar or better prediction capability to classify the data outcome compared with the multivariate model composed of all the features, according to their fitness value. This model can help to reduce the workload of radiologists and present a second opinion in the classification of tumor lesions.

Enhancing Student Writing and Computer Programming with LATEX and MATLAB in Multivariable Calculus

Science.gov (United States)

Sullivan, Eric; Melvin, Timothy

2016-01-01

Written communication and computer programming are foundational components of an undergraduate degree in the mathematical sciences. All lower-division mathematics courses at our institution are paired with computer-based writing, coding, and problem-solving activities. In multivariable calculus we utilize MATLAB and LATEX to have students explore…

Aggregation-cokriging for highly multivariate spatial data

KAUST Repository

Furrer, R.; Genton, M. G.

2011-01-01

Best linear unbiased prediction of spatially correlated multivariate random processes, often called cokriging in geostatistics, requires the solution of a large linear system based on the covariance and cross-covariance matrix of the observations. For many problems of practical interest, it is impossible to solve the linear system with direct methods. We propose an efficient linear unbiased predictor based on a linear aggregation of the covariables. The primary variable together with this single meta-covariable is used to perform cokriging. We discuss the optimality of the approach under different covariance structures, and use it to create reanalysis type high-resolution historical temperature fields. © 2011 Biometrika Trust.

Aggregation-cokriging for highly multivariate spatial data

KAUST Repository

Furrer, R.

2011-08-26

Best linear unbiased prediction of spatially correlated multivariate random processes, often called cokriging in geostatistics, requires the solution of a large linear system based on the covariance and cross-covariance matrix of the observations. For many problems of practical interest, it is impossible to solve the linear system with direct methods. We propose an efficient linear unbiased predictor based on a linear aggregation of the covariables. The primary variable together with this single meta-covariable is used to perform cokriging. We discuss the optimality of the approach under different covariance structures, and use it to create reanalysis type high-resolution historical temperature fields. © 2011 Biometrika Trust.

Multivariate meta-analysis: Potential and promise

Science.gov (United States)

Jackson, Dan; Riley, Richard; White, Ian R

2011-01-01

The multivariate random effects model is a generalization of the standard univariate model. Multivariate meta-analysis is becoming more commonly used and the techniques and related computer software, although continually under development, are now in place. In order to raise awareness of the multivariate methods, and discuss their advantages and disadvantages, we organized a one day ‘Multivariate meta-analysis’ event at the Royal Statistical Society. In addition to disseminating the most recent developments, we also received an abundance of comments, concerns, insights, critiques and encouragement. This article provides a balanced account of the day's discourse. By giving others the opportunity to respond to our assessment, we hope to ensure that the various view points and opinions are aired before multivariate meta-analysis simply becomes another widely used de facto method without any proper consideration of it by the medical statistics community. We describe the areas of application that multivariate meta-analysis has found, the methods available, the difficulties typically encountered and the arguments for and against the multivariate methods, using four representative but contrasting examples. We conclude that the multivariate methods can be useful, and in particular can provide estimates with better statistical properties, but also that these benefits come at the price of making more assumptions which do not result in better inference in every case. Although there is evidence that multivariate meta-analysis has considerable potential, it must be even more carefully applied than its univariate counterpart in practice. Copyright © 2011 John Wiley & Sons, Ltd. PMID:21268052

Multivariate refined composite multiscale entropy analysis

International Nuclear Information System (INIS)

Humeau-Heurtier, Anne

2016-01-01

Multiscale entropy (MSE) has become a prevailing method to quantify signals complexity. MSE relies on sample entropy. However, MSE may yield imprecise complexity estimation at large scales, because sample entropy does not give precise estimation of entropy when short signals are processed. A refined composite multiscale entropy (RCMSE) has therefore recently been proposed. Nevertheless, RCMSE is for univariate signals only. The simultaneous analysis of multi-channel (multivariate) data often over-performs studies based on univariate signals. We therefore introduce an extension of RCMSE to multivariate data. Applications of multivariate RCMSE to simulated processes reveal its better performances over the standard multivariate MSE. - Highlights: • Multiscale entropy quantifies data complexity but may be inaccurate at large scale. • A refined composite multiscale entropy (RCMSE) has therefore recently been proposed. • Nevertheless, RCMSE is adapted to univariate time series only. • We herein introduce an extension of RCMSE to multivariate data. • It shows better performances than the standard multivariate multiscale entropy.

Multivariate Generalized Multiscale Entropy Analysis

Directory of Open Access Journals (Sweden)

Anne Humeau-Heurtier

2016-11-01

Full Text Available Multiscale entropy (MSE was introduced in the 2000s to quantify systems’ complexity. MSE relies on (i a coarse-graining procedure to derive a set of time series representing the system dynamics on different time scales; (ii the computation of the sample entropy for each coarse-grained time series. A refined composite MSE (rcMSE—based on the same steps as MSE—also exists. Compared to MSE, rcMSE increases the accuracy of entropy estimation and reduces the probability of inducing undefined entropy for short time series. The multivariate versions of MSE (MMSE and rcMSE (MrcMSE have also been introduced. In the coarse-graining step used in MSE, rcMSE, MMSE, and MrcMSE, the mean value is used to derive representations of the original data at different resolutions. A generalization of MSE was recently published, using the computation of different moments in the coarse-graining procedure. However, so far, this generalization only exists for univariate signals. We therefore herein propose an extension of this generalized MSE to multivariate data. The multivariate generalized algorithms of MMSE and MrcMSE presented herein (MGMSE and MGrcMSE, respectively are first analyzed through the processing of synthetic signals. We reveal that MGrcMSE shows better performance than MGMSE for short multivariate data. We then study the performance of MGrcMSE on two sets of short multivariate electroencephalograms (EEG available in the public domain. We report that MGrcMSE may show better performance than MrcMSE in distinguishing different types of multivariate EEG data. MGrcMSE could therefore supplement MMSE or MrcMSE in the processing of multivariate datasets.

Multivariate pattern dependence.

Directory of Open Access Journals (Sweden)

Stefano Anzellotti

2017-11-01

Full Text Available When we perform a cognitive task, multiple brain regions are engaged. Understanding how these regions interact is a fundamental step to uncover the neural bases of behavior. Most research on the interactions between brain regions has focused on the univariate responses in the regions. However, fine grained patterns of response encode important information, as shown by multivariate pattern analysis. In the present article, we introduce and apply multivariate pattern dependence (MVPD: a technique to study the statistical dependence between brain regions in humans in terms of the multivariate relations between their patterns of responses. MVPD characterizes the responses in each brain region as trajectories in region-specific multidimensional spaces, and models the multivariate relationship between these trajectories. We applied MVPD to the posterior superior temporal sulcus (pSTS and to the fusiform face area (FFA, using a searchlight approach to reveal interactions between these seed regions and the rest of the brain. Across two different experiments, MVPD identified significant statistical dependence not detected by standard functional connectivity. Additionally, MVPD outperformed univariate connectivity in its ability to explain independent variance in the responses of individual voxels. In the end, MVPD uncovered different connectivity profiles associated with different representational subspaces of FFA: the first principal component of FFA shows differential connectivity with occipital and parietal regions implicated in the processing of low-level properties of faces, while the second and third components show differential connectivity with anterior temporal regions implicated in the processing of invariant representations of face identity.

FBST for Cointegration Problems

Science.gov (United States)

Diniz, M.; Pereira, C. A. B.; Stern, J. M.

2008-11-01

In order to estimate causal relations, the time series econometrics has to be aware of spurious correlation, a problem first mentioned by Yule [21]. To solve the problem, one can work with differenced series or use multivariate models like VAR or VEC models. In this case, the analysed series are going to present a long run relation i.e. a cointegration relation. Even though the Bayesian literature about inference on VAR/VEC models is quite advanced, Bauwens et al. [2] highlight that "the topic of selecting the cointegrating rank has not yet given very useful and convincing results." This paper presents the Full Bayesian Significance Test applied to cointegration rank selection tests in multivariate (VAR/VEC) time series models and shows how to implement it using available in the literature and simulated data sets. A standard non-informative prior is assumed.

Dynamic factor analysis in the frequency domain: causal modeling of multivariate psychophysiological time series

NARCIS (Netherlands)

Molenaar, P.C.M.

1987-01-01

Outlines a frequency domain analysis of the dynamic factor model and proposes a solution to the problem of constructing a causal filter of lagged factor loadings. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic

Multivariate Max-Stable Spatial Processes

KAUST Repository

Genton, Marc G.

2014-01-06

Analysis of spatial extremes is currently based on univariate processes. Max-stable processes allow the spatial dependence of extremes to be modelled and explicitly quantified, they are therefore widely adopted in applications. For a better understanding of extreme events of real processes, such as environmental phenomena, it may be useful to study several spatial variables simultaneously. To this end, we extend some theoretical results and applications of max-stable processes to the multivariate setting to analyze extreme events of several variables observed across space. In particular, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. Then, we define a Poisson process construction in the multivariate setting and introduce multivariate versions of the Smith Gaussian extremevalue, the Schlather extremal-Gaussian and extremal-t, and the BrownResnick models. Inferential aspects of those models based on composite likelihoods are developed. We present results of various Monte Carlo simulations and of an application to a dataset of summer daily temperature maxima and minima in Oklahoma, U.S.A., highlighting the utility of working with multivariate models in contrast to the univariate case. Based on joint work with Simone Padoan and Huiyan Sang.

Multivariate Max-Stable Spatial Processes

KAUST Repository

Genton, Marc G.

2014-01-01

Analysis of spatial extremes is currently based on univariate processes. Max-stable processes allow the spatial dependence of extremes to be modelled and explicitly quantified, they are therefore widely adopted in applications. For a better understanding of extreme events of real processes, such as environmental phenomena, it may be useful to study several spatial variables simultaneously. To this end, we extend some theoretical results and applications of max-stable processes to the multivariate setting to analyze extreme events of several variables observed across space. In particular, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. Then, we define a Poisson process construction in the multivariate setting and introduce multivariate versions of the Smith Gaussian extremevalue, the Schlather extremal-Gaussian and extremal-t, and the BrownResnick models. Inferential aspects of those models based on composite likelihoods are developed. We present results of various Monte Carlo simulations and of an application to a dataset of summer daily temperature maxima and minima in Oklahoma, U.S.A., highlighting the utility of working with multivariate models in contrast to the univariate case. Based on joint work with Simone Padoan and Huiyan Sang.

Critical elements on fitting the Bayesian multivariate Poisson Lognormal model

Science.gov (United States)

Zamzuri, Zamira Hasanah binti

2015-10-01

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

A primer of multivariate statistics

CERN Document Server

Harris, Richard J

2014-01-01

Drawing upon more than 30 years of experience in working with statistics, Dr. Richard J. Harris has updated A Primer of Multivariate Statistics to provide a model of balance between how-to and why. This classic text covers multivariate techniques with a taste of latent variable approaches. Throughout the book there is a focus on the importance of describing and testing one's interpretations of the emergent variables that are produced by multivariate analysis. This edition retains its conversational writing style while focusing on classical techniques. The book gives the reader a feel for why

Multivariate stochastic simulation with subjective multivariate normal distributions

Science.gov (United States)

P. J. Ince; J. Buongiorno

1991-01-01

In many applications of Monte Carlo simulation in forestry or forest products, it may be known that some variables are correlated. However, for simplicity, in most simulations it has been assumed that random variables are independently distributed. This report describes an alternative Monte Carlo simulation technique for subjectively assesed multivariate normal...

Clustering of samples and elements based on multi-variable chemical data

International Nuclear Information System (INIS)

Op de Beeck, J.

1984-01-01

Clustering and classification are defined in the context of multivariable chemical analysis data. Classical multi-variate techniques, commonly used to interpret such data, are shown to be based on probabilistic and geometrical principles which are not justified for analytical data, since in that case one assumes or expects a system of more or less systematically related objects (samples) as defined by measurements on more or less systematically interdependent variables (elements). For the specific analytical problem of data set concerning a large number of trace elements determined in a large number of samples, a deterministic cluster analysis can be used to develop the underlying classification structure. Three main steps can be distinguished: diagnostic evaluation and preprocessing of the raw input data; computation of a symmetric matrix with pairwise standardized dissimilarity values between all possible pairs of samples and/or elements; and ultrametric clustering strategy to produce the final classification as a dendrogram. The software packages designed to perform these tasks are discussed and final results are given. Conclusions are formulated concerning the dangers of using multivariate, clustering and classification software packages as a black-box

Model Checking Multivariate State Rewards

DEFF Research Database (Denmark)

Nielsen, Bo Friis; Nielson, Flemming; Nielson, Hanne Riis

2010-01-01

We consider continuous stochastic logics with state rewards that are interpreted over continuous time Markov chains. We show how results from multivariate phase type distributions can be used to obtain higher-order moments for multivariate state rewards (including covariance). We also generalise...

Anger Expression Types and Interpersonal Problems in Nurses.

Science.gov (United States)

Han, Aekyung; Won, Jongsoon; Kim, Oksoo; Lee, Sang E

2015-06-01

The purpose of this study was to investigate the anger expression types in nurses and to analyze the differences between the anger expression types and interpersonal problems. The data were collected from 149 nurses working in general hospitals with 300 beds or more in Seoul or Gyeonggi province, Korea. For anger expression type, the anger expression scale from the Korean State-Trait Anger Expression Inventory was used. For interpersonal problems, the short form of the Korean Inventory of Interpersonal Problems Circumplex Scales was used. Data were analyzed using descriptive statistics, cluster analysis, multivariate analysis of variance, and Duncan's multiple comparisons test. Three anger expression types in nurses were found: low-anger expression, anger-in, and anger-in/control type. From the results of multivariate analysis of variance, there were significant differences between anger expression types and interpersonal problems (Wilks lambda F = 3.52, p interpersonal problems by Duncan's post hoc test (p interpersonal problems. Copyright © 2015. Published by Elsevier B.V.

On the return period and design in a multivariate framework

Directory of Open Access Journals (Sweden)

G. Salvadori

2011-11-01

Full Text Available Calculating return periods and design quantiles in a multivariate environment is a difficult problem: this paper tries to make the issue clear. First, we outline a possible way to introduce a consistent theoretical framework for the calculation of the return period in a multi-dimensional environment, based on Copulas and the Kendall's measure. Secondly, we introduce several approaches for the identification of suitable design events: these latter quantities are of utmost importance in practical applications, but their calculation is yet limited, due to the lack of an adequate theoretical environment where to embed the problem. Throughout the paper, a case study involving the behavior of a dam is used to illustrate the new concepts outlined in this work.

Application of a Multivariate Statistical Technique to Interpreting Data from Multichannel Equipment for the Example of the KLEM Spectrometer

International Nuclear Information System (INIS)

Podorozhnyi, D.M.; Postnikov, E.B.; Sveshnikova, L.G.; Turundaevsky, A.N.

2005-01-01

A multivariate statistical procedure for solving problems of estimating physical parameters on the basis of data from measurements with multichannel equipment is described. Within the multivariate procedure, an algorithm is constructed for estimating the energy of primary cosmic rays and the exponent in their power-law spectrum. They are investigated by using the KLEM spectrometer (NUCLEON project) as a specific example of measuring equipment. The results of computer experiments simulating the operation of the multivariate procedure for this equipment are given, the proposed approach being compared in these experiments with the one-parameter approach presently used in data processing

Multivariate analysis: models and method

International Nuclear Information System (INIS)

Sanz Perucha, J.

1990-01-01

Data treatment techniques are increasingly used since computer methods result of wider access. Multivariate analysis consists of a group of statistic methods that are applied to study objects or samples characterized by multiple values. A final goal is decision making. The paper describes the models and methods of multivariate analysis

Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

OpenAIRE

Liang, Yuli

2015-01-01

This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. We derive two covariance structures under two different invariance restrictions. The obtained covariance structures reflect both circularity and exchangeability present in the data....

Multi-Fault Diagnosis of Rolling Bearings via Adaptive Projection Intrinsically Transformed Multivariate Empirical Mode Decomposition and High Order Singular Value Decomposition.

Science.gov (United States)

Yuan, Rui; Lv, Yong; Song, Gangbing

2018-04-16

Rolling bearings are important components in rotary machinery systems. In the field of multi-fault diagnosis of rolling bearings, the vibration signal collected from single channels tends to miss some fault characteristic information. Using multiple sensors to collect signals at different locations on the machine to obtain multivariate signal can remedy this problem. The adverse effect of a power imbalance between the various channels is inevitable, and unfavorable for multivariate signal processing. As a useful, multivariate signal processing method, Adaptive-projection has intrinsically transformed multivariate empirical mode decomposition (APIT-MEMD), and exhibits better performance than MEMD by adopting adaptive projection strategy in order to alleviate power imbalances. The filter bank properties of APIT-MEMD are also adopted to enable more accurate and stable intrinsic mode functions (IMFs), and to ease mode mixing problems in multi-fault frequency extractions. By aligning IMF sets into a third order tensor, high order singular value decomposition (HOSVD) can be employed to estimate the fault number. The fault correlation factor (FCF) analysis is used to conduct correlation analysis, in order to determine effective IMFs; the characteristic frequencies of multi-faults can then be extracted. Numerical simulations and the application of multi-fault situation can demonstrate that the proposed method is promising in multi-fault diagnoses of multivariate rolling bearing signal.

Multivariate strategies in functional magnetic resonance imaging

DEFF Research Database (Denmark)

Hansen, Lars Kai

2007-01-01

We discuss aspects of multivariate fMRI modeling, including the statistical evaluation of multivariate models and means for dimensional reduction. In a case study we analyze linear and non-linear dimensional reduction tools in the context of a `mind reading' predictive multivariate fMRI model....

Current status of the ParInt package for parallel multivariate integration

International Nuclear Information System (INIS)

Doncker, E. de; Kaugars, K.; Cucos, L.; Zanny, R.

2002-01-01

The ParInt project focuses on the development of parallel algorithms and software for the computation of multi-variate integrals. We will give an overview of the contents and capabilities of the package. Our objective has been to provide the end-user with state of the art problem solving power. This has required work in a number of areas, including the fundamental numerical techniques, strategies for parallelization, user interfaces for general use and specific applications, and visualization of computations to analyze the mutual influences of problem characteristics and algorithm behavior. Furthermore, the integration of all the above into a versatile set of tools is aimed toward an efficient use of the available parallel or distributed computer resources. (author)

Applied multivariate statistical analysis

CERN Document Server

Härdle, Wolfgang Karl

2015-01-01

Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners.  It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added.  All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior.  All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate ...

Multivariate Bonferroni-type inequalities theory and applications

CERN Document Server

Chen, John

2014-01-01

Multivariate Bonferroni-Type Inequalities: Theory and Applications presents a systematic account of research discoveries on multivariate Bonferroni-type inequalities published in the past decade. The emergence of new bounding approaches pushes the conventional definitions of optimal inequalities and demands new insights into linear and Fréchet optimality. The book explores these advances in bounding techniques with corresponding innovative applications. It presents the method of linear programming for multivariate bounds, multivariate hybrid bounds, sub-Markovian bounds, and bounds using Hamil

A kernel version of multivariate alteration detection

DEFF Research Database (Denmark)

Nielsen, Allan Aasbjerg; Vestergaard, Jacob Schack

2013-01-01

Based on the established methods kernel canonical correlation analysis and multivariate alteration detection we introduce a kernel version of multivariate alteration detection. A case study with SPOT HRV data shows that the kMAD variates focus on extreme change observations.......Based on the established methods kernel canonical correlation analysis and multivariate alteration detection we introduce a kernel version of multivariate alteration detection. A case study with SPOT HRV data shows that the kMAD variates focus on extreme change observations....

Permutation-based inference for the AUC: A unified approach for continuous and discontinuous data.

Science.gov (United States)

Pauly, Markus; Asendorf, Thomas; Konietschke, Frank

2016-11-01

We investigate rank-based studentized permutation methods for the nonparametric Behrens-Fisher problem, that is, inference methods for the area under the ROC curve. We hereby prove that the studentized permutation distribution of the Brunner-Munzel rank statistic is asymptotically standard normal, even under the alternative. Thus, incidentally providing the hitherto missing theoretical foundation for the Neubert and Brunner studentized permutation test. In particular, we do not only show its consistency, but also that confidence intervals for the underlying treatment effects can be computed by inverting this permutation test. In addition, we derive permutation-based range-preserving confidence intervals. Extensive simulation studies show that the permutation-based confidence intervals appear to maintain the preassigned coverage probability quite accurately (even for rather small sample sizes). For a convenient application of the proposed methods, a freely available software package for the statistical software R has been developed. A real data example illustrates the application. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Multivariate Matrix-Exponential Distributions

DEFF Research Database (Denmark)

Bladt, Mogens; Nielsen, Bo Friis

2010-01-01

be written as linear combinations of the elements in the exponential of a matrix. For this reason we shall refer to multivariate distributions with rational Laplace transform as multivariate matrix-exponential distributions (MVME). The marginal distributions of an MVME are univariate matrix......-exponential distributions. We prove a characterization that states that a distribution is an MVME distribution if and only if all non-negative, non-null linear combinations of the coordinates have a univariate matrix-exponential distribution. This theorem is analog to a well-known characterization theorem...

On set-valued functionals: Multivariate risk measures and Aumann integrals

Science.gov (United States)

Ararat, Cagin

In this dissertation, multivariate risk measures for random vectors and Aumann integrals of set-valued functions are studied. Both are set-valued functionals with values in a complete lattice of subsets of Rm. Multivariate risk measures are considered in a general d-asset financial market with trading opportunities in discrete time. Specifically, the following features of the market are incorporated in the evaluation of multivariate risk: convex transaction costs modeled by solvency regions, intermediate trading constraints modeled by convex random sets, and the requirement of liquidation into the first m ≤ d of the assets. It is assumed that the investor has a "pure" multivariate risk measure R on the space of m-dimensional random vectors which represents her risk attitude towards the assets but does not take into account the frictions of the market. Then, the investor with a d-dimensional position minimizes the set-valued functional R over all m-dimensional positions that she can reach by trading in the market subject to the frictions described above. The resulting functional Rmar on the space of d-dimensional random vectors is another multivariate risk measure, called the market-extension of R. A dual representation for R mar that decomposes the effects of R and the frictions of the market is proved. Next, multivariate risk measures are studied in a utility-based framework. It is assumed that the investor has a complete risk preference towards each individual asset, which can be represented by a von Neumann-Morgenstern utility function. Then, an incomplete preference is considered for multivariate positions which is represented by the vector of the individual utility functions. Under this structure, multivariate shortfall and divergence risk measures are defined as the optimal values of set minimization problems. The dual relationship between the two classes of multivariate risk measures is constructed via a recent Lagrange duality for set optimization. In

Multivariate analysis methods in physics

International Nuclear Information System (INIS)

Wolter, M.

2007-01-01

A review of multivariate methods based on statistical training is given. Several multivariate methods useful in high-energy physics analysis are discussed. Selected examples from current research in particle physics are discussed, both from the on-line trigger selection and from the off-line analysis. Also statistical training methods are presented and some new application are suggested [ru

Investigation on multi-variable decoupled temperature control system for enamelling machine with heated air circulation

Energy Technology Data Exchange (ETDEWEB)

Li, Yang; Qin, Le; Zou, Shipeng; Long, Shijun [School of Information Engineering, Guangdong University of Technology, Guangzhou, 510006 (China)

2014-04-11

A lots of problems may occur frequently when controlling the temperature of the enamelling machine oven in the real industrial process, such as multi-variable coupled problem. an experimental rig with triple inputs and triple outputs was devised and a simulation modeling was established accordingly in this study,. the temperature control system based on the feedforward compensation algorithm was proposed. Experimental results have shown that the system is of high efficiency, good stability and promising application.

Regression Analysis for Multivariate Dependent Count Data Using Convolved Gaussian Processes

OpenAIRE

Sofro, A'yunin; Shi, Jian Qing; Cao, Chunzheng

2017-01-01

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that the covariance matrix is positive definite. To address the issue, we propose to use convolved Gaussian process (CGP) in this paper. The approach provides a semi-parametric model and offers a natural framework for modeling common mean structure and covarianc...

Multivariate survival analysis and competing risks

CERN Document Server

Crowder, Martin J

2012-01-01

Multivariate Survival Analysis and Competing Risks introduces univariate survival analysis and extends it to the multivariate case. It covers competing risks and counting processes and provides many real-world examples, exercises, and R code. The text discusses survival data, survival distributions, frailty models, parametric methods, multivariate data and distributions, copulas, continuous failure, parametric likelihood inference, and non- and semi-parametric methods. There are many books covering survival analysis, but very few that cover the multivariate case in any depth. Written for a graduate-level audience in statistics/biostatistics, this book includes practical exercises and R code for the examples. The author is renowned for his clear writing style, and this book continues that trend. It is an excellent reference for graduate students and researchers looking for grounding in this burgeoning field of research.

The value of multivariate model sophistication

DEFF Research Database (Denmark)

Rombouts, Jeroen; Stentoft, Lars; Violante, Francesco

2014-01-01

We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ in their spec....... In addition to investigating the value of model sophistication in terms of dollar losses directly, we also use the model confidence set approach to statistically infer the set of models that delivers the best pricing performances.......We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ...

Multivariate prediction, de Branges spaces, and related extension and inverse problems

CERN Document Server

Arov, Damir Z

2018-01-01

This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process. The strategy is to identify these subspaces as vector valued de Branges spaces and then to express projections in terms of the reproducing kernels of these spaces and/or in terms of a generalized Fourier transform that is obtained from the solution of an associated inverse spectral problem. Subsequently, the projection of the past onto the future and the future onto the past is interpreted in terms of the range of appropriately defined Hankel operators and their adjoints, and, in the last chapter, assorted computations are carried out for rat...

Multivariate statistical methods a first course

CERN Document Server

Marcoulides, George A

2014-01-01

Multivariate statistics refer to an assortment of statistical methods that have been developed to handle situations in which multiple variables or measures are involved. Any analysis of more than two variables or measures can loosely be considered a multivariate statistical analysis. An introductory text for students learning multivariate statistical methods for the first time, this book keeps mathematical details to a minimum while conveying the basic principles. One of the principal strategies used throughout the book--in addition to the presentation of actual data analyses--is poin

Multivariable control in nuclear power stations

International Nuclear Information System (INIS)

Parent, M.; McMorran, P.D.

1982-11-01

Multivariable methods have the potential to improve the control of large systems such as nuclear power stations. Linear-quadratic optimal control is a multivariable method based on the minimization of a cost function. A related technique leads to the Kalman filter for estimation of plant state from noisy measurements. A design program for optimal control and Kalman filtering has been developed as part of a computer-aided design package for multivariable control systems. The method is demonstrated on a model of a nuclear steam generator, and simulated results are presented

Multivariate Generalizations of Student's t-Distribution. ONR Technical Report. [Biometric Lab Report No. 90-3.

Science.gov (United States)

Gibbons, Robert D.; And Others

In the process of developing a conditionally-dependent item response theory (IRT) model, the problem arose of modeling an underlying multivariate normal (MVN) response process with general correlation among the items. Without the assumption of conditional independence, for which the underlying MVN cdf takes on comparatively simple forms and can be…

Retro-regression--another important multivariate regression improvement.

Science.gov (United States)

Randić, M

2001-01-01

We review the serious problem associated with instabilities of the coefficients of regression equations, referred to as the MRA (multivariate regression analysis) "nightmare of the first kind". This is manifested when in a stepwise regression a descriptor is included or excluded from a regression. The consequence is an unpredictable change of the coefficients of the descriptors that remain in the regression equation. We follow with consideration of an even more serious problem, referred to as the MRA "nightmare of the second kind", arising when optimal descriptors are selected from a large pool of descriptors. This process typically causes at different steps of the stepwise regression a replacement of several previously used descriptors by new ones. We describe a procedure that resolves these difficulties. The approach is illustrated on boiling points of nonanes which are considered (1) by using an ordered connectivity basis; (2) by using an ordering resulting from application of greedy algorithm; and (3) by using an ordering derived from an exhaustive search for optimal descriptors. A novel variant of multiple regression analysis, called retro-regression (RR), is outlined showing how it resolves the ambiguities associated with both "nightmares" of the first and the second kind of MRA.

Multivariate and semiparametric kernel regression

OpenAIRE

Härdle, Wolfgang; Müller, Marlene

1997-01-01

The paper gives an introduction to theory and application of multivariate and semiparametric kernel smoothing. Multivariate nonparametric density estimation is an often used pilot tool for examining the structure of data. Regression smoothing helps in investigating the association between covariates and responses. We concentrate on kernel smoothing using local polynomial fitting which includes the Nadaraya-Watson estimator. Some theory on the asymptotic behavior and bandwidth selection is pro...

A Multivariate Time Series Method for Monte Carlo Reactor Analysis

International Nuclear Information System (INIS)

Taro Ueki

2008-01-01

A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor

Multivariate GARCH models

DEFF Research Database (Denmark)

Silvennoinen, Annastiina; Teräsvirta, Timo

This article contains a review of multivariate GARCH models. Most common GARCH models are presented and their properties considered. This also includes nonparametric and semiparametric models. Existing specification and misspecification tests are discussed. Finally, there is an empirical example...

Scattering amplitudes over finite fields and multivariate functional reconstruction

Energy Technology Data Exchange (ETDEWEB)

Peraro, Tiziano [Higgs Centre for Theoretical Physics,School of Physics and Astronomy, The University of Edinburgh,James Clerk Maxwell Building, Peter Guthrie Tait Road, Edinburgh EH9 3FD (United Kingdom)

2016-12-07

Several problems in computer algebra can be efficiently solved by reducing them to calculations over finite fields. In this paper, we describe an algorithm for the reconstruction of multivariate polynomials and rational functions from their evaluation over finite fields. Calculations over finite fields can in turn be efficiently performed using machine-size integers in statically-typed languages. We then discuss the application of the algorithm to several techniques related to the computation of scattering amplitudes, such as the four- and six-dimensional spinor-helicity formalism, tree-level recursion relations, and multi-loop integrand reduction via generalized unitarity. The method has good efficiency and scales well with the number of variables and the complexity of the problem. As an example combining these techniques, we present the calculation of full analytic expressions for the two-loop five-point on-shell integrands of the maximal cuts of the planar penta-box and the non-planar double-pentagon topologies in Yang-Mills theory, for a complete set of independent helicity configurations.

Scattering amplitudes over finite fields and multivariate functional reconstruction

International Nuclear Information System (INIS)

Peraro, Tiziano

2016-01-01

Several problems in computer algebra can be efficiently solved by reducing them to calculations over finite fields. In this paper, we describe an algorithm for the reconstruction of multivariate polynomials and rational functions from their evaluation over finite fields. Calculations over finite fields can in turn be efficiently performed using machine-size integers in statically-typed languages. We then discuss the application of the algorithm to several techniques related to the computation of scattering amplitudes, such as the four- and six-dimensional spinor-helicity formalism, tree-level recursion relations, and multi-loop integrand reduction via generalized unitarity. The method has good efficiency and scales well with the number of variables and the complexity of the problem. As an example combining these techniques, we present the calculation of full analytic expressions for the two-loop five-point on-shell integrands of the maximal cuts of the planar penta-box and the non-planar double-pentagon topologies in Yang-Mills theory, for a complete set of independent helicity configurations.

Applied multivariate statistics with R

CERN Document Server

Zelterman, Daniel

2015-01-01

This book brings the power of multivariate statistics to graduate-level practitioners, making these analytical methods accessible without lengthy mathematical derivations. Using the open source, shareware program R, Professor Zelterman demonstrates the process and outcomes for a wide array of multivariate statistical applications. Chapters cover graphical displays, linear algebra, univariate, bivariate and multivariate normal distributions, factor methods, linear regression, discrimination and classification, clustering, time series models, and additional methods. Zelterman uses practical examples from diverse disciplines to welcome readers from a variety of academic specialties. Those with backgrounds in statistics will learn new methods while they review more familiar topics. Chapters include exercises, real data sets, and R implementations. The data are interesting, real-world topics, particularly from health and biology-related contexts. As an example of the approach, the text examines a sample from the B...

Multivariate semi-logistic distribution and processes | Umar | Journal ...

African Journals Online (AJOL)

Multivariate semi-logistic distribution is introduced and studied. Some characterizations properties of multivariate semi-logistic distribution are presented. First order autoregressive minification processes and its generalization to kth order autoregressive minification processes with multivariate semi-logistic distribution as ...

Multivariate Pareto Minification Processes | Umar | Journal of the ...

African Journals Online (AJOL)

Autoregressive (AR) and autoregressive moving average (ARMA) processes with multivariate exponential (ME) distribution are presented and discussed. The theory of positive dependence is used to show that in many cases, multivariate exponential autoregressive (MEAR) and multivariate autoregressive moving average ...

Scattering amplitudes from multivariate polynomial division

Energy Technology Data Exchange (ETDEWEB)

Mastrolia, Pierpaolo, E-mail: pierpaolo.mastrolia@cern.ch [Max-Planck-Institut fuer Physik, Foehringer Ring 6, 80805 Muenchen (Germany); Dipartimento di Fisica e Astronomia, Universita di Padova, Padova (Italy); INFN Sezione di Padova, via Marzolo 8, 35131 Padova (Italy); Mirabella, Edoardo, E-mail: mirabell@mppmu.mpg.de [Max-Planck-Institut fuer Physik, Foehringer Ring 6, 80805 Muenchen (Germany); Ossola, Giovanni, E-mail: GOssola@citytech.cuny.edu [New York City College of Technology, City University of New York, 300 Jay Street, Brooklyn, NY 11201 (United States); Graduate School and University Center, City University of New York, 365 Fifth Avenue, New York, NY 10016 (United States); Peraro, Tiziano, E-mail: peraro@mppmu.mpg.de [Max-Planck-Institut fuer Physik, Foehringer Ring 6, 80805 Muenchen (Germany)

2012-11-15

We show that the evaluation of scattering amplitudes can be formulated as a problem of multivariate polynomial division, with the components of the integration-momenta as indeterminates. We present a recurrence relation which, independently of the number of loops, leads to the multi-particle pole decomposition of the integrands of the scattering amplitudes. The recursive algorithm is based on the weak Nullstellensatz theorem and on the division modulo the Groebner basis associated to all possible multi-particle cuts. We apply it to dimensionally regulated one-loop amplitudes, recovering the well-known integrand-decomposition formula. Finally, we focus on the maximum-cut, defined as a system of on-shell conditions constraining the components of all the integration-momenta. By means of the Finiteness Theorem and of the Shape Lemma, we prove that the residue at the maximum-cut is parametrized by a number of coefficients equal to the number of solutions of the cut itself.

Optimal model-free prediction from multivariate time series

Science.gov (United States)

Runge, Jakob; Donner, Reik V.; Kurths, Jürgen

2015-05-01

Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation.

Procesoptimerende multivariable regulatorer til kraftværkskedler. Process Optimizing Multivariable Controllers for Powerplant Boilers

DEFF Research Database (Denmark)

Hansen, T.

The purpose of this Ph.D. thesis is twofold: The first purpose is to devise a new method for application of multivariable controllers in boiler control systems in which they act as optional process optimizing extensions to conventional control systems and in such a way that the safety measures...... mentioned, the concept is applicable to new as well as existing plants. The seccond purpose is to suggest specific methods for experimental modelling and multivariable controller design which are possible to use under the conceptual framework, implement them and test them in a boiler application....

Nonparametric Bayes Modeling of Multivariate Categorical Data.

Science.gov (United States)

Dunson, David B; Xing, Chuanhua

2012-01-01

Modeling of multivariate unordered categorical (nominal) data is a challenging problem, particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure. Commonly used approaches rely on the incorporation of latent Gaussian random variables or parametric latent class models. The goal of this article is to develop a nonparametric Bayes approach, which defines a prior with full support on the space of distributions for multiple unordered categorical variables. This support condition ensures that we are not restricting the dependence structure a priori. We show this can be accomplished through a Dirichlet process mixture of product multinomial distributions, which is also a convenient form for posterior computation. Methods for nonparametric testing of violations of independence are proposed, and the methods are applied to model positional dependence within transcription factor binding motifs.

Multivariate data analysis

DEFF Research Database (Denmark)

Hansen, Michael Adsetts Edberg

Interest in statistical methodology is increasing so rapidly in the astronomical community that accessible introductory material in this area is long overdue. This book fills the gap by providing a presentation of the most useful techniques in multivariate statistics. A wide-ranging annotated set...

Multivariate statistics high-dimensional and large-sample approximations

CERN Document Server

Fujikoshi, Yasunori; Shimizu, Ryoichi

2010-01-01

A comprehensive examination of high-dimensional analysis of multivariate methods and their real-world applications Multivariate Statistics: High-Dimensional and Large-Sample Approximations is the first book of its kind to explore how classical multivariate methods can be revised and used in place of conventional statistical tools. Written by prominent researchers in the field, the book focuses on high-dimensional and large-scale approximations and details the many basic multivariate methods used to achieve high levels of accuracy. The authors begin with a fundamental presentation of the basic

Exploratory multivariate analysis by example using R

CERN Document Server

Husson, Francois; Pages, Jerome

2010-01-01

Full of real-world case studies and practical advice, Exploratory Multivariate Analysis by Example Using R focuses on four fundamental methods of multivariate exploratory data analysis that are most suitable for applications. It covers principal component analysis (PCA) when variables are quantitative, correspondence analysis (CA) and multiple correspondence analysis (MCA) when variables are categorical, and hierarchical cluster analysis.The authors take a geometric point of view that provides a unified vision for exploring multivariate data tables. Within this framework, they present the prin

Capabilities of R Package mixAK for Clustering Based on Multivariate Continuous and Discrete Longitudinal Data

Directory of Open Access Journals (Sweden)

Arnošt Komárek

2014-09-01

Full Text Available R package mixAK originally implemented routines primarily for Bayesian estimation of finite normal mixture models for possibly interval-censored data. The functionality of the package was considerably enhanced by implementing methods for Bayesian estimation of mixtures of multivariate generalized linear mixed models proposed in Komrek and Komrkov (2013. Among other things, this allows for a cluster analysis (classification based on multivariate continuous and discrete longitudinal data that arise whenever multiple outcomes of a different nature are recorded in a longitudinal study. This package also allows for a data-driven selection of a number of clusters as methods for selecting a number of mixture components were implemented. A model and clustering methodology for multivariate continuous and discrete longitudinal data is overviewed. Further, a step-by-step cluster analysis based jointly on three longitudinal variables of different types (continuous, count, dichotomous is given, which provides a user manual for using the package for similar problems.

Multivariate return periods in hydrology: a critical and practical review focusing on synthetic design hydrograph estimation

Directory of Open Access Journals (Sweden)

B. Gräler

2013-04-01

Full Text Available Most of the hydrological and hydraulic studies refer to the notion of a return period to quantify design variables. When dealing with multiple design variables, the well-known univariate statistical analysis is no longer satisfactory, and several issues challenge the practitioner. How should one incorporate the dependence between variables? How should a multivariate return period be defined and applied in order to yield a proper design event? In this study an overview of the state of the art for estimating multivariate design events is given and the different approaches are compared. The construction of multivariate distribution functions is done through the use of copulas, given their practicality in multivariate frequency analyses and their ability to model numerous types of dependence structures in a flexible way. A synthetic case study is used to generate a large data set of simulated discharges that is used for illustrating the effect of different modelling choices on the design events. Based on different uni- and multivariate approaches, the design hydrograph characteristics of a 3-D phenomenon composed of annual maximum peak discharge, its volume, and duration are derived. These approaches are based on regression analysis, bivariate conditional distributions, bivariate joint distributions and Kendall distribution functions, highlighting theoretical and practical issues of multivariate frequency analysis. Also an ensemble-based approach is presented. For a given design return period, the approach chosen clearly affects the calculated design event, and much attention should be given to the choice of the approach used as this depends on the real-world problem at hand.

Multivariate realised kernels

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole; Hansen, Peter Reinhard; Lunde, Asger

We propose a multivariate realised kernel to estimate the ex-post covariation of log-prices. We show this new consistent estimator is guaranteed to be positive semi-definite and is robust to measurement noise of certain types and can also handle non-synchronous trading. It is the first estimator...

Improving multivariate Horner schemes with Monte Carlo tree search

Science.gov (United States)

Kuipers, J.; Plaat, A.; Vermaseren, J. A. M.; van den Herik, H. J.

2013-11-01

Optimizing the cost of evaluating a polynomial is a classic problem in computer science. For polynomials in one variable, Horner's method provides a scheme for producing a computationally efficient form. For multivariate polynomials it is possible to generalize Horner's method, but this leaves freedom in the order of the variables. Traditionally, greedy schemes like most-occurring variable first are used. This simple textbook algorithm has given remarkably efficient results. Finding better algorithms has proved difficult. In trying to improve upon the greedy scheme we have implemented Monte Carlo tree search, a recent search method from the field of artificial intelligence. This results in better Horner schemes and reduces the cost of evaluating polynomials, sometimes by factors up to two.

The Total Synthesis Problem of linear multivariable control. II - Unity feedback and the design morphism

Science.gov (United States)

Sain, M. K.; Antsaklis, P. J.; Gejji, R. R.; Wyman, B. F.; Peczkowski, J. L.

1981-01-01

Zames (1981) has observed that there is, in general, no 'separation principle' to guarantee optimality of a division between control law design and filtering of plant uncertainty. Peczkowski and Sain (1978) have solved a model matching problem using transfer functions. Taking into consideration this investigation, Peczkowski et al. (1979) proposed the Total Synthesis Problem (TSP), wherein both the command/output-response and command/control-response are to be synthesized, subject to the plant constraint. The TSP concept can be subdivided into a Nominal Design Problem (NDP), which is not dependent upon specific controller structures, and a Feedback Synthesis Problem (FSP), which is. Gejji (1980) found that NDP was characterized in terms of the plant structural matrices and a single, 'good' transfer function matrix. Sain et al. (1981) have extended this NDP work. The present investigation is concerned with a study of FSP for the unity feedback case. NDP, together with feedback synthesis, is understood as a Total Synthesis Problem.

Multivariate Time Series Search

Data.gov (United States)

National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...

Intelligent multivariate process supervision

International Nuclear Information System (INIS)

Visuri, Pertti.

1986-01-01

This thesis addresses the difficulties encountered in managing large amounts of data in supervisory control of complex systems. Some previous alarm and disturbance analysis concepts are reviewed and a method for improving the supervision of complex systems is presented. The method, called multivariate supervision, is based on adding low level intelligence to the process control system. By using several measured variables linked together by means of deductive logic, the system can take into account the overall state of the supervised system. Thus, it can present to the operators fewer messages with higher information content than the conventional control systems which are based on independent processing of each variable. In addition, the multivariate method contains a special information presentation concept for improving the man-machine interface. (author)

Lectures in feedback design for multivariable systems

CERN Document Server

Isidori, Alberto

2017-01-01

This book focuses on methods that relate, in one form or another, to the “small-gain theorem”. It is aimed at readers who are interested in learning methods for the design of feedback laws for linear and nonlinear multivariable systems in the presence of model uncertainties. With worked examples throughout, it includes both introductory material and more advanced topics. Divided into two parts, the first covers relevant aspects of linear-systems theory, the second, nonlinear theory. In order to deepen readers’ understanding, simpler single-input–single-output systems generally precede treatment of more complex multi-input–multi-output (MIMO) systems and linear systems precede nonlinear systems. This approach is used throughout, including in the final chapters, which explain the latest advanced ideas governing the stabilization, regulation, and tracking of nonlinear MIMO systems. Two major design problems are considered, both in the presence of model uncertainties: asymptotic stabilization with a “...

Problem Solving Reasoning and Problem Based Instruction in Geometry Learning

Science.gov (United States)

Sulistyowati, F.; Budiyono, B.; Slamet, I.

2017-09-01

This research aims to analyze the comparison Problem Solving Reasoning (PSR) and Problem Based Instruction (PBI) on problem solving and mathematical communication abilities viewed from Self-Regulated Learning (SRL). Learning was given to grade 8th junior high school students. This research uses quasi experimental method, and then with descriptive analysis. Data were analyzed using two-ways multivariate analysis of variance (MANOVA) and one-way analysis of variance (ANOVA) with different cells. The result of data analysis were learning model gives different effect, level of SRL gives the same effect, and there is no interaction between the learning model with the SRL on the problem solving and mathematical communication abilities. The t-test statistic was used to find out more effective learning model. Based on the test, regardless of the level of SRL, PSR is more effective than PBI for problemsolving ability. The result of descriptive analysis was PSR had the advantage in creating learning that optimizing the ability of learners in reasoning to solve a mathematical problem. Consequently, the PSR is the right learning model to be applied in the classroom to improve problem solving ability of learners.

Online Identification of Multivariable Discrete Time Delay Systems Using a Recursive Least Square Algorithm

Directory of Open Access Journals (Sweden)

Saïda Bedoui

2013-01-01

Full Text Available This paper addresses the problem of simultaneous identification of linear discrete time delay multivariable systems. This problem involves both the estimation of the time delays and the dynamic parameters matrices. In fact, we suggest a new formulation of this problem allowing defining the time delay and the dynamic parameters in the same estimated vector and building the corresponding observation vector. Then, we use this formulation to propose a new method to identify the time delays and the parameters of these systems using the least square approach. Convergence conditions and statistics properties of the proposed method are also developed. Simulation results are presented to illustrate the performance of the proposed method. An application of the developed approach to compact disc player arm is also suggested in order to validate simulation results.

Using support vector machines in the multivariate state estimation technique

International Nuclear Information System (INIS)

Zavaljevski, N.; Gross, K.C.

1999-01-01

One approach to validate nuclear power plant (NPP) signals makes use of pattern recognition techniques. This approach often assumes that there is a set of signal prototypes that are continuously compared with the actual sensor signals. These signal prototypes are often computed based on empirical models with little or no knowledge about physical processes. A common problem of all data-based models is their limited ability to make predictions on the basis of available training data. Another problem is related to suboptimal training algorithms. Both of these potential shortcomings with conventional approaches to signal validation and sensor operability validation are successfully resolved by adopting a recently proposed learning paradigm called the support vector machine (SVM). The work presented here is a novel application of SVM for data-based modeling of system state variables in an NPP, integrated with a nonlinear, nonparametric technique called the multivariate state estimation technique (MSET), an algorithm developed at Argonne National Laboratory for a wide range of nuclear plant applications

Multivariate Analysis and Machine Learning in Cerebral Palsy Research.

Science.gov (United States)

Zhang, Jing

2017-01-01

Cerebral palsy (CP), a common pediatric movement disorder, causes the most severe physical disability in children. Early diagnosis in high-risk infants is critical for early intervention and possible early recovery. In recent years, multivariate analytic and machine learning (ML) approaches have been increasingly used in CP research. This paper aims to identify such multivariate studies and provide an overview of this relatively young field. Studies reviewed in this paper have demonstrated that multivariate analytic methods are useful in identification of risk factors, detection of CP, movement assessment for CP prediction, and outcome assessment, and ML approaches have made it possible to automatically identify movement impairments in high-risk infants. In addition, outcome predictors for surgical treatments have been identified by multivariate outcome studies. To make the multivariate and ML approaches useful in clinical settings, further research with large samples is needed to verify and improve these multivariate methods in risk factor identification, CP detection, movement assessment, and outcome evaluation or prediction. As multivariate analysis, ML and data processing technologies advance in the era of Big Data of this century, it is expected that multivariate analysis and ML will play a bigger role in improving the diagnosis and treatment of CP to reduce mortality and morbidity rates, and enhance patient care for children with CP.

Multivariable biorthogonal continuous--discrete Wilson and Racah polynomials

International Nuclear Information System (INIS)

Tratnik, M.V.

1990-01-01

Several families of multivariable, biorthogonal, partly continuous and partly discrete, Wilson polynomials are presented. These yield limit cases that are purely continuous in some of the variables and purely discrete in the others, or purely discrete in all the variables. The latter are referred to as the multivariable biorthogonal Racah polynomials. Interesting further limit cases include the multivariable biorthogonal Hahn and dual Hahn polynomials

Calculus of multivariate functions: it's application in business | Awen ...

African Journals Online (AJOL)

Multivariate functions can be applied to situations in business organizations like ... of capital invested in the plant, the size of the labour force and the cost of raw ... of multivariate functions and has considered types of multivariate differentiation ...

Modelling and multiparameter control applied to a fast annealing furnace; Modelisation et Commande Multivariable Appliquee a un Four de Recuit Rapide

Energy Technology Data Exchange (ETDEWEB)

Bardon, B

1995-01-31

Rapid Thermal Processing (RTP) technology is a delicate field to the control engineer. Its compatibility to single-wafer processing is well suited for performing thermal steps in the state-of-the-art integrated circuit (IC) manufacturing. Control of the wafer temperature during the processing is essential. The main problem in the scalar (SISO) approach is due to the steady-state temperature uniformity. A solution to this problem is to vary the spatial energy flux distribution radiating to the wafer. To achieve this requirement, one approach is the use a multivariable (MIMO) control law to manipulate independently the different lamps banks. Thermal process are highly non linear and distributed in nature. Besides, these non-linearities implies process dynamics variations. In this work, after physically describing our process about a reference value of the power and temperature, we present an off-line identification procedure (in the aim of devising a linear multivariable model) using input/output data for different reference values from real experiences and multi-variable least square algorithm. Afterwards, particular attention is devoted to the structure parameter determination of the linear model. Based on the linear model, a multivariable PID controller is designed. The controller coupled with the least mean square identification algorithm is tested under real conditions. The performances of the MIMO adaptive controller is also evaluated in tracking as well as in regulation. (author) refs.

Advances in industrial biopharmaceutical batch process monitoring: Machine-learning methods for small data problems.

Science.gov (United States)

Tulsyan, Aditya; Garvin, Christopher; Ündey, Cenk

2018-04-06

Biopharmaceutical manufacturing comprises of multiple distinct processing steps that require effective and efficient monitoring of many variables simultaneously in real-time. The state-of-the-art real-time multivariate statistical batch process monitoring (BPM) platforms have been in use in recent years to ensure comprehensive monitoring is in place as a complementary tool for continued process verification to detect weak signals. This article addresses a longstanding, industry-wide problem in BPM, referred to as the "Low-N" problem, wherein a product has a limited production history. The current best industrial practice to address the Low-N problem is to switch from a multivariate to a univariate BPM, until sufficient product history is available to build and deploy a multivariate BPM platform. Every batch run without a robust multivariate BPM platform poses risk of not detecting potential weak signals developing in the process that might have an impact on process and product performance. In this article, we propose an approach to solve the Low-N problem by generating an arbitrarily large number of in silico batches through a combination of hardware exploitation and machine-learning methods. To the best of authors' knowledge, this is the first article to provide a solution to the Low-N problem in biopharmaceutical manufacturing using machine-learning methods. Several industrial case studies from bulk drug substance manufacturing are presented to demonstrate the efficacy of the proposed approach for BPM under various Low-N scenarios. © 2018 Wiley Periodicals, Inc.

Multivariate mixed linear model analysis of longitudinal data: an information-rich statistical technique for analyzing disease resistance data

Science.gov (United States)

The mixed linear model (MLM) is currently among the most advanced and flexible statistical modeling techniques and its use in tackling problems in plant pathology has begun surfacing in the literature. The longitudinal MLM is a multivariate extension that handles repeatedly measured data, such as r...

Multivariable Feedback Control of Nuclear Reactors

Directory of Open Access Journals (Sweden)

Rune Moen

1982-07-01

Full Text Available Multivariable feedback control has been adapted for optimal control of the spatial power distribution in nuclear reactor cores. Two design techniques, based on the theory of automatic control, were developed: the State Variable Feedback (SVF is an application of the linear optimal control theory, and the Multivariable Frequency Response (MFR is based on a generalization of the traditional frequency response approach to control system design.

Multivariate Marshall and Olkin Exponential Minification Process ...

African Journals Online (AJOL)

A stationary bivariate minification process with bivariate Marshall-Olkin exponential distribution that was earlier studied by Miroslav et al [15]is in this paper extended to multivariate minification process with multivariate Marshall and Olkin exponential distribution as its stationary marginal distribution. The innovation and the ...

Average-case analysis of numerical problems

CERN Document Server

2000-01-01

The average-case analysis of numerical problems is the counterpart of the more traditional worst-case approach. The analysis of average error and cost leads to new insight on numerical problems as well as to new algorithms. The book provides a survey of results that were mainly obtained during the last 10 years and also contains new results. The problems under consideration include approximation/optimal recovery and numerical integration of univariate and multivariate functions as well as zero-finding and global optimization. Background material, e.g. on reproducing kernel Hilbert spaces and random fields, is provided.

Matrix-based introduction to multivariate data analysis

CERN Document Server

Adachi, Kohei

2016-01-01

This book enables readers who may not be familiar with matrices to understand a variety of multivariate analysis procedures in matrix forms. Another feature of the book is that it emphasizes what model underlies a procedure and what objective function is optimized for fitting the model to data. The author believes that the matrix-based learning of such models and objective functions is the fastest way to comprehend multivariate data analysis. The text is arranged so that readers can intuitively capture the purposes for which multivariate analysis procedures are utilized: plain explanations of the purposes with numerical examples precede mathematical descriptions in almost every chapter. This volume is appropriate for undergraduate students who already have studied introductory statistics. Graduate students and researchers who are not familiar with matrix-intensive formulations of multivariate data analysis will also find the book useful, as it is based on modern matrix formulations with a special emphasis on ...

Multivariate Analysis and Machine Learning in Cerebral Palsy Research

Directory of Open Access Journals (Sweden)

Jing Zhang

2017-12-01

Full Text Available Cerebral palsy (CP, a common pediatric movement disorder, causes the most severe physical disability in children. Early diagnosis in high-risk infants is critical for early intervention and possible early recovery. In recent years, multivariate analytic and machine learning (ML approaches have been increasingly used in CP research. This paper aims to identify such multivariate studies and provide an overview of this relatively young field. Studies reviewed in this paper have demonstrated that multivariate analytic methods are useful in identification of risk factors, detection of CP, movement assessment for CP prediction, and outcome assessment, and ML approaches have made it possible to automatically identify movement impairments in high-risk infants. In addition, outcome predictors for surgical treatments have been identified by multivariate outcome studies. To make the multivariate and ML approaches useful in clinical settings, further research with large samples is needed to verify and improve these multivariate methods in risk factor identification, CP detection, movement assessment, and outcome evaluation or prediction. As multivariate analysis, ML and data processing technologies advance in the era of Big Data of this century, it is expected that multivariate analysis and ML will play a bigger role in improving the diagnosis and treatment of CP to reduce mortality and morbidity rates, and enhance patient care for children with CP.

Clustering problems for geochemical data

International Nuclear Information System (INIS)

Kane, V.E.; Larson, N.M.

1977-01-01

The Union Carbide Corporation, Nuclear Division, Uranium Resource Evaluation Project uses a two-stage sampling program to identify potential uranium districts. Cluster analysis techniques are used in locating high density sampling areas as well as in identifying potential uranium districts. Problems are considered involving the analysis of multivariate censored data, laboratory measurement error, and data standardization

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

Energy Technology Data Exchange (ETDEWEB)

Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com [Laboratoire de Probabilités et Modèles Aléatoires, CNRS, UMR 7599, Université Paris Diderot (France)

2016-12-15

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

International Nuclear Information System (INIS)

Pham, Huyên; Wei, Xiaoli

2016-01-01

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

Multivariate analysis of data in sensory science

CERN Document Server

Naes, T; Risvik, E

1996-01-01

The state-of-the-art of multivariate analysis in sensory science is described in this volume. Both methods for aggregated and individual sensory profiles are discussed. Processes and results are presented in such a way that they can be understood not only by statisticians but also by experienced sensory panel leaders and users of sensory analysis. The techniques presented are focused on examples and interpretation rather than on the technical aspects, with an emphasis on new and important methods which are possibly not so well known to scientists in the field. Important features of the book are discussions on the relationship among the methods with a strong accent on the connection between problems and methods. All procedures presented are described in relation to sensory data and not as completely general statistical techniques. Sensory scientists, applied statisticians, chemometricians, those working in consumer science, food scientists and agronomers will find this book of value.

Marshall-Olkin multivariate semi-logistic distribution and minification ...

African Journals Online (AJOL)

Olkin multivariate logistic distribution (MO-ML) are introduced and studied. Various characterizations properties of Marshall-Olkin multivariate semi-logistic distribution are investigated and studied. First order autoregressive minification processes ...

Multivariate Cryptography Based on Clipped Hopfield Neural Network.

Science.gov (United States)

Wang, Jia; Cheng, Lee-Ming; Su, Tong

2018-02-01

Designing secure and efficient multivariate public key cryptosystems [multivariate cryptography (MVC)] to strengthen the security of RSA and ECC in conventional and quantum computational environment continues to be a challenging research in recent years. In this paper, we will describe multivariate public key cryptosystems based on extended Clipped Hopfield Neural Network (CHNN) and implement it using the MVC (CHNN-MVC) framework operated in space. The Diffie-Hellman key exchange algorithm is extended into the matrix field, which illustrates the feasibility of its new applications in both classic and postquantum cryptography. The efficiency and security of our proposed new public key cryptosystem CHNN-MVC are simulated and found to be NP-hard. The proposed algorithm will strengthen multivariate public key cryptosystems and allows hardware realization practicality.

A Multivariant Stream Analysis Approach to Detect and Mitigate DDoS Attacks in Vehicular Ad Hoc Networks

Directory of Open Access Journals (Sweden)

Raenu Kolandaisamy

2018-01-01

Full Text Available Vehicular Ad Hoc Networks (VANETs are rapidly gaining attention due to the diversity of services that they can potentially offer. However, VANET communication is vulnerable to numerous security threats such as Distributed Denial of Service (DDoS attacks. Dealing with these attacks in VANET is a challenging problem. Most of the existing DDoS detection techniques suffer from poor accuracy and high computational overhead. To cope with these problems, we present a novel Multivariant Stream Analysis (MVSA approach. The proposed MVSA approach maintains the multiple stages for detection DDoS attack in network. The Multivariant Stream Analysis gives unique result based on the Vehicle-to-Vehicle communication through Road Side Unit. The approach observes the traffic in different situations and time frames and maintains different rules for various traffic classes in various time windows. The performance of the MVSA is evaluated using an NS2 simulator. Simulation results demonstrate the effectiveness and efficiency of the MVSA regarding detection accuracy and reducing the impact on VANET communication.

Multivariate Time Series Decomposition into Oscillation Components.

Science.gov (United States)

Matsuda, Takeru; Komaki, Fumiyasu

2017-08-01

Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.

Multivariate Receptor Models for Spatially Correlated Multipollutant Data

KAUST Repository

Jun, Mikyoung; Park, Eun Sug

2013-01-01

The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air

AN APPLICATION OF FUNCTIONAL MULTIVARIATE REGRESSION MODEL TO MULTICLASS CLASSIFICATION

OpenAIRE

Krzyśko, Mirosław; Smaga, Łukasz

2017-01-01

In this paper, the scale response functional multivariate regression model is considered. By using the basis functions representation of functional predictors and regression coefficients, this model is rewritten as a multivariate regression model. This representation of the functional multivariate regression model is used for multiclass classification for multivariate functional data. Computational experiments performed on real labelled data sets demonstrate the effectiveness of the proposed ...

Alternating multivariate trigonometric functions and corresponding Fourier transforms

International Nuclear Information System (INIS)

Klimyk, A U; Patera, J

2008-01-01

We define and study multivariate sine and cosine functions, symmetric with respect to the alternating group A n , which is a subgroup of the permutation (symmetric) group S n . These functions are eigenfunctions of the Laplace operator. They determine Fourier-type transforms. There exist three types of such transforms: expansions into corresponding sine-Fourier and cosine-Fourier series, integral sine-Fourier and cosine-Fourier transforms, and multivariate finite sine and cosine transforms. In all these transforms, alternating multivariate sine and cosine functions are used as a kernel

A multiresolution approach for the convergence acceleration of multivariate curve resolution methods.

Science.gov (United States)

Sawall, Mathias; Kubis, Christoph; Börner, Armin; Selent, Detlef; Neymeyr, Klaus

2015-09-03

Modern computerized spectroscopic instrumentation can result in high volumes of spectroscopic data. Such accurate measurements rise special computational challenges for multivariate curve resolution techniques since pure component factorizations are often solved via constrained minimization problems. The computational costs for these calculations rapidly grow with an increased time or frequency resolution of the spectral measurements. The key idea of this paper is to define for the given high-dimensional spectroscopic data a sequence of coarsened subproblems with reduced resolutions. The multiresolution algorithm first computes a pure component factorization for the coarsest problem with the lowest resolution. Then the factorization results are used as initial values for the next problem with a higher resolution. Good initial values result in a fast solution on the next refined level. This procedure is repeated and finally a factorization is determined for the highest level of resolution. The described multiresolution approach allows a considerable convergence acceleration. The computational procedure is analyzed and is tested for experimental spectroscopic data from the rhodium-catalyzed hydroformylation together with various soft and hard models. Copyright © 2015 Elsevier B.V. All rights reserved.

A MULTIVARIATE WEIBULL DISTRIBUTION

Directory of Open Access Journals (Sweden)

Cheng Lee

2010-07-01

Full Text Available A multivariate survival function of Weibull Distribution is developed by expanding the theorem by Lu and Bhattacharyya. From the survival function, the probability density function, the cumulative probability function, the determinant of the Jacobian Matrix, and the general moment are derived.

Multivariate max-stable spatial processes

KAUST Repository

Genton, Marc G.; Padoan, S. A.; Sang, H.

2015-01-01

Max-stable processes allow the spatial dependence of extremes to be modelled and quantified, so they are widely adopted in applications. For a better understanding of extremes, it may be useful to study several variables simultaneously. To this end, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. We define a Poisson process construction and introduce multivariate versions of the Smith Gaussian extreme-value, the Schlather extremal-Gaussian and extremal-t, and the Brown–Resnick models. We develop inference for the models based on composite likelihoods. We present results of Monte Carlo simulations and an application to daily maximum wind speed and wind gust.

Multivariate max-stable spatial processes

KAUST Repository

Genton, Marc G.

2015-02-11

Max-stable processes allow the spatial dependence of extremes to be modelled and quantified, so they are widely adopted in applications. For a better understanding of extremes, it may be useful to study several variables simultaneously. To this end, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. We define a Poisson process construction and introduce multivariate versions of the Smith Gaussian extreme-value, the Schlather extremal-Gaussian and extremal-t, and the Brown–Resnick models. We develop inference for the models based on composite likelihoods. We present results of Monte Carlo simulations and an application to daily maximum wind speed and wind gust.

A comparison of multivariate genome-wide association methods

DEFF Research Database (Denmark)

Galesloot, Tessel E; Van Steen, Kristel; Kiemeney, Lambertus A L M

2014-01-01

Joint association analysis of multiple traits in a genome-wide association study (GWAS), i.e. a multivariate GWAS, offers several advantages over analyzing each trait in a separate GWAS. In this study we directly compared a number of multivariate GWAS methods using simulated data. We focused on six...... methods that are implemented in the software packages PLINK, SNPTEST, MultiPhen, BIMBAM, PCHAT and TATES, and also compared them to standard univariate GWAS, analysis of the first principal component of the traits, and meta-analysis of univariate results. We simulated data (N = 1000) for three...... for scenarios with an opposite sign of genetic and residual correlation. All multivariate analyses resulted in a higher power than univariate analyses, even when only one of the traits was associated with the QTL. Hence, use of multivariate GWAS methods can be recommended, even when genetic correlations between...

Implementation and testing of a multivariate inverse radiation transport solver

International Nuclear Information System (INIS)

Mattingly, John; Mitchell, Dean J.

2012-01-01

Detection, identification, and characterization of special nuclear materials (SNM) all face the same basic challenge: to varying degrees, each must infer the presence, composition, and configuration of the SNM by analyzing a set of measured radiation signatures. Solutions to this problem implement inverse radiation transport methods. Given a set of measured radiation signatures, inverse radiation transport estimates properties of the source terms and transport media that are consistent with those signatures. This paper describes one implementation of a multivariate inverse radiation transport solver. The solver simultaneously analyzes gamma spectrometry and neutron multiplicity measurements to fit a one-dimensional radiation transport model with variable layer thicknesses using nonlinear regression. The solver's essential components are described, and its performance is illustrated by application to benchmark experiments conducted with plutonium metal. - Highlights: ► Inverse problems, specifically applied to identifying and characterizing radiation sources . ► Radiation transport. ► Analysis of gamma spectroscopy and neutron multiplicity counting measurements. ► Experimental testing of the inverse solver against measurements of plutonium.

Multivariate methods in nuclear waste remediation: Needs and applications

International Nuclear Information System (INIS)

Pulsipher, B.A.

1992-05-01

The United States Department of Energy (DOE) has developed a strategy for nuclear waste remediation and environmental restoration at several major sites across the country. Nuclear and hazardous wastes are found in underground storage tanks, containment drums, soils, and facilities. Due to the many possible contaminants and complexities of sampling and analysis, multivariate methods are directly applicable. However, effective application of multivariate methods will require greater ability to communicate methods and results to a non-statistician community. Moreover, more flexible multivariate methods may be required to accommodate inherent sampling and analysis limitations. This paper outlines multivariate applications in the context of select DOE environmental restoration activities and identifies several perceived needs

A new multivariate zero-adjusted Poisson model with applications to biomedicine.

Science.gov (United States)

Liu, Yin; Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen

2018-05-25

Recently, although advances were made on modeling multivariate count data, existing models really has several limitations: (i) The multivariate Poisson log-normal model (Aitchison and Ho, ) cannot be used to fit multivariate count data with excess zero-vectors; (ii) The multivariate zero-inflated Poisson (ZIP) distribution (Li et al., 1999) cannot be used to model zero-truncated/deflated count data and it is difficult to apply to high-dimensional cases; (iii) The Type I multivariate zero-adjusted Poisson (ZAP) distribution (Tian et al., 2017) could only model multivariate count data with a special correlation structure for random components that are all positive or negative. In this paper, we first introduce a new multivariate ZAP distribution, based on a multivariate Poisson distribution, which allows the correlations between components with a more flexible dependency structure, that is some of the correlation coefficients could be positive while others could be negative. We then develop its important distributional properties, and provide efficient statistical inference methods for multivariate ZAP model with or without covariates. Two real data examples in biomedicine are used to illustrate the proposed methods. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Fertility problems and risk of gestational diabetes mellitus

DEFF Research Database (Denmark)

Holst, Signe; Kjær, Susanne K; Jørgensen, M. E.

2016-01-01

Objective To determine whether women with a history of fertility problems have a higher risk of gestational diabetes mellitus (GDM) than women without a history of fertility problems after adjustment for maternal factors. Design Nationwide population-based cohort study. Setting Not applicable...... of diabetes, level of education, and smoking during pregnancy. Result(s) In total, 7,433 (2%) pregnant women received a diagnosis of GDM. Multivariate analysis showed that pregnant women with a history of fertility problems had a statistically significantly higher risk of GDM than pregnant women without...

Simplicial band depth for multivariate functional data

KAUST Repository

López-Pintado, Sara

2014-03-05

We propose notions of simplicial band depth for multivariate functional data that extend the univariate functional band depth. The proposed simplicial band depths provide simple and natural criteria to measure the centrality of a trajectory within a sample of curves. Based on these depths, a sample of multivariate curves can be ordered from the center outward and order statistics can be defined. Properties of the proposed depths, such as invariance and consistency, can be established. A simulation study shows the robustness of this new definition of depth and the advantages of using a multivariate depth versus the marginal depths for detecting outliers. Real data examples from growth curves and signature data are used to illustrate the performance and usefulness of the proposed depths. © 2014 Springer-Verlag Berlin Heidelberg.

An architecture for implementation of multivariable controllers

DEFF Research Database (Denmark)

Niemann, Hans Henrik; Stoustrup, Jakob

1999-01-01

Browse > Conferences> American Control Conference, Prev | Back to Results | Next » An architecture for implementation of multivariable controllers 786292 searchabstract Niemann, H. ; Stoustrup, J. ; Dept. of Autom., Tech. Univ., Lyngby This paper appears in: American Control Conference, 1999....... Proceedings of the 1999 Issue Date : 1999 Volume : 6 On page(s): 4029 - 4033 vol.6 Location: San Diego, CA Meeting Date : 02 Jun 1999-04 Jun 1999 Print ISBN: 0-7803-4990-3 References Cited: 7 INSPEC Accession Number: 6403075 Digital Object Identifier : 10.1109/ACC.1999.786292 Date of Current Version : 06...... august 2002 Abstract An architecture for implementation of multivariable controllers is presented in this paper. The architecture is based on the Youla-Jabr-Bongiorno-Kucera parameterization of all stabilizing controllers. By using this architecture for implementation of multivariable controllers...

Multivariate performance reliability prediction in real-time

International Nuclear Information System (INIS)

Lu, S.; Lu, H.; Kolarik, W.J.

2001-01-01

This paper presents a technique for predicting system performance reliability in real-time considering multiple failure modes. The technique includes on-line multivariate monitoring and forecasting of selected performance measures and conditional performance reliability estimates. The performance measures across time are treated as a multivariate time series. A state-space approach is used to model the multivariate time series. Recursive forecasting is performed by adopting Kalman filtering. The predicted mean vectors and covariance matrix of performance measures are used for the assessment of system survival/reliability with respect to the conditional performance reliability. The technique and modeling protocol discussed in this paper provide a means to forecast and evaluate the performance of an individual system in a dynamic environment in real-time. The paper also presents an example to demonstrate the technique

Multivariate Local Polynomial Regression with Application to Shenzhen Component Index

Directory of Open Access Journals (Sweden)

Liyun Su

2011-01-01

Full Text Available This study attempts to characterize and predict stock index series in Shenzhen stock market using the concepts of multivariate local polynomial regression. Based on nonlinearity and chaos of the stock index time series, multivariate local polynomial prediction methods and univariate local polynomial prediction method, all of which use the concept of phase space reconstruction according to Takens' Theorem, are considered. To fit the stock index series, the single series changes into bivariate series. To evaluate the results, the multivariate predictor for bivariate time series based on multivariate local polynomial model is compared with univariate predictor with the same Shenzhen stock index data. The numerical results obtained by Shenzhen component index show that the prediction mean squared error of the multivariate predictor is much smaller than the univariate one and is much better than the existed three methods. Even if the last half of the training data are used in the multivariate predictor, the prediction mean squared error is smaller than the univariate predictor. Multivariate local polynomial prediction model for nonsingle time series is a useful tool for stock market price prediction.

Graphical user interface for input output characterization of single variable and multivariable highly nonlinear systems

Directory of Open Access Journals (Sweden)

Shahrukh Adnan Khan M. D.

2017-01-01

Full Text Available This paper presents a Graphical User Interface (GUI software utility for the input/output characterization of single variable and multivariable nonlinear systems by obtaining the sinusoidal input describing function (SIDF of the plant. The software utility is developed on MATLAB R2011a environment. The developed GUI holds no restriction on the nonlinearity type, arrangement and system order; provided that output(s of the system is obtainable either though simulation or experiments. An insight to the GUI and its features are presented in this paper and example problems from both single variable and multivariable cases are demonstrated. The formulation of input/output behavior of the system is discussed and the nucleus of the MATLAB command underlying the user interface has been outlined. Some of the industries that would benefit from this software utility includes but not limited to aerospace, defense technology, robotics and automotive.

Assessment of Genetic Heterogeneity in Structured Plant Populations Using Multivariate Whole-Genome Regression Models.

Science.gov (United States)

Lehermeier, Christina; Schön, Chris-Carolin; de Los Campos, Gustavo

2015-09-01

Plant breeding populations exhibit varying levels of structure and admixture; these features are likely to induce heterogeneity of marker effects across subpopulations. Traditionally, structure has been dealt with as a potential confounder, and various methods exist to "correct" for population stratification. However, these methods induce a mean correction that does not account for heterogeneity of marker effects. The animal breeding literature offers a few recent studies that consider modeling genetic heterogeneity in multibreed data, using multivariate models. However, these methods have received little attention in plant breeding where population structure can have different forms. In this article we address the problem of analyzing data from heterogeneous plant breeding populations, using three approaches: (a) a model that ignores population structure [A-genome-based best linear unbiased prediction (A-GBLUP)], (b) a stratified (i.e., within-group) analysis (W-GBLUP), and (c) a multivariate approach that uses multigroup data and accounts for heterogeneity (MG-GBLUP). The performance of the three models was assessed on three different data sets: a diversity panel of rice (Oryza sativa), a maize (Zea mays L.) half-sib panel, and a wheat (Triticum aestivum L.) data set that originated from plant breeding programs. The estimated genomic correlations between subpopulations varied from null to moderate, depending on the genetic distance between subpopulations and traits. Our assessment of prediction accuracy features cases where ignoring population structure leads to a parsimonious more powerful model as well as others where the multivariate and stratified approaches have higher predictive power. In general, the multivariate approach appeared slightly more robust than either the A- or the W-GBLUP. Copyright © 2015 by the Genetics Society of America.

How does maternal oxytocin influence children's mental health problem and maternal mental health problem?

Science.gov (United States)

Tse, Wai S; Siu, Angela F Y; Wong, Tracy K Y

2017-12-01

This study aims to explore the interrelationship among maternal oxytocin (OT) responsiveness, maternal mental health, maternal parenting behavior, and mental health of children under a free-play interaction. 61 mother-child dyads were recruited for the study. Maternal mental health problem and parenting self-efficacy were measured using self-reported questionnaires. The mental health problems of children were also evaluated using a mother-reported questionnaire. Furthermore, salivary OT was collected before and after a standardized 10min free-play interaction. Parenting behaviors, including eye gaze and touch, were measured during the free-play interaction. Maternal OT responsiveness was significantly associated with less maternal mental health problem, touch frequency, and mental health problem of children but not with parenting self-efficacy. In the multivariate linear regression analysis that considers maternal OT responsiveness and maternal and children's mental health problems, maternal OT responsiveness was not associated with the mental health problems of children. This result suggested that maternal mental health problem played a mediational role between maternal OT responsiveness and the mental health problem of children. Results supported the assertion that maternal OT responsiveness contributed to the increased risk of maternal mental health problems and, subsequently, the risk of mental health problems of their children. Copyright © 2017 Elsevier B.V. All rights reserved.

I - Multivariate Classification and Machine Learning in HEP

CERN Multimedia

CERN. Geneva

2016-01-01

Traditional multivariate methods for classification (Stochastic Gradient Boosted Decision Trees and Multi-Layer Perceptrons) are explained in theory and practise using examples from HEP. General aspects of multivariate classification are discussed, in particular different regularisation techniques. Afterwards, data-driven techniques are introduced and compared to MC-based methods.

Unsupervised classification of multivariate geostatistical data: Two algorithms

Science.gov (United States)

Romary, Thomas; Ors, Fabien; Rivoirard, Jacques; Deraisme, Jacques

2015-12-01

With the increasing development of remote sensing platforms and the evolution of sampling facilities in mining and oil industry, spatial datasets are becoming increasingly large, inform a growing number of variables and cover wider and wider areas. Therefore, it is often necessary to split the domain of study to account for radically different behaviors of the natural phenomenon over the domain and to simplify the subsequent modeling step. The definition of these areas can be seen as a problem of unsupervised classification, or clustering, where we try to divide the domain into homogeneous domains with respect to the values taken by the variables in hand. The application of classical clustering methods, designed for independent observations, does not ensure the spatial coherence of the resulting classes. Image segmentation methods, based on e.g. Markov random fields, are not adapted to irregularly sampled data. Other existing approaches, based on mixtures of Gaussian random functions estimated via the expectation-maximization algorithm, are limited to reasonable sample sizes and a small number of variables. In this work, we propose two algorithms based on adaptations of classical algorithms to multivariate geostatistical data. Both algorithms are model free and can handle large volumes of multivariate, irregularly spaced data. The first one proceeds by agglomerative hierarchical clustering. The spatial coherence is ensured by a proximity condition imposed for two clusters to merge. This proximity condition relies on a graph organizing the data in the coordinates space. The hierarchical algorithm can then be seen as a graph-partitioning algorithm. Following this interpretation, a spatial version of the spectral clustering algorithm is also proposed. The performances of both algorithms are assessed on toy examples and a mining dataset.

Multivariate Methods for Meta-Analysis of Genetic Association Studies.

Science.gov (United States)

Dimou, Niki L; Pantavou, Katerina G; Braliou, Georgia G; Bagos, Pantelis G

2018-01-01

Multivariate meta-analysis of genetic association studies and genome-wide association studies has received a remarkable attention as it improves the precision of the analysis. Here, we review, summarize and present in a unified framework methods for multivariate meta-analysis of genetic association studies and genome-wide association studies. Starting with the statistical methods used for robust analysis and genetic model selection, we present in brief univariate methods for meta-analysis and we then scrutinize multivariate methodologies. Multivariate models of meta-analysis for a single gene-disease association studies, including models for haplotype association studies, multiple linked polymorphisms and multiple outcomes are discussed. The popular Mendelian randomization approach and special cases of meta-analysis addressing issues such as the assumption of the mode of inheritance, deviation from Hardy-Weinberg Equilibrium and gene-environment interactions are also presented. All available methods are enriched with practical applications and methodologies that could be developed in the future are discussed. Links for all available software implementing multivariate meta-analysis methods are also provided.

Interpretability of Multivariate Brain Maps in Linear Brain Decoding: Definition, and Heuristic Quantification in Multivariate Analysis of MEG Time-Locked Effects.

Science.gov (United States)

Kia, Seyed Mostafa; Vega Pons, Sandro; Weisz, Nathan; Passerini, Andrea

2016-01-01

Brain decoding is a popular multivariate approach for hypothesis testing in neuroimaging. Linear classifiers are widely employed in the brain decoding paradigm to discriminate among experimental conditions. Then, the derived linear weights are visualized in the form of multivariate brain maps to further study spatio-temporal patterns of underlying neural activities. It is well known that the brain maps derived from weights of linear classifiers are hard to interpret because of high correlations between predictors, low signal to noise ratios, and the high dimensionality of neuroimaging data. Therefore, improving the interpretability of brain decoding approaches is of primary interest in many neuroimaging studies. Despite extensive studies of this type, at present, there is no formal definition for interpretability of multivariate brain maps. As a consequence, there is no quantitative measure for evaluating the interpretability of different brain decoding methods. In this paper, first, we present a theoretical definition of interpretability in brain decoding; we show that the interpretability of multivariate brain maps can be decomposed into their reproducibility and representativeness. Second, as an application of the proposed definition, we exemplify a heuristic for approximating the interpretability in multivariate analysis of evoked magnetoencephalography (MEG) responses. Third, we propose to combine the approximated interpretability and the generalization performance of the brain decoding into a new multi-objective criterion for model selection. Our results, for the simulated and real MEG data, show that optimizing the hyper-parameters of the regularized linear classifier based on the proposed criterion results in more informative multivariate brain maps. More importantly, the presented definition provides the theoretical background for quantitative evaluation of interpretability, and hence, facilitates the development of more effective brain decoding algorithms

Multivariate quantile mapping bias correction: an N-dimensional probability density function transform for climate model simulations of multiple variables

Science.gov (United States)

Cannon, Alex J.

2018-01-01

Most bias correction algorithms used in climatology, for example quantile mapping, are applied to univariate time series. They neglect the dependence between different variables. Those that are multivariate often correct only limited measures of joint dependence, such as Pearson or Spearman rank correlation. Here, an image processing technique designed to transfer colour information from one image to another—the N-dimensional probability density function transform—is adapted for use as a multivariate bias correction algorithm (MBCn) for climate model projections/predictions of multiple climate variables. MBCn is a multivariate generalization of quantile mapping that transfers all aspects of an observed continuous multivariate distribution to the corresponding multivariate distribution of variables from a climate model. When applied to climate model projections, changes in quantiles of each variable between the historical and projection period are also preserved. The MBCn algorithm is demonstrated on three case studies. First, the method is applied to an image processing example with characteristics that mimic a climate projection problem. Second, MBCn is used to correct a suite of 3-hourly surface meteorological variables from the Canadian Centre for Climate Modelling and Analysis Regional Climate Model (CanRCM4) across a North American domain. Components of the Canadian Forest Fire Weather Index (FWI) System, a complicated set of multivariate indices that characterizes the risk of wildfire, are then calculated and verified against observed values. Third, MBCn is used to correct biases in the spatial dependence structure of CanRCM4 precipitation fields. Results are compared against a univariate quantile mapping algorithm, which neglects the dependence between variables, and two multivariate bias correction algorithms, each of which corrects a different form of inter-variable correlation structure. MBCn outperforms these alternatives, often by a large margin

Regularized multivariate regression models with skew-t error distributions

KAUST Repository

Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi

2014-01-01

We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both

Adaptive multiparameter control: application to a Rapid Thermal Processing process; Commande Adaptative Multivariable: Application a un Procede de Traitement Thermique Rapide

Energy Technology Data Exchange (ETDEWEB)

Morales Mago, S J

1995-12-20

In this work the problem of temperature uniformity control in rapid thermal processing is addressed by means of multivariable adaptive control. Rapid Thermal Processing (RTP) is a set of techniques proposed for semiconductor fabrication processes such as annealing, oxidation, chemical vapour deposition and others. The product quality depends on two mains issues: precise trajectory following and spatial temperature uniformity. RTP is a fabrication technique that requires a sophisticated real-time multivariable control system to achieve acceptable results. Modelling of the thermal behaviour of the process leads to very complex mathematical models. These are the reasons why adaptive control techniques are chosen. A multivariable linear discrete time model of the highly non-linear process is identified on-line, using an identification scheme which includes supervisory actions. This identified model, combined with a multivariable predictive control law allows to prevent the controller from systems variations. The control laws are obtained by minimization of a quadratic cost function or by pole placement. In some of these control laws, a partial state reference model was included. This reference model allows to incorporate an appropriate tracking capability into the control law. Experimental results of the application of the involved multivariable adaptive control laws on a RTP system are presented. (author) refs

Hidden Markov latent variable models with multivariate longitudinal data.

Science.gov (United States)

Song, Xinyuan; Xia, Yemao; Zhu, Hongtu

2017-03-01

Cocaine addiction is chronic and persistent, and has become a major social and health problem in many countries. Existing studies have shown that cocaine addicts often undergo episodic periods of addiction to, moderate dependence on, or swearing off cocaine. Given its reversible feature, cocaine use can be formulated as a stochastic process that transits from one state to another, while the impacts of various factors, such as treatment received and individuals' psychological problems on cocaine use, may vary across states. This article develops a hidden Markov latent variable model to study multivariate longitudinal data concerning cocaine use from a California Civil Addict Program. The proposed model generalizes conventional latent variable models to allow bidirectional transition between cocaine-addiction states and conventional hidden Markov models to allow latent variables and their dynamic interrelationship. We develop a maximum-likelihood approach, along with a Monte Carlo expectation conditional maximization (MCECM) algorithm, to conduct parameter estimation. The asymptotic properties of the parameter estimates and statistics for testing the heterogeneity of model parameters are investigated. The finite sample performance of the proposed methodology is demonstrated by simulation studies. The application to cocaine use study provides insights into the prevention of cocaine use. © 2016, The International Biometric Society.

The evolution of multivariate maternal effects.

Directory of Open Access Journals (Sweden)

Bram Kuijper

2014-04-01

Full Text Available There is a growing interest in predicting the social and ecological contexts that favor the evolution of maternal effects. Most predictions focus, however, on maternal effects that affect only a single character, whereas the evolution of maternal effects is poorly understood in the presence of suites of interacting traits. To overcome this, we simulate the evolution of multivariate maternal effects (captured by the matrix M in a fluctuating environment. We find that the rate of environmental fluctuations has a substantial effect on the properties of M: in slowly changing environments, offspring are selected to have a multivariate phenotype roughly similar to the maternal phenotype, so that M is characterized by positive dominant eigenvalues; by contrast, rapidly changing environments favor Ms with dominant eigenvalues that are negative, as offspring favor a phenotype which substantially differs from the maternal phenotype. Moreover, when fluctuating selection on one maternal character is temporally delayed relative to selection on other traits, we find a striking pattern of cross-trait maternal effects in which maternal characters influence not only the same character in offspring, but also other offspring characters. Additionally, when selection on one character contains more stochastic noise relative to selection on other traits, large cross-trait maternal effects evolve from those maternal traits that experience the smallest amounts of noise. The presence of these cross-trait maternal effects shows that individual maternal effects cannot be studied in isolation, and that their study in a multivariate context may provide important insights about the nature of past selection. Our results call for more studies that measure multivariate maternal effects in wild populations.

The evolution of multivariate maternal effects.

Science.gov (United States)

Kuijper, Bram; Johnstone, Rufus A; Townley, Stuart

2014-04-01

There is a growing interest in predicting the social and ecological contexts that favor the evolution of maternal effects. Most predictions focus, however, on maternal effects that affect only a single character, whereas the evolution of maternal effects is poorly understood in the presence of suites of interacting traits. To overcome this, we simulate the evolution of multivariate maternal effects (captured by the matrix M) in a fluctuating environment. We find that the rate of environmental fluctuations has a substantial effect on the properties of M: in slowly changing environments, offspring are selected to have a multivariate phenotype roughly similar to the maternal phenotype, so that M is characterized by positive dominant eigenvalues; by contrast, rapidly changing environments favor Ms with dominant eigenvalues that are negative, as offspring favor a phenotype which substantially differs from the maternal phenotype. Moreover, when fluctuating selection on one maternal character is temporally delayed relative to selection on other traits, we find a striking pattern of cross-trait maternal effects in which maternal characters influence not only the same character in offspring, but also other offspring characters. Additionally, when selection on one character contains more stochastic noise relative to selection on other traits, large cross-trait maternal effects evolve from those maternal traits that experience the smallest amounts of noise. The presence of these cross-trait maternal effects shows that individual maternal effects cannot be studied in isolation, and that their study in a multivariate context may provide important insights about the nature of past selection. Our results call for more studies that measure multivariate maternal effects in wild populations.

Multivariate generalized linear mixed models using R

CERN Document Server

Berridge, Damon Mark

2011-01-01

Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...

Multivariate Regression Analysis and Slaughter Livestock,

Science.gov (United States)

AGRICULTURE, *ECONOMICS), (*MEAT, PRODUCTION), MULTIVARIATE ANALYSIS, REGRESSION ANALYSIS , ANIMALS, WEIGHT, COSTS, PREDICTIONS, STABILITY, MATHEMATICAL MODELS, STORAGE, BEEF, PORK, FOOD, STATISTICAL DATA, ACCURACY

(Anti)symmetric multivariate exponential functions and corresponding Fourier transforms

International Nuclear Information System (INIS)

Klimyk, A U; Patera, J

2007-01-01

We define and study symmetrized and antisymmetrized multivariate exponential functions. They are defined as determinants and antideterminants of matrices whose entries are exponential functions of one variable. These functions are eigenfunctions of the Laplace operator on the corresponding fundamental domains satisfying certain boundary conditions. To symmetric and antisymmetric multivariate exponential functions there correspond Fourier transforms. There are three types of such Fourier transforms: expansions into the corresponding Fourier series, integral Fourier transforms and multivariate finite Fourier transforms. Eigenfunctions of the integral Fourier transforms are found

Operationalizing Proneness to Externalizing Psychopathology as a Multivariate Psychophysiological Phenotype

Science.gov (United States)

Nelson, Lindsay D.; Patrick, Christopher J.; Bernat, Edward M.

2010-01-01

The externalizing dimension is viewed as a broad dispositional factor underlying risk for numerous disinhibitory disorders. Prior work has documented deficits in event-related brain potential (ERP) responses in individuals prone to externalizing problems. Here, we constructed a direct physiological index of externalizing vulnerability from three ERP indicators and evaluated its validity in relation to criterion measures in two distinct domains: psychometric and physiological. The index was derived from three ERP measures that covaried in their relations with externalizing proneness the error-related negativity and two variants of the P3. Scores on this ERP composite predicted psychometric criterion variables and accounted for externalizing-related variance in P3 response from a separate task. These findings illustrate how a diagnostic construct can be operationalized as a composite (multivariate) psychophysiological variable (phenotype). PMID:20573054

Scale and shape mixtures of multivariate skew-normal distributions

KAUST Repository

Arellano-Valle, Reinaldo B.; Ferreira, Clé cio S.; Genton, Marc G.

2018-01-01

We introduce a broad and flexible class of multivariate distributions obtained by both scale and shape mixtures of multivariate skew-normal distributions. We present the probabilistic properties of this family of distributions in detail and lay down

Banach frames for multivariate alpha-modulation spaces

DEFF Research Database (Denmark)

Borup, Lasse; Nielsen, Morten

2006-01-01

The α-modulation spaces [$Mathematical Term$], form a family of spaces that include the Besov and modulation spaces as special cases. This paper is concerned with construction of Banach frames for α-modulation spaces in the multivariate setting. The frames constructed are unions of independent Ri...... Riesz sequences based on tensor products of univariate brushlet functions, which simplifies the analysis of the full frame. We show that the multivariate α-modulation spaces can be completely characterized by the Banach frames constructed....

A MULTIVARIATE ANALYSIS OF CROATIAN COUNTIES ENTREPRENEURSHIP

Directory of Open Access Journals (Sweden)

Elza Jurun

2012-12-01

Full Text Available In the focus of this paper is a multivariate analysis of Croatian Counties entrepreneurship. Complete data base available by official statistic institutions at national and regional level is used. Modern econometric methodology starting from a comparative analysis via multiple regression to multivariate cluster analysis is carried out as well as the analysis of successful or inefficacious entrepreneurship measured by indicators of efficiency, profitability and productivity. Time horizons of the comparative analysis are in 2004 and 2010. Accelerators of socio-economic development - number of entrepreneur investors, investment in fixed assets and current assets ratio in multiple regression model are analytically filtered between twenty-six independent variables as variables of the dominant influence on GDP per capita in 2010 as dependent variable. Results of multivariate cluster analysis of twentyone Croatian Counties are interpreted also in the sense of three Croatian NUTS 2 regions according to European nomenclature of regional territorial division of Croatia.

Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions

KAUST Repository

Arellano-Valle, Reinaldo B.

2012-02-27

The entropy and mutual information index are important concepts developed by Shannon in the context of information theory. They have been widely studied in the case of the multivariate normal distribution. We first extend these tools to the full symmetric class of multivariate elliptical distributions and then to the more flexible families of multivariate skew-elliptical distributions. We study in detail the cases of the multivariate skew-normal and skew-t distributions. We implement our findings to the application of the optimal design of an ozone monitoring station network in Santiago de Chile. © 2012 Board of the Foundation of the Scandinavian Journal of Statistics.

Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions

KAUST Repository

Arellano-Valle, Reinaldo B.; Contreras-Reyes, Javier E.; Genton, Marc G.

2012-01-01

The entropy and mutual information index are important concepts developed by Shannon in the context of information theory. They have been widely studied in the case of the multivariate normal distribution. We first extend these tools to the full symmetric class of multivariate elliptical distributions and then to the more flexible families of multivariate skew-elliptical distributions. We study in detail the cases of the multivariate skew-normal and skew-t distributions. We implement our findings to the application of the optimal design of an ozone monitoring station network in Santiago de Chile. © 2012 Board of the Foundation of the Scandinavian Journal of Statistics.

Multivariate weighted recurrence network inference for uncovering oil-water transitional flow behavior in a vertical pipe.

Science.gov (United States)

Gao, Zhong-Ke; Yang, Yu-Xuan; Cai, Qing; Zhang, Shan-Shan; Jin, Ning-De

2016-06-01

Exploring the dynamical behaviors of high water cut and low velocity oil-water flows remains a contemporary and challenging problem of significant importance. This challenge stimulates us to design a high-speed cycle motivation conductance sensor to capture spatial local flow information. We systematically carry out experiments and acquire the multi-channel measurements from different oil-water flow patterns. Then we develop a novel multivariate weighted recurrence network for uncovering the flow behaviors from multi-channel measurements. In particular, we exploit graph energy and weighted clustering coefficient in combination with multivariate time-frequency analysis to characterize the derived complex networks. The results indicate that the network measures are very sensitive to the flow transitions and allow uncovering local dynamical behaviors associated with water cut and flow velocity. These properties render our method particularly useful for quantitatively characterizing dynamical behaviors governing the transition and evolution of different oil-water flow patterns.

Using the bootstrap in a multivariadte data problem: An example

International Nuclear Information System (INIS)

Glosup, J.G.; Axelrod, M.C.

1995-01-01

The use of the bootstrap in the multivariate version of the paired t-test is considered and demonstrated through an example. The problem of interest involves comparing two different techniques for measuring the chemical constituents of an sample item. The bootstrap is used to form an empirical significance level for Hotelling's one-sample T-squared statistic. The bootstrap was selected to determine empirical significance levels because the implicit assumption of multivariate normality in the classic Hotelling's one-sample test night not hold. The results of both the classic and bootstrap test are presented and contrasted

The PIT-trap-A "model-free" bootstrap procedure for inference about regression models with discrete, multivariate responses.

Science.gov (United States)

Warton, David I; Thibaut, Loïc; Wang, Yi Alice

2017-01-01

Bootstrap methods are widely used in statistics, and bootstrapping of residuals can be especially useful in the regression context. However, difficulties are encountered extending residual resampling to regression settings where residuals are not identically distributed (thus not amenable to bootstrapping)-common examples including logistic or Poisson regression and generalizations to handle clustered or multivariate data, such as generalised estimating equations. We propose a bootstrap method based on probability integral transform (PIT-) residuals, which we call the PIT-trap, which assumes data come from some marginal distribution F of known parametric form. This method can be understood as a type of "model-free bootstrap", adapted to the problem of discrete and highly multivariate data. PIT-residuals have the key property that they are (asymptotically) pivotal. The PIT-trap thus inherits the key property, not afforded by any other residual resampling approach, that the marginal distribution of data can be preserved under PIT-trapping. This in turn enables the derivation of some standard bootstrap properties, including second-order correctness of pivotal PIT-trap test statistics. In multivariate data, bootstrapping rows of PIT-residuals affords the property that it preserves correlation in data without the need for it to be modelled, a key point of difference as compared to a parametric bootstrap. The proposed method is illustrated on an example involving multivariate abundance data in ecology, and demonstrated via simulation to have improved properties as compared to competing resampling methods.

On The Structure of The Inverse of a Linear Constant Multivariable ...

African Journals Online (AJOL)

On The Structure of The Inverse of a Linear Constant Multivariable System. ... It is shown that the use of this representation has certain advantages in the design of multivariable feedback systems. typical examples were considered to indicate the corresponding application. Keywords: Stability Functions, multivariable ...

Directional outlyingness for multivariate functional data

KAUST Repository

Dai, Wenlin

2018-04-07

The direction of outlyingness is crucial to describing the centrality of multivariate functional data. Motivated by this idea, classical depth is generalized to directional outlyingness for functional data. Theoretical properties of functional directional outlyingness are investigated and the total outlyingness can be naturally decomposed into two parts: magnitude outlyingness and shape outlyingness which represent the centrality of a curve for magnitude and shape, respectively. This decomposition serves as a visualization tool for the centrality of curves. Furthermore, an outlier detection procedure is proposed based on functional directional outlyingness. This criterion applies to both univariate and multivariate curves and simulation studies show that it outperforms competing methods. Weather and electrocardiogram data demonstrate the practical application of our proposed framework.

Methods for Analyzing Multivariate Phenotypes in Genetic Association Studies

Directory of Open Access Journals (Sweden)

Qiong Yang

2012-01-01

Full Text Available Multivariate phenotypes are frequently encountered in genetic association studies. The purpose of analyzing multivariate phenotypes usually includes discovery of novel genetic variants of pleiotropy effects, that is, affecting multiple phenotypes, and the ultimate goal of uncovering the underlying genetic mechanism. In recent years, there have been new method development and application of existing statistical methods to such phenotypes. In this paper, we provide a review of the available methods for analyzing association between a single marker and a multivariate phenotype consisting of the same type of components (e.g., all continuous or all categorical or different types of components (e.g., some are continuous and others are categorical. We also reviewed causal inference methods designed to test whether the detected association with the multivariate phenotype is truly pleiotropy or the genetic marker exerts its effects on some phenotypes through affecting the others.

Music Taste Groups and Problem Behavior.

Science.gov (United States)

Mulder, Juul; Bogt, Tom Ter; Raaijmakers, Quinten; Vollebergh, Wilma

2007-04-01

Internalizing and externalizing problems differ by musical tastes. A high school-based sample of 4159 adolescents, representative of Dutch youth aged 12 to 16, reported on their personal and social characteristics, music preferences and social-psychological functioning, measured with the Youth Self-Report (YSR). Cluster analysis on their music preferences revealed six taste groups: Middle-of-the-road (MOR) listeners, Urban fans, Exclusive Rock fans, Rock-Pop fans, Elitists, and Omnivores. A seventh group of musically Low-Involved youth was added. Multivariate analyses revealed that when gender, age, parenting, school, and peer variables were controlled, Omnivores and fans within the Exclusive Rock groups showed relatively high scores on internalizing YSR measures, and social, thought and attention problems. Omnivores, Exclusive Rock, Rock-Pop and Urban fans reported more externalizing problem behavior. Belonging to the MOR group that highly appreciates the most popular, chart-based pop music appears to buffer problem behavior. Music taste group membership uniquely explains variance in both internalizing and externalizing problem behavior.

Determination of sulfamethoxazole and trimethoprim mixtures by multivariate electronic spectroscopy

OpenAIRE

Cordeiro, Gilcélia A.; Peralta-Zamora, Patricio; Nagata, Noemi; Pontarollo, Roberto

2008-01-01

In this work a multivariate spectroscopic methodology is proposed for quantitative determination of sulfamethoxazole and trimethoprim in pharmaceutical associations. The multivariate model was developed by partial least-squares regression, using twenty synthetic mixtures and the spectral region between 190 and 350 nm. In the validation stage, which involved the analysis of five synthetic mixtures, prediction errors lower that 3% were observed. The predictive capacity of the multivariate model...

An Improvement of the Hotelling T2 Statistic in Monitoring Multivariate Quality Characteristics

Directory of Open Access Journals (Sweden)

Ashkan Shabbak

2012-01-01

Full Text Available The Hotelling T2 statistic is the most popular statistic used in multivariate control charts to monitor multiple qualities. However, this statistic is easily affected by the existence of more than one outlier in the data set. To rectify this problem, robust control charts, which are based on the minimum volume ellipsoid and the minimum covariance determinant, have been proposed. Most researchers assess the performance of multivariate control charts based on the number of signals without paying much attention to whether those signals are really outliers. With due respect, we propose to evaluate control charts not only based on the number of detected outliers but also with respect to their correct positions. In this paper, an Upper Control Limit based on the median and the median absolute deviation is also proposed. The results of this study signify that the proposed Upper Control Limit improves the detection of correct outliers but that it suffers from a swamping effect when the positions of outliers are not taken into consideration. Finally, a robust control chart based on the diagnostic robust generalised potential procedure is introduced to remedy this drawback.

Wind Speed Prediction Using a Univariate ARIMA Model and a Multivariate NARX Model

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Erasmo Cadenas

2016-02-01

Full Text Available Two on step ahead wind speed forecasting models were compared. A univariate model was developed using a linear autoregressive integrated moving average (ARIMA. This method’s performance is well studied for a large number of prediction problems. The other is a multivariate model developed using a nonlinear autoregressive exogenous artificial neural network (NARX. This uses the variables: barometric pressure, air temperature, wind direction and solar radiation or relative humidity, as well as delayed wind speed. Both models were developed from two databases from two sites: an hourly average measurements database from La Mata, Oaxaca, Mexico, and a ten minute average measurements database from Metepec, Hidalgo, Mexico. The main objective was to compare the impact of the various meteorological variables on the performance of the multivariate model of wind speed prediction with respect to the high performance univariate linear model. The NARX model gave better results with improvements on the ARIMA model of between 5.5% and 10. 6% for the hourly database and of between 2.3% and 12.8% for the ten minute database for mean absolute error and mean squared error, respectively.

A Range-Based Multivariate Model for Exchange Rate Volatility

NARCIS (Netherlands)

B. Tims (Ben); R.J. Mahieu (Ronald)

2003-01-01

textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are

Multivariate analysis of 2-DE protein patterns - Practical approaches

DEFF Research Database (Denmark)

Jacobsen, Charlotte; Jacobsen, Susanne; Grove, H.

2007-01-01

Practical approaches to the use of multivariate data analysis of 2-DE protein patterns are demonstrated by three independent strategies for the image analysis and the multivariate analysis on the same set of 2-DE data. Four wheat varieties were selected on the basis of their baking quality. Two...... of the varieties were of strong baking quality and hard wheat kernel and two were of weak baking quality and soft kernel. Gliadins at different stages of grain development were analyzed by the application of multivariate data analysis on images of 2-DEs. Patterns related to the wheat varieties, harvest times...

Problem Gambling Among Ontario Students: Associations with Substance Abuse, Mental Health Problems, Suicide Attempts, and Delinquent Behaviours.

Science.gov (United States)

Cook, Steven; Turner, Nigel E; Ballon, Bruce; Paglia-Boak, Angela; Murray, Robert; Adlaf, Edward M; Ilie, Gabriela; den Dunnen, Wendy; Mann, Robert E

2015-12-01

This paper describes gambling problems among Ontario students in 2009 and examines the relationship between gambling problems and substance use problems, mental health problem indicators, and delinquent behaviors. Data were derived from the Ontario Student Drug Use and Health Survey of Ontario students in grades 7-12. Gambling problems were measured as 2 or more of 6 indicators of problem gambling. In total 2.8% of the students surveyed endorsed two or more of the problem gambling items. The odds of problem gamblers reporting mental distress was 4.2 times higher than the rest of the sample and the odds of problem gamblers reporting a suicide attempt were 17.8 times greater than the rest of the sample. In addition compared to the rest of the students, delinquent behaviors were also more common among problem gamblers, including theft (OR = 14.5), selling marijuana (OR = 19.6), gang fights (OR = 11.3) and carrying a handgun (OR = 11.2). In a multivariate analysis, substance-use problems, mental health problems, and the participation in a variety of delinquent behaviors remained significantly associated with youth problem gambling behavior. Students who report problem gambling behaviors show increased substance abuse, mental health, and delinquency/criminal problems that are similar to those seen among adult problem gamblers. The association between these problems suggests that these problems could be addressed in a unified manner.

Multivariate phase type distributions - Applications and parameter estimation

DEFF Research Database (Denmark)

Meisch, David

The best known univariate probability distribution is the normal distribution. It is used throughout the literature in a broad field of applications. In cases where it is not sensible to use the normal distribution alternative distributions are at hand and well understood, many of these belonging...... and statistical inference, is the multivariate normal distribution. Unfortunately only little is known about the general class of multivariate phase type distribution. Considering the results concerning parameter estimation and inference theory of univariate phase type distributions, the class of multivariate...... projects and depend on reliable cost estimates. The Successive Principle is a group analysis method primarily used for analyzing medium to large projects in relation to cost or duration. We believe that the mathematical modeling used in the Successive Principle can be improved. We suggested a novel...

The Multivariate Gaussian Probability Distribution

DEFF Research Database (Denmark)

Ahrendt, Peter

2005-01-01

This technical report intends to gather information about the multivariate gaussian distribution, that was previously not (at least to my knowledge) to be found in one place and written as a reference manual. Additionally, some useful tips and tricks are collected that may be useful in practical ...

A multivariable model for predicting the frictional behaviour and hydration of the human skin.

Science.gov (United States)

Veijgen, N K; van der Heide, E; Masen, M A

2013-08-01

The frictional characteristics of skin-object interactions are important when handling objects, in the assessment of perception and comfort of products and materials and in the origins and prevention of skin injuries. In this study, based on statistical methods, a quantitative model is developed that describes the friction behaviour of human skin as a function of the subject characteristics, contact conditions, the properties of the counter material as well as environmental conditions. Although the frictional behaviour of human skin is a multivariable problem, in literature the variables that are associated with skin friction have been studied using univariable methods. In this work, multivariable models for the static and dynamic coefficients of friction as well as for the hydration of the skin are presented. A total of 634 skin-friction measurements were performed using a recently developed tribometer. Using a statistical analysis, previously defined potential influential variables were linked to the static and dynamic coefficient of friction and to the hydration of the skin, resulting in three predictive quantitative models that descibe the friction behaviour and the hydration of human skin respectively. Increased dynamic coefficients of friction were obtained from older subjects, on the index finger, with materials with a higher surface energy at higher room temperatures, whereas lower dynamic coefficients of friction were obtained at lower skin temperatures, on the temple with rougher contact materials. The static coefficient of friction increased with higher skin hydration, increasing age, on the index finger, with materials with a higher surface energy and at higher ambient temperatures. The hydration of the skin was associated with the skin temperature, anatomical location, presence of hair on the skin and the relative air humidity. Predictive models have been derived for the static and dynamic coefficient of friction using a multivariable approach. These

A Decentralized Multivariable Robust Adaptive Voltage and Speed Regulator for Large-Scale Power Systems

Science.gov (United States)

Okou, Francis A.; Akhrif, Ouassima; Dessaint, Louis A.; Bouchard, Derrick

2013-05-01

This papter introduces a decentralized multivariable robust adaptive voltage and frequency regulator to ensure the stability of large-scale interconnnected generators. Interconnection parameters (i.e. load, line and transormer parameters) are assumed to be unknown. The proposed design approach requires the reformulation of conventiaonal power system models into a multivariable model with generator terminal voltages as state variables, and excitation and turbine valve inputs as control signals. This model, while suitable for the application of modern control methods, introduces problems with regards to current design techniques for large-scale systems. Interconnection terms, which are treated as perturbations, do not meet the common matching condition assumption. A new adaptive method for a certain class of large-scale systems is therefore introduces that does not require the matching condition. The proposed controller consists of nonlinear inputs that cancel some nonlinearities of the model. Auxiliary controls with linear and nonlinear components are used to stabilize the system. They compensate unknown parametes of the model by updating both the nonlinear component gains and excitation parameters. The adaptation algorithms involve the sigma-modification approach for auxiliary control gains, and the projection approach for excitation parameters to prevent estimation drift. The computation of the matrix-gain of the controller linear component requires the resolution of an algebraic Riccati equation and helps to solve the perturbation-mismatching problem. A realistic power system is used to assess the proposed controller performance. The results show that both stability and transient performance are considerably improved following a severe contingency.

Transient multivariable sensor evaluation

Energy Technology Data Exchange (ETDEWEB)

Vilim, Richard B.; Heifetz, Alexander

2017-02-21

A method and system for performing transient multivariable sensor evaluation. The method and system includes a computer system for identifying a model form, providing training measurement data, generating a basis vector, monitoring system data from sensor, loading the system data in a non-transient memory, performing an estimation to provide desired data and comparing the system data to the desired data and outputting an alarm for a defective sensor.

Scale and shape mixtures of multivariate skew-normal distributions

KAUST Repository

Arellano-Valle, Reinaldo B.

2018-02-26

We introduce a broad and flexible class of multivariate distributions obtained by both scale and shape mixtures of multivariate skew-normal distributions. We present the probabilistic properties of this family of distributions in detail and lay down the theoretical foundations for subsequent inference with this model. In particular, we study linear transformations, marginal distributions, selection representations, stochastic representations and hierarchical representations. We also describe an EM-type algorithm for maximum likelihood estimation of the parameters of the model and demonstrate its implementation on a wind dataset. Our family of multivariate distributions unifies and extends many existing models of the literature that can be seen as submodels of our proposal.

Derivatives of Multivariate Bernstein Operators and Smoothness with Jacobi Weights

Directory of Open Access Journals (Sweden)

Jianjun Wang

2012-01-01

Full Text Available Using the modulus of smoothness, directional derivatives of multivariate Bernstein operators with weights are characterized. The obtained results partly generalize the corresponding ones for multivariate Bernstein operators without weights.

Multivariate Receptor Models for Spatially Correlated Multipollutant Data

KAUST Repository

Jun, Mikyoung

2013-08-01

The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air pollutant data measured at a single monitoring site or measurements of a single pollutant collected at multiple monitoring sites. Despite the growing availability of multipollutant data collected from multiple monitoring sites, there has not yet been any attempt to incorporate spatial dependence that may exist in such data into multivariate receptor modeling. We propose a spatial statistics extension of multivariate receptor models that enables us to incorporate spatial dependence into estimation of source composition profiles and contributions given the prespecified number of sources and the model identification conditions. The proposed method yields more precise estimates of source profiles by accounting for spatial dependence in the estimation. More importantly, it enables predictions of source contributions at unmonitored sites as well as when there are missing values at monitoring sites. The method is illustrated with simulated data and real multipollutant data collected from eight monitoring sites in Harris County, Texas. Supplementary materials for this article, including data and R code for implementing the methods, are available online on the journal web site. © 2013 Copyright Taylor and Francis Group, LLC.

Directional outlyingness for multivariate functional data

KAUST Repository

Dai, Wenlin; Genton, Marc G.

2018-01-01

The direction of outlyingness is crucial to describing the centrality of multivariate functional data. Motivated by this idea, classical depth is generalized to directional outlyingness for functional data. Theoretical properties of functional

Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models.

Science.gov (United States)

Yue, Chen; Chen, Shaojie; Sair, Haris I; Airan, Raag; Caffo, Brian S

2015-09-01

Data reproducibility is a critical issue in all scientific experiments. In this manuscript, the problem of quantifying the reproducibility of graphical measurements is considered. The image intra-class correlation coefficient (I2C2) is generalized and the graphical intra-class correlation coefficient (GICC) is proposed for such purpose. The concept for GICC is based on multivariate probit-linear mixed effect models. A Markov Chain Monte Carlo EM (mcm-cEM) algorithm is used for estimating the GICC. Simulation results with varied settings are demonstrated and our method is applied to the KIRBY21 test-retest dataset.

Multivariate realised kernels

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole Eiler; Hansen, Peter Reinhard; Lunde, Asger

2011-01-01

We propose a multivariate realised kernel to estimate the ex-post covariation of log-prices. We show this new consistent estimator is guaranteed to be positive semi-definite and is robust to measurement error of certain types and can also handle non-synchronous trading. It is the first estimator...... which has these three properties which are all essential for empirical work in this area. We derive the large sample asymptotics of this estimator and assess its accuracy using a Monte Carlo study. We implement the estimator on some US equity data, comparing our results to previous work which has used...

DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION

OpenAIRE

Phan , Thi-Thu-Hong; Poisson Caillault , Emilie; Bigand , André; Lefebvre , Alain

2017-01-01

International audience; Missing data are inevitable in almost domains of applied sciences. Data analysis with missing values can lead to a loss of efficiency and unreliable results, especially for large missing sub-sequence(s). Some well-known methods for multivariate time series imputation require high correlations between series or their features. In this paper , we propose an approach based on the shape-behaviour relation in low/un-correlated multivariate time series under an assumption of...

Multivariable nonlinear analysis of foreign exchange rates

Science.gov (United States)

Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

2003-05-01

We analyze the multivariable time series of foreign exchange rates. These are price movements that have often been analyzed, and dealing time intervals and spreads between bid and ask prices. Considering dealing time intervals as event timing such as neurons’ firings, we use raster plots (RPs) and peri-stimulus time histograms (PSTHs) which are popular methods in the field of neurophysiology. Introducing special processings to obtaining RPs and PSTHs time histograms for analyzing exchange rates time series, we discover that there exists dynamical interaction among three variables. We also find that adopting multivariables leads to improvements of prediction accuracy.

Multi-variable systems in nuclear power plant

International Nuclear Information System (INIS)

Collins, G.B.; Howell, J.

1982-01-01

Nuclear power plant are complex multi-variable dynamically interactive systems which employ many facets of systems and control theory in their analysis and design. Whole plant mathematical models must be developed and validated and in addition to their obvious role in control system synthesis and design, they are also widely used for operational constraint and plant malfunction analysis. The need for and scope of an integrated power plant control system is discussed and, as a specific example, the design of an integrated feedwater regulator is reviewed. The multi-variable frequency response analysis employed in the design is described in detail. (author)

A "Model" Multivariable Calculus Course.

Science.gov (United States)

Beckmann, Charlene E.; Schlicker, Steven J.

1999-01-01

Describes a rich, investigative approach to multivariable calculus. Introduces a project in which students construct physical models of surfaces that represent real-life applications of their choice. The models, along with student-selected datasets, serve as vehicles to study most of the concepts of the course from both continuous and discrete…

An Introduction to Applied Multivariate Analysis

CERN Document Server

Raykov, Tenko

2008-01-01

Focuses on the core multivariate statistics topics which are of fundamental relevance for its understanding. This book emphasis on the topics that are critical to those in the behavioral, social, and educational sciences.

Association Between Perceived Discrimination and Racial/Ethnic Disparities in Problem Behaviors Among Preadolescent Youths

Science.gov (United States)

Elliott, Marc N.; Kanouse, David E.; Klein, David J.; Davies, Susan L.; Cuccaro, Paula M.; Banspach, Stephen W.; Peskin, Melissa F.; Schuster, Mark A.

2013-01-01

Objectives. We examined the contribution of perceived racial/ethnic discrimination to disparities in problem behaviors among preadolescent Black, Latino, and White youths. Methods. We used cross-sectional data from Healthy Passages, a 3-community study of 5119 fifth graders and their parents from August 2004 through September 2006 in Birmingham, Alabama; Los Angeles County, California; and Houston, Texas. We used multivariate regressions to examine the relationships of perceived racial/ethnic discrimination and race/ethnicity to problem behaviors. We used values from these regressions to calculate the percentage of disparities in problem behaviors associated with the discrimination effect. Results. In multivariate models, perceived discrimination was associated with greater problem behaviors among Black and Latino youths. Compared with Whites, Blacks were significantly more likely to report problem behaviors, whereas Latinos were significantly less likely (a “reverse disparity”). When we set Blacks’ and Latinos’ discrimination experiences to zero, the adjusted disparity between Blacks and Whites was reduced by an estimated one third to two thirds; the reverse adjusted disparity favoring Latinos widened by about one fifth to one half. Conclusions. Eliminating discrimination could considerably reduce mental health issues, including problem behaviors, among Black and Latino youths. PMID:23597387

Multivariate analysis methods to tag b quark events at LEP/SLC

International Nuclear Information System (INIS)

Brandl, B.; Falvard, A.; Guicheney, C.; Henrard, P.; Jousset, J.; Proriol, J.

1992-01-01

Multivariate analyses are applied to tag Z → bb-bar events at LEP/SLC. They are based on the specific b-event shape caused by the large b-quark mass. Discriminant analyses, classification trees and neural networks are presented and their performances are compared. It is shown that the neural network approach, due to its non-linearity, copes best with the complexity of the problem. As an example for an application of the developed methods the measurement of Γ(Z → bb-bar) is discussed. The usefulness of methods based on the global event shape is limited by the uncertainties introduced by the necessity of event simulation. As solution a double tag method is presented which can be applied to many tasks of LEP/SLC heavy flavour physics. (author) 29 refs.; 6 figs.; 1 tab

Regression Models For Multivariate Count Data.

Science.gov (United States)

Zhang, Yiwen; Zhou, Hua; Zhou, Jin; Sun, Wei

2017-01-01

Data with multivariate count responses frequently occur in modern applications. The commonly used multinomial-logit model is limiting due to its restrictive mean-variance structure. For instance, analyzing count data from the recent RNA-seq technology by the multinomial-logit model leads to serious errors in hypothesis testing. The ubiquity of over-dispersion and complicated correlation structures among multivariate counts calls for more flexible regression models. In this article, we study some generalized linear models that incorporate various correlation structures among the counts. Current literature lacks a treatment of these models, partly due to the fact that they do not belong to the natural exponential family. We study the estimation, testing, and variable selection for these models in a unifying framework. The regression models are compared on both synthetic and real RNA-seq data.

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.

2015-05-01

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.; Kleiber, William

2015-01-01

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.

EXPLORATORY DATA ANALYSIS AND MULTIVARIATE STRATEGIES FOR REVEALING MULTIVARIATE STRUCTURES IN CLIMATE DATA

Directory of Open Access Journals (Sweden)

2016-12-01

Full Text Available This paper is on data analysis strategy in a complex, multidimensional, and dynamic domain. The focus is on the use of data mining techniques to explore the importance of multivariate structures; using climate variables which influences climate change. Techniques involved in data mining exercise vary according to the data structures. The multivariate analysis strategy considered here involved choosing an appropriate tool to analyze a process. Factor analysis is introduced into data mining technique in order to reveal the influencing impacts of factors involved as well as solving for multicolinearity effect among the variables. The temporal nature and multidimensionality of the target variables is revealed in the model using multidimensional regression estimates. The strategy of integrating the method of several statistical techniques, using climate variables in Nigeria was employed. R2 of 0.518 was obtained from the ordinary least square regression analysis carried out and the test was not significant at 5% level of significance. However, factor analysis regression strategy gave a good fit with R2 of 0.811 and the test was significant at 5% level of significance. Based on this study, model building should go beyond the usual confirmatory data analysis (CDA, rather it should be complemented with exploratory data analysis (EDA in order to achieve a desired result.

MULTIVARIATERESIDUES : A Mathematica package for computing multivariate residues

Science.gov (United States)

Larsen, Kasper J.; Rietkerk, Robbert

2018-01-01

Multivariate residues appear in many different contexts in theoretical physics and algebraic geometry. In theoretical physics, they for example give the proper definition of generalized-unitarity cuts, and they play a central role in the Grassmannian formulation of the S-matrix by Arkani-Hamed et al. In realistic cases their evaluation can be non-trivial. In this paper we provide a Mathematica package for efficient evaluation of multivariate residues based on methods from computational algebraic geometry.

Multivariate methods and forecasting with IBM SPSS statistics

CERN Document Server

Aljandali, Abdulkader

2017-01-01

This is the second of a two-part guide to quantitative analysis using the IBM SPSS Statistics software package; this volume focuses on multivariate statistical methods and advanced forecasting techniques. More often than not, regression models involve more than one independent variable. For example, forecasting methods are commonly applied to aggregates such as inflation rates, unemployment, exchange rates, etc., that have complex relationships with determining variables. This book introduces multivariate regression models and provides examples to help understand theory underpinning the model. The book presents the fundamentals of multivariate regression and then moves on to examine several related techniques that have application in business-orientated fields such as logistic and multinomial regression. Forecasting tools such as the Box-Jenkins approach to time series modeling are introduced, as well as exponential smoothing and naïve techniques. This part also covers hot topics such as Factor Analysis, Dis...

Estimation of Finite Population Mean in Multivariate Stratified Sampling under Cost Function Using Goal Programming

Directory of Open Access Journals (Sweden)

Atta Ullah

2014-01-01

Full Text Available In practical utilization of stratified random sampling scheme, the investigator meets a problem to select a sample that maximizes the precision of a finite population mean under cost constraint. An allocation of sample size becomes complicated when more than one characteristic is observed from each selected unit in a sample. In many real life situations, a linear cost function of a sample size nh is not a good approximation to actual cost of sample survey when traveling cost between selected units in a stratum is significant. In this paper, sample allocation problem in multivariate stratified random sampling with proposed cost function is formulated in integer nonlinear multiobjective mathematical programming. A solution procedure is proposed using extended lexicographic goal programming approach. A numerical example is presented to illustrate the computational details and to compare the efficiency of proposed compromise allocation.

Bayesian Inference of a Multivariate Regression Model

Directory of Open Access Journals (Sweden)

Marick S. Sinay

2014-01-01

Full Text Available We explore Bayesian inference of a multivariate linear regression model with use of a flexible prior for the covariance structure. The commonly adopted Bayesian setup involves the conjugate prior, multivariate normal distribution for the regression coefficients and inverse Wishart specification for the covariance matrix. Here we depart from this approach and propose a novel Bayesian estimator for the covariance. A multivariate normal prior for the unique elements of the matrix logarithm of the covariance matrix is considered. Such structure allows for a richer class of prior distributions for the covariance, with respect to strength of beliefs in prior location hyperparameters, as well as the added ability, to model potential correlation amongst the covariance structure. The posterior moments of all relevant parameters of interest are calculated based upon numerical results via a Markov chain Monte Carlo procedure. The Metropolis-Hastings-within-Gibbs algorithm is invoked to account for the construction of a proposal density that closely matches the shape of the target posterior distribution. As an application of the proposed technique, we investigate a multiple regression based upon the 1980 High School and Beyond Survey.

Mulch materials in processing tomato: a multivariate approach

Directory of Open Access Journals (Sweden)

Marta María Moreno

2013-08-01

Full Text Available Mulch materials of different origins have been introduced into the agricultural sector in recent years alternatively to the standard polyethylene due to its environmental impact. This study aimed to evaluate the multivariate response of mulch materials over three consecutive years in a processing tomato (Solanum lycopersicon L. crop in Central Spain. Two biodegradable plastic mulches (BD1, BD2, one oxo-biodegradable material (OB, two types of paper (PP1, PP2, and one barley straw cover (BS were compared using two control treatments (standard black polyethylene [PE] and manual weed control [MW]. A total of 17 variables relating to yield, fruit quality, and weed control were investigated. Several multivariate statistical techniques were applied, including principal component analysis, cluster analysis, and discriminant analysis. A group of mulch materials comprised of OB and BD2 was found to be comparable to black polyethylene regarding all the variables considered. The weed control variables were found to be an important source of discrimination. The two paper mulches tested did not share the same treatment group membership in any case: PP2 presented a multivariate response more similar to the biodegradable plastics, while PP1 was more similar to BS and MW. Based on our multivariate approach, the materials OB and BD2 can be used as an effective, more environmentally friendly alternative to polyethylene mulches.

The analysis of multivariate group differences using common principal components

NARCIS (Netherlands)

Bechger, T.M.; Blanca, M.J.; Maris, G.

2014-01-01

Although it is simple to determine whether multivariate group differences are statistically significant or not, such differences are often difficult to interpret. This article is about common principal components analysis as a tool for the exploratory investigation of multivariate group differences

Stochastic Dynamic AC Optimal Power Flow Based on a Multivariate Short-Term Wind Power Scenario Forecasting Model

Directory of Open Access Journals (Sweden)

Wenlei Bai

2017-12-01

Full Text Available The deterministic methods generally used to solve DC optimal power flow (OPF do not fully capture the uncertainty information in wind power, and thus their solutions could be suboptimal. However, the stochastic dynamic AC OPF problem can be used to find an optimal solution by fully capturing the uncertainty information of wind power. That uncertainty information of future wind power can be well represented by the short-term future wind power scenarios that are forecasted using the generalized dynamic factor model (GDFM—a novel multivariate statistical wind power forecasting model. Furthermore, the GDFM can accurately represent the spatial and temporal correlations among wind farms through the multivariate stochastic process. Fully capturing the uncertainty information in the spatially and temporally correlated GDFM scenarios can lead to a better AC OPF solution under a high penetration level of wind power. Since the GDFM is a factor analysis based model, the computational time can also be reduced. In order to further reduce the computational time, a modified artificial bee colony (ABC algorithm is used to solve the AC OPF problem based on the GDFM forecasting scenarios. Using the modified ABC algorithm based on the GDFM forecasting scenarios has resulted in better AC OPF’ solutions on an IEEE 118-bus system at every hour for 24 h.

Simulations of full multivariate Tweedie with flexible dependence structure

DEFF Research Database (Denmark)

Cuenin, Johann; Jørgensen, Bent; Kokonendji, Célestin C.

2016-01-01

The paper introduces a variables-in-common method for constructing and simulating multivariate Tweedie distribution, based on linear combinations of independent univariate Tweedie variables. The method is facilitated by the convolution and scaling properties of the Tweedie distributions, using....... The method allows simulation of multivariate distributions from many known, including the Gaussian, Poisson, non-central gamma, gamma and inverse Gaussian distributions....

Ultrawide Bandwidth Receiver Based on a Multivariate Generalized Gaussian Distribution

KAUST Repository

Ahmed, Qasim Zeeshan

2015-04-01

Multivariate generalized Gaussian density (MGGD) is used to approximate the multiple access interference (MAI) and additive white Gaussian noise in pulse-based ultrawide bandwidth (UWB) system. The MGGD probability density function (pdf) is shown to be a better approximation of a UWB system as compared to multivariate Gaussian, multivariate Laplacian and multivariate Gaussian-Laplacian mixture (GLM). The similarity between the simulated and the approximated pdf is measured with the help of modified Kullback-Leibler distance (KLD). It is also shown that MGGD has the smallest KLD as compared to Gaussian, Laplacian and GLM densities. A receiver based on the principles of minimum bit error rate is designed for the MGGD pdf. As the requirement is stringent, the adaptive implementation of the receiver is also carried out in this paper. Training sequence of the desired user is the only requirement when implementing the detector adaptively. © 2002-2012 IEEE.

Multivariate log-skew-elliptical distributions with applications to precipitation data

KAUST Repository

Marchenko, Yulia V.

2009-07-13

We introduce a family of multivariate log-skew-elliptical distributions, extending the list of multivariate distributions with positive support. We investigate their probabilistic properties such as stochastic representations, marginal and conditional distributions, and existence of moments, as well as inferential properties. We demonstrate, for example, that as for the log-t distribution, the positive moments of the log-skew-t distribution do not exist. Our emphasis is on two special cases, the log-skew-normal and log-skew-t distributions, which we use to analyze US national (univariate) and regional (multivariate) monthly precipitation data. © 2009 John Wiley & Sons, Ltd.

Multivariate log-skew-elliptical distributions with applications to precipitation data

KAUST Repository

Marchenko, Yulia V.; Genton, Marc G.

2009-01-01

We introduce a family of multivariate log-skew-elliptical distributions, extending the list of multivariate distributions with positive support. We investigate their probabilistic properties such as stochastic representations, marginal and conditional distributions, and existence of moments, as well as inferential properties. We demonstrate, for example, that as for the log-t distribution, the positive moments of the log-skew-t distribution do not exist. Our emphasis is on two special cases, the log-skew-normal and log-skew-t distributions, which we use to analyze US national (univariate) and regional (multivariate) monthly precipitation data. © 2009 John Wiley & Sons, Ltd.

Multivariate calibration applied to the quantitative analysis of infrared spectra

Energy Technology Data Exchange (ETDEWEB)

Haaland, D.M.

1991-01-01

Multivariate calibration methods are very useful for improving the precision, accuracy, and reliability of quantitative spectral analyses. Spectroscopists can more effectively use these sophisticated statistical tools if they have a qualitative understanding of the techniques involved. A qualitative picture of the factor analysis multivariate calibration methods of partial least squares (PLS) and principal component regression (PCR) is presented using infrared calibrations based upon spectra of phosphosilicate glass thin films on silicon wafers. Comparisons of the relative prediction abilities of four different multivariate calibration methods are given based on Monte Carlo simulations of spectral calibration and prediction data. The success of multivariate spectral calibrations is demonstrated for several quantitative infrared studies. The infrared absorption and emission spectra of thin-film dielectrics used in the manufacture of microelectronic devices demonstrate rapid, nondestructive at-line and in-situ analyses using PLS calibrations. Finally, the application of multivariate spectral calibrations to reagentless analysis of blood is presented. We have found that the determination of glucose in whole blood taken from diabetics can be precisely monitored from the PLS calibration of either mind- or near-infrared spectra of the blood. Progress toward the non-invasive determination of glucose levels in diabetics is an ultimate goal of this research. 13 refs., 4 figs.

Comprehensive drought characteristics analysis based on a nonlinear multivariate drought index

Science.gov (United States)

Yang, Jie; Chang, Jianxia; Wang, Yimin; Li, Yunyun; Hu, Hui; Chen, Yutong; Huang, Qiang; Yao, Jun

2018-02-01

It is vital to identify drought events and to evaluate multivariate drought characteristics based on a composite drought index for better drought risk assessment and sustainable development of water resources. However, most composite drought indices are constructed by the linear combination, principal component analysis and entropy weight method assuming a linear relationship among different drought indices. In this study, the multidimensional copulas function was applied to construct a nonlinear multivariate drought index (NMDI) to solve the complicated and nonlinear relationship due to its dependence structure and flexibility. The NMDI was constructed by combining meteorological, hydrological, and agricultural variables (precipitation, runoff, and soil moisture) to better reflect the multivariate variables simultaneously. Based on the constructed NMDI and runs theory, drought events for a particular area regarding three drought characteristics: duration, peak, and severity were identified. Finally, multivariate drought risk was analyzed as a tool for providing reliable support in drought decision-making. The results indicate that: (1) multidimensional copulas can effectively solve the complicated and nonlinear relationship among multivariate variables; (2) compared with single and other composite drought indices, the NMDI is slightly more sensitive in capturing recorded drought events; and (3) drought risk shows a spatial variation; out of the five partitions studied, the Jing River Basin as well as the upstream and midstream of the Wei River Basin are characterized by a higher multivariate drought risk. In general, multidimensional copulas provides a reliable way to solve the nonlinear relationship when constructing a comprehensive drought index and evaluating multivariate drought characteristics.

Synthetic environmental indicators: A conceptual approach from the multivariate statistics

International Nuclear Information System (INIS)

Escobar J, Luis A

2008-01-01

This paper presents a general description of multivariate statistical analysis and shows two methodologies: analysis of principal components and analysis of distance, DP2. Both methods use techniques of multivariate analysis to define the true dimension of data, which is useful to estimate indicators of environmental quality.

Agent-Based Decision Control—How to Appreciate Multivariate Optimisation in Architecture

DEFF Research Database (Denmark)

Negendahl, Kristoffer; Perkov, Thomas Holmer; Kolarik, Jakub

2015-01-01

, the method is applied to a multivariate optimisation problem. The aim is specifically to demonstrate optimisation for entire building energy consumption, daylight distribution and capital cost. Based on the demonstrations Moth’s ability to find local minima is discussed. It is concluded that agent-based...... in the early design stage. The main focus is to demonstrate the optimisation method, which is done in two ways. Firstly, the newly developed agent-based optimisation algorithm named Moth is tested on three different single objective search spaces. Here Moth is compared to two evolutionary algorithms. Secondly...... optimisation algorithms like Moth open up for new uses of optimisation in the early design stage. With Moth the final outcome is less dependent on pre- and post-processing, and Moth allows user intervention during optimisation. Therefore, agent-based models for optimisation such as Moth can be a powerful...

Multivariate Analysis and Prediction of Dioxin-Furan ...

Science.gov (United States)

Peer Review Draft of Regional Methods Initiative Final Report Dioxins, which are bioaccumulative and environmentally persistent, pose an ongoing risk to human and ecosystem health. Fish constitute a significant source of dioxin exposure for humans and fish-eating wildlife. Current dioxin analytical methods are costly, time-consuming, and produce hazardous by-products. A Danish team developed a novel, multivariate statistical methodology based on the covariance of dioxin-furan congener Toxic Equivalences (TEQs) and fatty acid methyl esters (FAMEs) and applied it to North Atlantic Ocean fishmeal samples. The goal of the current study was to attempt to extend this Danish methodology to 77 whole and composite fish samples from three trophic groups: predator (whole largemouth bass), benthic (whole flathead and channel catfish) and forage fish (composite bluegill, pumpkinseed and green sunfish) from two dioxin contaminated rivers (Pocatalico R. and Kanawha R.) in West Virginia, USA. Multivariate statistical analyses, including, Principal Components Analysis (PCA), Hierarchical Clustering, and Partial Least Squares Regression (PLS), were used to assess the relationship between the FAMEs and TEQs in these dioxin contaminated freshwater fish from the Kanawha and Pocatalico Rivers. These three multivariate statistical methods all confirm that the pattern of Fatty Acid Methyl Esters (FAMEs) in these freshwater fish covaries with and is predictive of the WHO TE

A Range-Based Multivariate Model for Exchange Rate Volatility

OpenAIRE

Tims, Ben; Mahieu, Ronald

2003-01-01

textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are interpreted as the underlying currency specific components. Due to the normality of logarithmic volatilities the model can be estimated conveniently with standard Kalman filter techniques. Our resu...

Multivariate Variables Recognition using Hotelling’s T2 and MEWMA via ANN’s

Directory of Open Access Journals (Sweden)

Chiñas-Sánchez Pamela

2014-01-01

Full Text Available In this article, a method for multivariate pattern recognition using artificial neural networks (ANN is proposed. The method is useful for monitoring multiple variables during the statistical process control. It employs descriptive statistics and multivariate control techniques. Three different ANN’s are evaluated to identify the network with higher efficiency during pattern recognition of multivariate variables tasks from data bases. Two data bases are analyzed; the first one is generated by simulation using the Montecarlo method, and the second data base was obtained from a public data base repository. The method consists of three stages: multivariate variables generation, multivariate analysis and pattern recognition using ANN’s. Several multivariate scenarios were generated using a combination of 2, 3 and 4 patterns in multivariate variables for the Hotelling’s T2 and MEWMA statistics that were analyzed to know its behavior and to determine their statistical characteristics. The pattern recognition task was evaluated using the ANN. In both study cases, experimental results showed an improved efficiency when using the Perceptron and the Backpropagation networks compared to the RBF network.

Implementation Challenges for Multivariable Control: What You Did Not Learn in School

Science.gov (United States)

Garg, Sanjay

2008-01-01

Multivariable control allows controller designs that can provide decoupled command tracking and robust performance in the presence of modeling uncertainties. Although the last two decades have seen extensive development of multivariable control theory and example applications to complex systems in software/hardware simulations, there are no production flying systems aircraft or spacecraft, that use multivariable control. This is because of the tremendous challenges associated with implementation of such multivariable control designs. Unfortunately, the curriculum in schools does not provide sufficient time to be able to provide an exposure to the students in such implementation challenges. The objective of this paper is to share the lessons learned by a practitioner of multivariable control in the process of applying some of the modern control theory to the Integrated Flight Propulsion Control (IFPC) design for an advanced Short Take-Off Vertical Landing (STOVL) aircraft simulation.

Temperature uniformity control in RTP using multivariable adaptive control

Energy Technology Data Exchange (ETDEWEB)

Morales, S.; Dahhou, B.; Dilhac, J.M. [Centre National de la Recherche Scientifique (CNRS), 31 - Toulouse (France); Morales, S.

1995-12-31

In Rapid Thermal Processing (RTP) control of the wafer temperature during all processing to get good trajectory following, together with spatial temperature uniformity, is essential. It is well know as RTP process is nonlinear, classical control laws are not very efficient. In this work, the authors aim at studying the applicability of MIMO (Multiple Inputs Multiple Outputs) adaptive techniques to solve the temperature control problems in RTP. A multivariable linear discrete time CARIMA (Controlled Auto Regressive Integrating Moving Average) model of the highly non-linear process is identified on-line using a robust identification technique. The identified model is used to compute an infinite time LQ (Linear Quadratic) based control law, with a partial state reference model. This reference model smooths the original setpoint sequence, and at the same time gives a tracking capability to the LQ control law. After an experimental open-loop investigation, the results of the application of the adaptive control law are presented. Finally, some comments on the future difficulties and developments of the application of adaptive control in RTP are given. (author) 13 refs.

A multi-variate discrimination technique based on range-searching

International Nuclear Information System (INIS)

Carli, T.; Koblitz, B.

2003-01-01

We present a fast and transparent multi-variate event classification technique, called PDE-RS, which is based on sampling the signal and background densities in a multi-dimensional phase space using range-searching. The employed algorithm is presented in detail and its behaviour is studied with simple toy examples representing basic patterns of problems often encountered in High Energy Physics data analyses. In addition an example relevant for the search for instanton-induced processes in deep-inelastic scattering at HERA is discussed. For all studied examples, the new presented method performs as good as artificial Neural Networks and has furthermore the advantage to need less computation time. This allows to carefully select the best combination of observables which optimally separate the signal and background and for which the simulations describe the data best. Moreover, the systematic and statistical uncertainties can be easily evaluated. The method is therefore a powerful tool to find a small number of signal events in the large data samples expected at future particle colliders

Multivariate Location Estimation Using Extension of $R$-Estimates Through $U$-Statistics Type Approach

OpenAIRE

Chaudhuri, Probal

1992-01-01

We consider a class of $U$-statistics type estimates for multivariate location. The estimates extend some $R$-estimates to multivariate data. In particular, the class of estimates includes the multivariate median considered by Gini and Galvani (1929) and Haldane (1948) and a multivariate extension of the well-known Hodges-Lehmann (1963) estimate. We explore large sample behavior of these estimates by deriving a Bahadur type representation for them. In the process of developing these asymptoti...

Application of multivariate statistical techniques in microbial ecology.

Science.gov (United States)

Paliy, O; Shankar, V

2016-03-01

Recent advances in high-throughput methods of molecular analyses have led to an explosion of studies generating large-scale ecological data sets. In particular, noticeable effect has been attained in the field of microbial ecology, where new experimental approaches provided in-depth assessments of the composition, functions and dynamic changes of complex microbial communities. Because even a single high-throughput experiment produces large amount of data, powerful statistical techniques of multivariate analysis are well suited to analyse and interpret these data sets. Many different multivariate techniques are available, and often it is not clear which method should be applied to a particular data set. In this review, we describe and compare the most widely used multivariate statistical techniques including exploratory, interpretive and discriminatory procedures. We consider several important limitations and assumptions of these methods, and we present examples of how these approaches have been utilized in recent studies to provide insight into the ecology of the microbial world. Finally, we offer suggestions for the selection of appropriate methods based on the research question and data set structure. © 2016 John Wiley & Sons Ltd.

Estimating the decomposition of predictive information in multivariate systems

Science.gov (United States)

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

2015-03-01

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

Constructing ordinal partition transition networks from multivariate time series.

Science.gov (United States)

Zhang, Jiayang; Zhou, Jie; Tang, Ming; Guo, Heng; Small, Michael; Zou, Yong

2017-08-10

A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition networks for multivariate time series. This approach yields weighted directed networks representing the pattern transition properties of time series in velocity space, which hence provides dynamic insights of the underling system. Furthermore, we propose a measure of entropy to characterize ordinal partition transition dynamics, which is sensitive to capturing the possible local geometric changes of phase space trajectories. We demonstrate the applicability of pattern transition networks to capture phase coherence to non-coherence transitions, and to characterize paths to phase synchronizations. Therefore, we conclude that the ordinal partition transition network approach provides complementary insight to the traditional symbolic analysis of nonlinear multivariate time series.

Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

Science.gov (United States)

Price, Larry R.

2012-01-01

The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

Gambling behaviors and psychopathology related to Attention-Deficit/Hyperactivity Disorder (ADHD) in problem and non-problem adult gamblers.

Science.gov (United States)

Fatseas, Melina; Alexandre, Jean-Marc; Vénisse, Jean-Luc; Romo, Lucia; Valleur, Marc; Magalon, David; Chéreau-Boudet, Isabelle; Luquiens, Amandine; Guilleux, Alice; Groupe Jeu; Challet-Bouju, Gaëlle; Grall-Bronnec, Marie

2016-05-30

Previous studies showed that Pathological Gambling and Attention Deficit/Hyperactivity Disorder (ADHD) often co-occur. The aim of this study was to examine whether ADHD is associated with specific severity patterns in terms of gambling behavior, psychopathology and personality traits. 599 problem and non-problem-gamblers were recruited in addiction clinics and gambling places in France. Subjects were assessed with the Wender-Utah Rating Scale-Child, the Adult ADHD Self-Report Scale, the Mini International Neuropsychiatric Interview, the Temperament and Character Inventory, the South Oaks Gambling Screen and questionnaires assessing gambling related cognitive distortions and gambling habits. 20.7% (n=124) of gamblers were screened positive for lifetime or current ADHD. Results from the multivariate analysis showed that ADHD was associated with a higher severity of gambling-related problems and with more psychiatric comorbidity. Among problem gamblers, subjects with history of ADHD were also at higher risk for unemployment, psychiatric comorbidity and specific dysfunctional personality traits. This study supports the link between gambling related problems and ADHD in a large sample of problem and non-problem gamblers, including problem-gamblers not seeking treatment. This points out the necessity to consider this disorder in the prevention and in the treatment of pathological gambling. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Fully conditional specification in multivariate imputation

NARCIS (Netherlands)

van Buuren, S.; Brand, J. P.L.; Groothuis-Oudshoorn, C. G.M.; Rubin, D. B.

2006-01-01

The use of the Gibbs sampler with fully conditionally specified models, where the distribution of each variable given the other variables is the starting point, has become a popular method to create imputations in incomplete multivariate data. The theoretical weakness of this approach is that the

Modeling multivariate time series on manifolds with skew radial basis functions.

Science.gov (United States)

Jamshidi, Arta A; Kirby, Michael J

2011-01-01

We present an approach for constructing nonlinear empirical mappings from high-dimensional domains to multivariate ranges. We employ radial basis functions and skew radial basis functions for constructing a model using data that are potentially scattered or sparse. The algorithm progresses iteratively, adding a new function at each step to refine the model. The placement of the functions is driven by a statistical hypothesis test that accounts for correlation in the multivariate range variables. The test is applied on training and validation data and reveals nonstatistical or geometric structure when it fails. At each step, the added function is fit to data contained in a spatiotemporally defined local region to determine the parameters--in particular, the scale of the local model. The scale of the function is determined by the zero crossings of the autocorrelation function of the residuals. The model parameters and the number of basis functions are determined automatically from the given data, and there is no need to initialize any ad hoc parameters save for the selection of the skew radial basis functions. Compactly supported skew radial basis functions are employed to improve model accuracy, order, and convergence properties. The extension of the algorithm to higher-dimensional ranges produces reduced-order models by exploiting the existence of correlation in the range variable data. Structure is tested not just in a single time series but between all pairs of time series. We illustrate the new methodologies using several illustrative problems, including modeling data on manifolds and the prediction of chaotic time series.

Inference of reactive transport model parameters using a Bayesian multivariate approach

Science.gov (United States)

Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

2014-08-01

Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

A note on inconsistent families of discrete multivariate distributions

KAUST Repository

Ghosh, Sugata; Dutta, Subhajit; Genton, Marc G.

2017-01-01

We construct a d-dimensional discrete multivariate distribution for which any proper subset of its components belongs to a specific family of distributions. However, the joint d-dimensional distribution fails to belong to that family and in other words, it is ‘inconsistent’ with the distribution of these subsets. We also address preservation of this ‘inconsistency’ property for the symmetric Binomial distribution, and some discrete distributions arising from the multivariate discrete normal distribution.

A note on inconsistent families of discrete multivariate distributions

KAUST Repository

Ghosh, Sugata

2017-07-05

We construct a d-dimensional discrete multivariate distribution for which any proper subset of its components belongs to a specific family of distributions. However, the joint d-dimensional distribution fails to belong to that family and in other words, it is ‘inconsistent’ with the distribution of these subsets. We also address preservation of this ‘inconsistency’ property for the symmetric Binomial distribution, and some discrete distributions arising from the multivariate discrete normal distribution.

Multivariate Term Structure Models with Level and Heteroskedasticity Effects

DEFF Research Database (Denmark)

Christiansen, Charlotte

2005-01-01

The paper introduces and estimates a multivariate level-GARCH model for the long rate and the term-structure spread where the conditional volatility is proportional to the ãth power of the variable itself (level effects) and the conditional covariance matrix evolves according to a multivariate GA...... and the level model. GARCH effects are more important than level effects. The results are robust to the maturity of the interest rates. Udgivelsesdato: MAY...

Linear models of coregionalization for multivariate lattice data: Order-dependent and order-free cMCARs.

Science.gov (United States)

MacNab, Ying C

2016-08-01

This paper concerns with multivariate conditional autoregressive models defined by linear combination of independent or correlated underlying spatial processes. Known as linear models of coregionalization, the method offers a systematic and unified approach for formulating multivariate extensions to a broad range of univariate conditional autoregressive models. The resulting multivariate spatial models represent classes of coregionalized multivariate conditional autoregressive models that enable flexible modelling of multivariate spatial interactions, yielding coregionalization models with symmetric or asymmetric cross-covariances of different spatial variation and smoothness. In the context of multivariate disease mapping, for example, they facilitate borrowing strength both over space and cross variables, allowing for more flexible multivariate spatial smoothing. Specifically, we present a broadened coregionalization framework to include order-dependent, order-free, and order-robust multivariate models; a new class of order-free coregionalized multivariate conditional autoregressives is introduced. We tackle computational challenges and present solutions that are integral for Bayesian analysis of these models. We also discuss two ways of computing deviance information criterion for comparison among competing hierarchical models with or without unidentifiable prior parameters. The models and related methodology are developed in the broad context of modelling multivariate data on spatial lattice and illustrated in the context of multivariate disease mapping. The coregionalization framework and related methods also present a general approach for building spatially structured cross-covariance functions for multivariate geostatistics. © The Author(s) 2016.

Multivariate Meta-Analysis of Genetic Association Studies: A Simulation Study.

Directory of Open Access Journals (Sweden)

Binod Neupane

Full Text Available In a meta-analysis with multiple end points of interests that are correlated between or within studies, multivariate approach to meta-analysis has a potential to produce more precise estimates of effects by exploiting the correlation structure between end points. However, under random-effects assumption the multivariate estimation is more complex (as it involves estimation of more parameters simultaneously than univariate estimation, and sometimes can produce unrealistic parameter estimates. Usefulness of multivariate approach to meta-analysis of the effects of a genetic variant on two or more correlated traits is not well understood in the area of genetic association studies. In such studies, genetic variants are expected to roughly maintain Hardy-Weinberg equilibrium within studies, and also their effects on complex traits are generally very small to modest and could be heterogeneous across studies for genuine reasons. We carried out extensive simulation to explore the comparative performance of multivariate approach with most commonly used univariate inverse-variance weighted approach under random-effects assumption in various realistic meta-analytic scenarios of genetic association studies of correlated end points. We evaluated the performance with respect to relative mean bias percentage, and root mean square error (RMSE of the estimate and coverage probability of corresponding 95% confidence interval of the effect for each end point. Our simulation results suggest that multivariate approach performs similarly or better than univariate method when correlations between end points within or between studies are at least moderate and between-study variation is similar or larger than average within-study variation for meta-analyses of 10 or more genetic studies. Multivariate approach produces estimates with smaller bias and RMSE especially for the end point that has randomly or informatively missing summary data in some individual studies, when

Depth-weighted robust multivariate regression with application to sparse data

KAUST Repository

Dutta, Subhajit; Genton, Marc G.

2017-01-01

A robust method for multivariate regression is developed based on robust estimators of the joint location and scatter matrix of the explanatory and response variables using the notion of data depth. The multivariate regression estimator possesses desirable affine equivariance properties, achieves the best breakdown point of any affine equivariant estimator, and has an influence function which is bounded in both the response as well as the predictor variable. To increase the efficiency of this estimator, a re-weighted estimator based on robust Mahalanobis distances of the residual vectors is proposed. In practice, the method is more stable than existing methods that are constructed using subsamples of the data. The resulting multivariate regression technique is computationally feasible, and turns out to perform better than several popular robust multivariate regression methods when applied to various simulated data as well as a real benchmark data set. When the data dimension is quite high compared to the sample size it is still possible to use meaningful notions of data depth along with the corresponding depth values to construct a robust estimator in a sparse setting.

Depth-weighted robust multivariate regression with application to sparse data

KAUST Repository

Dutta, Subhajit

2017-04-05

A robust method for multivariate regression is developed based on robust estimators of the joint location and scatter matrix of the explanatory and response variables using the notion of data depth. The multivariate regression estimator possesses desirable affine equivariance properties, achieves the best breakdown point of any affine equivariant estimator, and has an influence function which is bounded in both the response as well as the predictor variable. To increase the efficiency of this estimator, a re-weighted estimator based on robust Mahalanobis distances of the residual vectors is proposed. In practice, the method is more stable than existing methods that are constructed using subsamples of the data. The resulting multivariate regression technique is computationally feasible, and turns out to perform better than several popular robust multivariate regression methods when applied to various simulated data as well as a real benchmark data set. When the data dimension is quite high compared to the sample size it is still possible to use meaningful notions of data depth along with the corresponding depth values to construct a robust estimator in a sparse setting.

Multivariate Discrete First Order Stochastic Dominance

DEFF Research Database (Denmark)

Tarp, Finn; Østerdal, Lars Peter

This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution  f first order stochastic dominates distribution g if and only if  f can be obtained from g by iteratively shifting density from one outcome to another...

The Effect of the Multivariate Box-Cox Transformation on the Power of MANOVA.

Science.gov (United States)

Kirisci, Levent; Hsu, Tse-Chi

Most of the multivariate statistical techniques rely on the assumption of multivariate normality. The effects of non-normality on multivariate tests are assumed to be negligible when variance-covariance matrices and sample sizes are equal. Therefore, in practice, investigators do not usually attempt to remove non-normality. In this simulation…

Processing data collected from radiometric experiments by multivariate technique

International Nuclear Information System (INIS)

Urbanski, P.; Kowalska, E.; Machaj, B.; Jakowiuk, A.

2005-01-01

Multivariate techniques applied for processing data collected from radiometric experiments can provide more efficient extraction of the information contained in the spectra. Several techniques are considered: (i) multivariate calibration using Partial Least Square Regression and Artificial Neural Network, (ii) standardization of the spectra, (iii) smoothing of collected spectra were autocorrelation function and bootstrap were used for the assessment of the processed data, (iv) image processing using Principal Component Analysis. Application of these techniques is illustrated on examples of some industrial applications. (author)

Weak convergence of marked point processes generated by crossings of multivariate jump processes

DEFF Research Database (Denmark)

Tamborrino, Massimiliano; Sacerdote, Laura; Jacobsen, Martin

2014-01-01

We consider the multivariate point process determined by the crossing times of the components of a multivariate jump process through a multivariate boundary, assuming to reset each component to an initial value after its boundary crossing. We prove that this point process converges weakly...... process converging to a multivariate Ornstein–Uhlenbeck process is discussed as a guideline for applying diffusion limits for jump processes. We apply our theoretical findings to neural network modeling. The proposed model gives a mathematical foundation to the generalization of the class of Leaky...

A tool for protected area management: multivariate control charts 'cope' with rare variable communities.

Science.gov (United States)

Stringell, Thomas B; Bamber, Roger N; Burton, Mark; Lindenbaum, Charles; Skates, Lucie R; Sanderson, William G

2013-06-01

Performance assessment, impact detection, and the assessment of regulatory compliance are common scientific problems for the management of protected areas. Some habitats in protected areas, however, are rare and/or variable and are not often selected for study by ecologists because they preclude comparison with controls and high community variability makes meaningful change detection difficult. Shallow coastal saline lagoons are habitats that experience comparatively high levels of stress due to high physical variability. Lagoons are rare, declining habitats found in coastal regions throughout Europe (and elsewhere) where they are identified as one of the habitats most in need of protected area management. The infauna in the sediments of 25 lagoons were sampled. Temporal and spatial variation in three of these [protected] lagoons was investigated further over 5 years. In a multivariate analysis of community structure similarities were found between some lagoons, but in other cases communities were unique or specific to only two sites. The protected lagoons with these unique/specific communities showed significant temporal and spatial variation, yet none of the changes observed were attributed to human impacts and were interpreted as inherent variability. Multivariate control charts can operate without experimental controls and were used to assess community changes within the context of 'normal' lagoon variability. The aim of control chart analysis is to characterize background variability in a parameter and identify when a new observation deviates more than expected. In only 1 year was variability more than expected and corresponded with the coldest December in over 100 years. Multivariate control charts are likely to have wide application in the management of protected areas and other natural systems where variability and/or rarity preclude conventional analytical and experimental approaches but where assessments of condition, impact or regulatory compliance are

Contextual risk, maternal parenting and adolescent externalizing behaviour problems: the role of emotion regulation.

Science.gov (United States)

Walton, A; Flouri, Eirini

2010-03-01

The objective of this study was to test if emotion regulation mediates the association between mothers' parenting and adolescents' externalizing behaviour problems (conduct problems and hyperactivity). The parenting dimensions were warmth, psychological control and behavioural control (measured with knowledge, monitoring and discipline). Adjustment was made for contextual risk (measured with the number of proximal adverse life events experienced), gender, age and English as an additional language. Data were from a UK community sample of adolescents aged 11-18 from a comprehensive school in a disadvantaged area. At the multivariate level, none of the parenting variables predicted hyperactivity, which was associated only with difficulties in emotion regulation, contextual risk and English as a first language. The parenting variables predicting conduct problems at the multivariate level were warmth and knowledge. Knowledge did not predict emotion regulation. However, warmth predicted emotion regulation, which was negatively associated with conduct problems. Contextual risk was a significant predictor of both difficulties in emotion regulation and externalizing behaviour problems. Its effect on conduct problems was independent of parenting and was not via its association with difficulties in emotion regulation. The findings add to the evidence for the importance of maternal warmth and contextual risk for both regulated emotion and regulated behaviour. The small maternal control effects on both emotion regulation and externalizing behaviour could suggest the importance of paternal control for adolescent outcomes.

Multivariate hydrological frequency analysis for extreme events using Archimedean copula. Case study: Lower Tunjuelo River basin (Colombia)

Science.gov (United States)

Gómez, Wilmar

2017-04-01

By analyzing the spatial and temporal variability of extreme precipitation events we can prevent or reduce the threat and risk. Many water resources projects require joint probability distributions of random variables such as precipitation intensity and duration, which can not be independent with each other. The problem of defining a probability model for observations of several dependent variables is greatly simplified by the joint distribution in terms of their marginal by taking copulas. This document presents a general framework set frequency analysis bivariate and multivariate using Archimedean copulas for extreme events of hydroclimatological nature such as severe storms. This analysis was conducted in the lower Tunjuelo River basin in Colombia for precipitation events. The results obtained show that for a joint study of the intensity-duration-frequency, IDF curves can be obtained through copulas and thus establish more accurate and reliable information from design storms and associated risks. It shows how the use of copulas greatly simplifies the study of multivariate distributions that introduce the concept of joint return period used to represent the needs of hydrological designs properly in frequency analysis.

Comparison of multivariate and univariate statistical process control and monitoring methods

International Nuclear Information System (INIS)

Leger, R.P.; Garland, WM.J.; Macgregor, J.F.

1996-01-01

Work in recent years has lead to the development of multivariate process monitoring schemes which use Principal Component Analysis (PCA). This research compares the performance of a univariate scheme and a multivariate PCA scheme used for monitoring a simple process with 11 measured variables. The multivariate PCA scheme was able to adequately represent the process using two principal components. This resulted in a PCA monitoring scheme which used two charts as opposed to 11 charts for the univariate scheme and therefore had distinct advantages in terms of both data representation, presentation, and fault diagnosis capabilities. (author)

Identification and adoptive multivariable control method. Application to fast breeder nuclear reactors

International Nuclear Information System (INIS)

Dang Van Mien, H.; Irving, E.; Rousseau, I.

1982-01-01

Motivated by the limitations inherent in the standard approach, a new model reference multivariable adaptive control method is described. This latter control method utilizes as a design tool a simple vector difference equation of the controlled system. The adaptive control method is of the series-parallel direct reference model type and the adjustment algorithm is the standard least squares estimation technics with hyperstability conditions, controlled convergence speed forgetting, regularization and threshold operations. Numerical results are presented which illustrate the interest of the latter approach. The precise problem which has been tackled is the control of the steam generator of the second fast breeder French nuclear reactor called Super-Phenix. After a short description of the plant and its responses at different loads, the principles and the performances of the standard technique control scheme which has been adopted are discussed [fr

Boosted Multivariate Trees for Longitudinal Data

Science.gov (United States)

Pande, Amol; Li, Liang; Rajeswaran, Jeevanantham; Ehrlinger, John; Kogalur, Udaya B.; Blackstone, Eugene H.; Ishwaran, Hemant

2017-01-01

Machine learning methods provide a powerful approach for analyzing longitudinal data in which repeated measurements are observed for a subject over time. We boost multivariate trees to fit a novel flexible semi-nonparametric marginal model for longitudinal data. In this model, features are assumed to be nonparametric, while feature-time interactions are modeled semi-nonparametrically utilizing P-splines with estimated smoothing parameter. In order to avoid overfitting, we describe a relatively simple in sample cross-validation method which can be used to estimate the optimal boosting iteration and which has the surprising added benefit of stabilizing certain parameter estimates. Our new multivariate tree boosting method is shown to be highly flexible, robust to covariance misspecification and unbalanced designs, and resistant to overfitting in high dimensions. Feature selection can be used to identify important features and feature-time interactions. An application to longitudinal data of forced 1-second lung expiratory volume (FEV1) for lung transplant patients identifies an important feature-time interaction and illustrates the ease with which our method can find complex relationships in longitudinal data. PMID:29249866

Multivariate Approaches to Classification in Extragalactic Astronomy

Directory of Open Access Journals (Sweden)

Didier eFraix-Burnet

2015-08-01

Full Text Available Clustering objects into synthetic groups is a natural activity of any science. Astrophysics is not an exception and is now facing a deluge of data. For galaxies, the one-century old Hubble classification and the Hubble tuning fork are still largely in use, together with numerous mono- or bivariate classifications most often made by eye. However, a classification must be driven by the data, and sophisticated multivariate statistical tools are used more and more often. In this paper we review these different approaches in order to situate them in the general context of unsupervised and supervised learning. We insist on the astrophysical outcomes of these studies to show that multivariate analyses provide an obvious path toward a renewal of our classification of galaxies and are invaluable tools to investigate the physics and evolution of galaxies.

Multivariate Fréchet copulas and conditional value-at-risk

Directory of Open Access Journals (Sweden)

Werner Hürlimann

2004-01-01

is similar but not identical to the convex family of Fréchet. It is shown that the distribution and stop-loss transform of dependent sums from this multivariate family can be evaluated using explicit integral formulas, and that these dependent sums are bounded in convex order between the corresponding independent and comonotone sums. The model is applied to the evaluation of the economic risk capital for a portfolio of risks using conditional value-at-risk measures. A multivariate conditional value-at-risk vector measure is considered. Its components coincide for the constructed multivariate copula with the conditional value-at-risk measures of the risk components of the portfolio. This yields a “fair” risk allocation in the sense that each risk component becomes allocated to its coherent conditional value-at-risk.

TMVA - Toolkit for Multivariate Data Analysis with ROOT Users guide

CERN Document Server

Höcker, A; Tegenfeldt, F; Voss, H; Voss, K; Christov, A; Henrot-Versillé, S; Jachowski, M; Krasznahorkay, A; Mahalalel, Y; Prudent, X; Speckmayer, P

2007-01-01

Multivariate machine learning techniques for the classification of data from high-energy physics (HEP) experiments have become standard tools in most HEP analyses. The multivariate classifiers themselves have significantly evolved in recent years, also driven by developments in other areas inside and outside science. TMVA is a toolkit integrated in ROOT which hosts a large variety of multivariate classification algorithms. They range from rectangular cut optimisation (using a genetic algorithm) and likelihood estimators, over linear and non-linear discriminants (neural networks), to sophisticated recent developments like boosted decision trees and rule ensemble fitting. TMVA organises the simultaneous training, testing, and performance evaluation of all these classifiers with a user-friendly interface, and expedites the application of the trained classifiers to the analysis of data sets with unknown sample composition.

Neighborhood Risk, Parental Socialization Styles, and Adolescent Conduct Problems

OpenAIRE

Enrique Gracia; Mª Castillo Fuentes; Fernando García

2010-01-01

This article aims to analyze the influence of parental socialization styles (authoritarian, authoritative, indulgent and neglectful), and perceived neighborhood risk on three indicators of conduct problems in adolescence (school misconduct, delinquency, and drug use). The sample consists of 1,017 adolescents, aged between 12 and 17. Results from four multivariate factorial designs yielded only main effects of parenting styles and neighborhood risk. Adolescents from authoritative and indulgent...

A review of multivariate analyses in imaging genetics

Directory of Open Access Journals (Sweden)

Jingyu eLiu

2014-03-01

Full Text Available Recent advances in neuroimaging technology and molecular genetics provide the unique opportunity to investigate genetic influence on the variation of brain attributes. Since the year 2000, when the initial publication on brain imaging and genetics was released, imaging genetics has been a rapidly growing research approach with increasing publications every year. Several reviews have been offered to the research community focusing on various study designs. In addition to study design, analytic tools and their proper implementation are also critical to the success of a study. In this review, we survey recent publications using data from neuroimaging and genetics, focusing on methods capturing multivariate effects accommodating the large number of variables from both imaging data and genetic data. We group the analyses of genetic or genomic data into either a prior driven or data driven approach, including gene-set enrichment analysis, multifactor dimensionality reduction, principal component analysis, independent component analysis (ICA, and clustering. For the analyses of imaging data, ICA and extensions of ICA are the most widely used multivariate methods. Given detailed reviews of multivariate analyses of imaging data available elsewhere, we provide a brief summary here that includes a recently proposed method known as independent vector analysis. Finally, we review methods focused on bridging the imaging and genetic data by establishing multivariate and multiple genotype-phenotype associations, including sparse partial least squares, sparse canonical correlation analysis, sparse reduced rank regression and parallel ICA. These methods are designed to extract latent variables from both genetic and imaging data, which become new genotypes and phenotypes, and the links between the new genotype-phenotype pairs are maximized using different cost functions. The relationship between these methods along with their assumptions, advantages, and

Collision prediction models using multivariate Poisson-lognormal regression.

Science.gov (United States)

El-Basyouny, Karim; Sayed, Tarek

2009-07-01

This paper advocates the use of multivariate Poisson-lognormal (MVPLN) regression to develop models for collision count data. The MVPLN approach presents an opportunity to incorporate the correlations across collision severity levels and their influence on safety analyses. The paper introduces a new multivariate hazardous location identification technique, which generalizes the univariate posterior probability of excess that has been commonly proposed and applied in the literature. In addition, the paper presents an alternative approach for quantifying the effect of the multivariate structure on the precision of expected collision frequency. The MVPLN approach is compared with the independent (separate) univariate Poisson-lognormal (PLN) models with respect to model inference, goodness-of-fit, identification of hot spots and precision of expected collision frequency. The MVPLN is modeled using the WinBUGS platform which facilitates computation of posterior distributions as well as providing a goodness-of-fit measure for model comparisons. The results indicate that the estimates of the extra Poisson variation parameters were considerably smaller under MVPLN leading to higher precision. The improvement in precision is due mainly to the fact that MVPLN accounts for the correlation between the latent variables representing property damage only (PDO) and injuries plus fatalities (I+F). This correlation was estimated at 0.758, which is highly significant, suggesting that higher PDO rates are associated with higher I+F rates, as the collision likelihood for both types is likely to rise due to similar deficiencies in roadway design and/or other unobserved factors. In terms of goodness-of-fit, the MVPLN model provided a superior fit than the independent univariate models. The multivariate hazardous location identification results demonstrated that some hazardous locations could be overlooked if the analysis was restricted to the univariate models.

A direct-gradient multivariate index of biotic condition

Science.gov (United States)

Miranda, Leandro E.; Aycock, J.N.; Killgore, K. J.

2012-01-01

Multimetric indexes constructed by summing metric scores have been criticized despite many of their merits. A leading criticism is the potential for investigator bias involved in metric selection and scoring. Often there is a large number of competing metrics equally well correlated with environmental stressors, requiring a judgment call by the investigator to select the most suitable metrics to include in the index and how to score them. Data-driven procedures for multimetric index formulation published during the last decade have reduced this limitation, yet apprehension remains. Multivariate approaches that select metrics with statistical algorithms may reduce the level of investigator bias and alleviate a weakness of multimetric indexes. We investigated the suitability of a direct-gradient multivariate procedure to derive an index of biotic condition for fish assemblages in oxbow lakes in the Lower Mississippi Alluvial Valley. Although this multivariate procedure also requires that the investigator identify a set of suitable metrics potentially associated with a set of environmental stressors, it is different from multimetric procedures because it limits investigator judgment in selecting a subset of biotic metrics to include in the index and because it produces metric weights suitable for computation of index scores. The procedure, applied to a sample of 35 competing biotic metrics measured at 50 oxbow lakes distributed over a wide geographical region in the Lower Mississippi Alluvial Valley, selected 11 metrics that adequately indexed the biotic condition of five test lakes. Because the multivariate index includes only metrics that explain the maximum variability in the stressor variables rather than a balanced set of metrics chosen to reflect various fish assemblage attributes, it is fundamentally different from multimetric indexes of biotic integrity with advantages and disadvantages. As such, it provides an alternative to multimetric procedures.

A Regularized Linear Dynamical System Framework for Multivariate Time Series Analysis.

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2015-01-01

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning Multivariate Time Series (MTS). However, in general, it is difficult to set the dimension of an LDS's hidden state space. A small number of hidden states may not be able to model the complexities of a MTS, while a large number of hidden states can lead to overfitting. In this paper, we study learning methods that impose various regularization penalties on the transition matrix of the LDS model and propose a regularized LDS learning framework (rLDS) which aims to (1) automatically shut down LDSs' spurious and unnecessary dimensions, and consequently, address the problem of choosing the optimal number of hidden states; (2) prevent the overfitting problem given a small amount of MTS data; and (3) support accurate MTS forecasting. To learn the regularized LDS from data we incorporate a second order cone program and a generalized gradient descent method into the Maximum a Posteriori framework and use Expectation Maximization to obtain a low-rank transition matrix of the LDS model. We propose two priors for modeling the matrix which lead to two instances of our rLDS. We show that our rLDS is able to recover well the intrinsic dimensionality of the time series dynamics and it improves the predictive performance when compared to baselines on both synthetic and real-world MTS datasets.

Simplicial band depth for multivariate functional data

KAUST Repository

Ló pez-Pintado, Sara; Sun, Ying; Lin, Juan K.; Genton, Marc G.

2014-01-01

sample of curves. Based on these depths, a sample of multivariate curves can be ordered from the center outward and order statistics can be defined. Properties of the proposed depths, such as invariance and consistency, can be established. A simulation

Extracting bb Higgs Decay Signals using Multivariate Techniques

Energy Technology Data Exchange (ETDEWEB)

Smith, W Clarke; /George Washington U. /SLAC

2012-08-28

For low-mass Higgs boson production at ATLAS at {radical}s = 7 TeV, the hard subprocess gg {yields} h{sup 0} {yields} b{bar b} dominates but is in turn drowned out by background. We seek to exploit the intrinsic few-MeV mass width of the Higgs boson to observe it above the background in b{bar b}-dijet mass plots. The mass resolution of existing mass-reconstruction algorithms is insufficient for this purpose due to jet combinatorics, that is, the algorithms cannot identify every jet that results from b{bar b} Higgs decay. We combine these algorithms using the neural net (NN) and boosted regression tree (BDT) multivariate methods in attempt to improve the mass resolution. Events involving gg {yields} h{sup 0} {yields} b{bar b} are generated using Monte Carlo methods with Pythia and then the Toolkit for Multivariate Analysis (TMVA) is used to train and test NNs and BDTs. For a 120 GeV Standard Model Higgs boson, the m{sub h{sup 0}}-reconstruction width is reduced from 8.6 to 6.5 GeV. Most importantly, however, the methods used here allow for more advanced m{sub h{sup 0}}-reconstructions to be created in the future using multivariate methods.

Multivariate Analysis for the Processing of Signals

Directory of Open Access Journals (Sweden)

Beattie J.R.

2014-01-01

Full Text Available Real-world experiments are becoming increasingly more complex, needing techniques capable of tracking this complexity. Signal based measurements are often used to capture this complexity, where a signal is a record of a sample’s response to a parameter (e.g. time, displacement, voltage, wavelength that is varied over a range of values. In signals the responses at each value of the varied parameter are related to each other, depending on the composition or state sample being measured. Since signals contain multiple information points, they have rich information content but are generally complex to comprehend. Multivariate Analysis (MA has profoundly transformed their analysis by allowing gross simplification of the tangled web of variation. In addition MA has also provided the advantage of being much more robust to the influence of noise than univariate methods of analysis. In recent years, there has been a growing awareness that the nature of the multivariate methods allows exploitation of its benefits for purposes other than data analysis, such as pre-processing of signals with the aim of eliminating irrelevant variations prior to analysis of the signal of interest. It has been shown that exploiting multivariate data reduction in an appropriate way can allow high fidelity denoising (removal of irreproducible non-signals, consistent and reproducible noise-insensitive correction of baseline distortions (removal of reproducible non-signals, accurate elimination of interfering signals (removal of reproducible but unwanted signals and the standardisation of signal amplitude fluctuations. At present, the field is relatively small but the possibilities for much wider application are considerable. Where signal properties are suitable for MA (such as the signal being stationary along the x-axis, these signal based corrections have the potential to be highly reproducible, and highly adaptable and are applicable in situations where the data is noisy or

Efficiency of the estimators of multivariate distribution parameters from the one-dimensional observed frequencies

International Nuclear Information System (INIS)

Chernov, N.I.; Kurbatov, V.S.; Ososkov, G.A.

1988-01-01

Parameter estimation for multivariate probability distributions is studied in experiments where data are presented as one-dimensional hystograms. For this model a statistics defined as a quadratic form of the observed frequencies which has a limitig x 2 -distribution is proposed. The efficiency of the estimator minimizing the value of that statistics is proved whithin the class of all unibased estimates obtained via minimization of quadratic forms of observed frequencies. The elaborated method was applied to the physical problem of analysis of the secondary pion energy distribution in the isobar model of pion-nucleon interactions with the production of an additional pion. The numerical experiments showed that the accuracy of estimation is twice as much if comparing the conventional methods

Sparse multivariate measures of similarity between intra-modal neuroimaging datasets

Directory of Open Access Journals (Sweden)

Maria J. Rosa

2015-10-01

Full Text Available An increasing number of neuroimaging studies are now based on either combining more than one data modality (inter-modal or combining more than one measurement from the same modality (intra-modal. To date, most intra-modal studies using multivariate statistics have focused on differences between datasets, for instance relying on classifiers to differentiate between effects in the data. However, to fully characterize these effects, multivariate methods able to measure similarities between datasets are needed. One classical technique for estimating the relationship between two datasets is canonical correlation analysis (CCA. However, in the context of high-dimensional data the application of CCA is extremely challenging. A recent extension of CCA, sparse CCA (SCCA, overcomes this limitation, by regularizing the model parameters while yielding a sparse solution. In this work, we modify SCCA with the aim of facilitating its application to high-dimensional neuroimaging data and finding meaningful multivariate image-to-image correspondences in intra-modal studies. In particular, we show how the optimal subset of variables can be estimated independently and we look at the information encoded in more than one set of SCCA transformations. We illustrate our framework using Arterial Spin Labelling data to investigate multivariate similarities between the effects of two antipsychotic drugs on cerebral blood flow.

Multivariate Option Pricing Using Dynamic Copula Models

NARCIS (Netherlands)

van den Goorbergh, R.W.J.; Genest, C.; Werker, B.J.M.

2003-01-01

This paper examines the behavior of multivariate option prices in the presence of association between the underlying assets.Parametric families of copulas offering various alternatives to the normal dependence structure are used to model this association, which is explicitly assumed to vary over

An Efficient Local Algorithm for Distributed Multivariate Regression

Data.gov (United States)

National Aeronautics and Space Administration — This paper offers a local distributed algorithm for multivariate regression in large peer-to-peer environments. The algorithm is designed for distributed...

Computed ABC Analysis for Rational Selection of Most Informative Variables in Multivariate Data.

Science.gov (United States)

Ultsch, Alfred; Lötsch, Jörn

2015-01-01

Multivariate data sets often differ in several factors or derived statistical parameters, which have to be selected for a valid interpretation. Basing this selection on traditional statistical limits leads occasionally to the perception of losing information from a data set. This paper proposes a novel method for calculating precise limits for the selection of parameter sets. The algorithm is based on an ABC analysis and calculates these limits on the basis of the mathematical properties of the distribution of the analyzed items. The limits implement the aim of any ABC analysis, i.e., comparing the increase in yield to the required additional effort. In particular, the limit for set A, the "important few", is optimized in a way that both, the effort and the yield for the other sets (B and C), are minimized and the additional gain is optimized. As a typical example from biomedical research, the feasibility of the ABC analysis as an objective replacement for classical subjective limits to select highly relevant variance components of pain thresholds is presented. The proposed method improved the biological interpretation of the results and increased the fraction of valid information that was obtained from the experimental data. The method is applicable to many further biomedical problems including the creation of diagnostic complex biomarkers or short screening tests from comprehensive test batteries. Thus, the ABC analysis can be proposed as a mathematically valid replacement for traditional limits to maximize the information obtained from multivariate research data.

Multivariable optimization of an auto-thermal ammonia synthesis reactor using genetic algorithm

Science.gov (United States)

Anh-Nga, Nguyen T.; Tuan-Anh, Nguyen; Tien-Dung, Vu; Kim-Trung, Nguyen

2017-09-01

The ammonia synthesis system is an important chemical process used in the manufacture of fertilizers, chemicals, explosives, fibers, plastics, refrigeration. In the literature, many works approaching the modeling, simulation and optimization of an auto-thermal ammonia synthesis reactor can be found. However, they just focus on the optimization of the reactor length while keeping the others parameters constant. In this study, the other parameters are also considered in the optimization problem such as the temperature of feed gas enters the catalyst zone. The optimal problem requires the maximization of a multivariable objective function which subjects to a number of equality constraints involving the solution of coupled differential equations and also inequality constraints. The solution of an optimization problem can be found through, among others, deterministic or stochastic approaches. The stochastic methods, such as evolutionary algorithm (EA), which is based on natural phenomenon, can overcome the drawbacks such as the requirement of the derivatives of the objective function and/or constraints, or being not efficient in non-differentiable or discontinuous problems. Genetic algorithm (GA) which is a class of EA, exceptionally simple, robust at numerical optimization and is more likely to find a true global optimum. In this study, the genetic algorithm is employed to find the optimum profit of the process. The inequality constraints were treated using penalty method. The coupled differential equations system was solved using Runge-Kutta 4th order method. The results showed that the presented numerical method could be applied to model the ammonia synthesis reactor. The optimum economic profit obtained from this study are also compared to the results from the literature. It suggests that the process should be operated at higher temperature of feed gas in catalyst zone and the reactor length is slightly longer.

Simulation of multivariate diffusion bridges

DEFF Research Database (Denmark)

Bladt, Mogens; Finch, Samuel; Sørensen, Michael

We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling methods, the new approach generalizes a previously...... proposed simulation method for one-dimensional bridges to the mulit-variate setting. First a method of simulating approzimate, but often very accurate, diffusion bridges is proposed. These approximate bridges are used as proposal for easily implementable MCMC algorithms that produce exact diffusion bridges...

PIXE-quantified AXSIA: Elemental mapping by multivariate spectral analysis

International Nuclear Information System (INIS)

Doyle, B.L.; Provencio, P.P.; Kotula, P.G.; Antolak, A.J.; Ryan, C.G.; Campbell, J.L.; Barrett, K.

2006-01-01

Automated, nonbiased, multivariate statistical analysis techniques are useful for converting very large amounts of data into a smaller, more manageable number of chemical components (spectra and images) that are needed to describe the measurement. We report the first use of the multivariate spectral analysis program AXSIA (Automated eXpert Spectral Image Analysis) developed at Sandia National Laboratories to quantitatively analyze micro-PIXE data maps. AXSIA implements a multivariate curve resolution technique that reduces the spectral image data sets into a limited number of physically realizable and easily interpretable components (including both spectra and images). We show that the principal component spectra can be further analyzed using conventional PIXE programs to convert the weighting images into quantitative concentration maps. A common elemental data set has been analyzed using three different PIXE analysis codes and the results compared to the cases when each of these codes is used to separately analyze the associated AXSIA principal component spectral data. We find that these comparisons are in good quantitative agreement with each other

Precision Index in the Multivariate Context

Czech Academy of Sciences Publication Activity Database

Šiman, Miroslav

2014-01-01

Roč. 43, č. 2 (2014), s. 377-387 ISSN 0361-0926 R&D Projects: GA MŠk(CZ) 1M06047 Institutional support: RVO:67985556 Keywords : data depth * multivariate quantile * process capability index * precision index * regression quantile Subject RIV: BA - General Mathematics Impact factor: 0.274, year: 2014 http://library.utia.cas.cz/separaty/2014/SI/siman-0425059.pdf

Multivariate statistical assessment of coal properties

Czech Academy of Sciences Publication Activity Database

Klika, Z.; Serenčíšová, J.; Kožušníková, Alena; Kolomazník, I.; Študentová, S.; Vontorová, J.

2014-01-01

Roč. 128, č. 128 (2014), s. 119-127 ISSN 0378-3820 R&D Projects: GA MŠk ED2.1.00/03.0082 Institutional support: RVO:68145535 Keywords : coal properties * structural,chemical and petrographical properties * multivariate statistics Subject RIV: DH - Mining, incl. Coal Mining Impact factor: 3.352, year: 2014 http://dx.doi.org/10.1016/j.fuproc.2014.06.029

A Scalable Local Algorithm for Distributed Multivariate Regression

Data.gov (United States)

National Aeronautics and Space Administration — This paper offers a local distributed algorithm for multivariate regression in large peer-to-peer environments. The algorithm can be used for distributed...

Training and evaluation of neural networks for multi-variate time series processing

DEFF Research Database (Denmark)

Fog, Torben L.; Larsen, Jan; Hansen, Lars Kai

1995-01-01

We study the training and generalization for multi-variate time series processing. It is suggested to used a quasi-maximum likelihood approach rather than the standard sum of squared errors, thus taking dependencies among the errors of the individual time series into account. This may lead...... to improved generalization performance. Further, we extend the optimal brain damage pruning technique to the multi-variate case. A key ingredient is an algebraic expression for the generalization ability of a multi-variate model. The variability of the suggested techniques are successfully demonstrated...

Multivariate Analysis of Industrial Scale Fermentation Data

DEFF Research Database (Denmark)

Mears, Lisa; Nørregård, Rasmus; Stocks, Stuart M.

2015-01-01

Multivariate analysis allows process understanding to be gained from the vast and complex datasets recorded from fermentation processes, however the application of such techniques to this field can be limited by the data pre-processing requirements and data handling. In this work many iterations...

Fast and Flexible Multivariate Time Series Subsequence Search

Data.gov (United States)

National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...

On the interpretation of weight vectors of linear models in multivariate neuroimaging.

Science.gov (United States)

Haufe, Stefan; Meinecke, Frank; Görgen, Kai; Dähne, Sven; Haynes, John-Dylan; Blankertz, Benjamin; Bießmann, Felix

2014-02-15

models. This procedure enables the neurophysiological interpretation of the parameters of linear backward models. We hope that this work raises awareness for an often encountered problem and provides a theoretical basis for conducting better interpretable multivariate neuroimaging analyses. Copyright © 2013 The Authors. Published by Elsevier Inc. All rights reserved.

CMPH: a multivariate phase-type aggregate loss distribution

Directory of Open Access Journals (Sweden)

Ren Jiandong

2017-12-01

Full Text Available We introduce a compound multivariate distribution designed for modeling insurance losses arising from different risk sources in insurance companies. The distribution is based on a discrete-time Markov Chain and generalizes the multivariate compound negative binomial distribution, which is widely used for modeling insurance losses.We derive fundamental properties of the distribution and discuss computational aspects facilitating calculations of risk measures of the aggregate loss, as well as allocations of the aggregate loss to individual types of risk sources. Explicit formulas for the joint moment generating function and the joint moments of different loss types are derived, and recursive formulas for calculating the joint distributions given. Several special cases of particular interest are analyzed. An illustrative numerical example is provided.

Network structure of multivariate time series.

Science.gov (United States)

Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

2015-10-21

Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range tools and techniques for time series analysis already exist, the increasing availability of massive data structures calls for new approaches for multidimensional signal processing. We present here a non-parametric method to analyse multivariate time series, based on the mapping of a multidimensional time series into a multilayer network, which allows to extract information on a high dimensional dynamical system through the analysis of the structure of the associated multiplex network. The method is simple to implement, general, scalable, does not require ad hoc phase space partitioning, and is thus suitable for the analysis of large, heterogeneous and non-stationary time series. We show that simple structural descriptors of the associated multiplex networks allow to extract and quantify nontrivial properties of coupled chaotic maps, including the transition between different dynamical phases and the onset of various types of synchronization. As a concrete example we then study financial time series, showing that a multiplex network analysis can efficiently discriminate crises from periods of financial stability, where standard methods based on time-series symbolization often fail.

Univariate and multivariate skewness and kurtosis for measuring nonnormality: Prevalence, influence and estimation.

Science.gov (United States)

Cain, Meghan K; Zhang, Zhiyong; Yuan, Ke-Hai

2017-10-01

Nonnormality of univariate data has been extensively examined previously (Blanca et al., Methodology: European Journal of Research Methods for the Behavioral and Social Sciences, 9(2), 78-84, 2013; Miceeri, Psychological Bulletin, 105(1), 156, 1989). However, less is known of the potential nonnormality of multivariate data although multivariate analysis is commonly used in psychological and educational research. Using univariate and multivariate skewness and kurtosis as measures of nonnormality, this study examined 1,567 univariate distriubtions and 254 multivariate distributions collected from authors of articles published in Psychological Science and the American Education Research Journal. We found that 74 % of univariate distributions and 68 % multivariate distributions deviated from normal distributions. In a simulation study using typical values of skewness and kurtosis that we collected, we found that the resulting type I error rates were 17 % in a t-test and 30 % in a factor analysis under some conditions. Hence, we argue that it is time to routinely report skewness and kurtosis along with other summary statistics such as means and variances. To facilitate future report of skewness and kurtosis, we provide a tutorial on how to compute univariate and multivariate skewness and kurtosis by SAS, SPSS, R and a newly developed Web application.

TMVA(Toolkit for Multivariate Analysis) new architectures design and implementation.

CERN Document Server

Zapata Mesa, Omar Andres

2016-01-01

Toolkit for Multivariate Analysis(TMVA) is a package in ROOT for machine learning algorithms for classification and regression of the events in the detectors. In TMVA, we are developing new high level algorithms to perform multivariate analysis as cross validation, hyper parameter optimization, variable importance etc... Almost all the algorithms are expensive and designed to process a huge amount of data. It is very important to implement the new technologies on parallel computing to reduce the processing times.

Toward high value sensing: monolayer-protected metal nanoparticles in multivariable gas and vapor sensors.

Science.gov (United States)

Potyrailo, Radislav A

2017-08-29

For detection of gases and vapors in complex backgrounds, "classic" analytical instruments are an unavoidable alternative to existing sensors. Recently a new generation of sensors, known as multivariable sensors, emerged with a fundamentally different perspective for sensing to eliminate limitations of existing sensors. In multivariable sensors, a sensing material is designed to have diverse responses to different gases and vapors and is coupled to a multivariable transducer that provides independent outputs to recognize these diverse responses. Data analytics tools provide rejection of interferences and multi-analyte quantitation. This review critically analyses advances of multivariable sensors based on ligand-functionalized metal nanoparticles also known as monolayer-protected nanoparticles (MPNs). These MPN sensing materials distinctively stand out from other sensing materials for multivariable sensors due to their diversity of gas- and vapor-response mechanisms as provided by organic and biological ligands, applicability of these sensing materials for broad classes of gas-phase compounds such as condensable vapors and non-condensable gases, and for several principles of signal transduction in multivariable sensors that result in non-resonant and resonant electrical sensors as well as material- and structure-based photonic sensors. Such features should allow MPN multivariable sensors to be an attractive high value addition to existing analytical instrumentation.

Essentials of multivariate data analysis

CERN Document Server

Spencer, Neil H

2013-01-01

""… this text provides an overview at an introductory level of several methods in multivariate data analysis. It contains in-depth examples from one data set woven throughout the text, and a free [Excel] Add-In to perform the analyses in Excel, with step-by-step instructions provided for each technique. … could be used as a text (possibly supplemental) for courses in other fields where researchers wish to apply these methods without delving too deeply into the underlying statistics.""-The American Statistician, February 2015

Multivariate Meta-Analysis Using Individual Participant Data

Science.gov (United States)

Riley, R. D.; Price, M. J.; Jackson, D.; Wardle, M.; Gueyffier, F.; Wang, J.; Staessen, J. A.; White, I. R.

2015-01-01

When combining results across related studies, a multivariate meta-analysis allows the joint synthesis of correlated effect estimates from multiple outcomes. Joint synthesis can improve efficiency over separate univariate syntheses, may reduce selective outcome reporting biases, and enables joint inferences across the outcomes. A common issue is…

Multivariate ordination statistics workshop with R slides

OpenAIRE

Strack, Michael

2015-01-01

2-hour workshop given at Macquarie University Department of Biological Sciences, 4 November 2015. Workshop was an introduction to the family of techniques falling under multivariate ordination, using the R language and drawing heavily from the book "Numerical Ecology with R" by Borcard et. al (2012).

Prospective surveillance of multivariate spatial disease data

Science.gov (United States)

Corberán-Vallet, A

2012-01-01

Surveillance systems are often focused on more than one disease within a predefined area. On those occasions when outbreaks of disease are likely to be correlated, the use of multivariate surveillance techniques integrating information from multiple diseases allows us to improve the sensitivity and timeliness of outbreak detection. In this article, we present an extension of the surveillance conditional predictive ordinate to monitor multivariate spatial disease data. The proposed surveillance technique, which is defined for each small area and time period as the conditional predictive distribution of those counts of disease higher than expected given the data observed up to the previous time period, alerts us to both small areas of increased disease incidence and the diseases causing the alarm within each area. We investigate its performance within the framework of Bayesian hierarchical Poisson models using a simulation study. An application to diseases of the respiratory system in South Carolina is finally presented. PMID:22534429

On Multivariate Methods in Robust Econometrics

Czech Academy of Sciences Publication Activity Database

Kalina, Jan

2012-01-01

Roč. 21, č. 1 (2012), s. 69-82 ISSN 1210-0455 R&D Projects: GA MŠk(CZ) 1M06014 Institutional research plan: CEZ:AV0Z10300504 Keywords : least weighted squares * heteroscedasticity * multivariate statistics * model selection * diagnostics * computational aspects Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.561, year: 2012 http://www.vse.cz/pep/abstrakt.php?IDcl=411

Recent trends in application of multivariate curve resolution approaches for improving gas chromatography-mass spectrometry analysis of essential oils.

Science.gov (United States)

Jalali-Heravi, Mehdi; Parastar, Hadi

2011-08-15

Essential oils (EOs) are valuable natural products that are popular nowadays in the world due to their effects on the health conditions of human beings and their role in preventing and curing diseases. In addition, EOs have a broad range of applications in foods, perfumes, cosmetics and human nutrition. Among different techniques for analysis of EOs, gas chromatography-mass spectrometry (GC-MS) is the most important one in recent years. However, there are some fundamental problems in GC-MS analysis including baseline drift, spectral background, noise, low S/N (signal to noise) ratio, changes in the peak shapes and co-elution. Multivariate curve resolution (MCR) approaches cope with ongoing challenges and are able to handle these problems. This review focuses on the application of MCR techniques for improving GC-MS analysis of EOs published between January 2000 and December 2010. In the first part, the importance of EOs in human life and their relevance in analytical chemistry is discussed. In the second part, an insight into some basics needed to understand prospects and limitations of the MCR techniques are given. In the third part, the significance of the combination of the MCR approaches with GC-MS analysis of EOs is highlighted. Furthermore, the commonly used algorithms for preprocessing, chemical rank determination, local rank analysis and multivariate resolution in the field of EOs analysis are reviewed. Copyright © 2011 Elsevier B.V. All rights reserved.

Sparse Linear Identifiable Multivariate Modeling

DEFF Research Database (Denmark)

Henao, Ricardo; Winther, Ole

2011-01-01

and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable......In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully...

Aspects of multivariate statistical theory

CERN Document Server

Muirhead, Robb J

2009-01-01

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "". . . the wealth of material on statistics concerning the multivariate normal distribution is quite exceptional. As such it is a very useful source of information for the general statistician and a must for anyone wanting to pen

Simulation research on multivariable fuzzy model predictive control of nuclear power plant

International Nuclear Information System (INIS)

Su Jie

2012-01-01

To improve the dynamic control capabilities of the nuclear power plant, the algorithm of the multivariable nonlinear predictive control based on the fuzzy model was applied in the main parameters control of the nuclear power plant, including control structure and the design of controller in the base of expounding the math model of the turbine and the once-through steam generator. The simulation results show that the respond of the change of the gas turbine speed and the steam pressure under the algorithm of multivariable fuzzy model predictive control is faster than that under the PID control algorithm, and the output value of the gas turbine speed and the steam pressure under the PID control algorithm is 3%-5% more than that under the algorithm of multi-variable fuzzy model predictive control. So it shows that the algorithm of multi-variable fuzzy model predictive control can control the output of the main parameters of the nuclear power plant well and get better control effect. (author)

Principal Feature Analysis: A Multivariate Feature Selection Method for fMRI Data

Directory of Open Access Journals (Sweden)

Lijun Wang

2013-01-01

Full Text Available Brain decoding with functional magnetic resonance imaging (fMRI requires analysis of complex, multivariate data. Multivoxel pattern analysis (MVPA has been widely used in recent years. MVPA treats the activation of multiple voxels from fMRI data as a pattern and decodes brain states using pattern classification methods. Feature selection is a critical procedure of MVPA because it decides which features will be included in the classification analysis of fMRI data, thereby improving the performance of the classifier. Features can be selected by limiting the analysis to specific anatomical regions or by computing univariate (voxel-wise or multivariate statistics. However, these methods either discard some informative features or select features with redundant information. This paper introduces the principal feature analysis as a novel multivariate feature selection method for fMRI data processing. This multivariate approach aims to remove features with redundant information, thereby selecting fewer features, while retaining the most information.

Design of multivariable controller for a 600 MWe CANDU nuclear power plant

International Nuclear Information System (INIS)

Mensah, S.; McMorran, P.D.

1982-04-01

This paper reports the results of a case study on the design of a multivariable regulator for a nuclear power station of the Gentilly-2 type. In this study, a design model was derived by simplifying and linearizing equations in the G2SIM non-linear model. Open-loop simulation showed good agreement between transient responses of both models. After a critical review of multivariable design techniques, the authors explored pole shifting with output feedback. A comprehensive set of application-oriented algorithms for closed-loop pole shifting, implemented via modules in the MVPACK computer-aided design package were derived. A controller was designed for the linear model, then implemented on the non-linear simulation. After adjustment of controller gains, mainly in the dynanamic section of the feedback, simulation results showed that the performance of the multivariable controller on G2SIM is satisfactory. The results demonstrate the relative superiority of the multi-variable controller over the existing conventional controller

Classifying hot water chemistry: Application of MULTIVARIATE STATISTICS

OpenAIRE

Sumintadireja, Prihadi; Irawan, Dasapta Erwin; Rezky, Yuanno; Gio, Prana Ugiana; Agustin, Anggita

2016-01-01

This file is the dataset for the following paper "Classifying hot water chemistry: Application of MULTIVARIATE STATISTICS". Authors: Prihadi Sumintadireja1, Dasapta Erwin Irawan1, Yuano Rezky2, Prana Ugiana Gio3, Anggita Agustin1

On the Optimality of Multivariate S-Estimators

NARCIS (Netherlands)

Croux, C.; Dehon, C.; Yadine, A.

2010-01-01

In this paper we maximize the efficiency of a multivariate S-estimator under a constraint on the breakdown point. In the linear regression model, it is known that the highest possible efficiency of a maximum breakdown S-estimator is bounded above by 33% for Gaussian errors. We prove the surprising

Multivariate techniques of analysis for ToF-E recoil spectrometry data

Energy Technology Data Exchange (ETDEWEB)

Whitlow, H.J.; Bouanani, M.E.; Persson, L.; Hult, M.; Jonsson, P.; Johnston, P.N. [Lund Institute of Technology, Solvegatan, (Sweden), Department of Nuclear Physics; Andersson, M. [Uppsala Univ. (Sweden). Dept. of Organic Chemistry; Ostling, M.; Zaring, C. [Royal institute of Technology, Electrum, Kista, (Sweden), Department of Electronics; Johnston, P.N.; Bubb, I.F.; Walker, B.R.; Stannard, W.B. [Royal Melbourne Inst. of Tech., VIC (Australia); Cohen, D.D.; Dytlewski, N. [Australian Nuclear Science and Technology Organisation, Lucas Heights, NSW (Australia)

1996-12-31

Multivariate statistical methods are being developed by the Australian -Swedish Recoil Spectrometry Collaboration for quantitative analysis of the wealth of information in Time of Flight (ToF) and energy dispersive Recoil Spectrometry. An overview is presented of progress made in the use of multivariate techniques for energy calibration, separation of mass-overlapped signals and simulation of ToF-E data. 6 refs., 5 figs.

Multivariate techniques of analysis for ToF-E recoil spectrometry data

Energy Technology Data Exchange (ETDEWEB)

Whitlow, H J; Bouanani, M E; Persson, L; Hult, M; Jonsson, P; Johnston, P N [Lund Institute of Technology, Solvegatan, (Sweden), Department of Nuclear Physics; Andersson, M [Uppsala Univ. (Sweden). Dept. of Organic Chemistry; Ostling, M; Zaring, C [Royal institute of Technology, Electrum, Kista, (Sweden), Department of Electronics; Johnston, P N; Bubb, I F; Walker, B R; Stannard, W B [Royal Melbourne Inst. of Tech., VIC (Australia); Cohen, D D; Dytlewski, N [Australian Nuclear Science and Technology Organisation, Lucas Heights, NSW (Australia)

1997-12-31

Multivariate statistical methods are being developed by the Australian -Swedish Recoil Spectrometry Collaboration for quantitative analysis of the wealth of information in Time of Flight (ToF) and energy dispersive Recoil Spectrometry. An overview is presented of progress made in the use of multivariate techniques for energy calibration, separation of mass-overlapped signals and simulation of ToF-E data. 6 refs., 5 figs.

Multivariate Welch t-test on distances

OpenAIRE

Alekseyenko, Alexander V.

2016-01-01

Motivation: Permutational non-Euclidean analysis of variance, PERMANOVA, is routinely used in exploratory analysis of multivariate datasets to draw conclusions about the significance of patterns visualized through dimension reduction. This method recognizes that pairwise distance matrix between observations is sufficient to compute within and between group sums of squares necessary to form the (pseudo) F statistic. Moreover, not only Euclidean, but arbitrary distances can be used. This method...

Modeling Covariance Breakdowns in Multivariate GARCH

OpenAIRE

Jin, Xin; Maheu, John M

2014-01-01

This paper proposes a flexible way of modeling dynamic heterogeneous covariance breakdowns in multivariate GARCH (MGARCH) models. During periods of normal market activity, volatility dynamics are governed by an MGARCH specification. A covariance breakdown is any significant temporary deviation of the conditional covariance matrix from its implied MGARCH dynamics. This is captured through a flexible stochastic component that allows for changes in the conditional variances, covariances and impl...

Disturbance Error Reduction in Multivariable Optimal Control Systems

Directory of Open Access Journals (Sweden)

Ole A. Solheim

1983-01-01

Full Text Available The paper deals with the design of optimal multivariable controllers, using a modified LQR approach. All controllers discussed contain proportional feedback and, in addition, there may be feedforward, integral action or state estimation.

Multivariable H force/level control of the twin-roller strip caster

International Nuclear Information System (INIS)

Cavazos, A.; Edwards, J.B.

2005-01-01

Twin-roller steel strip casters may offer some advantages with respect to classical continuous casting hot rolling processes. Some works have reported control aspects of this process and although the process has been found to be highly interactive and non-linear, little or no attention has been given to its multivariable characteristics. The purpose of this work is to design a multivariable control capable of decoupling the system. This paper presents some important aspects of the strip caster modeling and reports the simulation results of the application of the multivariable H-optimal control for nominal performance to force/level control. Various controllers have been designed for different pool level heights and it is shown that they can decouple the system, allowing the application of PI decentralized controllers to considerably improve performance. (author)

Spatial and Temporal Assessment on Drug Addiction Using Multivariate Analysis and GIS

International Nuclear Information System (INIS)

Mohd Ekhwan Toriman; Mohd Ekhwan Toriman; Siti Nor Fazillah Abdullah; Izwan Arif Azizan; Mohd Khairul Amri Kamarudin; Roslan Umar; Nasir Mohamad

2015-01-01

There is a need for managing and displaying drug addiction phenomena and trend at both spatial and temporal scales. Spatial and temporal assessment on drug addiction in Terengganu was undertaken to understand the geographical area of district in the same cluster, in addition, identify the hot spot area of this problem and analysis the trend of drug addiction. Data used were topography map of Terengganu and number of drug addicted person in Terengganu by district within 10 years (2004-2013). Number of drug addicted person by district were mapped using Geographic Information system and analysed using a combination of multivariate analysis which is cluster analysis were applied to the database in order to validate the correlation between data in the same cluster. Result showed a cluster analysis for number of drug addiction by district generated three clusters which are Besut and Kuala Terengganu in cluster 1 named moderate drug addicted person (MDA), Dungun, Marang, Setiu and Hulu Terengganu in cluster 2 named lower drug addicted person (LDA) and Kemaman in cluster 3 named high drug addicted person(HDA). This analysis indicates that cluster 3 which is Kemaman is a hot spot area. These results were beneficial for stakeholder to monitor and manage this problem especially in the hot spot area which needs to be emphasized. (author)

Real time optimization of solar powered direct contact membrane distillation based on multivariable extremum seeking

KAUST Repository

Karam, Ayman M.; Laleg-Kirati, Taous-Meriem

2015-01-01

This paper presents a real time optimization scheme for a solar powered direct contact membrane distillation (DCMD) water desalination system. The sun and weather conditions vary and are inconsistent throughout the day. Therefore, the solar powered DCMD feed inlet temperature is never constant, which influences the distilled water flux. The problem of DCMD process optimization has not been studied enough. In this work, the response of the process under various feed inlet temperatures is investigated, which demonstrates the need for an optimal controller. To address this issue, we propose a multivariable Newton-based extremum seeking controller which optimizes the inlet feed and permeate mass flow rates as the feed inlet temperature varies. Results are presented and discussed for a realistic temperature profile.

Real time optimization of solar powered direct contact membrane distillation based on multivariable extremum seeking

KAUST Repository

Karam, Ayman M.

2015-09-21

This paper presents a real time optimization scheme for a solar powered direct contact membrane distillation (DCMD) water desalination system. The sun and weather conditions vary and are inconsistent throughout the day. Therefore, the solar powered DCMD feed inlet temperature is never constant, which influences the distilled water flux. The problem of DCMD process optimization has not been studied enough. In this work, the response of the process under various feed inlet temperatures is investigated, which demonstrates the need for an optimal controller. To address this issue, we propose a multivariable Newton-based extremum seeking controller which optimizes the inlet feed and permeate mass flow rates as the feed inlet temperature varies. Results are presented and discussed for a realistic temperature profile.

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

Science.gov (United States)

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

2009-01-01

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

Multivariate spectral-analysis of movement-related EEG data

International Nuclear Information System (INIS)

Andrew, C. M.

1997-01-01

The univariate method of event-related desynchronization (ERD) analysis, which quantifies the temporal evolution of power within specific frequency bands from electroencephalographic (EEG) data recorded during a task or event, is extended to an event related multivariate spectral analysis method. With this method, time courses of cross-spectra, phase spectra, coherence spectra, band-averaged coherence values (event-related coherence, ERCoh), partial power spectra and partial coherence spectra are estimated from an ensemble of multivariate event-related EEG trials. This provides a means of investigating relationships between EEG signals recorded over different scalp areas during the performance of a task or the occurrence of an event. The multivariate spectral analysis method is applied to EEG data recorded during three different movement-related studies involving discrete right index finger movements. The first study investigates the impact of the EEG derivation type on the temporal evolution of interhemispheric coherence between activity recorded at electrodes overlying the left and right sensorimotor hand areas during cued finger movement. The question results whether changes in coherence necessarily reflect changes in functional coupling of the cortical structures underlying the recording electrodes. The method is applied to data recorded during voluntary finger movement and a hypothesis, based on an existing global/local model of neocortical dynamics, is formulated to explain the coherence results. The third study applies partial spectral analysis too, and investigates phase relationships of, movement-related data recorded from a full head montage, thereby providing further results strengthening the global/local hypothesis. (author)

Sunspot Cycle Prediction Using Multivariate Regression and Binary ...

Indian Academy of Sciences (India)

49

Multivariate regression model has been derived based on the available cycles 1 .... The flare index correlates well with various parameters of the solar activity. ...... 32) Sabarinath A and Anilkumar A K 2011 A stochastic prediction model for the.

Multivariate statistical characterization of groundwater quality in Ain ...

African Journals Online (AJOL)

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depends much on the sustainability of the available water resources. Water of .... 18 wells currently in use were selected based on the preliminary field survey carried out to ... In recent times, multivariate statistical methods have been applied ...

Objective classification of latent behavioral states in bio-logging data using multivariate-normal hidden Markov models.

Science.gov (United States)

Phillips, Joe Scutt; Patterson, Toby A; Leroy, Bruno; Pilling, Graham M; Nicol, Simon J

2015-07-01

Analysis of complex time-series data from ecological system study requires quantitative tools for objective description and classification. These tools must take into account largely ignored problems of bias in manual classification, autocorrelation, and noise. Here we describe a method using existing estimation techniques for multivariate-normal hidden Markov models (HMMs) to develop such a classification. We use high-resolution behavioral data from bio-loggers attached to free-roaming pelagic tuna as an example. Observed patterns are assumed to be generated by an unseen Markov process that switches between several multivariate-normal distributions. Our approach is assessed in two parts. The first uses simulation experiments, from which the ability of the HMM to estimate known parameter values is examined using artificial time series of data consistent with hypotheses about pelagic predator foraging ecology. The second is the application to time series of continuous vertical movement data from yellowfin and bigeye tuna taken from tuna tagging experiments. These data were compressed into summary metrics capturing the variation of patterns in diving behavior and formed into a multivariate time series used to estimate a HMM. Each observation was associated with covariate information incorporating the effect of day and night on behavioral switching. Known parameter values were well recovered by the HMMs in our simulation experiments, resulting in mean correct classification rates of 90-97%, although some variance-covariance parameters were estimated less accurately. HMMs with two distinct behavioral states were selected for every time series of real tuna data, predicting a shallow warm state, which was similar across all individuals, and a deep colder state, which was more variable. Marked diurnal behavioral switching was predicted, consistent with many previous empirical studies on tuna. HMMs provide easily interpretable models for the objective classification of

Particulate characterization by PIXE multivariate spectral analysis

International Nuclear Information System (INIS)

Antolak, Arlyn J.; Morse, Daniel H.; Grant, Patrick G.; Kotula, Paul G.; Doyle, Barney L.; Richardson, Charles B.

2007-01-01

Obtaining particulate compositional maps from scanned PIXE (proton-induced X-ray emission) measurements is extremely difficult due to the complexity of analyzing spectroscopic data collected with low signal-to-noise at each scan point (pixel). Multivariate spectral analysis has the potential to analyze such data sets by reducing the PIXE data to a limited number of physically realizable and easily interpretable components (that include both spectral and image information). We have adapted the AXSIA (automated expert spectral image analysis) program, originally developed by Sandia National Laboratories to quantify electron-excited X-ray spectroscopy data, for this purpose. Samples consisting of particulates with known compositions and sizes were loaded onto Mylar and paper filter substrates and analyzed by scanned micro-PIXE. The data sets were processed by AXSIA and the associated principal component spectral data were quantified by converting the weighting images into concentration maps. The results indicate automated, nonbiased, multivariate statistical analysis is useful for converting very large amounts of data into a smaller, more manageable number of compositional components needed for locating individual particles-of-interest on large area collection media

A multivariate time series approach to modeling and forecasting demand in the emergency department.

Science.gov (United States)

Jones, Spencer S; Evans, R Scott; Allen, Todd L; Thomas, Alun; Haug, Peter J; Welch, Shari J; Snow, Gregory L

2009-02-01

The goals of this investigation were to study the temporal relationships between the demands for key resources in the emergency department (ED) and the inpatient hospital, and to develop multivariate forecasting models. Hourly data were collected from three diverse hospitals for the year 2006. Descriptive analysis and model fitting were carried out using graphical and multivariate time series methods. Multivariate models were compared to a univariate benchmark model in terms of their ability to provide out-of-sample forecasts of ED census and the demands for diagnostic resources. Descriptive analyses revealed little temporal interaction between the demand for inpatient resources and the demand for ED resources at the facilities considered. Multivariate models provided more accurate forecasts of ED census and of the demands for diagnostic resources. Our results suggest that multivariate time series models can be used to reliably forecast ED patient census; however, forecasts of the demands for diagnostic resources were not sufficiently reliable to be useful in the clinical setting.

Likelihood estimators for multivariate extremes

KAUST Repository

Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.

2015-01-01

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.

Likelihood estimators for multivariate extremes

KAUST Repository

Huser, Raphaël

2015-11-17

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.

Multivariate Mapping of Environmental Data Using Extreme Learning Machines

Science.gov (United States)

Leuenberger, Michael; Kanevski, Mikhail

2014-05-01

In most real cases environmental data are multivariate, highly variable at several spatio-temporal scales, and are generated by nonlinear and complex phenomena. Mapping - spatial predictions of such data, is a challenging problem. Machine learning algorithms, being universal nonlinear tools, have demonstrated their efficiency in modelling of environmental spatial and space-time data (Kanevski et al. 2009). Recently, a new approach in machine learning - Extreme Learning Machine (ELM), has gained a great popularity. ELM is a fast and powerful approach being a part of the machine learning algorithm category. Developed by G.-B. Huang et al. (2006), it follows the structure of a multilayer perceptron (MLP) with one single-hidden layer feedforward neural networks (SLFNs). The learning step of classical artificial neural networks, like MLP, deals with the optimization of weights and biases by using gradient-based learning algorithm (e.g. back-propagation algorithm). Opposed to this optimization phase, which can fall into local minima, ELM generates randomly the weights between the input layer and the hidden layer and also the biases in the hidden layer. By this initialization, it optimizes just the weight vector between the hidden layer and the output layer in a single way. The main advantage of this algorithm is the speed of the learning step. In a theoretical context and by growing the number of hidden nodes, the algorithm can learn any set of training data with zero error. To avoid overfitting, cross-validation method or "true validation" (by randomly splitting data into training, validation and testing subsets) are recommended in order to find an optimal number of neurons. With its universal property and solid theoretical basis, ELM is a good machine learning algorithm which can push the field forward. The present research deals with an extension of ELM to multivariate output modelling and application of ELM to the real data case study - pollution of the sediments in

A trust region approach with multivariate Padé model for optimal circuit design

Science.gov (United States)

Abdel-Malek, Hany L.; Ebid, Shaimaa E. K.; Mohamed, Ahmed S. A.

2017-11-01

Since the optimization process requires a significant number of consecutive function evaluations, it is recommended to replace the function by an easily evaluated approximation model during the optimization process. The model suggested in this article is based on a multivariate Padé approximation. This model is constructed using data points of ?, where ? is the number of parameters. The model is updated over a sequence of trust regions. This model avoids the slow convergence of linear models of ? and has features of quadratic models that need interpolation data points of ?. The proposed approach is tested by applying it to several benchmark problems. Yield optimization using such a direct method is applied to some practical circuit examples. Minimax solution leads to a suitable initial point to carry out the yield optimization process. The yield is optimized by the proposed derivative-free method for active and passive filter examples.

Multivariate network exploration and presentation : from detail to overview via selections and aggregations

NARCIS (Netherlands)

Elzen, van den S.J.; Wijk, van J.J.

2014-01-01

Network data is ubiquitous; e-mail traffic between persons, telecommunication, transport and financial networks are some examples. Often these networks are large and multivariate, besides the topological structure of the network, multivariate data on the nodes and links is available. Currently,

A unifying framework for k-statistics, polykays and their multivariate generalizations.

OpenAIRE

DI NARDO, Elvira; GUARINO G, G.; Senato, D.

2008-01-01

Through the classical umbral calculus, we provide a unifying syntax for single and multivariate $k$-statistics, polykays and multivariate polykays. From a combinatorial point of view, we revisit the theory as exposed by Stuart and Ord, taking into account the Doubilet approach to symmetric functions. Moreover, by using exponential polynomials rather than set partitions, we provide a new formula for $k$-statistics that results in a very fast algorithm to generate such estimators.

A short note on multivariate dependence modeling

Czech Academy of Sciences Publication Activity Database

Bína, V.; Jiroušek, Radim

2013-01-01

Roč. 49, č. 3 (2013), s. 420-432 ISSN 0023-5954 Grant - others:GA ČR(CZ) GAP403/12/2175 Program:GA Institutional support: RVO:67985556 Keywords : multivariate distribution * dependence * copula Subject RIV: IN - Informatics, Computer Science Impact factor: 0.563, year: 2013 http://library.utia.cas.cz/separaty/2014/MTR/jirousek-0427848.pdf

MULTIVARIATE CURVE RESOLUTION OF NMR SPECTROSCOPY METABONOMIC DATA

Science.gov (United States)

Sandia National Laboratories is working with the EPA to evaluate and develop mathematical tools for analysis of the collected NMR spectroscopy data. Initially, we have focused on the use of Multivariate Curve Resolution (MCR) also known as molecular factor analysis (MFA), a tech...

Multivariate Variance Targeting in the BEKK-GARCH Model

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

2014-01-01

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

Multivariable Frequency Response Functions Estimation for Industrial Robots

NARCIS (Netherlands)

Hardeman, T.; Aarts, Ronald G.K.M.; Jonker, Jan B.

2005-01-01

The accuracy of industrial robots limits its applicability for high demanding processes, like robotised laser welding. We are working on a nonlinear exible model of the robot manipulator to predict these inaccuracies. This poster presents the experimental results on estimating the Multivariable

Measures of dependence for multivariate Lévy distributions

Science.gov (United States)

Boland, J.; Hurd, T. R.; Pivato, M.; Seco, L.

2001-02-01

Recent statistical analysis of a number of financial databases is summarized. Increasing agreement is found that logarithmic equity returns show a certain type of asymptotic behavior of the largest events, namely that the probability density functions have power law tails with an exponent α≈3.0. This behavior does not vary much over different stock exchanges or over time, despite large variations in trading environments. The present paper proposes a class of multivariate distributions which generalizes the observed qualities of univariate time series. A new consequence of the proposed class is the "spectral measure" which completely characterizes the multivariate dependences of the extreme tails of the distribution. This measure on the unit sphere in M-dimensions, in principle completely general, can be determined empirically by looking at extreme events. If it can be observed and determined, it will prove to be of importance for scenario generation in portfolio risk management.

A simplified parsimonious higher order multivariate Markov chain model

Science.gov (United States)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.

Weak task-related modulation and stimulus representations during arithmetic problem solving in children with developmental dyscalculia.

Science.gov (United States)

Ashkenazi, Sarit; Rosenberg-Lee, Miriam; Tenison, Caitlin; Menon, Vinod

2012-02-15

Developmental dyscalculia (DD) is a disability that impacts math learning and skill acquisition in school-age children. Here we investigate arithmetic problem solving deficits in young children with DD using univariate and multivariate analysis of fMRI data. During fMRI scanning, 17 children with DD (ages 7-9, grades 2 and 3) and 17 IQ- and reading ability-matched typically developing (TD) children performed complex and simple addition problems which differed only in arithmetic complexity. While the TD group showed strong modulation of brain responses with increasing arithmetic complexity, children with DD failed to show such modulation. Children with DD showed significantly reduced activation compared to TD children in the intraparietal sulcus, superior parietal lobule, supramarginal gyrus and bilateral dorsolateral prefrontal cortex in relation to arithmetic complexity. Critically, multivariate representational similarity revealed that brain response patterns to complex and simple problems were less differentiated in the DD group in bilateral anterior IPS, independent of overall differences in signal level. Taken together, these results show that children with DD not only under-activate key brain regions implicated in mathematical cognition, but they also fail to generate distinct neural responses and representations for different arithmetic problems. Our findings provide novel insights into the neural basis of DD. Copyright © 2011 Elsevier Ltd. All rights reserved.

A Review of Multivariate Distributions for Count Data Derived from the Poisson Distribution.

Science.gov (United States)

Inouye, David; Yang, Eunho; Allen, Genevera; Ravikumar, Pradeep

2017-01-01

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world high-dimensional count-valued data found in word counts, genomics, and crime statistics, for example, exhibit rich dependencies, and motivate the need for multivariate distributions that can appropriately model this data. We review multivariate distributions derived from the univariate Poisson, categorizing these models into three main classes: 1) where the marginal distributions are Poisson, 2) where the joint distribution is a mixture of independent multivariate Poisson distributions, and 3) where the node-conditional distributions are derived from the Poisson. We discuss the development of multiple instances of these classes and compare the models in terms of interpretability and theory. Then, we empirically compare multiple models from each class on three real-world datasets that have varying data characteristics from different domains, namely traffic accident data, biological next generation sequencing data, and text data. These empirical experiments develop intuition about the comparative advantages and disadvantages of each class of multivariate distribution that was derived from the Poisson. Finally, we suggest new research directions as explored in the subsequent discussion section.

Bayesian Modeling of Air Pollution Extremes Using Nested Multivariate Max-Stable Processes

KAUST Repository

Vettori, Sabrina; Huser, Raphaë l; Genton, Marc G.

2018-01-01

Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial dependence properties of air pollution extremes, we introduce a new class of multivariate max-stable processes. Our proposed model admits a hierarchical tree-based formulation, in which the data are conditionally independent given some latent nested $\\alpha$-stable random factors. The hierarchical structure facilitates Bayesian inference and offers a convenient and interpretable characterization. We fit this nested multivariate max-stable model to the maxima of air pollution concentrations and temperatures recorded at a number of sites in the Los Angeles area, showing that the proposed model succeeds in capturing their complex tail dependence structure.

Bayesian Modeling of Air Pollution Extremes Using Nested Multivariate Max-Stable Processes

KAUST Repository

Vettori, Sabrina

2018-03-18

Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial dependence properties of air pollution extremes, we introduce a new class of multivariate max-stable processes. Our proposed model admits a hierarchical tree-based formulation, in which the data are conditionally independent given some latent nested $\\\\alpha$-stable random factors. The hierarchical structure facilitates Bayesian inference and offers a convenient and interpretable characterization. We fit this nested multivariate max-stable model to the maxima of air pollution concentrations and temperatures recorded at a number of sites in the Los Angeles area, showing that the proposed model succeeds in capturing their complex tail dependence structure.

Multivariate Variance Targeting in the BEKK-GARCH Model

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

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

Multivariate fractional Poisson processes and compound sums

OpenAIRE

Beghin, Luisa; Macci, Claudio

2015-01-01

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes.

Conversion from laparoscopic to open cholecystectomy: Multivariate analysis of preoperative risk factors

Directory of Open Access Journals (Sweden)

Khan M

2005-01-01

Full Text Available BACKGROUND: Laparoscopic cholecystectomy has become the gold standard in the treatment of symptomatic cholelithiasis. Some patients require conversion to open surgery and several preoperative variables have been identified as risk factors that are helpful in predicting the probability of conversion. However, there is a need to devise a risk-scoring system based on the identified risk factors to (a predict the risk of conversion preoperatively for selected patients, (b prepare the patient psychologically, (c arrange operating schedules accordingly, and (d minimize the procedure-related cost and help overcome financial constraints, which is a significant problem in developing countries. AIM: This study was aimed to evaluate preoperative risk factors for conversion from laparoscopic to open cholecystectomy in our setting. SETTINGS AND DESIGNS: A case control study of patients who underwent laparoscopic surgery from January 1997 to December 2001 was conducted at the Aga Khan University Hospital, Karachi, Pakistan. MATERIALS AND METHODS: All those patients who were converted to open surgery (n = 73 were enrolled as cases. Two controls who had successful laparoscopic surgery (n = 146 were matched with each case for operating surgeon and closest date of surgery. STATISTICAL ANALYSIS USED: Descriptive statistics were computed and, univariate and multivariate analysis was done through multiple logistic regression. RESULTS: The final multivariate model identified two risk factors for conversion: ultrasonographic signs of inflammation (adjusted odds ratio [aOR] = 8.5; 95% confidence interval [CI]: 3.3, 21.9 and age > 60 years (aOR = 8.1; 95% CI: 2.9, 22.2 after adjusting for physical signs, alkaline phosphatase and BMI levels. CONCLUSION: Preoperative risk factors evaluated by the present study confirm the likelihood of conversion. Recognition of these factors is important for understanding the characteristics of patients at a higher risk of conversion.

Effective network inference through multivariate information transfer estimation

Science.gov (United States)

Dahlqvist, Carl-Henrik; Gnabo, Jean-Yves

2018-06-01

Network representation has steadily gained in popularity over the past decades. In many disciplines such as finance, genetics, neuroscience or human travel to cite a few, the network may not directly be observable and needs to be inferred from time-series data, leading to the issue of separating direct interactions between two entities forming the network from indirect interactions coming through its remaining part. Drawing on recent contributions proposing strategies to deal with this problem such as the so-called "global silencing" approach of Barzel and Barabasi or "network deconvolution" of Feizi et al. (2013), we propose a novel methodology to infer an effective network structure from multivariate conditional information transfers. Its core principal is to test the information transfer between two nodes through a step-wise approach by conditioning the transfer for each pair on a specific set of relevant nodes as identified by our algorithm from the rest of the network. The methodology is model free and can be applied to high-dimensional networks with both inter-lag and intra-lag relationships. It outperforms state-of-the-art approaches for eliminating the redundancies and more generally retrieving simulated artificial networks in our Monte-Carlo experiments. We apply the method to stock market data at different frequencies (15 min, 1 h, 1 day) to retrieve the network of US largest financial institutions and then document how bank's centrality measurements relate to bank's systemic vulnerability.

Multivariable adaptive control of bio process

Energy Technology Data Exchange (ETDEWEB)

Maher, M.; Bahhou, B.; Roux, G. [Centre National de la Recherche Scientifique (CNRS), 31 - Toulouse (France); Maher, M. [Faculte des Sciences, Rabat (Morocco). Lab. de Physique

1995-12-31

This paper presents a multivariable adaptive control of a continuous-flow fermentation process for the alcohol production. The linear quadratic control strategy is used for the regulation of substrate and ethanol concentrations in the bioreactor. The control inputs are the dilution rate and the influent substrate concentration. A robust identification algorithm is used for the on-line estimation of linear MIMO model`s parameters. Experimental results of a pilot-plant fermenter application are reported and show the control performances. (authors) 8 refs.

A tridiagonal parsimonious higher order multivariate Markov chain model

Science.gov (United States)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.

Multivariate Methods Based Soft Measurement for Wine Quality Evaluation

Directory of Open Access Journals (Sweden)

Shen Yin

2014-01-01

a decision. However, since the physicochemical indexes of wine can to some extent reflect the quality of wine, the multivariate statistical methods based soft measure can help the oenologist in wine evaluation.

Several properties of generalized multivariate integrals and theorems of the du Bois-Reymond type for Haar series

International Nuclear Information System (INIS)

Plotnikov, M G

2007-01-01

Several properties of generalized multivariate integrals are considered. In the two-dimensional case the consistency of the regular Perron integral is proved, as well as the consistency of a generalized integral solving the problem of the recovery of the coefficients of double Haar series in a certain class. Several generalizations of Skvortsov's well-known theorem are obtained as consequences, for instance, the following result: if a double Haar series converges for some ρ element of (0,1/2] ρ-regularly everywhere in the unit square to a finite function that is Perron-integrable in the ρ-regular sense, then the series in question is the Fourier-Perron series of its sum. Bibliography: 20 titles.

Multivariate Variance Targeting in the BEKK-GARCH Model

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

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

multivariate time series modeling of selected childhood diseases

African Journals Online (AJOL)

2016-06-17

Jun 17, 2016 ... KEYWORDS: Multivariate Approach, Pre-whitening, Vector Time Series, .... Alternatively, the process may be written in mean adjusted form as .... The AIC criterion asymptotically over estimates the order with positive probability, whereas the BIC and HQC criteria ... has the same asymptotic distribution as Ǫ.

Multivariable control system for dynamic PEM fuel cell model

International Nuclear Information System (INIS)

Tanislav, Vasile; Carcadea, Elena; Capris, Catalin; Culcer, Mihai; Raceanu, Mircea

2010-01-01

Full text: The main objective of this work was to develop a multivariable control system of robust type for a PEM fuel cells assembly. The system will be used in static and mobile applications for different values of power, generated by a fuel cell assembly of up to 10 kW. Intermediate steps were accomplished: a study of a multivariable control strategy for a PEM fuel cell assembly; a mathematic modeling of mass and heat transfer inside of fuel cell assembly, defining the response function to hydrogen and oxygen/air mass flow and inlet pressure changes; a testing stand for fuel cell assembly; experimental determinations of transient response for PEM fuel cell assembly, and more others. To define the multivariable control system for a PEM fuel cell assembly the parameters describing the system were established. Also, there were defined the generic mass and energy balance equations as functions of derivative of m i , in and m i , out , representing the mass going into and out from the fuel cell, while Q in is the enthalpy and Q out is the enthalpy of the unused reactant gases and heat produced by the product, Q dis is the heat dissipated to the surroundings, Q c is the heat taken away from the stack by active cooling and W el is the electricity generated. (authors)

Peramalan Multivariate untuk Menentukan Harga Emas Global

Directory of Open Access Journals (Sweden)

David Christian

2016-12-01

Full Text Available Gold is one of the most enticing commodities and a very popular way of investing. Gold’s price is allegedly influenced by another factors such as US Dollar, oil’s price, inflation rate, and stock exchange so that its model is not only affected by its value. The aim of this research is to determine the best forecasting model and influencing factors to gold’s price. This research reviews the univariate modeling as a benchmark and comparison to the multivariate one. Univariate time series is modeled using the ARIMA model which indicates that the fluctuation of the gold prices are following the white noise. Gold’s multivariate modeling is built using the Vector Error Correction Model with oil’s price, US Dollar and Dow Jones indices, and inflation rate as its predictors. Research’s result shows that the VECM model has been able to model the gold’s price well and all factors investigated are influencing gold’s price. US Dollar and oil’s price are negatively correlated with gold’s price as the inflation rate is positively correlated. Dow Jones Index is positively correlated with gold’s price only at its first two periods

Estimating uncertainty in multivariate responses to selection.

Science.gov (United States)

Stinchcombe, John R; Simonsen, Anna K; Blows, Mark W

2014-04-01

Predicting the responses to natural selection is one of the key goals of evolutionary biology. Two of the challenges in fulfilling this goal have been the realization that many estimates of natural selection might be highly biased by environmentally induced covariances between traits and fitness, and that many estimated responses to selection do not incorporate or report uncertainty in the estimates. Here we describe the application of a framework that blends the merits of the Robertson-Price Identity approach and the multivariate breeder's equation to address these challenges. The approach allows genetic covariance matrices, selection differentials, selection gradients, and responses to selection to be estimated without environmentally induced bias, direct and indirect selection and responses to selection to be distinguished, and if implemented in a Bayesian-MCMC framework, statistically robust estimates of uncertainty on all of these parameters to be made. We illustrate our approach with a worked example of previously published data. More generally, we suggest that applying both the Robertson-Price Identity and the multivariate breeder's equation will facilitate hypothesis testing about natural selection, genetic constraints, and evolutionary responses. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.

On the multivariate total least-squares approach to empirical coordinate transformations. Three algorithms

Science.gov (United States)

Schaffrin, Burkhard; Felus, Yaron A.

2008-06-01

The multivariate total least-squares (MTLS) approach aims at estimating a matrix of parameters, Ξ, from a linear model ( Y- E Y = ( X- E X ) · Ξ) that includes an observation matrix, Y, another observation matrix, X, and matrices of randomly distributed errors, E Y and E X . Two special cases of the MTLS approach include the standard multivariate least-squares approach where only the observation matrix, Y, is perturbed by random errors and, on the other hand, the data least-squares approach where only the coefficient matrix X is affected by random errors. In a previous contribution, the authors derived an iterative algorithm to solve the MTLS problem by using the nonlinear Euler-Lagrange conditions. In this contribution, new lemmas are developed to analyze the iterative algorithm, modify it, and compare it with a new ‘closed form’ solution that is based on the singular-value decomposition. For an application, the total least-squares approach is used to estimate the affine transformation parameters that convert cadastral data from the old to the new Israeli datum. Technical aspects of this approach, such as scaling the data and fixing the columns in the coefficient matrix are investigated. This case study illuminates the issue of “symmetry” in the treatment of two sets of coordinates for identical point fields, a topic that had already been emphasized by Teunissen (1989, Festschrift to Torben Krarup, Geodetic Institute Bull no. 58, Copenhagen, Denmark, pp 335-342). The differences between the standard least-squares and the TLS approach are analyzed in terms of the estimated variance component and a first-order approximation of the dispersion matrix of the estimated parameters.

Multivariate Risk-Return Decision Making Within Dynamic Estimation

Directory of Open Access Journals (Sweden)

Josip Arnerić

2008-10-01

Full Text Available Risk management in this paper is focused on multivariate risk-return decision making assuming time-varying estimation. Empirical research in risk management showed that the static "mean-variance" methodology in portfolio optimization is very restrictive with unrealistic assumptions. The objective of this paper is estimation of time-varying portfolio stocks weights by constraints on risk measure. Hence, risk measure dynamic estimation is used in risk controlling. By risk control manager makes free supplementary capital for new investments.Univariate modeling approach is not appropriate, even when portfolio returns are treated as one variable. Portfolio weights are time-varying, and therefore it is necessary to reestimate whole model over time. Using assumption of bivariate Student´s t-distribution, in multivariate GARCH(p,q models, it becomes possible to forecast time-varying portfolio risk much more precisely. The complete procedure of analysis is established from Zagreb Stock Exchange using daily observations of Pliva and Podravka stocks.

Dynamics analysis of a boiling water reactor based on multivariable autoregressive modeling

International Nuclear Information System (INIS)

Oguma, Ritsuo; Matsubara, Kunihiko

1980-01-01

The establishment of the highly reliable mathematical model for the dynamic characteristics of a reactor is indispensable for the achievement of safe operation in reactor plants. The authors have tried to model the dynamic characteristics of a reactor based on the identification technique, taking the JPDR (Japan Power Demonstration Reactor) as the object, as one of the technical studies for diagnosing BWR anomaly, and employed the multivariable autoregressive modeling (MAR method) as one of the useful methods for forwarding the analysis. In this paper, the outline of the system analysis by MAR modeling is explained, and the identification experiments and their analysis results performed in the phase 4 of the power increase test of the JPDR are described. The authors evaluated the results of identification based on only reactor noises, making reference to the results of identification in the case of exciting the system by applying artificial irregular disturbance, in order to clarify the extent in which the modeling is possible by reactor noises only. However, some difficulties were encountered. The largest problem is the one concerning the separation and identification of the noise sources exciting the variables from the dynamic characteristics among the variables. If the effective technique can be obtained to this problem, the approach by the identification technique based on the probability model might be a powerful tool in the field of reactor noise analysis and the development of diagnosis technics. (Wakatsuki, Y.)

Multivariate Analysis of Multiple Datasets: a Practical Guide for Chemical Ecology.

Science.gov (United States)

Hervé, Maxime R; Nicolè, Florence; Lê Cao, Kim-Anh

2018-03-01

Chemical ecology has strong links with metabolomics, the large-scale study of all metabolites detectable in a biological sample. Consequently, chemical ecologists are often challenged by the statistical analyses of such large datasets. This holds especially true when the purpose is to integrate multiple datasets to obtain a holistic view and a better understanding of a biological system under study. The present article provides a comprehensive resource to analyze such complex datasets using multivariate methods. It starts from the necessary pre-treatment of data including data transformations and distance calculations, to the application of both gold standard and novel multivariate methods for the integration of different omics data. We illustrate the process of analysis along with detailed results interpretations for six issues representative of the different types of biological questions encountered by chemical ecologists. We provide the necessary knowledge and tools with reproducible R codes and chemical-ecological datasets to practice and teach multivariate methods.

A novel multi-variant epitope ensemble vaccine against avian leukosis virus subgroup J.

Science.gov (United States)

Wang, Xiaoyu; Zhou, Defang; Wang, Guihua; Huang, Libo; Zheng, Qiankun; Li, Chengui; Cheng, Ziqiang

2017-12-04

The hypervariable antigenicity and immunosuppressive features of avian leukosis virus subgroup J (ALV-J) has led to great challenges to develop effective vaccines. Epitope vaccine will be a perspective trend. Previously, we identified a variant antigenic neutralizing epitope in hypervariable region 1 (hr1) of ALV-J, N-LRDFIA/E/TKWKS/GDDL/HLIRPYVNQS-C. BLAST analysis showed that the mutation of A, E, T and H in this epitope cover 79% of all ALV-J strains. Base on this data, we designed a multi-variant epitope ensemble vaccine comprising the four mutation variants linked with glycine and serine. The recombinant multi-variant epitope gene was expressed in Escherichia coli BL21. The expressed protein of the variant multi-variant epitope gene can react with positive sera and monoclonal antibodies of ALV-J, while cannot react with ALV-J negative sera. The multi-variant epitope vaccine that conjugated Freund's adjuvant complete/incomplete showed high immunogenicity that reached the titer of 1:64,000 at 42 days post immunization and maintained the immune period for at least 126 days in SPF chickens. Further, we demonstrated that the antibody induced by the variant multi-variant ensemble epitope vaccine recognized and neutralized different ALV-J strains (NX0101, TA1, WS1, BZ1224 and BZ4). Protection experiment that was evaluated by clinical symptom, viral shedding, weight gain, gross and histopathology showed 100% chickens that inoculated the multi-epitope vaccine were well protected against ALV-J challenge. The result shows a promising multi-variant epitope ensemble vaccine against hypervariable viruses in animals. Copyright © 2017 Elsevier Ltd. All rights reserved.

Statistics Anxiety and Worry: The Roles of Worry Beliefs, Negative Problem Orientation, and Cognitive Avoidance

Science.gov (United States)

Williams, Amanda S.

2015-01-01

Statistics anxiety is a common problem for graduate students. This study explores the multivariate relationship between a set of worry-related variables and six types of statistics anxiety. Canonical correlation analysis indicates a significant relationship between the two sets of variables. Findings suggest that students who are more intolerant…

Multivariate estimation of the limit of detection by orthogonal partial least squares in temperature-modulated MOX sensors.

Science.gov (United States)

Burgués, Javier; Marco, Santiago

2018-08-17

Metal oxide semiconductor (MOX) sensors are usually temperature-modulated and calibrated with multivariate models such as partial least squares (PLS) to increase the inherent low selectivity of this technology. The multivariate sensor response patterns exhibit heteroscedastic and correlated noise, which suggests that maximum likelihood methods should outperform PLS. One contribution of this paper is the comparison between PLS and maximum likelihood principal components regression (MLPCR) in MOX sensors. PLS is often criticized by the lack of interpretability when the model complexity increases beyond the chemical rank of the problem. This happens in MOX sensors due to cross-sensitivities to interferences, such as temperature or humidity and non-linearity. Additionally, the estimation of fundamental figures of merit, such as the limit of detection (LOD), is still not standardized in multivariate models. Orthogonalization methods, such as orthogonal projection to latent structures (O-PLS), have been successfully applied in other fields to reduce the complexity of PLS models. In this work, we propose a LOD estimation method based on applying the well-accepted univariate LOD formulas to the scores of the first component of an orthogonal PLS model. The resulting LOD is compared to the multivariate LOD range derived from error-propagation. The methodology is applied to data extracted from temperature-modulated MOX sensors (FIS SB-500-12 and Figaro TGS 3870-A04), aiming at the detection of low concentrations of carbon monoxide in the presence of uncontrolled humidity (chemical noise). We found that PLS models were simpler and more accurate than MLPCR models. Average LOD values of 0.79 ppm (FIS) and 1.06 ppm (Figaro) were found using the approach described in this paper. These values were contained within the LOD ranges obtained with the error-propagation approach. The mean LOD increased to 1.13 ppm (FIS) and 1.59 ppm (Figaro) when considering validation samples

Higher-order Multivariable Polynomial Regression to Estimate Human Affective States

Science.gov (United States)

Wei, Jie; Chen, Tong; Liu, Guangyuan; Yang, Jiemin

2016-03-01

From direct observations, facial, vocal, gestural, physiological, and central nervous signals, estimating human affective states through computational models such as multivariate linear-regression analysis, support vector regression, and artificial neural network, have been proposed in the past decade. In these models, linear models are generally lack of precision because of ignoring intrinsic nonlinearities of complex psychophysiological processes; and nonlinear models commonly adopt complicated algorithms. To improve accuracy and simplify model, we introduce a new computational modeling method named as higher-order multivariable polynomial regression to estimate human affective states. The study employs standardized pictures in the International Affective Picture System to induce thirty subjects’ affective states, and obtains pure affective patterns of skin conductance as input variables to the higher-order multivariable polynomial model for predicting affective valence and arousal. Experimental results show that our method is able to obtain efficient correlation coefficients of 0.98 and 0.96 for estimation of affective valence and arousal, respectively. Moreover, the method may provide certain indirect evidences that valence and arousal have their brain’s motivational circuit origins. Thus, the proposed method can serve as a novel one for efficiently estimating human affective states.

Multivariate supOU processes

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole Eiler; Stelzer, Robert

Univariate superpositions of Ornstein-Uhlenbeck (OU) type processes, called supOU processes, provide a class of continuous time processes capable of exhibiting long memory behaviour. This paper introduces multivariate supOU processes and gives conditions for their existence and finiteness...... of moments. Moreover, the second order moment structure is explicitly calculated, and examples exhibit the possibility of long range dependence. Our supOU processes are defined via homogeneous and factorisable Lévy bases. We show that the behaviour of supOU processes is particularly nice when the mean...... reversion parameter is restricted to normal matrices and especially to strictly negative definite ones.For finite variation Lévy bases we are able to give conditions for supOU processes to have locally bounded càdlàg paths of finite variation and to show an analogue of the stochastic differential equation...

Multivariate supOU processes

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole Eiler; Stelzer, Robert

2011-01-01

Univariate superpositions of Ornstein–Uhlenbeck-type processes (OU), called supOU processes, provide a class of continuous time processes capable of exhibiting long memory behavior. This paper introduces multivariate supOU processes and gives conditions for their existence and finiteness of moments....... Moreover, the second-order moment structure is explicitly calculated, and examples exhibit the possibility of long-range dependence. Our supOU processes are defined via homogeneous and factorizable Lévy bases. We show that the behavior of supOU processes is particularly nice when the mean reversion...... parameter is restricted to normal matrices and especially to strictly negative definite ones. For finite variation Lévy bases we are able to give conditions for supOU processes to have locally bounded càdlàg paths of finite variation and to show an analogue of the stochastic differential equation of OU...

Real/binary co-operative and co-evolving swarms based multivariable PID controller design of ball mill pulverizing system

International Nuclear Information System (INIS)

Menhas, Muhammad Ilyas; Fei Minrui; Wang Ling; Qian Lin

2012-01-01

Highlights: ► We extend the concept of co-operation and co-evolution in some PSO variants. ► We use developed co-operative PSOs in multivariable PID controller design/tuning. ► We find that co-operative PSOs converge faster and give high quality solutions. ► Dividing the search space among swarms improves search efficiency. ► The proposed methods allow the practitioner for heterogeneous problem formulation. - Abstract: In this paper, multivariable PID controller design based on cooperative and coevolving multiple swarms is demonstrated. A simplified multi-variable MIMO process model of a ball mill pulverizing system with steady state decoupler is considered. In order to formulate computational models of cooperative and coevolving multiple swarms three different algorithms like real coded PSO, discrete binary PSO (DBPSO) and probability based discrete binary PSO (PBPSO) are employed. Simulations are carried out on three composite functions simultaneously considering multiple objectives. The cooperative and coevolving multiple swarms based results are compared with the results obtained through single swarm based methods like real coded particle swarm optimization (PSO), discrete binary PSO (DBPSO), and probability based discrete binary PSO (PBPSO) algorithms. The cooperative and coevolving swarms based techniques outperform the real coded PSO, PBPSO, and the standard discrete binary PSO (DBPSO) algorithm in escaping from local optima. Furthermore, statistical analysis of the simulation results is performed to calculate the comparative reliability of various techniques. All of the techniques employed are suitable for controller tuning, however, the multiple cooperative and coevolving swarms based results are considerably better in terms of mean fitness, variance of fitness, and success rate in finding a feasible solution in comparison to those obtained using single swarm based methods.

Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models

DEFF Research Database (Denmark)

Ørregård Nielsen, Morten

This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses...... the multivariate non-cointegrated fractional ARIMA model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge uniformly in probablity, thus making...

A comparison between multivariate and bivariate analysis used in marketing research

Directory of Open Access Journals (Sweden)

Constantin, C.

2012-01-01

Full Text Available This paper is about an instrumental research conducted in order to compare the information given by two multivariate data analysis in comparison with the usual bivariate analysis. The outcomes of the research reveal that sometimes the multivariate methods use more information from a certain variable, but sometimes they use only a part of the information considered the most important for certain associations. For this reason, a researcher should use both categories of data analysis in order to obtain entirely useful information.

Determination of wheat quality by mass spectrometry and multivariate data analysis

DEFF Research Database (Denmark)

Gottlieb, D.M.; Schultz, J.; Petersen, M.

2002-01-01

Multivariate analysis has been applied as support to proteome analysis in order to implement an easier and faster way of data handling based on separation by matrix-assisted laser desorption/ionisation time-of-flight mass spectrometry. The characterisation phase in proteome analysis by means...... of simple visual inspection is a demanding process and also insecure because subjectivity is the controlling element. Multivariate analysis offers, to a considerable extent, objectivity and must therefore be regarded as a neutral way to evaluate results obtained by proteome analysis.Proteome analysis...

Morphological assessment of Niger Kuri cattle using multivariate ...

African Journals Online (AJOL)

This work confirms that at type trait level Kuri cattle is a unique population within the West African taurine cattle group. The implementation of genetic analyses aiming at ascertaining the degree of uniqueness of the breed is advised. Keywords: Body measurements, Bos taurus, multivariate analyses, qualitative traits, West ...

A multivariate rank test for comparing mass size distributions

KAUST Repository

Lombard, F.

2012-04-01

Particle size analyses of a raw material are commonplace in the mineral processing industry. Knowledge of particle size distributions is crucial in planning milling operations to enable an optimum degree of liberation of valuable mineral phases, to minimize plant losses due to an excess of oversize or undersize material or to attain a size distribution that fits a contractual specification. The problem addressed in the present paper is how to test the equality of two or more underlying size distributions. A distinguishing feature of these size distributions is that they are not based on counts of individual particles. Rather, they are mass size distributions giving the fractions of the total mass of a sampled material lying in each of a number of size intervals. As such, the data are compositional in nature, using the terminology of Aitchison [1] that is, multivariate vectors the components of which add to 100%. In the literature, various versions of Hotelling\\'s T 2 have been used to compare matched pairs of such compositional data. In this paper, we propose a robust test procedure based on ranks as a competitor to Hotelling\\'s T 2. In contrast to the latter statistic, the power of the rank test is not unduly affected by the presence of outliers or of zeros among the data. © 2012 Copyright Taylor and Francis Group, LLC.

A multivariate model for predicting segmental body composition.

Science.gov (United States)

Tian, Simiao; Mioche, Laurence; Denis, Jean-Baptiste; Morio, Béatrice

2013-12-01

The aims of the present study were to propose a multivariate model for predicting simultaneously body, trunk and appendicular fat and lean masses from easily measured variables and to compare its predictive capacity with that of the available univariate models that predict body fat percentage (BF%). The dual-energy X-ray absorptiometry (DXA) dataset (52% men and 48% women) with White, Black and Hispanic ethnicities (1999-2004, National Health and Nutrition Examination Survey) was randomly divided into three sub-datasets: a training dataset (TRD), a test dataset (TED); a validation dataset (VAD), comprising 3835, 1917 and 1917 subjects. For each sex, several multivariate prediction models were fitted from the TRD using age, weight, height and possibly waist circumference. The most accurate model was selected from the TED and then applied to the VAD and a French DXA dataset (French DB) (526 men and 529 women) to assess the prediction accuracy in comparison with that of five published univariate models, for which adjusted formulas were re-estimated using the TRD. Waist circumference was found to improve the prediction accuracy, especially in men. For BF%, the standard error of prediction (SEP) values were 3.26 (3.75) % for men and 3.47 (3.95)% for women in the VAD (French DB), as good as those of the adjusted univariate models. Moreover, the SEP values for the prediction of body and appendicular lean masses ranged from 1.39 to 2.75 kg for both the sexes. The prediction accuracy was best for age < 65 years, BMI < 30 kg/m2 and the Hispanic ethnicity. The application of our multivariate model to large populations could be useful to address various public health issues.

Multivariate Regression of Liver on Intestine of Mice: A ...

African Journals Online (AJOL)

Multivariate Regression of Liver on Intestine of Mice: A Chemotherapeutic Evaluation of Plant ... Using an analysis of covariance model, the effects ... The findings revealed, with the aid of likelihood-ratio statistic, a marked improvement in

Search for the top quark using multivariate analysis techniques

International Nuclear Information System (INIS)

Bhat, P.C.

1994-08-01

The D0 collaboration is developing top search strategies using multivariate analysis techniques. We report here on applications of the H-matrix method to the eμ channel and neural networks to the e+jets channel

Stimulation of a turbofan engine for evaluation of multivariable optimal control concepts. [(computerized simulation)

Science.gov (United States)

Seldner, K.

1976-01-01

The development of control systems for jet engines requires a real-time computer simulation. The simulation provides an effective tool for evaluating control concepts and problem areas prior to actual engine testing. The development and use of a real-time simulation of the Pratt and Whitney F100-PW100 turbofan engine is described. The simulation was used in a multi-variable optimal controls research program using linear quadratic regulator theory. The simulation is used to generate linear engine models at selected operating points and evaluate the control algorithm. To reduce the complexity of the design, it is desirable to reduce the order of the linear model. A technique to reduce the order of the model; is discussed. Selected results between high and low order models are compared. The LQR control algorithms can be programmed on digital computer. This computer will control the engine simulation over the desired flight envelope.

A correction term for the covariance of renewal-reward processes with multivariate rewards

NARCIS (Netherlands)

Patch, B.; Nazarathy, Y.; Taimre, T.

We consider a renewal-reward process with multivariate rewards. Such a process is constructed from an i.i.d. sequence of time periods, to each of which there is associated a multivariate reward vector. The rewards in each time period may depend on each other and on the period length, but not on the

Neighborhood Risk, Parental Socialization Styles, and Adolescent Conduct Problems

Directory of Open Access Journals (Sweden)

Enrique Gracia

2010-12-01

Full Text Available This article aims to analyze the influence of parental socialization styles (authoritarian, authoritative, indulgent and neglectful, and perceived neighborhood risk on three indicators of conduct problems in adolescence (school misconduct, delinquency, and drug use. The sample consists of 1,017 adolescents, aged between 12 and 17. Results from four multivariate factorial designs yielded only main effects of parenting styles and neighborhood risk. Adolescents from authoritative and indulgent families showed lower conduct problems than those with authoritarian and neglectful parents. Also, higher levels of perceived neighborhood risk were significantly associated with more conduct problems. There were no significant interaction effects between parenting styles and perceived neighborhood risk, but results yielded a significant interaction effect between neighborhood risk and sex. Overall, results do not support the idea that parenting styles are more effective under certain neighborhood risk conditions, and suggest that neighbourhood risk influences adolescents’ psychosocial adjustment beyond the influence of parental socialization styles.

Comparative multivariate analyses of transient otoacoustic emissions and distorsion products in normal and impaired hearing.

Science.gov (United States)

Stamate, Mirela Cristina; Todor, Nicolae; Cosgarea, Marcel

2015-01-01

The clinical utility of otoacoustic emissions as a noninvasive objective test of cochlear function has been long studied. Both transient otoacoustic emissions and distorsion products can be used to identify hearing loss, but to what extent they can be used as predictors for hearing loss is still debated. Most studies agree that multivariate analyses have better test performances than univariate analyses. The aim of the study was to determine transient otoacoustic emissions and distorsion products performance in identifying normal and impaired hearing loss, using the pure tone audiogram as a gold standard procedure and different multivariate statistical approaches. The study included 105 adult subjects with normal hearing and hearing loss who underwent the same test battery: pure-tone audiometry, tympanometry, otoacoustic emission tests. We chose to use the logistic regression as a multivariate statistical technique. Three logistic regression models were developed to characterize the relations between different risk factors (age, sex, tinnitus, demographic features, cochlear status defined by otoacoustic emissions) and hearing status defined by pure-tone audiometry. The multivariate analyses allow the calculation of the logistic score, which is a combination of the inputs, weighted by coefficients, calculated within the analyses. The accuracy of each model was assessed using receiver operating characteristics curve analysis. We used the logistic score to generate receivers operating curves and to estimate the areas under the curves in order to compare different multivariate analyses. We compared the performance of each otoacoustic emission (transient, distorsion product) using three different multivariate analyses for each ear, when multi-frequency gold standards were used. We demonstrated that all multivariate analyses provided high values of the area under the curve proving the performance of the otoacoustic emissions. Each otoacoustic emission test presented high

Testing Mean Differences among Groups: Multivariate and Repeated Measures Analysis with Minimal Assumptions.

Science.gov (United States)

Bathke, Arne C; Friedrich, Sarah; Pauly, Markus; Konietschke, Frank; Staffen, Wolfgang; Strobl, Nicolas; Höller, Yvonne

2018-03-22

To date, there is a lack of satisfactory inferential techniques for the analysis of multivariate data in factorial designs, when only minimal assumptions on the data can be made. Presently available methods are limited to very particular study designs or assume either multivariate normality or equal covariance matrices across groups, or they do not allow for an assessment of the interaction effects across within-subjects and between-subjects variables. We propose and methodologically validate a parametric bootstrap approach that does not suffer from any of the above limitations, and thus provides a rather general and comprehensive methodological route to inference for multivariate and repeated measures data. As an example application, we consider data from two different Alzheimer's disease (AD) examination modalities that may be used for precise and early diagnosis, namely, single-photon emission computed tomography (SPECT) and electroencephalogram (EEG). These data violate the assumptions of classical multivariate methods, and indeed classical methods would not have yielded the same conclusions with regards to some of the factors involved.

Multivariate process monitoring of EAFs

Energy Technology Data Exchange (ETDEWEB)

Sandberg, E.; Lennox, B.; Marjanovic, O.; Smith, K.

2005-06-01

Improved knowledge of the effect of scrap grades on the electric steelmaking process and optimised scrap loading practices increase the potential for process automation. As part of an ongoing programme, process data from four Scandinavian EAFs have been analysed, using the multivariate process monitoring approach, to develop predictive models for end point conditions such as chemical composition, yield and energy consumption. The models developed generally predict final Cr, Ni and Mo and tramp element contents well, but electrical energy consumption, yield and content of oxidisable and impurity elements (C, Si, Mn, P, S) are at present more difficult to predict. Potential scrap management applications of the prediction models are also presented. (author)

A Multivariate Quality Loss Function Approach for Optimization of Spinning Processes

Science.gov (United States)

Chakraborty, Shankar; Mitra, Ankan

2018-05-01

Recent advancements in textile industry have given rise to several spinning techniques, such as ring spinning, rotor spinning etc., which can be used to produce a wide variety of textile apparels so as to fulfil the end requirements of the customers. To achieve the best out of these processes, they should be utilized at their optimal parametric settings. However, in presence of multiple yarn characteristics which are often conflicting in nature, it becomes a challenging task for the spinning industry personnel to identify the best parametric mix which would simultaneously optimize all the responses. Hence, in this paper, the applicability of a new systematic approach in the form of multivariate quality loss function technique is explored for optimizing multiple quality characteristics of yarns while identifying the ideal settings of two spinning processes. It is observed that this approach performs well against the other multi-objective optimization techniques, such as desirability function, distance function and mean squared error methods. With slight modifications in the upper and lower specification limits of the considered quality characteristics, and constraints of the non-linear optimization problem, it can be successfully applied to other processes in textile industry to determine their optimal parametric settings.

Preliminary Multivariable Cost Model for Space Telescopes

Science.gov (United States)

Stahl, H. Philip

2010-01-01

Parametric cost models are routinely used to plan missions, compare concepts and justify technology investments. Previously, the authors published two single variable cost models based on 19 flight missions. The current paper presents the development of a multi-variable space telescopes cost model. The validity of previously published models are tested. Cost estimating relationships which are and are not significant cost drivers are identified. And, interrelationships between variables are explored

Topics in multivariate approximation and interpolation

CERN Document Server

Jetter, Kurt

2005-01-01

This book is a collection of eleven articles, written by leading experts and dealing with special topics in Multivariate Approximation and Interpolation. The material discussed here has far-reaching applications in many areas of Applied Mathematics, such as in Computer Aided Geometric Design, in Mathematical Modelling, in Signal and Image Processing and in Machine Learning, to mention a few. The book aims at giving a comprehensive information leading the reader from the fundamental notions and results of each field to the forefront of research. It is an ideal and up-to-date introduction for gr

Multivariable dynamic calculus on time scales

CERN Document Server

Bohner, Martin

2016-01-01

This book offers the reader an overview of recent developments of multivariable dynamic calculus on time scales, taking readers beyond the traditional calculus texts. Covering topics from parameter-dependent integrals to partial differentiation on time scales, the book’s nine pedagogically oriented chapters provide a pathway to this active area of research that will appeal to students and researchers in mathematics and the physical sciences. The authors present a clear and well-organized treatment of the concept behind the mathematics and solution techniques, including many practical examples and exercises.

Multivariate Statistical Process Control

DEFF Research Database (Denmark)

Kulahci, Murat

2013-01-01

As sensor and computer technology continues to improve, it becomes a normal occurrence that we confront with high dimensional data sets. As in many areas of industrial statistics, this brings forth various challenges in statistical process control (SPC) and monitoring for which the aim...... is to identify “out-of-control” state of a process using control charts in order to reduce the excessive variation caused by so-called assignable causes. In practice, the most common method of monitoring multivariate data is through a statistic akin to the Hotelling’s T2. For high dimensional data with excessive...... amount of cross correlation, practitioners are often recommended to use latent structures methods such as Principal Component Analysis to summarize the data in only a few linear combinations of the original variables that capture most of the variation in the data. Applications of these control charts...

Micro-Raman Imaging for Biology with Multivariate Spectral Analysis

KAUST Repository

Malvaso, Federica

2015-01-01

. The aim of the following thesis work is to analyze Raman maps related to three pairs of different cells, highlighting differences and similarities through multivariate algorithms. The first pair of analyzed cells are human embryonic stem cells (h

Modelling the Covariance Structure in Marginal Multivariate Count Models

DEFF Research Database (Denmark)

Bonat, W. H.; Olivero, J.; Grande-Vega, M.

2017-01-01

The main goal of this article is to present a flexible statistical modelling framework to deal with multivariate count data along with longitudinal and repeated measures structures. The covariance structure for each response variable is defined in terms of a covariance link function combined...... be used to indicate whether there was statistical evidence of a decline in blue duikers and other species hunted during the study period. Determining whether observed drops in the number of animals hunted are indeed true is crucial to assess whether species depletion effects are taking place in exploited...... with a matrix linear predictor involving known matrices. In order to specify the joint covariance matrix for the multivariate response vector, the generalized Kronecker product is employed. We take into account the count nature of the data by means of the power dispersion function associated with the Poisson...

Multivariate long memory processes: applications to the EDF producer problematic in the context of the european electricity market liberalization

International Nuclear Information System (INIS)

Diongue, A.K.

2005-10-01

Certain crucial financial time series, such as the interconnected european electricity market spot prices, exhibit long memory, in the sense of slowly decaying correlations combined with heteroskedasticity and periodic or none cycles. In modeling such behavior, we consider on one hand, the k factor GIGARCH process and additionally propose two methods to address the related parameter estimation problem. In each method, we explore the asymptotic theory for estimation. Moreover, the asymptotic properties are validated and compared via Monte Carlo simulations. On the other hand, we introduce a new multivariate long memory generalized model (k-factor MVGARMA) in order to model interconnected european electricity market spot prices. We suggest a practical framework to address the parameter estimation problem. We investigate the analytical expressions of the least squares predictors for the two proposed models and their confidence intervals. To finish, we apply the two proposed models to the french and german electricity market spot prices and a comparison is made between their forecasting abilities. (author)

Prediction of periodically correlated processes by wavelet transform and multivariate methods with applications to climatological data

Science.gov (United States)

Ghanbarzadeh, Mitra; Aminghafari, Mina

2015-05-01

This article studies the prediction of periodically correlated process using wavelet transform and multivariate methods with applications to climatological data. Periodically correlated processes can be reformulated as multivariate stationary processes. Considering this fact, two new prediction methods are proposed. In the first method, we use stepwise regression between the principal components of the multivariate stationary process and past wavelet coefficients of the process to get a prediction. In the second method, we propose its multivariate version without principal component analysis a priori. Also, we study a generalization of the prediction methods dealing with a deterministic trend using exponential smoothing. Finally, we illustrate the performance of the proposed methods on simulated and real climatological data (ozone amounts, flows of a river, solar radiation, and sea levels) compared with the multivariate autoregressive model. The proposed methods give good results as we expected.

UN NUEVO ENFOQUE DEL CONTROL POR MODO DESLIZANTE PARA SISTEMAS MULTIVARIABLES

Directory of Open Access Journals (Sweden)

Rafael Angel Orellana Prato

2016-09-01

Full Text Available Este trabajo presenta el diseño de un sistema de control por modo deslizante (SMCr basado en alimentación adelantada (feedforward aplicado a un sistema multivariable, sintonizado para especificaciones de la respuesta transitoria, usando modelos de primer orden más tiempo muerto (POMTM. Como caso de estudio se presenta el modelo multivariable de dos entradas y dos salidas de una columna de destilación Wood and Berry, la cual presenta un alto índice de interacción. Las pruebas demostraron que la estrategia de control propuesta mejora el desempeño de un sistema de control multivariable ante cambios en los valores de referencia y rechazo a las perturbaciones, sin embargo, el tiempo de establecimiento de las variables controladas aumenta producto de dinámica considerada en el desacoplamiento. Se comprobó que en sistemas con alta interacción las señales de control tienen cambios más suaves lo que indica menor desgaste en los elementos finales de control.

Local Strategy Combined with a Wavelength Selection Method for Multivariate Calibration

Directory of Open Access Journals (Sweden)

Haitao Chang

2016-06-01

Full Text Available One of the essential factors influencing the prediction accuracy of multivariate calibration models is the quality of the calibration data. A local regression strategy, together with a wavelength selection approach, is proposed to build the multivariate calibration models based on partial least squares regression. The local algorithm is applied to create a calibration set of spectra similar to the spectrum of an unknown sample; the synthetic degree of grey relation coefficient is used to evaluate the similarity. A wavelength selection method based on simple-to-use interactive self-modeling mixture analysis minimizes the influence of noisy variables, and the most informative variables of the most similar samples are selected to build the multivariate calibration model based on partial least squares regression. To validate the performance of the proposed method, ultraviolet-visible absorbance spectra of mixed solutions of food coloring analytes in a concentration range of 20–200 µg/mL is measured. Experimental results show that the proposed method can not only enhance the prediction accuracy of the calibration model, but also greatly reduce its complexity.

Control Multivariable Centralizado con Desacoplo para Aerogeneradores de Velocidad Variable

Directory of Open Access Journals (Sweden)

Miguel E. González

2010-10-01

Full Text Available Resumen: El diseño de sistemas de control para aerogeneradores de velocidad variable representa un reto importante ya que se trata de procesos multivariables no lineales, con fuertes perturbaciones, diversas restricciones y gran interacción entre sus variables. Bajo este escenario se debe generar eficientemente la potencia eléctrica y al mismo tiempo regular la velocidad de giro de la turbina. En este trabajo se proponen varios esquemas de control multivariable, con el objetivo de mejorar el rendimiento de los aerogeneradores atenuando los efectos de la interacción entre sus variables. La solución propuesta se basa en controladores PID con diseños del tipo descentralizado, centralizado con diversas redes de desacoplo y un esquema con cuatro PI. El comportamiento del aerogenerador se describe mediante un modelo matemático no lineal, que se linealiza para obtener una matriz de funciones de transferencia, a partir de la cual se diseñan los controladores. Finalmente se realiza un análisis comparativo para determinar qué controlador presenta mejores resultados, aplicando perturbaciones con un modelo de la velocidad del viento y cambios aleatorios de la carga eléctrica. Palabras Clave: Aerogenerador, Control Multivariable, Modelado e Interacción

Compositional and contextual predictors for emotional problems among adolescents

DEFF Research Database (Denmark)

Meilstrup, Charlotte; Ersbøll, Annette Kjær; Nielsen, Line

years from a random sample of Danish schools. Students answered a questionnaire including mental health and the classroom environment. The outcome measure emotional problems was defined as daily presence of at least one of four symptoms: feeling low; irritable or bad tempered; feeling nervous and having...... and conditions at the individual-, classroom- and school level that are associated with students´ experiences of emotional problems. Methods Data come from the Danish contribution to the international Health Behaviour in School-aged Children (HBSC) study in 2010 and include 4,922 students aged 11, 13 and 15...... difficulties falling asleep. Further, school-administrators answered a questionnaire on school environment and characteristics, e.g. policies against bullying. We applied multilevel multivariate logistic regression analyses to identify and quantify explanatory factors at individual, classroom and school levels...

Fuzzy multivariable control of domestic heat pumps

International Nuclear Information System (INIS)

Underwood, C.P.

2015-01-01

Poor control has been identified as one of the reasons why recent field trials of domestic heat pumps in the UK have produced disappointing results. Most of the technology in use today uses a thermostatically-controlled fixed speed compressor with a mechanical expansion device. This article investigates improved control of these heat pumps through the design and evaluation of a new multivariable fuzzy logic control system utilising a variable speed compressor drive with capacity control linked through to evaporator superheat control. A new dynamic thermal model of a domestic heat pump validated using experimental data forms the basis of the work. The proposed control system is evaluated using median and extreme daily heating demand profiles for a typical UK house compared with a basic thermostatically-controlled alternative. Results show good tracking of the heating temperature and superheat control variables, reduced cycling and an improvement in performance averaging 20%. - Highlights: • A new dynamic model of a domestic heat pump is developed and validated. • A new multivariable fuzzy logic heat pump control system is developed/reported. • The fuzzy controller regulates both plant capacity and evaporator superheat degree. • Thermal buffer storage is also considered as well as compressor cycling. • The new controller shows good variable tracking and a reduction in energy of 20%.

Lifetime Paid Work and Mental Health Problems among Poor Urban 9-to-13-Year-Old Children in Brazil

Directory of Open Access Journals (Sweden)

Isabel A. Bordin

2013-01-01

Full Text Available Objective. To verify if emotional/behavioral problems are associated with lifetime paid work in poor urban children, when taking into account other potential correlates. Methods. Cross-sectional study focused on 9-to-13-year-old children (n=212. In a probabilistic sample of clusters of eligible households (women 15–49 years and son/daughter <18 years, one mother-child pair was randomly selected per household (n=813; response rate = 82.4%. CBCL/6-18 identified child emotional/behavioral problems. Potential correlates include child gender and age, socioeconomic status/SES, maternal education, parental working status, and family social isolation, among others. Multivariate analysis examined the relationship between emotional/behavioral problems and lifetime paid work in the presence of significant correlates. Findings. All work activities were non-harmful (e.g., selling fruits, helping parents at their small business, and baby sitting. Children with lower SES and socially isolated were more involved in paid work than less disadvantaged peers. Children ever exposed to paid work were four times more likely to present anxiety/depression symptoms at a clinical level compared to non-exposed children. Multivariate modeling identified three independent correlates: child pure internalizing problems, social isolation, and low SES. Conclusion. There is an association between lifetime exposure to exclusively non-harmful paid work activities and pure internalizing problems even when considering SES variability and family social isolation.

Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models

DEFF Research Database (Denmark)

Ørregård Nielsen, Morten

2015-01-01

the multivariate non-cointegrated fractional autoregressive integrated moving average (ARIMA) model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge...

Multivariate operational risk: dependence modelling with Lévy copulas

OpenAIRE

Böcker, K. and Klüppelberg, C.

2015-01-01

Simultaneous modelling of operational risks occurring in different event type/business line cells poses the challenge for operational risk quantification. Invoking the new concept of L´evy copulas for dependence modelling yields simple approximations of high quality for multivariate operational VAR.

Multivariate erosion risk assessment of lateritic badlands of Birbhum ...

Indian Academy of Sciences (India)

Erosion risk; soil erosion; sediment yield; multivariate analysis; GIS. J. Earth Syst. Sci. 121, No. ... ers are threatened by excessive soil loss by water. To reach that goal the ... nacle erosion, bare soil cover, barren waste land, tunnels and ...

Educational Level, Underachievement, and General Mental Health Problems in 10,866 Adolescents.

Science.gov (United States)

Tempelaar, Wanda M; de Vos, Nelleke; Plevier, Carolien M; van Gastel, Willemijn A; Termorshuizen, Fabian; MacCabe, James H; Boks, Marco P M

2017-08-01

Previous research suggests that cognitive functioning is associated with the risk of several adult psychiatric disorders. In this study we investigated whether adolescents who perform worse than expected at secondary school are at a higher risk for general mental health problems. In a cross-sectional survey comprising 10,866 Dutch adolescents aged 13 to 16 years, underachievement at secondary school was defined as the discrepancy between predicted school grade and actual grade 1 or 3 years later. Mental health problems were assessed using the Strengths and Difficulties Questionnaire. We investigated the association of underachievement with mental health problems using logistic regression, adjusting for potential confounders. Underachievement was associated with general psychopathology in pupils aged 13 to 14 years (odds ratio [OR], 1.86; 95% confidence interval [CI], 1.47-2.37) and in pupils aged 15 to 16 years (OR, 2.05; 95% CI, 1.67-2.52) in a multivariate analysis including sociodemographic factors. The association between underachievement and mental health problems was attenuated when school factors such as teacher advice and interaction between underachievement and teacher advice were added, but underachievement remained significantly associated with mental health problems in adolescents in the higher educational tracks (pupils aged 13-14 years: OR, 2.22; 95% CI, 1.07-4.60 and OR, 2.41; 95% CI, 1.10-5.30, age 15-16 years: OR, 2.63; 95% CI, 1.38-5.03). In the multivariate analysis including the interaction between underachievement and teacher advice, a significant interaction effect occurs between underachievement and teacher advice in the higher tracks. Values of OR and CI are given for each significant interaction term. In the younger age group (pupils aged 13-14 years) this results in 2 sets of OR and CI. This association was most pronounced for the hyperactivity subscale of the Strengths and Difficulties Questionnaire. Underachievement at secondary school

Multivariate extended skew-t distributions and related families

KAUST Repository

Arellano-Valle, Reinaldo B.

2010-12-01

A class of multivariate extended skew-t (EST) distributions is introduced and studied in detail, along with closely related families such as the subclass of extended skew-normal distributions. Besides mathematical tractability and modeling flexibility in terms of both skewness and heavier tails than the normal distribution, the most relevant properties of the EST distribution include closure under conditioning and ability to model lighter tails as well. The first part of the present paper examines probabilistic properties of the EST distribution, such as various stochastic representations, marginal and conditional distributions, linear transformations, moments and in particular Mardia’s measures of multivariate skewness and kurtosis. The second part of the paper studies statistical properties of the EST distribution, such as likelihood inference, behavior of the profile log-likelihood, the score vector and the Fisher information matrix. Especially, unlike the extended skew-normal distribution, the Fisher information matrix of the univariate EST distribution is shown to be non-singular when the skewness is set to zero. Finally, a numerical application of the conditional EST distribution is presented in the context of confidential data perturbation.

Multivariate extended skew-t distributions and related families

KAUST Repository

Arellano-Valle, Reinaldo B.; Genton, Marc G.

2010-01-01

A class of multivariate extended skew-t (EST) distributions is introduced and studied in detail, along with closely related families such as the subclass of extended skew-normal distributions. Besides mathematical tractability and modeling flexibility in terms of both skewness and heavier tails than the normal distribution, the most relevant properties of the EST distribution include closure under conditioning and ability to model lighter tails as well. The first part of the present paper examines probabilistic properties of the EST distribution, such as various stochastic representations, marginal and conditional distributions, linear transformations, moments and in particular Mardia’s measures of multivariate skewness and kurtosis. The second part of the paper studies statistical properties of the EST distribution, such as likelihood inference, behavior of the profile log-likelihood, the score vector and the Fisher information matrix. Especially, unlike the extended skew-normal distribution, the Fisher information matrix of the univariate EST distribution is shown to be non-singular when the skewness is set to zero. Finally, a numerical application of the conditional EST distribution is presented in the context of confidential data perturbation.

Classification of Specialized Farms Applying Multivariate Statistical Methods

Directory of Open Access Journals (Sweden)

Zuzana Hloušková

2017-01-01

Full Text Available Classification of specialized farms applying multivariate statistical methods The paper is aimed at application of advanced multivariate statistical methods when classifying cattle breeding farming enterprises by their economic size. Advantage of the model is its ability to use a few selected indicators compared to the complex methodology of current classification model that requires knowledge of detailed structure of the herd turnover and structure of cultivated crops. Output of the paper is intended to be applied within farm structure research focused on future development of Czech agriculture. As data source, the farming enterprises database for 2014 has been used, from the FADN CZ system. The predictive model proposed exploits knowledge of actual size classes of the farms tested. Outcomes of the linear discriminatory analysis multifactor classification method have supported the chance of filing farming enterprises in the group of Small farms (98 % filed correctly, and the Large and Very Large enterprises (100 % filed correctly. The Medium Size farms have been correctly filed at 58.11 % only. Partial shortages of the process presented have been found when discriminating Medium and Small farms.

Child maltreatment and problem gambling: A systematic review.

Science.gov (United States)

Lane, Wendy; Sacco, Paul; Downton, Katherine; Ludeman, Emilie; Levy, Lauren; Tracy, J Kathleen

2016-08-01

This study systematically reviews research on child maltreatment and risk of gambling problems in adulthood. It also reviews adult problem gamblers' risk of abusing or neglecting their own children. Multiple database searches were conducted using pre-defined search terms related to gambling and child abuse and neglect. We identified 601 unique references and excluded studies if they did not report original research, or did not specifically measure child maltreatment or gambling. Twelve studies that included multivariable analysis of childhood maltreatment exposure and problem gambling were identified. Six of seven studies examining childhood sexual abuse and four of five examining physical abuse showed a significant positive association between abuse and later gambling problems (odds ratios for sexual abuse 2.01-3.65; physical abuse 2.3-2.8). Both studies examining psychological maltreatment and two of three examining neglect identified positive associations with problem gambling. In most studies, risks were reduced or eliminated when controlling for other mental health disorders. The three studies measuring risk of child abuse and neglect among current problem gamblers suggest an increased risk for child physical abuse and medical conditions indicative of neglect although there is a considerable amount of variation among studies. Child abuse is associated with increased risk of gambling problems - gambling treatment providers should ask about maltreatment history as part of their clinical assessment. Problem gamblers may be more likely to physically abuse or neglect their children, but data here are more limited. Child welfare professionals should consider asking questions about parental gambling when assessing family risk. Copyright © 2016 Elsevier Ltd. All rights reserved.

Complex numbers in chemometrics: examples from multivariate impedance measurements on lipid monolayers.

Science.gov (United States)

Geladi, Paul; Nelson, Andrew; Lindholm-Sethson, Britta

2007-07-09

Electrical impedance gives multivariate complex number data as results. Two examples of multivariate electrical impedance data measured on lipid monolayers in different solutions give rise to matrices (16x50 and 38x50) of complex numbers. Multivariate data analysis by principal component analysis (PCA) or singular value decomposition (SVD) can be used for complex data and the necessary equations are given. The scores and loadings obtained are vectors of complex numbers. It is shown that the complex number PCA and SVD are better at concentrating information in a few components than the naïve juxtaposition method and that Argand diagrams can replace score and loading plots. Different concentrations of Magainin and Gramicidin A give different responses and also the role of the electrolyte medium can be studied. An interaction of Gramicidin A in the solution with the monolayer over time can be observed.

An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution

NARCIS (Netherlands)

Jolani, Shahab

2014-01-01

For a vector of multivariate normal when some elements, but not necessarily all, are truncated, we derive the moment generating function and obtain expressions for the first two moments involving the multivariate hazard gradient. To show one of many applications of these moments, we then extend the

Multivariate Multiple Regression Models for a Big Data-Empowered SON Framework in Mobile Wireless Networks

Directory of Open Access Journals (Sweden)

Yoonsu Shin

2016-01-01

Full Text Available In the 5G era, the operational cost of mobile wireless networks will significantly increase. Further, massive network capacity and zero latency will be needed because everything will be connected to mobile networks. Thus, self-organizing networks (SON are needed, which expedite automatic operation of mobile wireless networks, but have challenges to satisfy the 5G requirements. Therefore, researchers have proposed a framework to empower SON using big data. The recent framework of a big data-empowered SON analyzes the relationship between key performance indicators (KPIs and related network parameters (NPs using machine-learning tools, and it develops regression models using a Gaussian process with those parameters. The problem, however, is that the methods of finding the NPs related to the KPIs differ individually. Moreover, the Gaussian process regression model cannot determine the relationship between a KPI and its various related NPs. In this paper, to solve these problems, we proposed multivariate multiple regression models to determine the relationship between various KPIs and NPs. If we assume one KPI and multiple NPs as one set, the proposed models help us process multiple sets at one time. Also, we can find out whether some KPIs are conflicting or not. We implement the proposed models using MapReduce.

Differential constraints for bounded recursive identification with multivariate splines

NARCIS (Netherlands)

De Visser, C.C.; Chu, Q.P.; Mulder, J.A.

2011-01-01

The ability to perform online model identification for nonlinear systems with unknown dynamics is essential to any adaptive model-based control system. In this paper, a new differential equality constrained recursive least squares estimator for multivariate simplex splines is presented that is able

Acoustic multivariate condition monitoring - AMCM

Energy Technology Data Exchange (ETDEWEB)

Rosenhave, P E [Vestfold College, Maritime Dept., Toensberg (Norway)

1998-12-31

In Norway, Vestfold College, Maritime Department presents new opportunities for non-invasive, on- or off-line acoustic monitoring of rotating machinery such as off-shore pumps and diesel engines. New developments within acoustic sensor technology coupled with chemometric data analysis of complex signals now allow condition monitoring of hitherto unavailable flexibility and diagnostic specificity. Chemometrics paired with existing knowledge yields a new and powerful tool for condition monitoring. By the use of multivariate techniques and acoustics it is possible to quantify wear and tear as well as predict the performance of working components in complex machinery. This presentation describes the AMCM method and one result of a feasibility study conducted onboard the LPG/C `Norgas Mariner` owned by Norwegian Gas Carriers as (NGC), Oslo. (orig.) 6 refs.

Acoustic multivariate condition monitoring - AMCM

Energy Technology Data Exchange (ETDEWEB)

Rosenhave, P.E. [Vestfold College, Maritime Dept., Toensberg (Norway)

1997-12-31

In Norway, Vestfold College, Maritime Department presents new opportunities for non-invasive, on- or off-line acoustic monitoring of rotating machinery such as off-shore pumps and diesel engines. New developments within acoustic sensor technology coupled with chemometric data analysis of complex signals now allow condition monitoring of hitherto unavailable flexibility and diagnostic specificity. Chemometrics paired with existing knowledge yields a new and powerful tool for condition monitoring. By the use of multivariate techniques and acoustics it is possible to quantify wear and tear as well as predict the performance of working components in complex machinery. This presentation describes the AMCM method and one result of a feasibility study conducted onboard the LPG/C `Norgas Mariner` owned by Norwegian Gas Carriers as (NGC), Oslo. (orig.) 6 refs.

Numerically stable algorithm for combining census and sample estimates with the multivariate composite estimator

Science.gov (United States)

R. L. Czaplewski

2009-01-01

The minimum variance multivariate composite estimator is a relatively simple sequential estimator for complex sampling designs (Czaplewski 2009). Such designs combine a probability sample of expensive field data with multiple censuses and/or samples of relatively inexpensive multi-sensor, multi-resolution remotely sensed data. Unfortunately, the multivariate composite...

Multivariate Option Pricing with Time Varying Volatility and Correlations

DEFF Research Database (Denmark)

Rombouts, Jeroen V.K.; Stentoft, Lars Peter

In recent years multivariate models for asset returns have received much attention, in particular this is the case for models with time varying volatility. In this paper we consider models of this class and examine their potential when it comes to option pricing. Specifically, we derive the risk...... neutral dynamics for a general class of multivariate heteroskedastic models, and we provide a feasible way to price options in this framework. Our framework can be used irrespective of the assumed underlying distribution and dynamics, and it nests several important special cases. We provide an application...... to options on the minimum of two indices. Our results show that not only is correlation important for these options but so is allowing this correlation to be dynamic. Moreover, we show that for the general model exposure to correlation risk carries an important premium, and when this is neglected option...

Multivariate η-μ fading distribution with arbitrary correlation model

Science.gov (United States)

Ghareeb, Ibrahim; Atiani, Amani

2018-03-01

An extensive analysis for the multivariate ? distribution with arbitrary correlation is presented, where novel analytical expressions for the multivariate probability density function, cumulative distribution function and moment generating function (MGF) of arbitrarily correlated and not necessarily identically distributed ? power random variables are derived. Also, this paper provides exact-form expression for the MGF of the instantaneous signal-to-noise ratio at the combiner output in a diversity reception system with maximal-ratio combining and post-detection equal-gain combining operating in slow frequency nonselective arbitrarily correlated not necessarily identically distributed ?-fading channels. The average bit error probability of differentially detected quadrature phase shift keying signals with post-detection diversity reception system over arbitrarily correlated and not necessarily identical fading parameters ?-fading channels is determined by using the MGF-based approach. The effect of fading correlation between diversity branches, fading severity parameters and diversity level is studied.

Coping with post-war mental health problems among survivors of violence in Northern Uganda: Findings from the WAYS study.

Science.gov (United States)

Amone-P'Olak, Kennedy; Omech, Bernard

2018-05-01

Cognitive emotion regulation strategies and mental health problems were assessed in a sample of war-affected youth in Northern Uganda. Univariable and multivariable regression models were fitted to assess the influence of CERS on mental health problems. Maladaptive cognitive emotion regulation strategies (e.g., rumination) were significantly associated with more mental health problems while adaptive cognitive emotion regulation strategies (e.g., putting into perspective) were associated with reporting fewer symptoms of mental health problems. The youth with significant scores on mental health problems (scores ≥ 85th percentile) reported more frequent use of maladaptive than adaptive strategies. Interventions to reduce mental health problems should focus on enhancing the use of adaptive strategies.

Models and Inference for Multivariate Spatial Extremes

KAUST Repository

Vettori, Sabrina

2017-12-07

The development of flexible and interpretable statistical methods is necessary in order to provide appropriate risk assessment measures for extreme events and natural disasters. In this thesis, we address this challenge by contributing to the developing research field of Extreme-Value Theory. We initially study the performance of existing parametric and non-parametric estimators of extremal dependence for multivariate maxima. As the dimensionality increases, non-parametric estimators are more flexible than parametric methods but present some loss in efficiency that we quantify under various scenarios. We introduce a statistical tool which imposes the required shape constraints on non-parametric estimators in high dimensions, significantly improving their performance. Furthermore, by embedding the tree-based max-stable nested logistic distribution in the Bayesian framework, we develop a statistical algorithm that identifies the most likely tree structures representing the data\\'s extremal dependence using the reversible jump Monte Carlo Markov Chain method. A mixture of these trees is then used for uncertainty assessment in prediction through Bayesian model averaging. The computational complexity of full likelihood inference is significantly decreased by deriving a recursive formula for the nested logistic model likelihood. The algorithm performance is verified through simulation experiments which also compare different likelihood procedures. Finally, we extend the nested logistic representation to the spatial framework in order to jointly model multivariate variables collected across a spatial region. This situation emerges often in environmental applications but is not often considered in the current literature. Simulation experiments show that the new class of multivariate max-stable processes is able to detect both the cross and inner spatial dependence of a number of extreme variables at a relatively low computational cost, thanks to its Bayesian hierarchical

[Temporary employment and health: a multivariate analysis of occupational injury risk by job tenure].

Science.gov (United States)

Bena, Antonella; Giraudo, Massimiliano

2013-01-01

To study the relationship between job tenure and injury risk, controlling for individual factors and company characteristics. Analysis of incidence and injury risk by job tenure, controlling for gender, age, nationality, economic activity, firm size. Sample of 7% of Italian workers registered in the INPS (National Institute of Social Insurance) database. Private sector employees who worked as blue collars or apprentices. First-time occupational injuries, all occupational injuries, serious occupational injuries. Our findings show an increase in injury risk among those who start a new job and an inverse relationship between job tenure and injury risk. Multivariate analysis confirm these results. Recommendations for improving this situation include the adoption of organizational models that provide periods of mentoring from colleagues already in the company and the assignment to simple and not much hazardous tasks. The economic crisis may exacerbate this problem: it is important for Italy to improve the systems of monitoring relations between temporary employment and health.

Geometric noise reduction for multivariate time series.

Science.gov (United States)

Mera, M Eugenia; Morán, Manuel

2006-03-01

We propose an algorithm for the reduction of observational noise in chaotic multivariate time series. The algorithm is based on a maximum likelihood criterion, and its goal is to reduce the mean distance of the points of the cleaned time series to the attractor. We give evidence of the convergence of the empirical measure associated with the cleaned time series to the underlying invariant measure, implying the possibility to predict the long run behavior of the true dynamics.

Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles

NARCIS (Netherlands)

Raats, V.M.; van der Genugten, B.B.; Moors, J.J.A.

2004-01-01

We consider multivariate regression where new dependent variables are consecutively added during the experiment (or in time).So, viewed at the end of the experiment, the number of observations decreases with each added variable. The explanatory variables are observed throughout.In a previous paper

Multivariable-Multimethod Convergence in the Domain of Interpersonal Behavior

Science.gov (United States)

Golding, Stephen L.; Knudson, Roger M.

1975-01-01

Subjects participated in a multivariable-multimethod investigation and completed a variety of self-report assessment devices, direct self ratings, and peer ratings. Substantial convergence for three dimensions of interpersonal behavior, Agressive Dominance, Affiliation-Sociability, and Autonomy, was obtained across all modes of measurement.…

Metal concentration at surface water using multivariate analysis and ...

African Journals Online (AJOL)

Metal concentration at surface water using multivariate analysis and human health risk assessment. F Azaman, H Juahir, K Yunus, A Azid, S.I. Khalit, A.D. Mustafa, M.A. Amran, C.N.C. Hasnam, M.Z.A.Z. Abidin, M.A.M. Yusri ...

Multivariate Volatility Impulse Response Analysis of GFC News Events

NARCIS (Netherlands)

D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert)

2015-01-01

markdownabstract__Abstract__ This paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the

Use of multivariate extensions of generalized linear models in the analysis of data from clinical trials

OpenAIRE

ALONSO ABAD, Ariel; Rodriguez, O.; TIBALDI, Fabian; CORTINAS ABRAHANTES, Jose

2002-01-01

In medical studies the categorical endpoints are quite often. Even though nowadays some models for handling this multicategorical variables have been developed their use is not common. This work shows an application of the Multivariate Generalized Linear Models to the analysis of Clinical Trials data. After a theoretical introduction models for ordinal and nominal responses are applied and the main results are discussed. multivariate analysis; multivariate logistic regression; multicategor...

A multivariate nonlinear mixed effects method for analyzing energy partitioning in growing pigs

DEFF Research Database (Denmark)

Strathe, Anders Bjerring; Danfær, Allan Christian; Chwalibog, André

2010-01-01

to the multivariate nonlinear regression model because the MNLME method accounted for correlated errors associated with PD and LD measurements and could also include the random effect of animal. It is recommended that multivariate models used to quantify energy metabolism in growing pigs should account for animal......Simultaneous equations have become increasingly popular for describing the effects of nutrition on the utilization of ME for protein (PD) and lipid deposition (LD) in animals. The study developed a multivariate nonlinear mixed effects (MNLME) framework and compared it with an alternative method...... for estimating parameters in simultaneous equations that described energy metabolism in growing pigs, and then proposed new PD and LD equations. The general statistical framework was implemented in the NLMIXED procedure in SAS. Alternative PD and LD equations were also developed, which assumed...

Quality by design case study: an integrated multivariate approach to drug product and process development.

Science.gov (United States)

Huang, Jun; Kaul, Goldi; Cai, Chunsheng; Chatlapalli, Ramarao; Hernandez-Abad, Pedro; Ghosh, Krishnendu; Nagi, Arwinder

2009-12-01

To facilitate an in-depth process understanding, and offer opportunities for developing control strategies to ensure product quality, a combination of experimental design, optimization and multivariate techniques was integrated into the process development of a drug product. A process DOE was used to evaluate effects of the design factors on manufacturability and final product CQAs, and establish design space to ensure desired CQAs. Two types of analyses were performed to extract maximal information, DOE effect & response surface analysis and multivariate analysis (PCA and PLS). The DOE effect analysis was used to evaluate the interactions and effects of three design factors (water amount, wet massing time and lubrication time), on response variables (blend flow, compressibility and tablet dissolution). The design space was established by the combined use of DOE, optimization and multivariate analysis to ensure desired CQAs. Multivariate analysis of all variables from the DOE batches was conducted to study relationships between the variables and to evaluate the impact of material attributes/process parameters on manufacturability and final product CQAs. The integrated multivariate approach exemplifies application of QbD principles and tools to drug product and process development.

Personality Traits, Sexual Problems, and Sexual Orientation: An Empirical Study.

Science.gov (United States)

Peixoto, Maria Manuela; Nobre, Pedro

2016-01-01

Personality traits, namely neuroticism, have been suggested as vulnerability factors for the development and maintenance of sexual dysfunction in heterosexual samples. However, no evidence was found regarding homosexual samples. This study aimed to analyze the differences on personality traits between heterosexual and homosexual men and women with and without sexual problems. Participants were 285 individuals (142 men, 143 women) who completed a web-based survey. Participants answered the NEO Five-Factor Inventory, the Brief Symptomatology Inventory, and questions regarding sexual problems. The groups of men and women with and without sexual problems were matched for sociodemographic variables. A 2 (Group) × 2 (Sexual Orientation) multivariate analysis of covariance was conducted separately for each gender. Results indicated a significant main effect for group and for sexual orientation in male and female samples. Men with sexual problems scored higher on neuroticism, whereas women with sexual problems scored higher on neuroticism and lower on extraversion when compared with healthy controls, regardless of sexual orientation. In addition, gay men scored higher on neuroticism and lesbian women scored higher on conscientiousness compared with the heterosexual groups. The present findings emphasize the central role of neuroticism on sexual problems in both men and women regardless of sexual orientation.

Multivariable control in nuclear power stations -survey of design methods

International Nuclear Information System (INIS)

Mcmorran, P.D.

1979-12-01

The development of larger nuclear generating stations increases the importance of dynamic interaction between controllers, because each control action may affect several plant outputs. Multivariable control provides the techniques to design controllers which perform well under these conditions. This report is a foundation for further work on the application of multivariable control in AECL. It covers the requirements of control and the fundamental mathematics used, then reviews the most important linear methods, based on both state-space and frequency-response concepts. State-space methods are derived from analysis of the system differential equations, while frequency-response methods use the input-output transfer function. State-space methods covered include linear-quadratic optimal control, pole shifting, and the theory of state observers and estimators. Frequency-response methods include the inverse Nyquist array method, and classical non-interactive techniques. Transfer-function methods are particularly emphasized since they can incorporate ill-defined design criteria. The underlying concepts, and the application strengths and weaknesses of each design method are presented. A review of significant applications is also given. It is concluded that the inverse Nyquist array method, a frequency-response technique based on inverse transfer-function matrices, is preferred for the design of multivariable controllers for nuclear power plants. This method may be supplemented by information obtained from a modal analysis of the plant model. (auth)

Sistema híbrido neuro-evolutivo aplicado ao controle de um processo multivariável

OpenAIRE

Coelho, Leandro dos Santos; Mariani, Viviana Cocco

2006-01-01

Este artigo apresenta uma nova abordagem para o projeto de um controlador PID (proporcional, integral e derivativo) multivariável baseado em uma rede neural e um algoritmo genético. O projeto do controlador PID multivariável é dividido em três etapas distintas. Na primeira etapa, uma rede neural de funções radiais de base é utilizada para identificação do processo multivariável. Na segunda etapa, o projeto do controlador é realizado, de forma off-line, baseado na sintonia de ganhos do control...

Modeling of Activities as Fuzzy Temporal Multivariable Problems

Data.gov (United States)

National Aeronautics and Space Administration — Smart Home resident may be an Alzheimer patient needing continuous assistance and care giving. Because of forgetfulness, this person may realize activities of daily...

On the use of antithetic variates in particle transport problems

International Nuclear Information System (INIS)

Milgram, M.S.

2001-01-01

The possible use of antithetic variates as a method of variance reduction in particle transport problems is investigated, by performing some numerical experiments. It is found that if variance reduction is not very carefully defined, it is possible, with antithetic variates, to spuriously detect reduction, or not detect true reduction. Once such subtleties are overcome, it is shown that antithetic variates can reduce variance in multidimensional integration up to a point. The phenomenon of spontaneous correlation is defined and identified as the cause of failure. The surprising result that it sometimes pays to track non-contributing particle histories is demonstrated by means of a zero variance integration analogue. The principles developed in the investigation of multi-variable integration are then employed in a simple calculation of energy deposition using the EGS4 computer code. Promising results are obtained for the total energy deposition problem, but the depth/dose problem remains unsolved. Possible means of overcoming the difficulties are suggested

Problem coping skills, psychosocial adversities and mental health problems in children and adolescents as predictors of criminal outcomes in young adulthood.

Science.gov (United States)

Aebi, Marcel; Giger, Joël; Plattner, Belinda; Metzke, Christa Winkler; Steinhausen, Hans-Christoph

2014-05-01

The purpose of this study was to test child and adolescent psychosocial and psychopathological risk factors as predictors of adult criminal outcomes in a Swiss community sample. In particular, the role of active and avoidant problem coping in youths was analysed. Prevalence rates of young adult crime convictions based on register data were calculated. Univariate and multivariate logistic regressions were used to analyse the prediction of adult criminal convictions 15 years after assessment in a large Swiss community sample of children and adolescents (n = 1,086). Risk factors assessed in childhood and adolescence included socio-economic status (SES), migration background, perceived parental behaviour, familial and other social stressors, coping styles, externalizing and internalizing problems and drug abuse including problematic alcohol consumption. The rate of any young adult conviction was 10.1 %. Besides externalizing problems and problematic alcohol consumption, the presence of any criminal conviction in young adulthood was predicted by low SES and avoidant coping even after controlling for the effects of externalizing problems and problematic alcohol use. The other predictors were significant only when externalizing behaviours and problematic alcohol use were not controlled. In addition to child and adolescent externalizing behaviour problems and substance use, low SES and inadequate problem-solving skills, in terms of avoidant coping, are major risk factors of young adult criminal outcomes and need to be considered in forensic research and criminal prevention programs.

Multivariate and Spatial Visualisation of Archaeological Assemblages

Directory of Open Access Journals (Sweden)

Martin Sterry

2018-05-01

Full Text Available Multivariate analyses, in particular correspondence analysis (CA, have become a standard exploratory tool for analysing and interpreting variance in archaeological assemblages. While they have greatly helped analysts, they unfortunately remain abstract to the viewer, all the more so if the viewer has little or no experience with multivariate statistics. A second issue with these analyses can arise from the detachment of archaeological material from its geo-referenced location and typically considered only in terms of arbitrary classifications (e.g. North Europe, Central Europe, South Europe instead of the full range of local conditions (e.g. proximity to other assemblages, relationships with other spatial phenomena. This article addresses these issues by presenting a novel method for spatially visualising CA so that these analyses can be interpreted intuitively. The method works by transforming the resultant bi-plots of the CA into colour maps using the HSV colour model, in which the similarity and difference between assemblages directly corresponds to the similarity and difference of the colours used to display them. Utilising two datasets – ceramics from the excavations of the Roman fortress of Vetera I, and terra sigillata forms collected as part of 'The Samian Project' – the article demonstrates how the method is applied and how it can be used to draw out spatial and temporal trends.

Crane cabins' interior space multivariate anthropometric modeling.

Science.gov (United States)

Essdai, Ahmed; Spasojević Brkić, Vesna K; Golubović, Tamara; Brkić, Aleksandar; Popović, Vladimir

2018-01-01

Previous research has shown that today's crane cabins fail to meet the needs of a large proportion of operators. Performance and financial losses and effects on safety should not be overlooked as well. The first aim of this survey is to model the crane cabin interior space using up-to-date crane operator anthropometric data and to compare the multivariate and univariate method anthropometric models. The second aim of the paper is to define the crane cabin interior space dimensions that enable anthropometric convenience. To facilitate the cabin design, the anthropometric dimensions of 64 crane operators in the first sample and 19 more in the second sample were collected in Serbia. The multivariate anthropometric models, spanning 95% of the population on the basis of a set of 8 anthropometric dimensions, have been developed. The percentile method was also used on the same set of data. The dimensions of the interior space, necessary for the accommodation of the crane operator, are 1174×1080×1865 mm. The percentiles results for the 5th and 95th model are within the obtained dimensions. The results of this study may prove useful to crane cabin designers in eliminating anthropometric inconsistencies and improving the health of operators, but can also aid in improving the safety, performance and financial results of the companies where crane cabins operate.

multivariate approach to the study of aquatic species diversity

African Journals Online (AJOL)

User

2016-12-02

Dec 2, 2016 ... Eigen value of the three variables namely; Temperature, pH and Electrical Conductivity ... affect the stream macroinvertebrates (Fornaroli et al., 2016). ... relation to stream land use activities (Tinotenda et al., ... to rotate the multivariate data cloud and extract the ..... community modeling of species distribution.

Displaying an Outlier in Multivariate Data | Gordor | Journal of ...

African Journals Online (AJOL)

... a multivariate data set is proposed. The technique involves the projection of the multidimensional data onto a single dimension called the outlier displaying component. When the observations are plotted on this component the outlier is appreciably revealed. Journal of Applied Science and Technology (JAST), Vol. 4, Nos.

Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter

NARCIS (Netherlands)

Azevedo, J.M.; Koopman, S.J.; Rua, A.

2006-01-01

This article proposes a multivariate bandpass filter based on the trend plus cycle decomposition model. The underlying multivariate dynamic factor model relies on specific formulations for trend and cycle components and produces smooth business cycle indicators with bandpass filter properties.

Integrated environmental monitoring and multivariate data analysis-A case study.

Science.gov (United States)

Eide, Ingvar; Westad, Frank; Nilssen, Ingunn; de Freitas, Felipe Sales; Dos Santos, Natalia Gomes; Dos Santos, Francisco; Cabral, Marcelo Montenegro; Bicego, Marcia Caruso; Figueira, Rubens; Johnsen, Ståle

2017-03-01

The present article describes integration of environmental monitoring and discharge data and interpretation using multivariate statistics, principal component analysis (PCA), and partial least squares (PLS) regression. The monitoring was carried out at the Peregrino oil field off the coast of Brazil. One sensor platform and 3 sediment traps were placed on the seabed. The sensors measured current speed and direction, turbidity, temperature, and conductivity. The sediment trap samples were used to determine suspended particulate matter that was characterized with respect to a number of chemical parameters (26 alkanes, 16 PAHs, N, C, calcium carbonate, and Ba). Data on discharges of drill cuttings and water-based drilling fluid were provided on a daily basis. The monitoring was carried out during 7 campaigns from June 2010 to October 2012, each lasting 2 to 3 months due to the capacity of the sediment traps. The data from the campaigns were preprocessed, combined, and interpreted using multivariate statistics. No systematic difference could be observed between campaigns or traps despite the fact that the first campaign was carried out before drilling, and 1 of 3 sediment traps was located in an area not expected to be influenced by the discharges. There was a strong covariation between suspended particulate matter and total N and organic C suggesting that the majority of the sediment samples had a natural and biogenic origin. Furthermore, the multivariate regression showed no correlation between discharges of drill cuttings and sediment trap or turbidity data taking current speed and direction into consideration. Because of this lack of correlation with discharges from the drilling location, a more detailed evaluation of chemical indicators providing information about origin was carried out in addition to numerical modeling of dispersion and deposition. The chemical indicators and the modeling of dispersion and deposition support the conclusions from the multivariate

Finer discrimination of brain activation with local multivariate distance

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

The organization of human brain function is diverse on different spatial scales.Various cognitive states are alwavs represented as distinct activity patterns across the specific brain region on fine scales.Conventional univariate analysis of functional MRI data seeks to determine how a particular cognitive state is encoded in brain activity by analyzing each voxel separately without considering the fine-scale patterns information contained in the local brain regions.In this paper,a local multivariate distance mapping(LMDM)technique is proposed to detect the brain activation and to map the fine-scale brain activity patterns.LMDM directly represents the local brain activity with the patterns across multiple voxels rather than individual voxels,and it employs the multivariate distance between different patterns to discriminate the brain state on fine scales.Experiments with simulated and real fMRI data demonstrate that LMDM technique can dramatically increase the sensitivity of the detection for the fine-scale brain activity pettems which contain the subtle information of the experimental conditions.

Micro-Raman Imaging for Biology with Multivariate Spectral Analysis

KAUST Repository

Malvaso, Federica

2015-05-05

Raman spectroscopy is a noninvasive technique that can provide complex information on the vibrational state of the molecules. It defines the unique fingerprint that allow the identification of the various chemical components within a given sample. The aim of the following thesis work is to analyze Raman maps related to three pairs of different cells, highlighting differences and similarities through multivariate algorithms. The first pair of analyzed cells are human embryonic stem cells (hESCs), while the other two pairs are induced pluripotent stem cells (iPSCs) derived from T lymphocytes and keratinocytes, respectively. Although two different multivariate techniques were employed, ie Principal Component Analysis and Cluster Analysis, the same results were achieved: the iPSCs derived from T-lymphocytes show a higher content of genetic material both compared with the iPSCs derived from keratinocytes and the hESCs . On the other side, equally evident, was that iPS cells derived from keratinocytes assume a molecular distribution very similar to hESCs.

Local subdifferentials and multivariational inequalities in Banach and Frechet spaces

Directory of Open Access Journals (Sweden)

Pavlo O. Kasyanov

2008-01-01

Full Text Available Some functional-topological concepts of subdifferential and locally subdifferential maps in Frechet spaces are established. Multivariational inequalities with an operator of the pseudo-monotone type, connected with subdifferential maps, are considered.

Multivariate Empirical Mode Decomposition Based Signal Analysis and Efficient-Storage in Smart Grid

Energy Technology Data Exchange (ETDEWEB)

Liu, Lu [University of Tennessee, Knoxville (UTK); Albright, Austin P [ORNL; Rahimpour, Alireza [University of Tennessee, Knoxville (UTK); Guo, Jiandong [University of Tennessee, Knoxville (UTK); Qi, Hairong [University of Tennessee, Knoxville (UTK); Liu, Yilu [University of Tennessee (UTK) and Oak Ridge National Laboratory (ORNL)

2017-01-01

Wide-area-measurement systems (WAMSs) are used in smart grid systems to enable the efficient monitoring of grid dynamics. However, the overwhelming amount of data and the severe contamination from noise often impede the effective and efficient data analysis and storage of WAMS generated measurements. To solve this problem, we propose a novel framework that takes advantage of Multivariate Empirical Mode Decomposition (MEMD), a fully data-driven approach to analyzing non-stationary signals, dubbed MEMD based Signal Analysis (MSA). The frequency measurements are considered as a linear superposition of different oscillatory components and noise. The low-frequency components, corresponding to the long-term trend and inter-area oscillations, are grouped and compressed by MSA using the mean shift clustering algorithm. Whereas, higher-frequency components, mostly noise and potentially part of high-frequency inter-area oscillations, are analyzed using Hilbert spectral analysis and they are delineated by statistical behavior. By conducting experiments on both synthetic and real-world data, we show that the proposed framework can capture the characteristics, such as trends and inter-area oscillation, while reducing the data storage requirements

Dynamic Classification using Multivariate Locally Stationary Wavelet Processes

KAUST Repository

Park, Timothy

2018-03-11

Methods for the supervised classification of signals generally aim to assign a signal to one class for its entire time span. In this paper we present an alternative formulation for multivariate signals where the class membership is permitted to change over time. Our aim therefore changes from classifying the signal as a whole to classifying the signal at each time point to one of a fixed number of known classes. We assume that each class is characterised by a different stationary generating process, the signal as a whole will however be nonstationary due to class switching. To capture this nonstationarity we use the recently proposed Multivariate Locally Stationary Wavelet model. To account for uncertainty in class membership at each time point our goal is not to assign a definite class membership but rather to calculate the probability of a signal belonging to a particular class. Under this framework we prove some asymptotic consistency results. This method is also shown to perform well when applied to both simulated and accelerometer data. In both cases our method is able to place a high probability on the correct class for the majority of time points.

Dynamic Classification using Multivariate Locally Stationary Wavelet Processes

KAUST Repository

Park, Timothy; Eckley, Idris A.; Ombao, Hernando

2018-01-01

Methods for the supervised classification of signals generally aim to assign a signal to one class for its entire time span. In this paper we present an alternative formulation for multivariate signals where the class membership is permitted to change over time. Our aim therefore changes from classifying the signal as a whole to classifying the signal at each time point to one of a fixed number of known classes. We assume that each class is characterised by a different stationary generating process, the signal as a whole will however be nonstationary due to class switching. To capture this nonstationarity we use the recently proposed Multivariate Locally Stationary Wavelet model. To account for uncertainty in class membership at each time point our goal is not to assign a definite class membership but rather to calculate the probability of a signal belonging to a particular class. Under this framework we prove some asymptotic consistency results. This method is also shown to perform well when applied to both simulated and accelerometer data. In both cases our method is able to place a high probability on the correct class for the majority of time points.

Characteristic functions of scale mixtures of multivariate skew-normal distributions

KAUST Repository

Kim, Hyoung-Moon; Genton, Marc G.

2011-01-01

We obtain the characteristic function of scale mixtures of skew-normal distributions both in the univariate and multivariate cases. The derivation uses the simple stochastic relationship between skew-normal distributions and scale mixtures of skew

Instrumental Neutron Activation Analysis and Multivariate Statistics for Pottery Provenance

Science.gov (United States)

Glascock, M. D.; Neff, H.; Vaughn, K. J.

2004-06-01

The application of instrumental neutron activation analysis and multivariate statistics to archaeological studies of ceramics and clays is described. A small pottery data set from the Nasca culture in southern Peru is presented for illustration.

Instrumental Neutron Activation Analysis and Multivariate Statistics for Pottery Provenance

International Nuclear Information System (INIS)

Glascock, M. D.; Neff, H.; Vaughn, K. J.

2004-01-01

The application of instrumental neutron activation analysis and multivariate statistics to archaeological studies of ceramics and clays is described. A small pottery data set from the Nasca culture in southern Peru is presented for illustration.

Instrumental Neutron Activation Analysis and Multivariate Statistics for Pottery Provenance

Energy Technology Data Exchange (ETDEWEB)

Glascock, M. D.; Neff, H. [University of Missouri, Research Reactor Center (United States); Vaughn, K. J. [Pacific Lutheran University, Department of Anthropology (United States)

2004-06-15

The application of instrumental neutron activation analysis and multivariate statistics to archaeological studies of ceramics and clays is described. A small pottery data set from the Nasca culture in southern Peru is presented for illustration.

A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

KAUST Repository

Dutta, Subhajit

2014-07-28

Several fascinating examples of non-Gaussian bivariate distributions which have marginal distribution functions to be Gaussian have been proposed in the literature. These examples often clarify several properties associated with the normal distribution. In this paper, we generalize this result in the sense that we construct a pp-dimensional distribution for which any proper subset of its components has the Gaussian distribution. However, the jointpp-dimensional distribution is inconsistent with the distribution of these subsets because it is not Gaussian. We study the probabilistic properties of this non-Gaussian multivariate distribution in detail. Interestingly, several popular tests of multivariate normality fail to identify this pp-dimensional distribution as non-Gaussian. We further extend our construction to a class of elliptically contoured distributions as well as skewed distributions arising from selections, for instance the multivariate skew-normal distribution.

A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

KAUST Repository

Dutta, Subhajit; Genton, Marc G.

2014-01-01

Several fascinating examples of non-Gaussian bivariate distributions which have marginal distribution functions to be Gaussian have been proposed in the literature. These examples often clarify several properties associated with the normal distribution. In this paper, we generalize this result in the sense that we construct a pp-dimensional distribution for which any proper subset of its components has the Gaussian distribution. However, the jointpp-dimensional distribution is inconsistent with the distribution of these subsets because it is not Gaussian. We study the probabilistic properties of this non-Gaussian multivariate distribution in detail. Interestingly, several popular tests of multivariate normality fail to identify this pp-dimensional distribution as non-Gaussian. We further extend our construction to a class of elliptically contoured distributions as well as skewed distributions arising from selections, for instance the multivariate skew-normal distribution.

A Framework and Algorithms for Multivariate Time Series Analytics (MTSA): Learning, Monitoring, and Recommendation

Science.gov (United States)

Ngan, Chun-Kit

2013-01-01

Making decisions over multivariate time series is an important topic which has gained significant interest in the past decade. A time series is a sequence of data points which are measured and ordered over uniform time intervals. A multivariate time series is a set of multiple, related time series in a particular domain in which domain experts…

Multivariate Volatility Impulse Response Analysis of GFC News Events

NARCIS (Netherlands)

D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert); A.K. Singh (Abhay)

2015-01-01

textabstractThis paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the FTSE 100 index from the

PCC/SRC, PCC and SRC Calculation from Multivariate Input for Sensitivity Analysis

International Nuclear Information System (INIS)

Iman, R.L.; Shortencarier, M.J.; Johnson, J.D.

1995-01-01

1 - Description of program or function: PCC/SRC is designed for use in conjunction with sensitivity analyses of complex computer models. PCC/SRC calculates the partial correlation coefficients (PCC) and the standardized regression coefficients (SRC) from the multivariate input to, and output from, a computer model. 2 - Method of solution: PCC/SRC calculates the coefficients on either the original observations or on the ranks of the original observations. These coefficients provide alternative measures of the relative contribution (importance) of each of the various input variables to the observed variations in output. Relationships between the coefficients and differences in their interpretations are identified. If the computer model output has an associated time or spatial history, PCC/SRC will generate a graph of the coefficients over time or space for each input-variable, output- variable combination of interest, indicating the importance of each input value over time or space. 3 - Restrictions on the complexity of the problem - Maxima of: 100 observations, 100 different time steps or intervals between successive dependent variable readings, 50 independent variables (model input), 20 dependent variables (model output). 10 ordered triples specifying intervals between dependent variable readings

Multivariate reference technique for quantitative analysis of fiber-optic tissue Raman spectroscopy.

Science.gov (United States)

Bergholt, Mads Sylvest; Duraipandian, Shiyamala; Zheng, Wei; Huang, Zhiwei

2013-12-03

We report a novel method making use of multivariate reference signals of fused silica and sapphire Raman signals generated from a ball-lens fiber-optic Raman probe for quantitative analysis of in vivo tissue Raman measurements in real time. Partial least-squares (PLS) regression modeling is applied to extract the characteristic internal reference Raman signals (e.g., shoulder of the prominent fused silica boson peak (~130 cm(-1)); distinct sapphire ball-lens peaks (380, 417, 646, and 751 cm(-1))) from the ball-lens fiber-optic Raman probe for quantitative analysis of fiber-optic Raman spectroscopy. To evaluate the analytical value of this novel multivariate reference technique, a rapid Raman spectroscopy system coupled with a ball-lens fiber-optic Raman probe is used for in vivo oral tissue Raman measurements (n = 25 subjects) under 785 nm laser excitation powers ranging from 5 to 65 mW. An accurate linear relationship (R(2) = 0.981) with a root-mean-square error of cross validation (RMSECV) of 2.5 mW can be obtained for predicting the laser excitation power changes based on a leave-one-subject-out cross-validation, which is superior to the normal univariate reference method (RMSE = 6.2 mW). A root-mean-square error of prediction (RMSEP) of 2.4 mW (R(2) = 0.985) can also be achieved for laser power prediction in real time when we applied the multivariate method independently on the five new subjects (n = 166 spectra). We further apply the multivariate reference technique for quantitative analysis of gelatin tissue phantoms that gives rise to an RMSEP of ~2.0% (R(2) = 0.998) independent of laser excitation power variations. This work demonstrates that multivariate reference technique can be advantageously used to monitor and correct the variations of laser excitation power and fiber coupling efficiency in situ for standardizing the tissue Raman intensity to realize quantitative analysis of tissue Raman measurements in vivo, which is particularly appealing in

Multi-Scale Pixel-Based Image Fusion Using Multivariate Empirical Mode Decomposition

Directory of Open Access Journals (Sweden)

Naveed ur Rehman

2015-05-01

Full Text Available A novel scheme to perform the fusion of multiple images using the multivariate empirical mode decomposition (MEMD algorithm is proposed. Standard multi-scale fusion techniques make a priori assumptions regarding input data, whereas standard univariate empirical mode decomposition (EMD-based fusion techniques suffer from inherent mode mixing and mode misalignment issues, characterized respectively by either a single intrinsic mode function (IMF containing multiple scales or the same indexed IMFs corresponding to multiple input images carrying different frequency information. We show that MEMD overcomes these problems by being fully data adaptive and by aligning common frequency scales from multiple channels, thus enabling their comparison at a pixel level and subsequent fusion at multiple data scales. We then demonstrate the potential of the proposed scheme on a large dataset of real-world multi-exposure and multi-focus images and compare the results against those obtained from standard fusion algorithms, including the principal component analysis (PCA, discrete wavelet transform (DWT and non-subsampled contourlet transform (NCT. A variety of image fusion quality measures are employed for the objective evaluation of the proposed method. We also report the results of a hypothesis testing approach on our large image dataset to identify statistically-significant performance differences.

Multivariate two-part statistics for analysis of correlated mass spectrometry data from multiple biological specimens.

Science.gov (United States)

Taylor, Sandra L; Ruhaak, L Renee; Weiss, Robert H; Kelly, Karen; Kim, Kyoungmi

2017-01-01

High through-put mass spectrometry (MS) is now being used to profile small molecular compounds across multiple biological sample types from the same subjects with the goal of leveraging information across biospecimens. Multivariate statistical methods that combine information from all biospecimens could be more powerful than the usual univariate analyses. However, missing values are common in MS data and imputation can impact between-biospecimen correlation and multivariate analysis results. We propose two multivariate two-part statistics that accommodate missing values and combine data from all biospecimens to identify differentially regulated compounds. Statistical significance is determined using a multivariate permutation null distribution. Relative to univariate tests, the multivariate procedures detected more significant compounds in three biological datasets. In a simulation study, we showed that multi-biospecimen testing procedures were more powerful than single-biospecimen methods when compounds are differentially regulated in multiple biospecimens but univariate methods can be more powerful if compounds are differentially regulated in only one biospecimen. We provide R functions to implement and illustrate our method as supplementary information CONTACT: sltaylor@ucdavis.eduSupplementary information: Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

A Framework for Diagnosing the Out-of-Control Signals in Multivariate Process Using Optimized Support Vector Machines

Directory of Open Access Journals (Sweden)

Tai-fu Li

2013-01-01

Full Text Available Multivariate statistical process control is the continuation and development of unitary statistical process control. Most multivariate statistical quality control charts are usually used (in manufacturing and service industries to determine whether a process is performing as intended or if there are some unnatural causes of variation upon an overall statistics. Once the control chart detects out-of-control signals, one difficulty encountered with multivariate control charts is the interpretation of an out-of-control signal. That is, we have to determine whether one or more or a combination of variables is responsible for the abnormal signal. A novel approach for diagnosing the out-of-control signals in the multivariate process is described in this paper. The proposed methodology uses the optimized support vector machines (support vector machine classification based on genetic algorithm to recognize set of subclasses of multivariate abnormal patters, identify the responsible variable(s on the occurrence of abnormal pattern. Multiple sets of experiments are used to verify this model. The performance of the proposed approach demonstrates that this model can accurately classify the source(s of out-of-control signal and even outperforms the conventional multivariate control scheme.

A multivariate analysis of factors affecting adoption of improved ...

African Journals Online (AJOL)

This paper analyzes the synergies/tradeoffs involved in the adoption of improved varieties of multiple crops in the mixed crop-livestock production systems of the highlands of Ethiopia A multivariate probit (MVP) model involving a system of four equations for the adoption decision of improved varieties of barley, potatoes, ...

Extending a scatterplot for displaying group structure in multivariate ...

African Journals Online (AJOL)

... when regarded as extensions of ordinary scatterplots to describe variation and group structure in multivariate observations, is demonstrated by presenting a case study from the South African wood pulp industry. It is shown how multidimensional standards specified by users of a product may be added to the biplot in the ...

Multivariate time series modeling of selected childhood diseases in ...

African Journals Online (AJOL)

This paper is focused on modeling the five most prevalent childhood diseases in Akwa Ibom State using a multivariate approach to time series. An aggregate of 78,839 reported cases of malaria, upper respiratory tract infection (URTI), Pneumonia, anaemia and tetanus were extracted from five randomly selected hospitals in ...

Multivariate linear models and repeated measurements revisited

DEFF Research Database (Denmark)

Dalgaard, Peter

2009-01-01

Methods for generalized analysis of variance based on multivariate normal theory have been known for many years. In a repeated measurements context, it is most often of interest to consider transformed responses, typically within-subject contrasts or averages. Efficiency considerations leads...... to sphericity assumptions, use of F tests and the Greenhouse-Geisser and Huynh-Feldt adjustments to compensate for deviations from sphericity. During a recent implementation of such methods in the R language, the general structure of such transformations was reconsidered, leading to a flexible specification...

Multivariate analysis of risk factors for long-term urethroplasty outcome.

Science.gov (United States)

Breyer, Benjamin N; McAninch, Jack W; Whitson, Jared M; Eisenberg, Michael L; Mehdizadeh, Jennifer F; Myers, Jeremy B; Voelzke, Bryan B

2010-02-01

We studied the patient risk factors that promote urethroplasty failure. Records of patients who underwent urethroplasty at the University of California, San Francisco Medical Center between 1995 and 2004 were reviewed. Cox proportional hazards regression analysis was used to identify multivariate predictors of urethroplasty outcome. Between 1995 and 2004, 443 patients of 495 who underwent urethroplasty had complete comorbidity data and were included in analysis. Median patient age was 41 years (range 18 to 90). Median followup was 5.8 years (range 1 month to 10 years). Stricture recurred in 93 patients (21%). Primary estimated stricture-free survival at 1, 3 and 5 years was 88%, 82% and 79%. After multivariate analysis smoking (HR 1.8, 95% CI 1.0-3.1, p = 0.05), prior direct vision internal urethrotomy (HR 1.7, 95% CI 1.0-3.0, p = 0.04) and prior urethroplasty (HR 1.8, 95% CI 1.1-3.1, p = 0.03) were predictive of treatment failure. On multivariate analysis diabetes mellitus showed a trend toward prediction of urethroplasty failure (HR 2.0, 95% CI 0.8-4.9, p = 0.14). Length of urethral stricture (greater than 4 cm), prior urethroplasty and failed endoscopic therapy are predictive of failure after urethroplasty. Smoking and diabetes mellitus also may predict failure potentially secondary to microvascular damage. Copyright 2010 American Urological Association. Published by Elsevier Inc. All rights reserved.

Multivariate analyses of small theropod dinosaur teeth and implications for paleoecological turnover through time.

Directory of Open Access Journals (Sweden)

Derek W Larson

Full Text Available Isolated small theropod teeth are abundant in vertebrate microfossil assemblages, and are frequently used in studies of species diversity in ancient ecosystems. However, determining the taxonomic affinities of these teeth is problematic due to an absence of associated diagnostic skeletal material. Species such as Dromaeosaurus albertensis, Richardoestesia gilmorei, and Saurornitholestes langstoni are known from skeletal remains that have been recovered exclusively from the Dinosaur Park Formation (Campanian. It is therefore likely that teeth from different formations widely disparate in age or geographic position are not referable to these species. Tooth taxa without any associated skeletal material, such as Paronychodon lacustris and Richardoestesia isosceles, have also been identified from multiple localities of disparate ages throughout the Late Cretaceous. To address this problem, a dataset of measurements of 1183 small theropod teeth (the most specimen-rich theropod tooth dataset ever constructed from North America ranging in age from Santonian through Maastrichtian were analyzed using multivariate statistical methods: canonical variate analysis, pairwise discriminant function analysis, and multivariate analysis of variance. The results indicate that teeth referred to the same taxon from different formations are often quantitatively distinct. In contrast, isolated teeth found in time equivalent formations are not quantitatively distinguishable from each other. These results support the hypothesis that small theropod taxa, like other dinosaurs in the Late Cretaceous, tend to be exclusive to discrete host formations. The methods outlined have great potential for future studies of isolated teeth worldwide, and may be the most useful non-destructive technique known of extracting the most data possible from isolated and fragmentary specimens. The ability to accurately assess species diversity and turnover through time based on isolated teeth

Multivariate Analyses of Small Theropod Dinosaur Teeth and Implications for Paleoecological Turnover through Time

Science.gov (United States)

Larson, Derek W.; Currie, Philip J.

2013-01-01

Isolated small theropod teeth are abundant in vertebrate microfossil assemblages, and are frequently used in studies of species diversity in ancient ecosystems. However, determining the taxonomic affinities of these teeth is problematic due to an absence of associated diagnostic skeletal material. Species such as Dromaeosaurus albertensis, Richardoestesia gilmorei, and Saurornitholestes langstoni are known from skeletal remains that have been recovered exclusively from the Dinosaur Park Formation (Campanian). It is therefore likely that teeth from different formations widely disparate in age or geographic position are not referable to these species. Tooth taxa without any associated skeletal material, such as Paronychodon lacustris and Richardoestesia isosceles, have also been identified from multiple localities of disparate ages throughout the Late Cretaceous. To address this problem, a dataset of measurements of 1183 small theropod teeth (the most specimen-rich theropod tooth dataset ever constructed) from North America ranging in age from Santonian through Maastrichtian were analyzed using multivariate statistical methods: canonical variate analysis, pairwise discriminant function analysis, and multivariate analysis of variance. The results indicate that teeth referred to the same taxon from different formations are often quantitatively distinct. In contrast, isolated teeth found in time equivalent formations are not quantitatively distinguishable from each other. These results support the hypothesis that small theropod taxa, like other dinosaurs in the Late Cretaceous, tend to be exclusive to discrete host formations. The methods outlined have great potential for future studies of isolated teeth worldwide, and may be the most useful non-destructive technique known of extracting the most data possible from isolated and fragmentary specimens. The ability to accurately assess species diversity and turnover through time based on isolated teeth will help illuminate

Identification of multivariate models for noise analysis of nuclear plant

International Nuclear Information System (INIS)

Zwingelstein, G.C.; Upadhyaya, B.R.

1979-01-01

During the normal operation of a pressurized water reactor, neutron noise analysis with multivariate autoregressive procedures in a valuable diagnostic tool to extract dynamic characteristics for incipient failure detection. The first part of the paper will describe in details the equations for estimating the multivariate autoregressive model matrices and the structure of various matrices. The matrices are estimated by solving a set of matrix operations, called Yule-Walker equations. The selection of optimal model order will also be discussed. Once the optimal parameter set is obtained, simple and fast calculations are used to determine the auto power spectral density, cross spectra, coherence function, phase. In addition the spectra may be decomposed into components being contributed from different noise sources. An application using neutron flux data collected on a nuclear plant will illustrate the efficiency of the method

Multivariate meta-analysis: a robust approach based on the theory of U-statistic.

Science.gov (United States)

Ma, Yan; Mazumdar, Madhu

2011-10-30

Meta-analysis is the methodology for combining findings from similar research studies asking the same question. When the question of interest involves multiple outcomes, multivariate meta-analysis is used to synthesize the outcomes simultaneously taking into account the correlation between the outcomes. Likelihood-based approaches, in particular restricted maximum likelihood (REML) method, are commonly utilized in this context. REML assumes a multivariate normal distribution for the random-effects model. This assumption is difficult to verify, especially for meta-analysis with small number of component studies. The use of REML also requires iterative estimation between parameters, needing moderately high computation time, especially when the dimension of outcomes is large. A multivariate method of moments (MMM) is available and is shown to perform equally well to REML. However, there is a lack of information on the performance of these two methods when the true data distribution is far from normality. In this paper, we propose a new nonparametric and non-iterative method for multivariate meta-analysis on the basis of the theory of U-statistic and compare the properties of these three procedures under both normal and skewed data through simulation studies. It is shown that the effect on estimates from REML because of non-normal data distribution is marginal and that the estimates from MMM and U-statistic-based approaches are very similar. Therefore, we conclude that for performing multivariate meta-analysis, the U-statistic estimation procedure is a viable alternative to REML and MMM. Easy implementation of all three methods are illustrated by their application to data from two published meta-analysis from the fields of hip fracture and periodontal disease. We discuss ideas for future research based on U-statistic for testing significance of between-study heterogeneity and for extending the work to meta-regression setting. Copyright © 2011 John Wiley & Sons, Ltd.

Probabilistic, Multivariable Flood Loss Modeling on the Mesoscale with BT-FLEMO.

Science.gov (United States)

Kreibich, Heidi; Botto, Anna; Merz, Bruno; Schröter, Kai

2017-04-01

Flood loss modeling is an important component for risk analyses and decision support in flood risk management. Commonly, flood loss models describe complex damaging processes by simple, deterministic approaches like depth-damage functions and are associated with large uncertainty. To improve flood loss estimation and to provide quantitative information about the uncertainty associated with loss modeling, a probabilistic, multivariable Bagging decision Tree Flood Loss Estimation MOdel (BT-FLEMO) for residential buildings was developed. The application of BT-FLEMO provides a probability distribution of estimated losses to residential buildings per municipality. BT-FLEMO was applied and validated at the mesoscale in 19 municipalities that were affected during the 2002 flood by the River Mulde in Saxony, Germany. Validation was undertaken on the one hand via a comparison with six deterministic loss models, including both depth-damage functions and multivariable models. On the other hand, the results were compared with official loss data. BT-FLEMO outperforms deterministic, univariable, and multivariable models with regard to model accuracy, although the prediction uncertainty remains high. An important advantage of BT-FLEMO is the quantification of prediction uncertainty. The probability distribution of loss estimates by BT-FLEMO well represents the variation range of loss estimates of the other models in the case study. © 2016 Society for Risk Analysis.

Multivariate exploration of non-intrusive load monitoring via spatiotemporal pattern network

Energy Technology Data Exchange (ETDEWEB)

Liu, Chao; Akintayo, Adedotun; Jiang, Zhanhong; Henze, Gregor P.; Sarkar, Soumik

2018-02-01

Non-intrusive load monitoring (NILM) of electrical demand for the purpose of identifying load components has thus far mostly been studied using univariate data, e.g., using only whole building electricity consumption time series to identify a certain type of end-use such as lighting load. However, using additional variables in the form of multivariate time series data may provide more information in terms of extracting distinguishable features in the context of energy disaggregation. In this work, a novel probabilistic graphical modeling approach, namely the spatiotemporal pattern network (STPN) is proposed for energy disaggregation using multivariate time-series data. The STPN framework is shown to be capable of handling diverse types of multivariate time-series to improve the energy disaggregation performance. The technique outperforms the state of the art factorial hidden Markov models (FHMM) and combinatorial optimization (CO) techniques in multiple real-life test cases. Furthermore, based on two homes' aggregate electric consumption data, a similarity metric is defined for the energy disaggregation of one home using a trained model based on the other home (i.e., out-of-sample case). The proposed similarity metric allows us to enhance scalability via learning supervised models for a few homes and deploying such models to many other similar but unmodeled homes with significantly high disaggregation accuracy.

Preliminary Multi-Variable Parametric Cost Model for Space Telescopes

Science.gov (United States)

Stahl, H. Philip; Hendrichs, Todd

2010-01-01

This slide presentation reviews creating a preliminary multi-variable cost model for the contract costs of making a space telescope. There is discussion of the methodology for collecting the data, definition of the statistical analysis methodology, single variable model results, testing of historical models and an introduction of the multi variable models.