WorldWideScience

Sample records for nonparametric conditional estimation

  1. The Kernel Mixture Network: A Nonparametric Method for Conditional Density Estimation of Continuous Random Variables

    OpenAIRE

    Ambrogioni, Luca; Güçlü, Umut; van Gerven, Marcel A. J.; Maris, Eric

    2017-01-01

    This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of kernel functions centered at a subset of training points. The weights are determined by the outer layer of a deep neural network, trained by minimizing the negative log likelihood. This generalizes the popular quantized softmax approach, which can be seen ...

  2. Nonparametric conditional predictive regions for time series

    NARCIS (Netherlands)

    de Gooijer, J.G.; Zerom Godefay, D.

    2000-01-01

    Several nonparametric predictors based on the Nadaraya-Watson kernel regression estimator have been proposed in the literature. They include the conditional mean, the conditional median, and the conditional mode. In this paper, we consider three types of predictive regions for these predictors — the

  3. Nonparametric estimation in models for unobservable heterogeneity

    OpenAIRE

    Hohmann, Daniel

    2014-01-01

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

  4. Nonparametric e-Mixture Estimation.

    Science.gov (United States)

    Takano, Ken; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

    2016-12-01

    This study considers the common situation in data analysis when there are few observations of the distribution of interest or the target distribution, while abundant observations are available from auxiliary distributions. In this situation, it is natural to compensate for the lack of data from the target distribution by using data sets from these auxiliary distributions-in other words, approximating the target distribution in a subspace spanned by a set of auxiliary distributions. Mixture modeling is one of the simplest ways to integrate information from the target and auxiliary distributions in order to express the target distribution as accurately as possible. There are two typical mixtures in the context of information geometry: the [Formula: see text]- and [Formula: see text]-mixtures. The [Formula: see text]-mixture is applied in a variety of research fields because of the presence of the well-known expectation-maximazation algorithm for parameter estimation, whereas the [Formula: see text]-mixture is rarely used because of its difficulty of estimation, particularly for nonparametric models. The [Formula: see text]-mixture, however, is a well-tempered distribution that satisfies the principle of maximum entropy. To model a target distribution with scarce observations accurately, this letter proposes a novel framework for a nonparametric modeling of the [Formula: see text]-mixture and a geometrically inspired estimation algorithm. As numerical examples of the proposed framework, a transfer learning setup is considered. The experimental results show that this framework works well for three types of synthetic data sets, as well as an EEG real-world data set.

  5. Nonparametric methods for volatility density estimation

    NARCIS (Netherlands)

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

    2009-01-01

    Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on

  6. Non-Parametric Estimation of Correlation Functions

    DEFF Research Database (Denmark)

    Brincker, Rune; Rytter, Anders; Krenk, Steen

    In this paper three methods of non-parametric correlation function estimation are reviewed and evaluated: the direct method, estimation by the Fast Fourier Transform and finally estimation by the Random Decrement technique. The basic ideas of the techniques are reviewed, sources of bias are point...

  7. Nonparametric estimation of location and scale parameters

    KAUST Repository

    Potgieter, C.J.; Lombard, F.

    2012-01-01

    Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal

  8. portfolio optimization based on nonparametric estimation methods

    Directory of Open Access Journals (Sweden)

    mahsa ghandehari

    2017-03-01

    Full Text Available One of the major issues investors are facing with in capital markets is decision making about select an appropriate stock exchange for investing and selecting an optimal portfolio. This process is done through the risk and expected return assessment. On the other hand in portfolio selection problem if the assets expected returns are normally distributed, variance and standard deviation are used as a risk measure. But, the expected returns on assets are not necessarily normal and sometimes have dramatic differences from normal distribution. This paper with the introduction of conditional value at risk ( CVaR, as a measure of risk in a nonparametric framework, for a given expected return, offers the optimal portfolio and this method is compared with the linear programming method. The data used in this study consists of monthly returns of 15 companies selected from the top 50 companies in Tehran Stock Exchange during the winter of 1392 which is considered from April of 1388 to June of 1393. The results of this study show the superiority of nonparametric method over the linear programming method and the nonparametric method is much faster than the linear programming method.

  9. Nonparametric estimation of location and scale parameters

    KAUST Repository

    Potgieter, C.J.

    2012-12-01

    Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal assumptions regarding the form of the distribution functions of X and Y. We discuss an approach to the estimation problem that is based on asymptotic likelihood considerations. Our results enable us to provide a methodology that can be implemented easily and which yields estimators that are often near optimal when compared to fully parametric methods. We evaluate the performance of the estimators in a series of Monte Carlo simulations. © 2012 Elsevier B.V. All rights reserved.

  10. Estimation of Stochastic Volatility Models by Nonparametric Filtering

    DEFF Research Database (Denmark)

    Kanaya, Shin; Kristensen, Dennis

    2016-01-01

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

  11. Surface Estimation, Variable Selection, and the Nonparametric Oracle Property.

    Science.gov (United States)

    Storlie, Curtis B; Bondell, Howard D; Reich, Brian J; Zhang, Hao Helen

    2011-04-01

    Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting.

  12. Nonparametric Regression Estimation for Multivariate Null Recurrent Processes

    Directory of Open Access Journals (Sweden)

    Biqing Cai

    2015-04-01

    Full Text Available This paper discusses nonparametric kernel regression with the regressor being a \\(d\\-dimensional \\(\\beta\\-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate \\(\\sqrt{n(Th^{d}}\\, where \\(n(T\\ is the number of regenerations for a \\(\\beta\\-null recurrent process and the limiting distribution (with proper normalization is normal. Furthermore, we show that the two-step estimator for the volatility function is consistent. The finite sample performance of the estimate is quite reasonable when the leave-one-out cross validation method is used for bandwidth selection. We apply the proposed method to study the relationship of Federal funds rate with 3-month and 5-year T-bill rates and discover the existence of nonlinearity of the relationship. Furthermore, the in-sample and out-of-sample performance of the nonparametric model is far better than the linear model.

  13. A nonparametric mixture model for cure rate estimation.

    Science.gov (United States)

    Peng, Y; Dear, K B

    2000-03-01

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

  14. Nonparametric Collective Spectral Density Estimation and Clustering

    KAUST Repository

    Maadooliat, Mehdi

    2017-04-12

    In this paper, we develop a method for the simultaneous estimation of spectral density functions (SDFs) for a collection of stationary time series that share some common features. Due to the similarities among the SDFs, the log-SDF can be represented using a common set of basis functions. The basis shared by the collection of the log-SDFs is estimated as a low-dimensional manifold of a large space spanned by a pre-specified rich basis. A collective estimation approach pools information and borrows strength across the SDFs to achieve better estimation efficiency. Also, each estimated spectral density has a concise representation using the coefficients of the basis expansion, and these coefficients can be used for visualization, clustering, and classification purposes. The Whittle pseudo-maximum likelihood approach is used to fit the model and an alternating blockwise Newton-type algorithm is developed for the computation. A web-based shiny App found at

  15. Nonparametric Collective Spectral Density Estimation and Clustering

    KAUST Repository

    Maadooliat, Mehdi; Sun, Ying; Chen, Tianbo

    2017-01-01

    In this paper, we develop a method for the simultaneous estimation of spectral density functions (SDFs) for a collection of stationary time series that share some common features. Due to the similarities among the SDFs, the log-SDF can be represented using a common set of basis functions. The basis shared by the collection of the log-SDFs is estimated as a low-dimensional manifold of a large space spanned by a pre-specified rich basis. A collective estimation approach pools information and borrows strength across the SDFs to achieve better estimation efficiency. Also, each estimated spectral density has a concise representation using the coefficients of the basis expansion, and these coefficients can be used for visualization, clustering, and classification purposes. The Whittle pseudo-maximum likelihood approach is used to fit the model and an alternating blockwise Newton-type algorithm is developed for the computation. A web-based shiny App found at

  16. High throughput nonparametric probability density estimation.

    Science.gov (United States)

    Farmer, Jenny; Jacobs, Donald

    2018-01-01

    In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.

  17. On the robust nonparametric regression estimation for a functional regressor

    OpenAIRE

    Azzedine , Nadjia; Laksaci , Ali; Ould-Saïd , Elias

    2009-01-01

    On the robust nonparametric regression estimation for a functional regressor correspondance: Corresponding author. (Ould-Said, Elias) (Azzedine, Nadjia) (Laksaci, Ali) (Ould-Said, Elias) Departement de Mathematiques--> , Univ. Djillali Liabes--> , BP 89--> , 22000 Sidi Bel Abbes--> - ALGERIA (Azzedine, Nadjia) Departement de Mathema...

  18. Investigation of MLE in nonparametric estimation methods of reliability function

    International Nuclear Information System (INIS)

    Ahn, Kwang Won; Kim, Yoon Ik; Chung, Chang Hyun; Kim, Kil Yoo

    2001-01-01

    There have been lots of trials to estimate a reliability function. In the ESReDA 20 th seminar, a new method in nonparametric way was proposed. The major point of that paper is how to use censored data efficiently. Generally there are three kinds of approach to estimate a reliability function in nonparametric way, i.e., Reduced Sample Method, Actuarial Method and Product-Limit (PL) Method. The above three methods have some limits. So we suggest an advanced method that reflects censored information more efficiently. In many instances there will be a unique maximum likelihood estimator (MLE) of an unknown parameter, and often it may be obtained by the process of differentiation. It is well known that the three methods generally used to estimate a reliability function in nonparametric way have maximum likelihood estimators that are uniquely exist. So, MLE of the new method is derived in this study. The procedure to calculate a MLE is similar just like that of PL-estimator. The difference of the two is that in the new method, the mass (or weight) of each has an influence of the others but the mass in PL-estimator not

  19. Kernel bandwidth estimation for non-parametric density estimation: a comparative study

    CSIR Research Space (South Africa)

    Van der Walt, CM

    2013-12-01

    Full Text Available We investigate the performance of conventional bandwidth estimators for non-parametric kernel density estimation on a number of representative pattern-recognition tasks, to gain a better understanding of the behaviour of these estimators in high...

  20. Nonparametric Bayesian density estimation on manifolds with applications to planar shapes.

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David B

    2010-12-01

    Statistical analysis on landmark-based shape spaces has diverse applications in morphometrics, medical diagnostics, machine vision and other areas. These shape spaces are non-Euclidean quotient manifolds. To conduct nonparametric inferences, one may define notions of centre and spread on this manifold and work with their estimates. However, it is useful to consider full likelihood-based methods, which allow nonparametric estimation of the probability density. This article proposes a broad class of mixture models constructed using suitable kernels on a general compact metric space and then on the planar shape space in particular. Following a Bayesian approach with a nonparametric prior on the mixing distribution, conditions are obtained under which the Kullback-Leibler property holds, implying large support and weak posterior consistency. Gibbs sampling methods are developed for posterior computation, and the methods are applied to problems in density estimation and classification with shape-based predictors. Simulation studies show improved estimation performance relative to existing approaches.

  1. Non-parametric estimation of the individual's utility map

    OpenAIRE

    Noguchi, Takao; Sanborn, Adam N.; Stewart, Neil

    2013-01-01

    Models of risky choice have attracted much attention in behavioural economics. Previous research has repeatedly demonstrated that individuals' choices are not well explained by expected utility theory, and a number of alternative models have been examined using carefully selected sets of choice alternatives. The model performance however, can depend on which choice alternatives are being tested. Here we develop a non-parametric method for estimating the utility map over the wide range of choi...

  2. Genomic breeding value estimation using nonparametric additive regression models

    Directory of Open Access Journals (Sweden)

    Solberg Trygve

    2009-01-01

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

  3. A non-parametric framework for estimating threshold limit values

    Directory of Open Access Journals (Sweden)

    Ulm Kurt

    2005-11-01

    Full Text Available Abstract Background To estimate a threshold limit value for a compound known to have harmful health effects, an 'elbow' threshold model is usually applied. We are interested on non-parametric flexible alternatives. Methods We describe how a step function model fitted by isotonic regression can be used to estimate threshold limit values. This method returns a set of candidate locations, and we discuss two algorithms to select the threshold among them: the reduced isotonic regression and an algorithm considering the closed family of hypotheses. We assess the performance of these two alternative approaches under different scenarios in a simulation study. We illustrate the framework by analysing the data from a study conducted by the German Research Foundation aiming to set a threshold limit value in the exposure to total dust at workplace, as a causal agent for developing chronic bronchitis. Results In the paper we demonstrate the use and the properties of the proposed methodology along with the results from an application. The method appears to detect the threshold with satisfactory success. However, its performance can be compromised by the low power to reject the constant risk assumption when the true dose-response relationship is weak. Conclusion The estimation of thresholds based on isotonic framework is conceptually simple and sufficiently powerful. Given that in threshold value estimation context there is not a gold standard method, the proposed model provides a useful non-parametric alternative to the standard approaches and can corroborate or challenge their findings.

  4. A Bayesian nonparametric estimation of distributions and quantiles

    International Nuclear Information System (INIS)

    Poern, K.

    1988-11-01

    The report describes a Bayesian, nonparametric method for the estimation of a distribution function and its quantiles. The method, presupposing random sampling, is nonparametric, so the user has to specify a prior distribution on a space of distributions (and not on a parameter space). In the current application, where the method is used to estimate the uncertainty of a parametric calculational model, the Dirichlet prior distribution is to a large extent determined by the first batch of Monte Carlo-realizations. In this case the results of the estimation technique is very similar to the conventional empirical distribution function. The resulting posterior distribution is also Dirichlet, and thus facilitates the determination of probability (confidence) intervals at any given point in the space of interest. Another advantage is that also the posterior distribution of a specified quantitle can be derived and utilized to determine a probability interval for that quantile. The method was devised for use in the PROPER code package for uncertainty and sensitivity analysis. (orig.)

  5. Nonparametric Estimation of Distributions in Random Effects Models

    KAUST Repository

    Hart, Jeffrey D.

    2011-01-01

    We propose using minimum distance to obtain nonparametric estimates of the distributions of components in random effects models. A main setting considered is equivalent to having a large number of small datasets whose locations, and perhaps scales, vary randomly, but which otherwise have a common distribution. Interest focuses on estimating the distribution that is common to all datasets, knowledge of which is crucial in multiple testing problems where a location/scale invariant test is applied to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article, including R-code and a dataset, are available online. © 2011 American Statistical Association.

  6. Nonparametric autocovariance estimation from censored time series by Gaussian imputation.

    Science.gov (United States)

    Park, Jung Wook; Genton, Marc G; Ghosh, Sujit K

    2009-02-01

    One of the most frequently used methods to model the autocovariance function of a second-order stationary time series is to use the parametric framework of autoregressive and moving average models developed by Box and Jenkins. However, such parametric models, though very flexible, may not always be adequate to model autocovariance functions with sharp changes. Furthermore, if the data do not follow the parametric model and are censored at a certain value, the estimation results may not be reliable. We develop a Gaussian imputation method to estimate an autocovariance structure via nonparametric estimation of the autocovariance function in order to address both censoring and incorrect model specification. We demonstrate the effectiveness of the technique in terms of bias and efficiency with simulations under various rates of censoring and underlying models. We describe its application to a time series of silicon concentrations in the Arctic.

  7. Nonparametric estimation of benchmark doses in environmental risk assessment

    Science.gov (United States)

    Piegorsch, Walter W.; Xiong, Hui; Bhattacharya, Rabi N.; Lin, Lizhen

    2013-01-01

    Summary An important statistical objective in environmental risk analysis is estimation of minimum exposure levels, called benchmark doses (BMDs), that induce a pre-specified benchmark response in a dose-response experiment. In such settings, representations of the risk are traditionally based on a parametric dose-response model. It is a well-known concern, however, that if the chosen parametric form is misspecified, inaccurate and possibly unsafe low-dose inferences can result. We apply a nonparametric approach for calculating benchmark doses, based on an isotonic regression method for dose-response estimation with quantal-response data (Bhattacharya and Kong, 2007). We determine the large-sample properties of the estimator, develop bootstrap-based confidence limits on the BMDs, and explore the confidence limits’ small-sample properties via a short simulation study. An example from cancer risk assessment illustrates the calculations. PMID:23914133

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

    African Journals Online (AJOL)

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

  9. Discrete non-parametric kernel estimation for global sensitivity analysis

    International Nuclear Information System (INIS)

    Senga Kiessé, Tristan; Ventura, Anne

    2016-01-01

    This work investigates the discrete kernel approach for evaluating the contribution of the variance of discrete input variables to the variance of model output, via analysis of variance (ANOVA) decomposition. Until recently only the continuous kernel approach has been applied as a metamodeling approach within sensitivity analysis framework, for both discrete and continuous input variables. Now the discrete kernel estimation is known to be suitable for smoothing discrete functions. We present a discrete non-parametric kernel estimator of ANOVA decomposition of a given model. An estimator of sensitivity indices is also presented with its asymtotic convergence rate. Some simulations on a test function analysis and a real case study from agricultural have shown that the discrete kernel approach outperforms the continuous kernel one for evaluating the contribution of moderate or most influential discrete parameters to the model output. - Highlights: • We study a discrete kernel estimation for sensitivity analysis of a model. • A discrete kernel estimator of ANOVA decomposition of the model is presented. • Sensitivity indices are calculated for discrete input parameters. • An estimator of sensitivity indices is also presented with its convergence rate. • An application is realized for improving the reliability of environmental models.

  10. Probability Machines: Consistent Probability Estimation Using Nonparametric Learning Machines

    Science.gov (United States)

    Malley, J. D.; Kruppa, J.; Dasgupta, A.; Malley, K. G.; Ziegler, A.

    2011-01-01

    Summary Background Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications. PMID:21915433

  11. Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.

    Science.gov (United States)

    García, Constantino A; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G

    2017-08-01

    The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.

  12. Bayesian Nonparametric Model for Estimating Multistate Travel Time Distribution

    Directory of Open Access Journals (Sweden)

    Emmanuel Kidando

    2017-01-01

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

  13. Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks

    Science.gov (United States)

    Gray-Davies, Tristan; Holmes, Chris C.; Caron, François

    2018-01-01

    We present a novel Bayesian nonparametric regression model for covariates X and continuous response variable Y ∈ ℝ. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the stochastic ordering of the conditional distributions F (y|x). By adopting an approximate composite likelihood approach, we show that the resulting posterior inference can be decoupled for the separate components of the model. This procedure can scale to very large datasets and allows for the use of standard, existing, software from Bayesian nonparametric density estimation and Plackett-Luce ranking estimation to be applied. As an illustration, we show an application of our approach to a US Census dataset, with over 1,300,000 data points and more than 100 covariates. PMID:29623150

  14. Smooth semi-nonparametric (SNP) estimation of the cumulative incidence function.

    Science.gov (United States)

    Duc, Anh Nguyen; Wolbers, Marcel

    2017-08-15

    This paper presents a novel approach to estimation of the cumulative incidence function in the presence of competing risks. The underlying statistical model is specified via a mixture factorization of the joint distribution of the event type and the time to the event. The time to event distributions conditional on the event type are modeled using smooth semi-nonparametric densities. One strength of this approach is that it can handle arbitrary censoring and truncation while relying on mild parametric assumptions. A stepwise forward algorithm for model estimation and adaptive selection of smooth semi-nonparametric polynomial degrees is presented, implemented in the statistical software R, evaluated in a sequence of simulation studies, and applied to data from a clinical trial in cryptococcal meningitis. The simulations demonstrate that the proposed method frequently outperforms both parametric and nonparametric alternatives. They also support the use of 'ad hoc' asymptotic inference to derive confidence intervals. An extension to regression modeling is also presented, and its potential and challenges are discussed. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

  15. Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure

    DEFF Research Database (Denmark)

    Effraimidis, Georgios; Dahl, Christian Møller

    In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric...

  16. On the nonparametric prediction of conditionally stationary sequences

    NARCIS (Netherlands)

    S. Caires; J.A. Ferreira

    2003-01-01

    textabstractWe prove the strong consistency of estimators of the conditional distribution function and conditional expectation of a future observation of a discrete time stochastic process given a fixed number of past observations. The results apply to conditionally stationary processes (a class of

  17. Panel data nonparametric estimation of production risk and risk preferences

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    approaches for obtaining firm-specific measures of risk attitudes. We found that Polish dairy farmers are risk averse regarding production risk and price uncertainty. According to our results, Polish dairy farmers perceive the production risk as being more significant than the risk related to output price......We apply nonparametric panel data kernel regression to investigate production risk, out-put price uncertainty, and risk attitudes of Polish dairy farms based on a firm-level unbalanced panel data set that covers the period 2004–2010. We compare different model specifications and different...

  18. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    KAUST Repository

    Dashti, M.

    2013-09-01

    We consider the inverse problem of estimating an unknown function u from noisy measurements y of a known, possibly nonlinear, map applied to u. We adopt a Bayesian approach to the problem and work in a setting where the prior measure is specified as a Gaussian random field μ0. We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μy. Under these conditions, we show that the maximum a posteriori (MAP) estimator is well defined as the minimizer of an Onsager-Machlup functional defined on the Cameron-Martin space of the prior; thus, we link a problem in probability with a problem in the calculus of variations. We then consider the case where the observational noise vanishes and establish a form of Bayesian posterior consistency for the MAP estimator. We also prove a similar result for the case where the observation of can be repeated as many times as desired with independent identically distributed noise. The theory is illustrated with examples from an inverse problem for the Navier-Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. © 2013 IOP Publishing Ltd.

  19. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    International Nuclear Information System (INIS)

    Dashti, M; Law, K J H; Stuart, A M; Voss, J

    2013-01-01

    We consider the inverse problem of estimating an unknown function u from noisy measurements y of a known, possibly nonlinear, map G applied to u. We adopt a Bayesian approach to the problem and work in a setting where the prior measure is specified as a Gaussian random field μ 0 . We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μ y . Under these conditions, we show that the maximum a posteriori (MAP) estimator is well defined as the minimizer of an Onsager–Machlup functional defined on the Cameron–Martin space of the prior; thus, we link a problem in probability with a problem in the calculus of variations. We then consider the case where the observational noise vanishes and establish a form of Bayesian posterior consistency for the MAP estimator. We also prove a similar result for the case where the observation of G(u) can be repeated as many times as desired with independent identically distributed noise. The theory is illustrated with examples from an inverse problem for the Navier–Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. (paper)

  20. Prior processes and their applications nonparametric Bayesian estimation

    CERN Document Server

    Phadia, Eswar G

    2016-01-01

    This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the past four decades for dealing with Bayesian approach to solving selected nonparametric inference problems. This revised edition has been substantially expanded to reflect the current interest in this area. After an overview of different prior processes, it examines the now pre-eminent Dirichlet process and its variants including hierarchical processes, then addresses new processes such as dependent Dirichlet, local Dirichlet, time-varying and spatial processes, all of which exploit the countable mixture representation of the Dirichlet process. It subsequently discusses various neutral to right type processes, including gamma and extended gamma, beta and beta-Stacy processes, and then describes the Chinese Restaurant, Indian Buffet and infinite gamma-Poisson processes, which prove to be very useful in areas such as machine learning, information retrieval and featural modeling. Tailfree and P...

  1. Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error

    KAUST Repository

    Carroll, Raymond J.

    2011-03-01

    In many applications we can expect that, or are interested to know if, a density function or a regression curve satisfies some specific shape constraints. For example, when the explanatory variable, X, represents the value taken by a treatment or dosage, the conditional mean of the response, Y , is often anticipated to be a monotone function of X. Indeed, if this regression mean is not monotone (in the appropriate direction) then the medical or commercial value of the treatment is likely to be significantly curtailed, at least for values of X that lie beyond the point at which monotonicity fails. In the case of a density, common shape constraints include log-concavity and unimodality. If we can correctly guess the shape of a curve, then nonparametric estimators can be improved by taking this information into account. Addressing such problems requires a method for testing the hypothesis that the curve of interest satisfies a shape constraint, and, if the conclusion of the test is positive, a technique for estimating the curve subject to the constraint. Nonparametric methodology for solving these problems already exists, but only in cases where the covariates are observed precisely. However in many problems, data can only be observed with measurement errors, and the methods employed in the error-free case typically do not carry over to this error context. In this paper we develop a novel approach to hypothesis testing and function estimation under shape constraints, which is valid in the context of measurement errors. Our method is based on tilting an estimator of the density or the regression mean until it satisfies the shape constraint, and we take as our test statistic the distance through which it is tilted. Bootstrap methods are used to calibrate the test. The constrained curve estimators that we develop are also based on tilting, and in that context our work has points of contact with methodology in the error-free case.

  2. Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices

    OpenAIRE

    Hiroyuki Kasahara; Katsumi Shimotsu

    2006-01-01

    In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component distributions in finite mixture models of dynamic discrete choices. We derive sufficient conditions for nonparametric identification for various finite mixture models of dynamic discrete choices used in appli...

  3. Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models

    DEFF Research Database (Denmark)

    Kristensen, Dennis

    of the estimators and tests under the null are derived, and the power properties are analyzed by considering contiguous alternatives. Test directly comparing the drift and diffusion estimators under the relevant null and alternative are also analyzed. Markov Bootstrap versions of the test statistics are proposed...... to improve on the finite-sample approximations. The finite sample properties of the estimators are examined in a simulation study....

  4. Nonparametric volatility density estimation for discrete time models

    NARCIS (Netherlands)

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

    2005-01-01

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

  5. Nonparametric Estimation of Distributions in Random Effects Models

    KAUST Repository

    Hart, Jeffrey D.; Cañ ette, Isabel

    2011-01-01

    to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article

  6. Bayesian nonparametric estimation of hazard rate in monotone Aalen model

    Czech Academy of Sciences Publication Activity Database

    Timková, Jana

    2014-01-01

    Roč. 50, č. 6 (2014), s. 849-868 ISSN 0023-5954 Institutional support: RVO:67985556 Keywords : Aalen model * Bayesian estimation * MCMC Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.541, year: 2014 http://library.utia.cas.cz/separaty/2014/SI/timkova-0438210.pdf

  7. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    KAUST Repository

    Dashti, M.; Law, K. J H; Stuart, A. M.; Voss, J.

    2013-01-01

    with examples from an inverse problem for the Navier-Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. © 2013 IOP Publishing Ltd.

  8. Nonparametric Estimation of Interval Reliability for Discrete-Time Semi-Markov Systems

    DEFF Research Database (Denmark)

    Georgiadis, Stylianos; Limnios, Nikolaos

    2016-01-01

    In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval...

  9. The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models

    OpenAIRE

    GROENEBOOM, PIET; JONGBLOED, GEURT; WELLNER, JON A.

    2008-01-01

    In this paper, we study an algorithm (which we call the support reduction algorithm) that can be used to compute non-parametric M-estimators in mixture models. The algorithm is compared with natural competitors in the context of convex regression and the ‘Aspect problem’ in quantum physics.

  10. Non-parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods

    DEFF Research Database (Denmark)

    Høg, Esben

    In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean-reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...

  11. Non-Parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods

    DEFF Research Database (Denmark)

    Høg, Esben

    2003-01-01

    In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean--reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...

  12. Nonparametric estimation of the stationary M/G/1 workload distribution function

    DEFF Research Database (Denmark)

    Hansen, Martin Bøgsted

    2005-01-01

    In this paper it is demonstrated how a nonparametric estimator of the stationary workload distribution function of the M/G/1-queue can be obtained by systematic sampling the workload process. Weak convergence results and bootstrap methods for empirical distribution functions for stationary associ...

  13. Nonparametric estimation in an "illness-death" model when all transition times are interval censored

    DEFF Research Database (Denmark)

    Frydman, Halina; Gerds, Thomas; Grøn, Randi

    2013-01-01

    We develop nonparametric maximum likelihood estimation for the parameters of an irreversible Markov chain on states {0,1,2} from the observations with interval censored times of 0 → 1, 0 → 2 and 1 → 2 transitions. The distinguishing aspect of the data is that, in addition to all transition times ...

  14. Nonparametric Estimation of Regression Parameters in Measurement Error Models

    Czech Academy of Sciences Publication Activity Database

    Ehsanes Saleh, A.K.M.D.; Picek, J.; Kalina, Jan

    2009-01-01

    Roč. 67, č. 2 (2009), s. 177-200 ISSN 0026-1424 Grant - others:GA AV ČR(CZ) IAA101120801; GA MŠk(CZ) LC06024 Institutional research plan: CEZ:AV0Z10300504 Keywords : asymptotic relative efficiency(ARE) * asymptotic theory * emaculate mode * Me model * R-estimation * Reliabilty ratio(RR) Subject RIV: BB - Applied Statistics, Operational Research

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

    KAUST Repository

    Dai, Wenlin; Tong, Tiejun; Zhu, Lixing

    2017-01-01

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

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

    KAUST Repository

    Dai, Wenlin

    2017-09-01

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

  17. Adaptive nonparametric estimation for L\\'evy processes observed at low frequency

    OpenAIRE

    Kappus, Johanna

    2013-01-01

    This article deals with adaptive nonparametric estimation for L\\'evy processes observed at low frequency. For general linear functionals of the L\\'evy measure, we construct kernel estimators, provide upper risk bounds and derive rates of convergence under regularity assumptions. Our focus lies on the adaptive choice of the bandwidth, using model selection techniques. We face here a non-standard problem of model selection with unknown variance. A new approach towards this problem is proposed, ...

  18. Essays on parametric and nonparametric modeling and estimation with applications to energy economics

    Science.gov (United States)

    Gao, Weiyu

    My dissertation research is composed of two parts: a theoretical part on semiparametric efficient estimation and an applied part in energy economics under different dynamic settings. The essays are related in terms of their applications as well as the way in which models are constructed and estimated. In the first essay, efficient estimation of the partially linear model is studied. We work out the efficient score functions and efficiency bounds under four stochastic restrictions---independence, conditional symmetry, conditional zero mean, and partially conditional zero mean. A feasible efficient estimation method for the linear part of the model is developed based on the efficient score. A battery of specification test that allows for choosing between the alternative assumptions is provided. A Monte Carlo simulation is also conducted. The second essay presents a dynamic optimization model for a stylized oilfield resembling the largest developed light oil field in Saudi Arabia, Ghawar. We use data from different sources to estimate the oil production cost function and the revenue function. We pay particular attention to the dynamic aspect of the oil production by employing petroleum-engineering software to simulate the interaction between control variables and reservoir state variables. Optimal solutions are studied under different scenarios to account for the possible changes in the exogenous variables and the uncertainty about the forecasts. The third essay examines the effect of oil price volatility on the level of innovation displayed by the U.S. economy. A measure of innovation is calculated by decomposing an output-based Malmquist index. We also construct a nonparametric measure for oil price volatility. Technical change and oil price volatility are then placed in a VAR system with oil price and a variable indicative of monetary policy. The system is estimated and analyzed for significant relationships. We find that oil price volatility displays a significant

  19. Nonparametric estimation for censored mixture data with application to the Cooperative Huntington's Observational Research Trial.

    Science.gov (United States)

    Wang, Yuanjia; Garcia, Tanya P; Ma, Yanyuan

    2012-01-01

    This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum likelihood estimators (NPMLEs) which do not make parametric assumptions on the genotype-specific density functions. Although both NPMLEs are commonly used, we show that one is inefficient and the other inconsistent. To overcome these deficiencies, we propose three classes of consistent nonparametric estimators which do not assume parametric density models and are easy to implement. They are based on the inverse probability weighting (IPW), augmented IPW (AIPW), and nonparametric imputation (IMP). The AIPW achieves the efficiency bound without additional modeling assumptions. Extensive simulation experiments demonstrate satisfactory performance of these estimators even when the data are heavily censored. We apply these estimators to the Cooperative Huntington's Observational Research Trial (COHORT), and provide age-specific estimates of the effect of mutation in the Huntington gene on mortality using a sample of family members. The close approximation of the estimated non-carrier survival rates to that of the U.S. population indicates small ascertainment bias in the COHORT family sample. Our analyses underscore an elevated risk of death in Huntington gene mutation carriers compared to non-carriers for a wide age range, and suggest that the mutation equally affects survival rates in both genders. The estimated survival rates are useful in genetic counseling for providing guidelines on interpreting the risk of death associated with a positive genetic testing, and in facilitating future subjects at risk

  20. Bayesian Nonparametric Mixture Estimation for Time-Indexed Functional Data in R

    Directory of Open Access Journals (Sweden)

    Terrance D. Savitsky

    2016-08-01

    Full Text Available We present growfunctions for R that offers Bayesian nonparametric estimation models for analysis of dependent, noisy time series data indexed by a collection of domains. This data structure arises from combining periodically published government survey statistics, such as are reported in the Current Population Study (CPS. The CPS publishes monthly, by-state estimates of employment levels, where each state expresses a noisy time series. Published state-level estimates from the CPS are composed from household survey responses in a model-free manner and express high levels of volatility due to insufficient sample sizes. Existing software solutions borrow information over a modeled time-based dependence to extract a de-noised time series for each domain. These solutions, however, ignore the dependence among the domains that may be additionally leveraged to improve estimation efficiency. The growfunctions package offers two fully nonparametric mixture models that simultaneously estimate both a time and domain-indexed dependence structure for a collection of time series: (1 A Gaussian process (GP construction, which is parameterized through the covariance matrix, estimates a latent function for each domain. The covariance parameters of the latent functions are indexed by domain under a Dirichlet process prior that permits estimation of the dependence among functions across the domains: (2 An intrinsic Gaussian Markov random field prior construction provides an alternative to the GP that expresses different computation and estimation properties. In addition to performing denoised estimation of latent functions from published domain estimates, growfunctions allows estimation of collections of functions for observation units (e.g., households, rather than aggregated domains, by accounting for an informative sampling design under which the probabilities for inclusion of observation units are related to the response variable. growfunctions includes plot

  1. Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds.

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David B

    2012-08-01

    This article considers a broad class of kernel mixture density models on compact metric spaces and manifolds. Following a Bayesian approach with a nonparametric prior on the location mixing distribution, sufficient conditions are obtained on the kernel, prior and the underlying space for strong posterior consistency at any continuous density. The prior is also allowed to depend on the sample size n and sufficient conditions are obtained for weak and strong consistency. These conditions are verified on compact Euclidean spaces using multivariate Gaussian kernels, on the hypersphere using a von Mises-Fisher kernel and on the planar shape space using complex Watson kernels.

  2. Semi-nonparametric estimates of interfuel substitution in US energy demand

    Energy Technology Data Exchange (ETDEWEB)

    Serletis, A.; Shahmoradi, A. [University of Calgary, Calgary, AB (Canada). Dept. of Economics

    2008-09-15

    This paper focuses on the demand for crude oil, natural gas, and coal in the United States in the context of two globally flexible functional forms - the Fourier and the Asymptotically Ideal Model (AIM) - estimated subject to full regularity, using methods suggested over 20 years ago by Gallant and Golub (Gallant, A. Ronald and Golub, Gene H. Imposing Curvature Restrictions on Flexible Functional Forms. Journal of Econometrics 26 (1984), 295-321) and recently used by Serletis and Shahmoradi (Serletis, A., Shahmoradi, A., 2005. Semi-nonparametric estimates of the demand for money in the United States. Macroeconomic Dynamics 9, 542-559) in the monetary demand systems literature. We provide a comparison in terms of a full set of elasticities and also a policy perspective, using (for the first time) parameter estimates that are consistent with global regularity.

  3. Semi-nonparametric estimates of interfuel substitution in U.S. energy demand

    Energy Technology Data Exchange (ETDEWEB)

    Serletis, Apostolos [Department of Economics, University of Calgary, Calgary, Alberta (Canada); Shahmoradi, Asghar [Faculty of Economics, University of Tehran, Tehran (Iran)

    2008-09-15

    This paper focuses on the demand for crude oil, natural gas, and coal in the United States in the context of two globally flexible functional forms - the Fourier and the Asymptotically Ideal Model (AIM) - estimated subject to full regularity, using methods suggested over 20 years ago by Gallant and Golub [Gallant, A. Ronald and Golub, Gene H. Imposing Curvature Restrictions on Flexible Functional Forms. Journal of Econometrics 26 (1984), 295-321] and recently used by Serletis and Shahmoradi [Serletis, A., Shahmoradi, A., 2005. Semi-nonparametric estimates of the demand for money in the United States. Macroeconomic Dynamics 9, 542-559] in the monetary demand systems literature. We provide a comparison in terms of a full set of elasticities and also a policy perspective, using (for the first time) parameter estimates that are consistent with global regularity. (author)

  4. Transformation-invariant and nonparametric monotone smooth estimation of ROC curves.

    Science.gov (United States)

    Du, Pang; Tang, Liansheng

    2009-01-30

    When a new diagnostic test is developed, it is of interest to evaluate its accuracy in distinguishing diseased subjects from non-diseased subjects. The accuracy of the test is often evaluated by receiver operating characteristic (ROC) curves. Smooth ROC estimates are often preferable for continuous test results when the underlying ROC curves are in fact continuous. Nonparametric and parametric methods have been proposed by various authors to obtain smooth ROC curve estimates. However, there are certain drawbacks with the existing methods. Parametric methods need specific model assumptions. Nonparametric methods do not always satisfy the inherent properties of the ROC curves, such as monotonicity and transformation invariance. In this paper we propose a monotone spline approach to obtain smooth monotone ROC curves. Our method ensures important inherent properties of the underlying ROC curves, which include monotonicity, transformation invariance, and boundary constraints. We compare the finite sample performance of the newly proposed ROC method with other ROC smoothing methods in large-scale simulation studies. We illustrate our method through a real life example. Copyright (c) 2008 John Wiley & Sons, Ltd.

  5. Non-parametric adaptive importance sampling for the probability estimation of a launcher impact position

    International Nuclear Information System (INIS)

    Morio, Jerome

    2011-01-01

    Importance sampling (IS) is a useful simulation technique to estimate critical probability with a better accuracy than Monte Carlo methods. It consists in generating random weighted samples from an auxiliary distribution rather than the distribution of interest. The crucial part of this algorithm is the choice of an efficient auxiliary PDF that has to be able to simulate more rare random events. The optimisation of this auxiliary distribution is often in practice very difficult. In this article, we propose to approach the IS optimal auxiliary density with non-parametric adaptive importance sampling (NAIS). We apply this technique for the probability estimation of spatial launcher impact position since it has currently become a more and more important issue in the field of aeronautics.

  6. Nonparametric estimation of age-specific reference percentile curves with radial smoothing.

    Science.gov (United States)

    Wan, Xiaohai; Qu, Yongming; Huang, Yao; Zhang, Xiao; Song, Hanping; Jiang, Honghua

    2012-01-01

    Reference percentile curves represent the covariate-dependent distribution of a quantitative measurement and are often used to summarize and monitor dynamic processes such as human growth. We propose a new nonparametric method based on a radial smoothing (RS) technique to estimate age-specific reference percentile curves assuming the underlying distribution is relatively close to normal. We compared the RS method with both the LMS and the generalized additive models for location, scale and shape (GAMLSS) methods using simulated data and found that our method has smaller estimation error than the two existing methods. We also applied the new method to analyze height growth data from children being followed in a clinical observational study of growth hormone treatment, and compared the growth curves between those with growth disorders and the general population. Copyright © 2011 Elsevier Inc. All rights reserved.

  7. Non-parametric PSF estimation from celestial transit solar images using blind deconvolution

    Directory of Open Access Journals (Sweden)

    González Adriana

    2016-01-01

    Full Text Available Context: Characterization of instrumental effects in astronomical imaging is important in order to extract accurate physical information from the observations. The measured image in a real optical instrument is usually represented by the convolution of an ideal image with a Point Spread Function (PSF. Additionally, the image acquisition process is also contaminated by other sources of noise (read-out, photon-counting. The problem of estimating both the PSF and a denoised image is called blind deconvolution and is ill-posed. Aims: We propose a blind deconvolution scheme that relies on image regularization. Contrarily to most methods presented in the literature, our method does not assume a parametric model of the PSF and can thus be applied to any telescope. Methods: Our scheme uses a wavelet analysis prior model on the image and weak assumptions on the PSF. We use observations from a celestial transit, where the occulting body can be assumed to be a black disk. These constraints allow us to retain meaningful solutions for the filter and the image, eliminating trivial, translated, and interchanged solutions. Under an additive Gaussian noise assumption, they also enforce noise canceling and avoid reconstruction artifacts by promoting the whiteness of the residual between the blurred observations and the cleaned data. Results: Our method is applied to synthetic and experimental data. The PSF is estimated for the SECCHI/EUVI instrument using the 2007 Lunar transit, and for SDO/AIA using the 2012 Venus transit. Results show that the proposed non-parametric blind deconvolution method is able to estimate the core of the PSF with a similar quality to parametric methods proposed in the literature. We also show that, if these parametric estimations are incorporated in the acquisition model, the resulting PSF outperforms both the parametric and non-parametric methods.

  8. A non-parametric conditional bivariate reference region with an application to height/weight measurements on normal girls

    DEFF Research Database (Denmark)

    Petersen, Jørgen Holm

    2009-01-01

    A conceptually simple two-dimensional conditional reference curve is described. The curve gives a decision basis for determining whether a bivariate response from an individual is "normal" or "abnormal" when taking into account that a third (conditioning) variable may influence the bivariate...... response. The reference curve is not only characterized analytically but also by geometric properties that are easily communicated to medical doctors - the users of such curves. The reference curve estimator is completely non-parametric, so no distributional assumptions are needed about the two......-dimensional response. An example that will serve to motivate and illustrate the reference is the study of the height/weight distribution of 7-8-year-old Danish school girls born in 1930, 1950, or 1970....

  9. Nonparametric correlation models for portfolio allocation

    DEFF Research Database (Denmark)

    Aslanidis, Nektarios; Casas, Isabel

    2013-01-01

    This article proposes time-varying nonparametric and semiparametric estimators of the conditional cross-correlation matrix in the context of portfolio allocation. Simulations results show that the nonparametric and semiparametric models are best in DGPs with substantial variability or structural ...... currencies. Results show the nonparametric model generally dominates the others when evaluating in-sample. However, the semiparametric model is best for out-of-sample analysis....

  10. Oscillometric blood pressure estimation by combining nonparametric bootstrap with Gaussian mixture model.

    Science.gov (United States)

    Lee, Soojeong; Rajan, Sreeraman; Jeon, Gwanggil; Chang, Joon-Hyuk; Dajani, Hilmi R; Groza, Voicu Z

    2017-06-01

    Blood pressure (BP) is one of the most important vital indicators and plays a key role in determining the cardiovascular activity of patients. This paper proposes a hybrid approach consisting of nonparametric bootstrap (NPB) and machine learning techniques to obtain the characteristic ratios (CR) used in the blood pressure estimation algorithm to improve the accuracy of systolic blood pressure (SBP) and diastolic blood pressure (DBP) estimates and obtain confidence intervals (CI). The NPB technique is used to circumvent the requirement for large sample set for obtaining the CI. A mixture of Gaussian densities is assumed for the CRs and Gaussian mixture model (GMM) is chosen to estimate the SBP and DBP ratios. The K-means clustering technique is used to obtain the mixture order of the Gaussian densities. The proposed approach achieves grade "A" under British Society of Hypertension testing protocol and is superior to the conventional approach based on maximum amplitude algorithm (MAA) that uses fixed CR ratios. The proposed approach also yields a lower mean error (ME) and the standard deviation of the error (SDE) in the estimates when compared to the conventional MAA method. In addition, CIs obtained through the proposed hybrid approach are also narrower with a lower SDE. The proposed approach combining the NPB technique with the GMM provides a methodology to derive individualized characteristic ratio. The results exhibit that the proposed approach enhances the accuracy of SBP and DBP estimation and provides narrower confidence intervals for the estimates. Copyright © 2015 Elsevier Ltd. All rights reserved.

  11. Nonparametric estimation of the heterogeneity of a random medium using compound Poisson process modeling of wave multiple scattering.

    Science.gov (United States)

    Le Bihan, Nicolas; Margerin, Ludovic

    2009-07-01

    In this paper, we present a nonparametric method to estimate the heterogeneity of a random medium from the angular distribution of intensity of waves transmitted through a slab of random material. Our approach is based on the modeling of forward multiple scattering using compound Poisson processes on compact Lie groups. The estimation technique is validated through numerical simulations based on radiative transfer theory.

  12. Genomic outlier profile analysis: mixture models, null hypotheses, and nonparametric estimation.

    Science.gov (United States)

    Ghosh, Debashis; Chinnaiyan, Arul M

    2009-01-01

    In most analyses of large-scale genomic data sets, differential expression analysis is typically assessed by testing for differences in the mean of the distributions between 2 groups. A recent finding by Tomlins and others (2005) is of a different type of pattern of differential expression in which a fraction of samples in one group have overexpression relative to samples in the other group. In this work, we describe a general mixture model framework for the assessment of this type of expression, called outlier profile analysis. We start by considering the single-gene situation and establishing results on identifiability. We propose 2 nonparametric estimation procedures that have natural links to familiar multiple testing procedures. We then develop multivariate extensions of this methodology to handle genome-wide measurements. The proposed methodologies are compared using simulation studies as well as data from a prostate cancer gene expression study.

  13. Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.

    Science.gov (United States)

    Lund, Steven P; Hubbard, Joseph B; Halter, Michael

    2014-11-06

    Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.

  14. Two-component mixture cure rate model with spline estimated nonparametric components.

    Science.gov (United States)

    Wang, Lu; Du, Pang; Liang, Hua

    2012-09-01

    In some survival analysis of medical studies, there are often long-term survivors who can be considered as permanently cured. The goals in these studies are to estimate the noncured probability of the whole population and the hazard rate of the susceptible subpopulation. When covariates are present as often happens in practice, to understand covariate effects on the noncured probability and hazard rate is of equal importance. The existing methods are limited to parametric and semiparametric models. We propose a two-component mixture cure rate model with nonparametric forms for both the cure probability and the hazard rate function. Identifiability of the model is guaranteed by an additive assumption that allows no time-covariate interactions in the logarithm of hazard rate. Estimation is carried out by an expectation-maximization algorithm on maximizing a penalized likelihood. For inferential purpose, we apply the Louis formula to obtain point-wise confidence intervals for noncured probability and hazard rate. Asymptotic convergence rates of our function estimates are established. We then evaluate the proposed method by extensive simulations. We analyze the survival data from a melanoma study and find interesting patterns for this study. © 2011, The International Biometric Society.

  15. [Nonparametric method of estimating survival functions containing right-censored and interval-censored data].

    Science.gov (United States)

    Xu, Yonghong; Gao, Xiaohuan; Wang, Zhengxi

    2014-04-01

    Missing data represent a general problem in many scientific fields, especially in medical survival analysis. Dealing with censored data, interpolation method is one of important methods. However, most of the interpolation methods replace the censored data with the exact data, which will distort the real distribution of the censored data and reduce the probability of the real data falling into the interpolation data. In order to solve this problem, we in this paper propose a nonparametric method of estimating the survival function of right-censored and interval-censored data and compare its performance to SC (self-consistent) algorithm. Comparing to the average interpolation and the nearest neighbor interpolation method, the proposed method in this paper replaces the right-censored data with the interval-censored data, and greatly improves the probability of the real data falling into imputation interval. Then it bases on the empirical distribution theory to estimate the survival function of right-censored and interval-censored data. The results of numerical examples and a real breast cancer data set demonstrated that the proposed method had higher accuracy and better robustness for the different proportion of the censored data. This paper provides a good method to compare the clinical treatments performance with estimation of the survival data of the patients. This pro vides some help to the medical survival data analysis.

  16. Bayesian Nonparametric Estimation of Targeted Agent Effects on Biomarker Change to Predict Clinical Outcome

    Science.gov (United States)

    Graziani, Rebecca; Guindani, Michele; Thall, Peter F.

    2015-01-01

    Summary The effect of a targeted agent on a cancer patient's clinical outcome putatively is mediated through the agent's effect on one or more early biological events. This is motivated by pre-clinical experiments with cells or animals that identify such events, represented by binary or quantitative biomarkers. When evaluating targeted agents in humans, central questions are whether the distribution of a targeted biomarker changes following treatment, the nature and magnitude of this change, and whether it is associated with clinical outcome. Major difficulties in estimating these effects are that a biomarker's distribution may be complex, vary substantially between patients, and have complicated relationships with clinical outcomes. We present a probabilistically coherent framework for modeling and estimation in this setting, including a hierarchical Bayesian nonparametric mixture model for biomarkers that we use to define a functional profile of pre-versus-post treatment biomarker distribution change. The functional is similar to the receiver operating characteristic used in diagnostic testing. The hierarchical model yields clusters of individual patient biomarker profile functionals, and we use the profile as a covariate in a regression model for clinical outcome. The methodology is illustrated by analysis of a dataset from a clinical trial in prostate cancer using imatinib to target platelet-derived growth factor, with the clinical aim to improve progression-free survival time. PMID:25319212

  17. Predicting long-term risk for relationship dissolution using nonparametric conditional survival trees.

    Science.gov (United States)

    Kliem, Sören; Weusthoff, Sarah; Hahlweg, Kurt; Baucom, Katherine J W; Baucom, Brian R

    2015-12-01

    Identifying risk factors for divorce or separation is an important step in the prevention of negative individual outcomes and societal costs associated with relationship dissolution. Programs that aim to prevent relationship distress and dissolution typically focus on changing processes that occur during couple conflict, although the predictive ability of conflict-specific variables has not been examined in the context of other factors related to relationship dissolution. The authors examine whether emotional responding and communication during couple conflict predict relationship dissolution after controlling for overall relationship quality and individual well-being. Using nonparametric conditional survival trees, the study at hand simultaneously examined the predictive abilities of physiological (systolic and diastolic blood pressure, heart rate, cortisol) and behavioral (fundamental frequency; f0) indices of emotional responding, as well as observationally coded positive and negative communication behavior, on long-term relationship stability after controlling for relationship satisfaction and symptoms of depression. One hundred thirty-six spouses were assessed after participating in a randomized clinical trial of a relationship distress prevention program as well as 11 years thereafter; 32.5% of the couples' relationships had dissolved by follow up. For men, the only significant predictor of relationship dissolution was cortisol change score (p = .012). For women, only f0 range was a significant predictor of relationship dissolution (p = .034). These findings highlight the importance of emotional responding during couple conflict for long-term relationship stability. (c) 2015 APA, all rights reserved).

  18. Low default credit scoring using two-class non-parametric kernel density estimation

    CSIR Research Space (South Africa)

    Rademeyer, E

    2016-12-01

    Full Text Available This paper investigates the performance of two-class classification credit scoring data sets with low default ratios. The standard two-class parametric Gaussian and non-parametric Parzen classifiers are extended, using Bayes’ rule, to include either...

  19. Experimental Sentinel-2 LAI estimation using parametric, non-parametric and physical retrieval methods - A comparison

    NARCIS (Netherlands)

    Verrelst, Jochem; Rivera, Juan Pablo; Veroustraete, Frank; Muñoz-Marí, Jordi; Clevers, J.G.P.W.; Camps-Valls, Gustau; Moreno, José

    2015-01-01

    Given the forthcoming availability of Sentinel-2 (S2) images, this paper provides a systematic comparison of retrieval accuracy and processing speed of a multitude of parametric, non-parametric and physically-based retrieval methods using simulated S2 data. An experimental field dataset (SPARC),

  20. Nonparametric estimation for censored mixture data with application to the Cooperative Huntington’s Observational Research Trial

    Science.gov (United States)

    Wang, Yuanjia; Garcia, Tanya P.; Ma, Yanyuan

    2012-01-01

    This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum likelihood estimators (NPMLEs) which do not make parametric assumptions on the genotype-specific density functions. Although both NPMLEs are commonly used, we show that one is inefficient and the other inconsistent. To overcome these deficiencies, we propose three classes of consistent nonparametric estimators which do not assume parametric density models and are easy to implement. They are based on the inverse probability weighting (IPW), augmented IPW (AIPW), and nonparametric imputation (IMP). The AIPW achieves the efficiency bound without additional modeling assumptions. Extensive simulation experiments demonstrate satisfactory performance of these estimators even when the data are heavily censored. We apply these estimators to the Cooperative Huntington’s Observational Research Trial (COHORT), and provide age-specific estimates of the effect of mutation in the Huntington gene on mortality using a sample of family members. The close approximation of the estimated non-carrier survival rates to that of the U.S. population indicates small ascertainment bias in the COHORT family sample. Our analyses underscore an elevated risk of death in Huntington gene mutation carriers compared to non-carriers for a wide age range, and suggest that the mutation equally affects survival rates in both genders. The estimated survival rates are useful in genetic counseling for providing guidelines on interpreting the risk of death associated with a positive genetic testing, and in facilitating future subjects at risk

  1. Bayesian nonparametric estimation of continuous monotone functions with applications to dose-response analysis.

    Science.gov (United States)

    Bornkamp, Björn; Ickstadt, Katja

    2009-03-01

    In this article, we consider monotone nonparametric regression in a Bayesian framework. The monotone function is modeled as a mixture of shifted and scaled parametric probability distribution functions, and a general random probability measure is assumed as the prior for the mixing distribution. We investigate the choice of the underlying parametric distribution function and find that the two-sided power distribution function is well suited both from a computational and mathematical point of view. The model is motivated by traditional nonlinear models for dose-response analysis, and provides possibilities to elicitate informative prior distributions on different aspects of the curve. The method is compared with other recent approaches to monotone nonparametric regression in a simulation study and is illustrated on a data set from dose-response analysis.

  2. Estimation of Esfarayen Farmers Risk Aversion Coefficient and Its Influencing Factors (Nonparametric Approach

    Directory of Open Access Journals (Sweden)

    Z. Nematollahi

    2016-03-01

    Full Text Available Introduction: Due to existence of the risk and uncertainty in agriculture, risk management is crucial for management in agriculture. Therefore the present study was designed to determine the risk aversion coefficient for Esfarayens farmers. Materials and Methods: The following approaches have been utilized to assess risk attitudes: (1 direct elicitation of utility functions, (2 experimental procedures in which individuals are presented with hypothetical questionnaires regarding risky alternatives with or without real payments and (3: Inference from observation of economic behavior. In this paper, we focused on approach (3: inference from observation of economic behavior, based on this assumption of existence of the relationship between the actual behavior of a decision maker and the behavior predicted from empirically specified models. A new non-parametric method and the QP method were used to calculate the coefficient of risk aversion. We maximized the decision maker expected utility with the E-V formulation (Freund, 1956. Ideally, in constructing a QP model, the variance-covariance matrix should be formed for each individual farmer. For this purpose, a sample of 100 farmers was selected using random sampling and their data about 14 products of years 2008- 2012 were assembled. The lowlands of Esfarayen were used since within this area, production possibilities are rather homogeneous. Results and Discussion: The results of this study showed that there was low correlation between some of the activities, which implies opportunities for income stabilization through diversification. With respect to transitory income, Ra, vary from 0.000006 to 0.000361 and the absolute coefficient of risk aversion in our sample were 0.00005. The estimated Ra values vary considerably from farm to farm. The results showed that the estimated Ra for the subsample existing of 'non-wealthy' farmers was 0.00010. The subsample with farmers in the 'wealthy' group had an

  3. Probit vs. semi-nonparametric estimation: examining the role of disability on institutional entry for older adults.

    Science.gov (United States)

    Sharma, Andy

    2017-06-01

    The purpose of this study was to showcase an advanced methodological approach to model disability and institutional entry. Both of these are important areas to investigate given the on-going aging of the United States population. By 2020, approximately 15% of the population will be 65 years and older. Many of these older adults will experience disability and require formal care. A probit analysis was employed to determine which disabilities were associated with admission into an institution (i.e. long-term care). Since this framework imposes strong distributional assumptions, misspecification leads to inconsistent estimators. To overcome such a short-coming, this analysis extended the probit framework by employing an advanced semi-nonparamertic maximum likelihood estimation utilizing Hermite polynomial expansions. Specification tests show semi-nonparametric estimation is preferred over probit. In terms of the estimates, semi-nonparametric ratios equal 42 for cognitive difficulty, 64 for independent living, and 111 for self-care disability while probit yields much smaller estimates of 19, 30, and 44, respectively. Public health professionals can use these results to better understand why certain interventions have not shown promise. Equally important, healthcare workers can use this research to evaluate which type of treatment plans may delay institutionalization and improve the quality of life for older adults. Implications for rehabilitation With on-going global aging, understanding the association between disability and institutional entry is important in devising successful rehabilitation interventions. Semi-nonparametric is preferred to probit and shows ambulatory and cognitive impairments present high risk for institutional entry (long-term care). Informal caregiving and home-based care require further examination as forms of rehabilitation/therapy for certain types of disabilities.

  4. Tremor Detection Using Parametric and Non-Parametric Spectral Estimation Methods: A Comparison with Clinical Assessment

    Science.gov (United States)

    Martinez Manzanera, Octavio; Elting, Jan Willem; van der Hoeven, Johannes H.; Maurits, Natasha M.

    2016-01-01

    In the clinic, tremor is diagnosed during a time-limited process in which patients are observed and the characteristics of tremor are visually assessed. For some tremor disorders, a more detailed analysis of these characteristics is needed. Accelerometry and electromyography can be used to obtain a better insight into tremor. Typically, routine clinical assessment of accelerometry and electromyography data involves visual inspection by clinicians and occasionally computational analysis to obtain objective characteristics of tremor. However, for some tremor disorders these characteristics may be different during daily activity. This variability in presentation between the clinic and daily life makes a differential diagnosis more difficult. A long-term recording of tremor by accelerometry and/or electromyography in the home environment could help to give a better insight into the tremor disorder. However, an evaluation of such recordings using routine clinical standards would take too much time. We evaluated a range of techniques that automatically detect tremor segments in accelerometer data, as accelerometer data is more easily obtained in the home environment than electromyography data. Time can be saved if clinicians only have to evaluate the tremor characteristics of segments that have been automatically detected in longer daily activity recordings. We tested four non-parametric methods and five parametric methods on clinical accelerometer data from 14 patients with different tremor disorders. The consensus between two clinicians regarding the presence or absence of tremor on 3943 segments of accelerometer data was employed as reference. The nine methods were tested against this reference to identify their optimal parameters. Non-parametric methods generally performed better than parametric methods on our dataset when optimal parameters were used. However, one parametric method, employing the high frequency content of the tremor bandwidth under consideration

  5. CADDIS Volume 4. Data Analysis: PECBO Appendix - R Scripts for Non-Parametric Regressions

    Science.gov (United States)

    Script for computing nonparametric regression analysis. Overview of using scripts to infer environmental conditions from biological observations, statistically estimating species-environment relationships, statistical scripts.

  6. Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis

    Directory of Open Access Journals (Sweden)

    Gabriel V. Montes-Rojas

    2011-01-01

    characteristics. The proposed method has two steps: first, the propensity score is estimated, and, second, a blocking estimation procedure using this estimate is used to compute treatment effects. In both cases, the estimators are proved to be consistent. Monte Carlo results show a better performance than other procedures based on the propensity score. Finally, these estimators are applied to a job training dataset.

  7. A framework with nonlinear system model and nonparametric noise for gas turbine degradation state estimation

    International Nuclear Information System (INIS)

    Hanachi, Houman; Liu, Jie; Banerjee, Avisekh; Chen, Ying

    2015-01-01

    Modern health management approaches for gas turbine engines (GTEs) aim to precisely estimate the health state of the GTE components to optimize maintenance decisions with respect to both economy and safety. In this research, we propose an advanced framework to identify the most likely degradation state of the turbine section in a GTE for prognostics and health management (PHM) applications. A novel nonlinear thermodynamic model is used to predict the performance parameters of the GTE given the measurements. The ratio between real efficiency of the GTE and simulated efficiency in the newly installed condition is defined as the health indicator and provided at each sequence. The symptom of nonrecoverable degradations in the turbine section, i.e. loss of turbine efficiency, is assumed to be the internal degradation state. A regularized auxiliary particle filter (RAPF) is developed to sequentially estimate the internal degradation state in nonuniform time sequences upon receiving sets of new measurements. The effectiveness of the technique is examined using the operating data over an entire time-between-overhaul cycle of a simple-cycle industrial GTE. The results clearly show the trend of degradation in the turbine section and the occasional fluctuations, which are well supported by the service history of the GTE. The research also suggests the efficacy of the proposed technique to monitor the health state of the turbine section of a GTE by implementing model-based PHM without the need for additional instrumentation. (paper)

  8. Estimation from PET data of transient changes in dopamine concentration induced by alcohol: support for a non-parametric signal estimation method

    Energy Technology Data Exchange (ETDEWEB)

    Constantinescu, C C; Yoder, K K; Normandin, M D; Morris, E D [Department of Radiology, Indiana University School of Medicine, Indianapolis, IN (United States); Kareken, D A [Department of Neurology, Indiana University School of Medicine, Indianapolis, IN (United States); Bouman, C A [Weldon School of Biomedical Engineering, Purdue University, West Lafayette, IN (United States); O' Connor, S J [Department of Psychiatry, Indiana University School of Medicine, Indianapolis, IN (United States)], E-mail: emorris@iupui.edu

    2008-03-07

    We previously developed a model-independent technique (non-parametric ntPET) for extracting the transient changes in neurotransmitter concentration from paired (rest and activation) PET studies with a receptor ligand. To provide support for our method, we introduced three hypotheses of validation based on work by Endres and Carson (1998 J. Cereb. Blood Flow Metab. 18 1196-210) and Yoder et al (2004 J. Nucl. Med. 45 903-11), and tested them on experimental data. All three hypotheses describe relationships between the estimated free (synaptic) dopamine curves (F{sup DA}(t)) and the change in binding potential ({delta}BP). The veracity of the F{sup DA}(t) curves recovered by nonparametric ntPET is supported when the data adhere to the following hypothesized behaviors: (1) {delta}BP should decline with increasing DA peak time, (2) {delta}BP should increase as the strength of the temporal correlation between F{sup DA}(t) and the free raclopride (F{sup RAC}(t)) curve increases, (3) {delta}BP should decline linearly with the effective weighted availability of the receptor sites. We analyzed regional brain data from 8 healthy subjects who received two [{sup 11}C]raclopride scans: one at rest, and one during which unanticipated IV alcohol was administered to stimulate dopamine release. For several striatal regions, nonparametric ntPET was applied to recover F{sup DA}(t), and binding potential values were determined. Kendall rank-correlation analysis confirmed that the F{sup DA}(t) data followed the expected trends for all three validation hypotheses. Our findings lend credence to our model-independent estimates of F{sup DA}(t). Application of nonparametric ntPET may yield important insights into how alterations in timing of dopaminergic neurotransmission are involved in the pathologies of addiction and other psychiatric disorders.

  9. A menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation.

    Science.gov (United States)

    Karabatsos, George

    2017-02-01

    Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected

  10. Nonparametric Transfer Function Models

    Science.gov (United States)

    Liu, Jun M.; Chen, Rong; Yao, Qiwei

    2009-01-01

    In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between ‘input’ and ‘output’ time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA) process. The nonparametric transfer function is estimated jointly with the ARMA parameters. By modeling the correlation in the noise, the transfer function can be estimated more efficiently. The parsimonious ARMA structure improves the estimation efficiency in finite samples. The asymptotic properties of the estimators are investigated. The finite-sample properties are illustrated through simulations and one empirical example. PMID:20628584

  11. Near-native protein loop sampling using nonparametric density estimation accommodating sparcity.

    Science.gov (United States)

    Joo, Hyun; Chavan, Archana G; Day, Ryan; Lennox, Kristin P; Sukhanov, Paul; Dahl, David B; Vannucci, Marina; Tsai, Jerry

    2011-10-01

    Unlike the core structural elements of a protein like regular secondary structure, template based modeling (TBM) has difficulty with loop regions due to their variability in sequence and structure as well as the sparse sampling from a limited number of homologous templates. We present a novel, knowledge-based method for loop sampling that leverages homologous torsion angle information to estimate a continuous joint backbone dihedral angle density at each loop position. The φ,ψ distributions are estimated via a Dirichlet process mixture of hidden Markov models (DPM-HMM). Models are quickly generated based on samples from these distributions and were enriched using an end-to-end distance filter. The performance of the DPM-HMM method was evaluated against a diverse test set in a leave-one-out approach. Candidates as low as 0.45 Å RMSD and with a worst case of 3.66 Å were produced. For the canonical loops like the immunoglobulin complementarity-determining regions (mean RMSD 7.0 Å), this sampling method produces a population of loop structures to around 3.66 Å for loops up to 17 residues. In a direct test of sampling to the Loopy algorithm, our method demonstrates the ability to sample nearer native structures for both the canonical CDRH1 and non-canonical CDRH3 loops. Lastly, in the realistic test conditions of the CASP9 experiment, successful application of DPM-HMM for 90 loops from 45 TBM targets shows the general applicability of our sampling method in loop modeling problem. These results demonstrate that our DPM-HMM produces an advantage by consistently sampling near native loop structure. The software used in this analysis is available for download at http://www.stat.tamu.edu/~dahl/software/cortorgles/.

  12. Near-native protein loop sampling using nonparametric density estimation accommodating sparcity.

    Directory of Open Access Journals (Sweden)

    Hyun Joo

    2011-10-01

    Full Text Available Unlike the core structural elements of a protein like regular secondary structure, template based modeling (TBM has difficulty with loop regions due to their variability in sequence and structure as well as the sparse sampling from a limited number of homologous templates. We present a novel, knowledge-based method for loop sampling that leverages homologous torsion angle information to estimate a continuous joint backbone dihedral angle density at each loop position. The φ,ψ distributions are estimated via a Dirichlet process mixture of hidden Markov models (DPM-HMM. Models are quickly generated based on samples from these distributions and were enriched using an end-to-end distance filter. The performance of the DPM-HMM method was evaluated against a diverse test set in a leave-one-out approach. Candidates as low as 0.45 Å RMSD and with a worst case of 3.66 Å were produced. For the canonical loops like the immunoglobulin complementarity-determining regions (mean RMSD 7.0 Å, this sampling method produces a population of loop structures to around 3.66 Å for loops up to 17 residues. In a direct test of sampling to the Loopy algorithm, our method demonstrates the ability to sample nearer native structures for both the canonical CDRH1 and non-canonical CDRH3 loops. Lastly, in the realistic test conditions of the CASP9 experiment, successful application of DPM-HMM for 90 loops from 45 TBM targets shows the general applicability of our sampling method in loop modeling problem. These results demonstrate that our DPM-HMM produces an advantage by consistently sampling near native loop structure. The software used in this analysis is available for download at http://www.stat.tamu.edu/~dahl/software/cortorgles/.

  13. Near-Native Protein Loop Sampling Using Nonparametric Density Estimation Accommodating Sparcity

    Science.gov (United States)

    Day, Ryan; Lennox, Kristin P.; Sukhanov, Paul; Dahl, David B.; Vannucci, Marina; Tsai, Jerry

    2011-01-01

    Unlike the core structural elements of a protein like regular secondary structure, template based modeling (TBM) has difficulty with loop regions due to their variability in sequence and structure as well as the sparse sampling from a limited number of homologous templates. We present a novel, knowledge-based method for loop sampling that leverages homologous torsion angle information to estimate a continuous joint backbone dihedral angle density at each loop position. The φ,ψ distributions are estimated via a Dirichlet process mixture of hidden Markov models (DPM-HMM). Models are quickly generated based on samples from these distributions and were enriched using an end-to-end distance filter. The performance of the DPM-HMM method was evaluated against a diverse test set in a leave-one-out approach. Candidates as low as 0.45 Å RMSD and with a worst case of 3.66 Å were produced. For the canonical loops like the immunoglobulin complementarity-determining regions (mean RMSD 7.0 Å), this sampling method produces a population of loop structures to around 3.66 Å for loops up to 17 residues. In a direct test of sampling to the Loopy algorithm, our method demonstrates the ability to sample nearer native structures for both the canonical CDRH1 and non-canonical CDRH3 loops. Lastly, in the realistic test conditions of the CASP9 experiment, successful application of DPM-HMM for 90 loops from 45 TBM targets shows the general applicability of our sampling method in loop modeling problem. These results demonstrate that our DPM-HMM produces an advantage by consistently sampling near native loop structure. The software used in this analysis is available for download at http://www.stat.tamu.edu/~dahl/software/cortorgles/. PMID:22028638

  14. Estimation of the lifetime distribution of mechatronic systems in the presence of a covariate: A comparison among parametric, semiparametric and nonparametric models

    International Nuclear Information System (INIS)

    Bobrowski, Sebastian; Chen, Hong; Döring, Maik; Jensen, Uwe; Schinköthe, Wolfgang

    2015-01-01

    In practice manufacturers may have lots of failure data of similar products using the same technology basis under different operating conditions. Thus, one can try to derive predictions for the distribution of the lifetime of newly developed components or new application environments through the existing data using regression models based on covariates. Three categories of such regression models are considered: a parametric, a semiparametric and a nonparametric approach. First, we assume that the lifetime is Weibull distributed, where its parameters are modelled as linear functions of the covariate. Second, the Cox proportional hazards model, well-known in Survival Analysis, is applied. Finally, a kernel estimator is used to interpolate between empirical distribution functions. In particular the last case is new in the context of reliability analysis. We propose a goodness of fit measure (GoF), which can be applied to all three types of regression models. Using this GoF measure we discuss a new model selection procedure. To illustrate this method of reliability prediction, the three classes of regression models are applied to real test data of motor experiments. Further the performance of the approaches is investigated by Monte Carlo simulations. - Highlights: • We estimate the lifetime distribution in the presence of a covariate. • Three types of regression models are considered and compared. • A new nonparametric estimator based on our particular data structure is introduced. • We propose a goodness of fit measure and show a new model selection procedure. • A case study with real data and Monte Carlo simulations are performed

  15. A ¤nonparametric dynamic additive regression model for longitudinal data

    DEFF Research Database (Denmark)

    Martinussen, T.; Scheike, T. H.

    2000-01-01

    dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models......dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models...

  16. Nonparametric trend estimation in the presence of fractal noise: application to fMRI time-series analysis.

    Science.gov (United States)

    Afshinpour, Babak; Hossein-Zadeh, Gholam-Ali; Soltanian-Zadeh, Hamid

    2008-06-30

    Unknown low frequency fluctuations called "trend" are observed in noisy time-series measured for different applications. In some disciplines, they carry primary information while in other fields such as functional magnetic resonance imaging (fMRI) they carry nuisance effects. In all cases, however, it is necessary to estimate them accurately. In this paper, a method for estimating trend in the presence of fractal noise is proposed and applied to fMRI time-series. To this end, a partly linear model (PLM) is fitted to each time-series. The parametric and nonparametric parts of PLM are considered as contributions of hemodynamic response and trend, respectively. Using the whitening property of wavelet transform, the unknown components of the model are estimated in the wavelet domain. The results of the proposed method are compared to those of other parametric trend-removal approaches such as spline and polynomial models. It is shown that the proposed method improves activation detection and decreases variance of the estimated parameters relative to the other methods.

  17. Non-parametric estimation of the availability in a general repairable system

    International Nuclear Information System (INIS)

    Gamiz, M.L.; Roman, Y.

    2008-01-01

    This work deals with repairable systems with unknown failure and repair time distributions. We focus on the estimation of the instantaneous availability, that is, the probability that the system is functioning at a given time, which we consider as the most significant measure for evaluating the effectiveness of a repairable system. The estimation of the availability function is not, in general, an easy task, i.e., analytical techniques are difficult to apply. We propose a smooth estimation of the availability based on kernel estimator of the cumulative distribution functions (CDF) of the failure and repair times, for which the bandwidth parameters are obtained by bootstrap procedures. The consistency properties of the availability estimator are established by using techniques based on the Laplace transform

  18. Non-parametric estimation of the availability in a general repairable system

    Energy Technology Data Exchange (ETDEWEB)

    Gamiz, M.L. [Departamento de Estadistica e I.O., Facultad de Ciencias, Universidad de Granada, Granada 18071 (Spain)], E-mail: mgamiz@ugr.es; Roman, Y. [Departamento de Estadistica e I.O., Facultad de Ciencias, Universidad de Granada, Granada 18071 (Spain)

    2008-08-15

    This work deals with repairable systems with unknown failure and repair time distributions. We focus on the estimation of the instantaneous availability, that is, the probability that the system is functioning at a given time, which we consider as the most significant measure for evaluating the effectiveness of a repairable system. The estimation of the availability function is not, in general, an easy task, i.e., analytical techniques are difficult to apply. We propose a smooth estimation of the availability based on kernel estimator of the cumulative distribution functions (CDF) of the failure and repair times, for which the bandwidth parameters are obtained by bootstrap procedures. The consistency properties of the availability estimator are established by using techniques based on the Laplace transform.

  19. Type I Error Rates and Power Estimates of Selected Parametric and Nonparametric Tests of Scale.

    Science.gov (United States)

    Olejnik, Stephen F.; Algina, James

    1987-01-01

    Estimated Type I Error rates and power are reported for the Brown-Forsythe, O'Brien, Klotz, and Siegal-Tukey procedures. The effect of aligning the data using deviations from group means or group medians is investigated. (RB)

  20. Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes

    OpenAIRE

    Kappus, Johanna

    2012-01-01

    For a Lévy process X having finite variation on compact sets and finite first moments, µ( dx) = xv( dx) is a finite signed measure which completely describes the jump dynamics. We construct kernel estimators for linear functionals of µ and provide rates of convergence under regularity assumptions. Moreover, we consider adaptive estimation via model selection and propose a new strategy for the data driven choice of the smoothing parameter.

  1. Smoothed Conditional Scale Function Estimation in AR(1-ARCH(1 Processes

    Directory of Open Access Journals (Sweden)

    Lema Logamou Seknewna

    2018-01-01

    Full Text Available The estimation of the Smoothed Conditional Scale Function for time series was taken out under the conditional heteroscedastic innovations by imitating the kernel smoothing in nonparametric QAR-QARCH scheme. The estimation was taken out based on the quantile regression methodology proposed by Koenker and Bassett. And the proof of the asymptotic properties of the Conditional Scale Function estimator for this type of process was given and its consistency was shown.

  2. CONDITIONS FOR EXACT CAVALIERI ESTIMATION

    Directory of Open Access Journals (Sweden)

    Mónica Tinajero-Bravo

    2014-03-01

    Full Text Available Exact Cavalieri estimation amounts to zero variance estimation of an integral with systematic observations along a sampling axis. A sufficient condition is given, both in the continuous and the discrete cases, for exact Cavalieri sampling. The conclusions suggest improvements on the current stereological application of fractionator-type sampling.

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

    OpenAIRE

    Corradi, Valentina; Swanson, Norman R.

    2005-01-01

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

  4. Nonparametric Fine Tuning of Mixtures: Application to Non-Life Insurance Claims Distribution Estimation

    Science.gov (United States)

    Sardet, Laure; Patilea, Valentin

    When pricing a specific insurance premium, actuary needs to evaluate the claims cost distribution for the warranty. Traditional actuarial methods use parametric specifications to model claims distribution, like lognormal, Weibull and Pareto laws. Mixtures of such distributions allow to improve the flexibility of the parametric approach and seem to be quite well-adapted to capture the skewness, the long tails as well as the unobserved heterogeneity among the claims. In this paper, instead of looking for a finely tuned mixture with many components, we choose a parsimonious mixture modeling, typically a two or three-component mixture. Next, we use the mixture cumulative distribution function (CDF) to transform data into the unit interval where we apply a beta-kernel smoothing procedure. A bandwidth rule adapted to our methodology is proposed. Finally, the beta-kernel density estimate is back-transformed to recover an estimate of the original claims density. The beta-kernel smoothing provides an automatic fine-tuning of the parsimonious mixture and thus avoids inference in more complex mixture models with many parameters. We investigate the empirical performance of the new method in the estimation of the quantiles with simulated nonnegative data and the quantiles of the individual claims distribution in a non-life insurance application.

  5. Condition Number Regularized Covariance Estimation.

    Science.gov (United States)

    Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala

    2013-06-01

    Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the "large p small n " setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required.

  6. Condition Number Regularized Covariance Estimation*

    Science.gov (United States)

    Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala

    2012-01-01

    Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the “large p small n” setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required. PMID:23730197

  7. Nonparametric statistical techniques used in dose estimation for beagles exposed to inhaled plutonium nitrate

    International Nuclear Information System (INIS)

    Stevens, D.L.; Dagle, G.E.

    1986-01-01

    Retention and translocation of inhaled radionuclides are often estimated from the sacrifice of multiple animals at different time points. The data for each time point can be averaged and a smooth curve fitted to the mean values, or a smooth curve may be fitted to the entire data set. However, an analysis based on means may not be the most appropriate if there is substantial variation in the initial amount of the radionuclide inhaled or if the data are subject to outliers. A method has been developed that takes account of these problems. The body burden is viewed as a compartmental system, with the compartments identified with body organs. A median polish is applied to the multiple logistic transform of the compartmental fractions (compartment burden/total burden) at each time point. A smooth function is fitted to the results of the median polish. This technique was applied to data from beagles exposed to an aerosol of 239 Pu(NO 3 ) 4 . Models of retention and translocation for lungs, skeleton, liver, kidneys, and tracheobronchial lymph nodes were developed and used to estimate dose. 4 refs., 3 figs., 4 tabs

  8. Sensitivity of Technical Efficiency Estimates to Estimation Methods: An Empirical Comparison of Parametric and Non-Parametric Approaches

    OpenAIRE

    de-Graft Acquah, Henry

    2014-01-01

    This paper highlights the sensitivity of technical efficiency estimates to estimation approaches using empirical data. Firm specific technical efficiency and mean technical efficiency are estimated using the non parametric Data Envelope Analysis (DEA) and the parametric Corrected Ordinary Least Squares (COLS) and Stochastic Frontier Analysis (SFA) approaches. Mean technical efficiency is found to be sensitive to the choice of estimation technique. Analysis of variance and Tukey’s test sugge...

  9. A Non-parametric Method for Calculating Conditional Stressed Value at Risk

    Directory of Open Access Journals (Sweden)

    Kohei Marumo

    2017-01-01

    Full Text Available We consider the Value at Risk (VaR of a portfolio under stressed conditions. In practice, the stressed VaR (sVaR is commonly calculated using the data set that includes the stressed period. It tells us how much the risk amount increases if we use the stressed data set. In this paper, we consider the VaR under stress scenarios. Technically, this can be done by deriving the distribution of profit or loss conditioned on the value of risk factors. We use two methods; the one that uses the linear model and the one that uses the Hermite expansion discussed by Marumo and Wolff (2013, 2016. Numerical examples shows that the method using the Hermite expansion is capable of capturing the non-linear effects such as correlation collapse and volatility clustering, which are often observed in the markets.

  10. Parametric and Non-Parametric System Modelling

    DEFF Research Database (Denmark)

    Nielsen, Henrik Aalborg

    1999-01-01

    the focus is on combinations of parametric and non-parametric methods of regression. This combination can be in terms of additive models where e.g. one or more non-parametric term is added to a linear regression model. It can also be in terms of conditional parametric models where the coefficients...... considered. It is shown that adaptive estimation in conditional parametric models can be performed by combining the well known methods of local polynomial regression and recursive least squares with exponential forgetting. The approach used for estimation in conditional parametric models also highlights how...... networks is included. In this paper, neural networks are used for predicting the electricity production of a wind farm. The results are compared with results obtained using an adaptively estimated ARX-model. Finally, two papers on stochastic differential equations are included. In the first paper, among...

  11. Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study.

    Science.gov (United States)

    de Uña-Álvarez, Jacobo; Meira-Machado, Luís

    2015-06-01

    Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. © 2015, The International Biometric Society.

  12. Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model

    International Nuclear Information System (INIS)

    Kuosmanen, Timo

    2012-01-01

    Electricity distribution network is a prime example of a natural local monopoly. In many countries, electricity distribution is regulated by the government. Many regulators apply frontier estimation techniques such as data envelopment analysis (DEA) or stochastic frontier analysis (SFA) as an integral part of their regulatory framework. While more advanced methods that combine nonparametric frontier with stochastic error term are known in the literature, in practice, regulators continue to apply simplistic methods. This paper reports the main results of the project commissioned by the Finnish regulator for further development of the cost frontier estimation in their regulatory framework. The key objectives of the project were to integrate a stochastic SFA-style noise term to the nonparametric, axiomatic DEA-style cost frontier, and to take the heterogeneity of firms and their operating environments better into account. To achieve these objectives, a new method called stochastic nonparametric envelopment of data (StoNED) was examined. Based on the insights and experiences gained in the empirical analysis using the real data of the regulated networks, the Finnish regulator adopted the StoNED method in use from 2012 onwards.

  13. Estimating the shadow prices of SO2 and NOx for U.S. coal power plants: A convex nonparametric least squares approach

    International Nuclear Information System (INIS)

    Mekaroonreung, Maethee; Johnson, Andrew L.

    2012-01-01

    Weak disposability between outputs and pollutants, defined as a simultaneous proportional reduction of both outputs and pollutants, assumes that pollutants are byproducts of the output generation process and that a firm can “freely dispose” of both by scaling down production levels, leaving some inputs idle. Based on the production axioms of monotonicity, convexity and weak disposability, we formulate a convex nonparametric least squares (CNLS) quadratic optimization problem to estimate a frontier production function assuming either a deterministic disturbance term consisting only of inefficiency, or a composite disturbance term composed of both inefficiency and noise. The suggested methodology extends the stochastic semi-nonparametric envelopment of data (StoNED) described in Kuosmanen and Kortelainen (2011). Applying the method to estimate the shadow prices of SO 2 and NO x generated by U.S. coal power plants, we conclude that the weak disposability StoNED method provides more consistent estimates of market prices. - Highlights: ► Develops methodology to estimate shadow prices for SO 2 and NO x in the U.S. coal power plants. ► Extends CNLS and StoNED methods to include the weak disposability assumption. ► Estimates the range of SO 2 and NO x shadow prices as 201–343 $/ton and 409–1352 $/ton. ► StoNED method provides more accurate estimates of shadow prices than deterministic frontier.

  14. Estimating technical efficiency in the hospital sector with panel data: a comparison of parametric and non-parametric techniques.

    Science.gov (United States)

    Siciliani, Luigi

    2006-01-01

    Policy makers are increasingly interested in developing performance indicators that measure hospital efficiency. These indicators may give the purchasers of health services an additional regulatory tool to contain health expenditure. Using panel data, this study compares different parametric (econometric) and non-parametric (linear programming) techniques for the measurement of a hospital's technical efficiency. This comparison was made using a sample of 17 Italian hospitals in the years 1996-9. Highest correlations are found in the efficiency scores between the non-parametric data envelopment analysis under the constant returns to scale assumption (DEA-CRS) and several parametric models. Correlation reduces markedly when using more flexible non-parametric specifications such as data envelopment analysis under the variable returns to scale assumption (DEA-VRS) and the free disposal hull (FDH) model. Correlation also generally reduces when moving from one output to two-output specifications. This analysis suggests that there is scope for developing performance indicators at hospital level using panel data, but it is important that extensive sensitivity analysis is carried out if purchasers wish to make use of these indicators in practice.

  15. Estimation of the limit of detection with a bootstrap-derived standard error by a partly non-parametric approach. Application to HPLC drug assays

    DEFF Research Database (Denmark)

    Linnet, Kristian

    2005-01-01

    Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors......Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors...

  16. Nonparametric statistical inference

    CERN Document Server

    Gibbons, Jean Dickinson

    2014-01-01

    Thoroughly revised and reorganized, the fourth edition presents in-depth coverage of the theory and methods of the most widely used nonparametric procedures in statistical analysis and offers example applications appropriate for all areas of the social, behavioral, and life sciences. The book presents new material on the quantiles, the calculation of exact and simulated power, multiple comparisons, additional goodness-of-fit tests, methods of analysis of count data, and modern computer applications using MINITAB, SAS, and STATXACT. It includes tabular guides for simplified applications of tests and finding P values and confidence interval estimates.

  17. Weighted conditional least-squares estimation

    International Nuclear Information System (INIS)

    Booth, J.G.

    1987-01-01

    A two-stage estimation procedure is proposed that generalizes the concept of conditional least squares. The method is instead based upon the minimization of a weighted sum of squares, where the weights are inverses of estimated conditional variance terms. Some general conditions are given under which the estimators are consistent and jointly asymptotically normal. More specific details are given for ergodic Markov processes with stationary transition probabilities. A comparison is made with the ordinary conditional least-squares estimators for two simple branching processes with immigration. The relationship between weighted conditional least squares and other, more well-known, estimators is also investigated. In particular, it is shown that in many cases estimated generalized least-squares estimators can be obtained using the weighted conditional least-squares approach. Applications to stochastic compartmental models, and linear models with nested error structures are considered

  18. A comparison of selected parametric and non-parametric imputation methods for estimating forest biomass and basal area

    Science.gov (United States)

    Donald Gagliasso; Susan Hummel; Hailemariam. Temesgen

    2014-01-01

    Various methods have been used to estimate the amount of above ground forest biomass across landscapes and to create biomass maps for specific stands or pixels across ownership or project areas. Without an accurate estimation method, land managers might end up with incorrect biomass estimate maps, which could lead them to make poorer decisions in their future...

  19. Nonparametric Inference for Periodic Sequences

    KAUST Repository

    Sun, Ying

    2012-02-01

    This article proposes a nonparametric method for estimating the period and values of a periodic sequence when the data are evenly spaced in time. The period is estimated by a "leave-out-one-cycle" version of cross-validation (CV) and complements the periodogram, a widely used tool for period estimation. The CV method is computationally simple and implicitly penalizes multiples of the smallest period, leading to a "virtually" consistent estimator of integer periods. This estimator is investigated both theoretically and by simulation.We also propose a nonparametric test of the null hypothesis that the data have constantmean against the alternative that the sequence of means is periodic. Finally, our methodology is demonstrated on three well-known time series: the sunspots and lynx trapping data, and the El Niño series of sea surface temperatures. © 2012 American Statistical Association and the American Society for Quality.

  20. Estimating conditional quantiles with the help of the pinball loss

    International Nuclear Information System (INIS)

    Steinwart, Ingo

    2008-01-01

    Using the so-called pinball loss for estimating conditional quantiles is a well-known tool in both statistics and machine learning. So far, however, only little work has been done to quantify the efficiency of this tool for non-parametric (modified) empirical risk minimization approaches. The goal of this work is to fill this gap by establishing inequalities that describe how close approximate pinball risk minimizers are to the corresponding conditional quantile. These inequalities, which hold under mild assumptions on the data-generating distribution, are then used to establish so-called variance bounds which recently turned out to play an important role in the statistical analysis of (modified) empirical risk minimization approaches. To illustrate the use of the established inequalities, we then use them to establish an oracle inequality for support vector machines that use the pinball loss. Here, it turns out that we obtain learning rates which are optimal in a min-max sense under some standard assumptions on the regularity of the conditional quantile function

  1. Nonparametric statistical inference

    CERN Document Server

    Gibbons, Jean Dickinson

    2010-01-01

    Overall, this remains a very fine book suitable for a graduate-level course in nonparametric statistics. I recommend it for all people interested in learning the basic ideas of nonparametric statistical inference.-Eugenia Stoimenova, Journal of Applied Statistics, June 2012… one of the best books available for a graduate (or advanced undergraduate) text for a theory course on nonparametric statistics. … a very well-written and organized book on nonparametric statistics, especially useful and recommended for teachers and graduate students.-Biometrics, 67, September 2011This excellently presente

  2. Estimation of Conditional Quantile using Neural Networks

    DEFF Research Database (Denmark)

    Kulczycki, P.; Schiøler, Henrik

    1999-01-01

    The problem of estimating conditional quantiles using neural networks is investigated here. A basic structure is developed using the methodology of kernel estimation, and a theory guaranteeing con-sistency on a mild set of assumptions is provided. The constructed structure constitutes a basis...... for the design of a variety of different neural networks, some of which are considered in detail. The task of estimating conditional quantiles is related to Bayes point estimation whereby a broad range of applications within engineering, economics and management can be suggested. Numerical results illustrating...... the capabilities of the elaborated neural network are also given....

  3. SPECIES-SPECIFIC FOREST VARIABLE ESTIMATION USING NON-PARAMETRIC MODELING OF MULTI-SPECTRAL PHOTOGRAMMETRIC POINT CLOUD DATA

    Directory of Open Access Journals (Sweden)

    J. Bohlin

    2012-07-01

    Full Text Available The recent development in software for automatic photogrammetric processing of multispectral aerial imagery, and the growing nation-wide availability of Digital Elevation Model (DEM data, are about to revolutionize data capture for forest management planning in Scandinavia. Using only already available aerial imagery and ALS-assessed DEM data, raster estimates of the forest variables mean tree height, basal area, total stem volume, and species-specific stem volumes were produced and evaluated. The study was conducted at a coniferous hemi-boreal test site in southern Sweden (lat. 58° N, long. 13° E. Digital aerial images from the Zeiss/Intergraph Digital Mapping Camera system were used to produce 3D point-cloud data with spectral information. Metrics were calculated for 696 field plots (10 m radius from point-cloud data and used in k-MSN to estimate forest variables. For these stands, the tree height ranged from 1.4 to 33.0 m (18.1 m mean, stem volume from 0 to 829 m3 ha-1 (249 m3 ha-1 mean and basal area from 0 to 62.2 m2 ha-1 (26.1 m2 ha-1 mean, with mean stand size of 2.8 ha. Estimates made using digital aerial images corresponding to the standard acquisition of the Swedish National Land Survey (Lantmäteriet showed RMSEs (in percent of the surveyed stand mean of 7.5% for tree height, 11.4% for basal area, 13.2% for total stem volume, 90.6% for pine stem volume, 26.4 for spruce stem volume, and 72.6% for deciduous stem volume. The results imply that photogrammetric matching of digital aerial images has significant potential for operational use in forestry.

  4. Nonparametric Mixture of Regression Models.

    Science.gov (United States)

    Huang, Mian; Li, Runze; Wang, Shaoli

    2013-07-01

    Motivated by an analysis of US house price index data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling properties of the proposed estimators, and establish their asymptotic normality. A modified EM algorithm is proposed to carry out the estimation procedure. We show that our algorithm preserves the ascent property of the EM algorithm in an asymptotic sense. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed estimation procedure. An empirical analysis of the US house price index data is illustrated for the proposed methodology.

  5. Empirical Methods for Detecting Regional Trends and Other Spatial Expressions in Antrim Shale Gas Productivity, with Implications for Improving Resource Projections Using Local Nonparametric Estimation Techniques

    Science.gov (United States)

    Coburn, T.C.; Freeman, P.A.; Attanasi, E.D.

    2012-01-01

    The primary objectives of this research were to (1) investigate empirical methods for establishing regional trends in unconventional gas resources as exhibited by historical production data and (2) determine whether or not incorporating additional knowledge of a regional trend in a suite of previously established local nonparametric resource prediction algorithms influences assessment results. Three different trend detection methods were applied to publicly available production data (well EUR aggregated to 80-acre cells) from the Devonian Antrim Shale gas play in the Michigan Basin. This effort led to the identification of a southeast-northwest trend in cell EUR values across the play that, in a very general sense, conforms to the primary fracture and structural orientations of the province. However, including this trend in the resource prediction algorithms did not lead to improved results. Further analysis indicated the existence of clustering among cell EUR values that likely dampens the contribution of the regional trend. The reason for the clustering, a somewhat unexpected result, is not completely understood, although the geological literature provides some possible explanations. With appropriate data, a better understanding of this clustering phenomenon may lead to important information about the factors and their interactions that control Antrim Shale gas production, which may, in turn, help establish a more general protocol for better estimating resources in this and other shale gas plays. ?? 2011 International Association for Mathematical Geology (outside the USA).

  6. Nonparametric functional mapping of quantitative trait loci.

    Science.gov (United States)

    Yang, Jie; Wu, Rongling; Casella, George

    2009-03-01

    Functional mapping is a useful tool for mapping quantitative trait loci (QTL) that control dynamic traits. It incorporates mathematical aspects of biological processes into the mixture model-based likelihood setting for QTL mapping, thus increasing the power of QTL detection and the precision of parameter estimation. However, in many situations there is no obvious functional form and, in such cases, this strategy will not be optimal. Here we propose to use nonparametric function estimation, typically implemented with B-splines, to estimate the underlying functional form of phenotypic trajectories, and then construct a nonparametric test to find evidence of existing QTL. Using the representation of a nonparametric regression as a mixed model, the final test statistic is a likelihood ratio test. We consider two types of genetic maps: dense maps and general maps, and the power of nonparametric functional mapping is investigated through simulation studies and demonstrated by examples.

  7. On Cooper's Nonparametric Test.

    Science.gov (United States)

    Schmeidler, James

    1978-01-01

    The basic assumption of Cooper's nonparametric test for trend (EJ 125 069) is questioned. It is contended that the proper assumption alters the distribution of the statistic and reduces its usefulness. (JKS)

  8. Conditional shape models for cardiac motion estimation

    DEFF Research Database (Denmark)

    Metz, Coert; Baka, Nora; Kirisli, Hortense

    2010-01-01

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

  9. Nonparametric instrumental regression with non-convex constraints

    International Nuclear Information System (INIS)

    Grasmair, M; Scherzer, O; Vanhems, A

    2013-01-01

    This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition. (paper)

  10. Nonparametric instrumental regression with non-convex constraints

    Science.gov (United States)

    Grasmair, M.; Scherzer, O.; Vanhems, A.

    2013-03-01

    This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition.

  11. Theory of nonparametric tests

    CERN Document Server

    Dickhaus, Thorsten

    2018-01-01

    This textbook provides a self-contained presentation of the main concepts and methods of nonparametric statistical testing, with a particular focus on the theoretical foundations of goodness-of-fit tests, rank tests, resampling tests, and projection tests. The substitution principle is employed as a unified approach to the nonparametric test problems discussed. In addition to mathematical theory, it also includes numerous examples and computer implementations. The book is intended for advanced undergraduate, graduate, and postdoc students as well as young researchers. Readers should be familiar with the basic concepts of mathematical statistics typically covered in introductory statistics courses.

  12. Bayesian nonparametric data analysis

    CERN Document Server

    Müller, Peter; Jara, Alejandro; Hanson, Tim

    2015-01-01

    This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.

  13. Empirical methods for estimating future climatic conditions

    International Nuclear Information System (INIS)

    Anon.

    1990-01-01

    Applying the empirical approach permits the derivation of estimates of the future climate that are nearly independent of conclusions based on theoretical (model) estimates. This creates an opportunity to compare these results with those derived from the model simulations of the forthcoming changes in climate, thus increasing confidence in areas of agreement and focusing research attention on areas of disagreements. The premise underlying this approach for predicting anthropogenic climate change is based on associating the conditions of the climatic optimums of the Holocene, Eemian, and Pliocene with corresponding stages of the projected increase of mean global surface air temperature. Provided that certain assumptions are fulfilled in matching the value of the increased mean temperature for a certain epoch with the model-projected change in global mean temperature in the future, the empirical approach suggests that relationships leading to the regional variations in air temperature and other meteorological elements could be deduced and interpreted based on use of empirical data describing climatic conditions for past warm epochs. Considerable care must be taken, of course, in making use of these spatial relationships, especially in accounting for possible large-scale differences that might, in some cases, result from different factors contributing to past climate changes than future changes and, in other cases, might result from the possible influences of changes in orography and geography on regional climatic conditions over time

  14. Panel data specifications in nonparametric kernel regression

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    parametric panel data estimators to analyse the production technology of Polish crop farms. The results of our nonparametric kernel regressions generally differ from the estimates of the parametric models but they only slightly depend on the choice of the kernel functions. Based on economic reasoning, we...

  15. Bayesian nonparametric hierarchical modeling.

    Science.gov (United States)

    Dunson, David B

    2009-04-01

    In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.

  16. Quantal Response: Nonparametric Modeling

    Science.gov (United States)

    2017-01-01

    capture the behavior of observed phenomena. Higher-order polynomial and finite-dimensional spline basis models allow for more complicated responses as the...flexibility as these are nonparametric (not constrained to any particular functional form). These should be useful in identifying nonstandard behavior via... deviance ∆ = −2 log(Lreduced/Lfull) is defined in terms of the likelihood function L. For normal error, Lfull = 1, and based on Eq. A-2, we have log

  17. Nonparametric tests for equality of psychometric functions.

    Science.gov (United States)

    García-Pérez, Miguel A; Núñez-Antón, Vicente

    2017-12-07

    Many empirical studies measure psychometric functions (curves describing how observers' performance varies with stimulus magnitude) because these functions capture the effects of experimental conditions. To assess these effects, parametric curves are often fitted to the data and comparisons are carried out by testing for equality of mean parameter estimates across conditions. This approach is parametric and, thus, vulnerable to violations of the implied assumptions. Furthermore, testing for equality of means of parameters may be misleading: Psychometric functions may vary meaningfully across conditions on an observer-by-observer basis with no effect on the mean values of the estimated parameters. Alternative approaches to assess equality of psychometric functions per se are thus needed. This paper compares three nonparametric tests that are applicable in all situations of interest: The existing generalized Mantel-Haenszel test, a generalization of the Berry-Mielke test that was developed here, and a split variant of the generalized Mantel-Haenszel test also developed here. Their statistical properties (accuracy and power) are studied via simulation and the results show that all tests are indistinguishable as to accuracy but they differ non-uniformly as to power. Empirical use of the tests is illustrated via analyses of published data sets and practical recommendations are given. The computer code in MATLAB and R to conduct these tests is available as Electronic Supplemental Material.

  18. A NONPARAMETRIC HYPOTHESIS TEST VIA THE BOOTSTRAP RESAMPLING

    OpenAIRE

    Temel, Tugrul T.

    2001-01-01

    This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstraped version of the test allows to approximate errors involved in the asymptotic hypothesis test. The paper also develops a Mathematica Code for the test algorithm.

  19. Nonparametric Bayesian inference for multidimensional compound Poisson processes

    NARCIS (Netherlands)

    Gugushvili, S.; van der Meulen, F.; Spreij, P.

    2015-01-01

    Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density r0 and intensity λ0. We take a nonparametric Bayesian approach to the problem and determine posterior contraction rates in this context,

  20. A Structural Labor Supply Model with Nonparametric Preferences

    NARCIS (Netherlands)

    van Soest, A.H.O.; Das, J.W.M.; Gong, X.

    2000-01-01

    Nonparametric techniques are usually seen as a statistic device for data description and exploration, and not as a tool for estimating models with a richer economic structure, which are often required for policy analysis.This paper presents an example where nonparametric flexibility can be attained

  1. Estimating Conditional Distributions by Neural Networks

    DEFF Research Database (Denmark)

    Kulczycki, P.; Schiøler, Henrik

    1998-01-01

    Neural Networks for estimating conditionaldistributions and their associated quantiles are investigated in this paper. A basic network structure is developed on the basis of kernel estimation theory, and consistency property is considered from a mild set of assumptions. A number of applications...

  2. Estimation of wave conditions at Liseleje location

    DEFF Research Database (Denmark)

    Borgarino, Bruno; Brorsen, Michael

    This report present the near-shore waves conditions at Liseleje. This study has been carried out as a first step to evaluate the possibility of installing an overtopping wave energy converter at Liseleje. The offshore conditions have first been calculated, using 30 years recorded wind data. Then ...

  3. Nonparametric combinatorial sequence models.

    Science.gov (United States)

    Wauthier, Fabian L; Jordan, Michael I; Jojic, Nebojsa

    2011-11-01

    This work considers biological sequences that exhibit combinatorial structures in their composition: groups of positions of the aligned sequences are "linked" and covary as one unit across sequences. If multiple such groups exist, complex interactions can emerge between them. Sequences of this kind arise frequently in biology but methodologies for analyzing them are still being developed. This article presents a nonparametric prior on sequences which allows combinatorial structures to emerge and which induces a posterior distribution over factorized sequence representations. We carry out experiments on three biological sequence families which indicate that combinatorial structures are indeed present and that combinatorial sequence models can more succinctly describe them than simpler mixture models. We conclude with an application to MHC binding prediction which highlights the utility of the posterior distribution over sequence representations induced by the prior. By integrating out the posterior, our method compares favorably to leading binding predictors.

  4. 2nd Conference of the International Society for Nonparametric Statistics

    CERN Document Server

    Manteiga, Wenceslao; Romo, Juan

    2016-01-01

    This volume collects selected, peer-reviewed contributions from the 2nd Conference of the International Society for Nonparametric Statistics (ISNPS), held in Cádiz (Spain) between June 11–16 2014, and sponsored by the American Statistical Association, the Institute of Mathematical Statistics, the Bernoulli Society for Mathematical Statistics and Probability, the Journal of Nonparametric Statistics and Universidad Carlos III de Madrid. The 15 articles are a representative sample of the 336 contributed papers presented at the conference. They cover topics such as high-dimensional data modelling, inference for stochastic processes and for dependent data, nonparametric and goodness-of-fit testing, nonparametric curve estimation, object-oriented data analysis, and semiparametric inference. The aim of the ISNPS 2014 conference was to bring together recent advances and trends in several areas of nonparametric statistics in order to facilitate the exchange of research ideas, promote collaboration among researchers...

  5. Nonparametric tests for censored data

    CERN Document Server

    Bagdonavicus, Vilijandas; Nikulin, Mikhail

    2013-01-01

    This book concerns testing hypotheses in non-parametric models. Generalizations of many non-parametric tests to the case of censored and truncated data are considered. Most of the test results are proved and real applications are illustrated using examples. Theories and exercises are provided. The incorrect use of many tests applying most statistical software is highlighted and discussed.

  6. Kendall-Theil Robust Line (KTRLine--version 1.0)-A Visual Basic Program for Calculating and Graphing Robust Nonparametric Estimates of Linear-Regression Coefficients Between Two Continuous Variables

    Science.gov (United States)

    Granato, Gregory E.

    2006-01-01

    The Kendall-Theil Robust Line software (KTRLine-version 1.0) is a Visual Basic program that may be used with the Microsoft Windows operating system to calculate parameters for robust, nonparametric estimates of linear-regression coefficients between two continuous variables. The KTRLine software was developed by the U.S. Geological Survey, in cooperation with the Federal Highway Administration, for use in stochastic data modeling with local, regional, and national hydrologic data sets to develop planning-level estimates of potential effects of highway runoff on the quality of receiving waters. The Kendall-Theil robust line was selected because this robust nonparametric method is resistant to the effects of outliers and nonnormality in residuals that commonly characterize hydrologic data sets. The slope of the line is calculated as the median of all possible pairwise slopes between points. The intercept is calculated so that the line will run through the median of input data. A single-line model or a multisegment model may be specified. The program was developed to provide regression equations with an error component for stochastic data generation because nonparametric multisegment regression tools are not available with the software that is commonly used to develop regression models. The Kendall-Theil robust line is a median line and, therefore, may underestimate total mass, volume, or loads unless the error component or a bias correction factor is incorporated into the estimate. Regression statistics such as the median error, the median absolute deviation, the prediction error sum of squares, the root mean square error, the confidence interval for the slope, and the bias correction factor for median estimates are calculated by use of nonparametric methods. These statistics, however, may be used to formulate estimates of mass, volume, or total loads. The program is used to read a two- or three-column tab-delimited input file with variable names in the first row and

  7. Estimated conditional score function for missing mechanism model with nonignorable nonresponse

    Institute of Scientific and Technical Information of China (English)

    CUI Xia; ZHOU Yong

    2017-01-01

    Missing data mechanism often depends on the values of the responses,which leads to nonignorable nonresponses.In such a situation,inference based on approaches that ignore the missing data mechanism could not be valid.A crucial step is to model the nature of missingness.We specify a parametric model for missingness mechanism,and then propose a conditional score function approach for estimation.This approach imputes the score function by taking the conditional expectation of the score function for the missing data given the available information.Inference procedure is then followed by replacing unknown terms with the related nonparametric estimators based on the observed data.The proposed score function does not suffer from the non-identifiability problem,and the proposed estimator is shown to be consistent and asymptotically normal.We also construct a confidence region for the parameter of interest using empirical likelihood method.Simulation studies demonstrate that the proposed inference procedure performs well in many settings.We apply the proposed method to a data set from research in a growth hormone and exercise intervention study.

  8. Examining the Feasibility and Utility of Estimating Partial Expected Value of Perfect Information (via a Nonparametric Approach) as Part of the Reimbursement Decision-Making Process in Ireland: Application to Drugs for Cancer.

    Science.gov (United States)

    McCullagh, Laura; Schmitz, Susanne; Barry, Michael; Walsh, Cathal

    2017-11-01

    In Ireland, all new drugs for which reimbursement by the healthcare payer is sought undergo a health technology assessment by the National Centre for Pharmacoeconomics. The National Centre for Pharmacoeconomics estimate expected value of perfect information but not partial expected value of perfect information (owing to computational expense associated with typical methodologies). The objective of this study was to examine the feasibility and utility of estimating partial expected value of perfect information via a computationally efficient, non-parametric regression approach. This was a retrospective analysis of evaluations on drugs for cancer that had been submitted to the National Centre for Pharmacoeconomics (January 2010 to December 2014 inclusive). Drugs were excluded if cost effective at the submitted price. Drugs were excluded if concerns existed regarding the validity of the applicants' submission or if cost-effectiveness model functionality did not allow required modifications to be made. For each included drug (n = 14), value of information was estimated at the final reimbursement price, at a threshold equivalent to the incremental cost-effectiveness ratio at that price. The expected value of perfect information was estimated from probabilistic analysis. Partial expected value of perfect information was estimated via a non-parametric approach. Input parameters with a population value at least €1 million were identified as potential targets for research. All partial estimates were determined within minutes. Thirty parameters (across nine models) each had a value of at least €1 million. These were categorised. Collectively, survival analysis parameters were valued at €19.32 million, health state utility parameters at €15.81 million and parameters associated with the cost of treating adverse effects at €6.64 million. Those associated with drug acquisition costs and with the cost of care were valued at €6.51 million and €5.71

  9. Bayesian Nonparametric Longitudinal Data Analysis.

    Science.gov (United States)

    Quintana, Fernando A; Johnson, Wesley O; Waetjen, Elaine; Gold, Ellen

    2016-01-01

    Practical Bayesian nonparametric methods have been developed across a wide variety of contexts. Here, we develop a novel statistical model that generalizes standard mixed models for longitudinal data that include flexible mean functions as well as combined compound symmetry (CS) and autoregressive (AR) covariance structures. AR structure is often specified through the use of a Gaussian process (GP) with covariance functions that allow longitudinal data to be more correlated if they are observed closer in time than if they are observed farther apart. We allow for AR structure by considering a broader class of models that incorporates a Dirichlet Process Mixture (DPM) over the covariance parameters of the GP. We are able to take advantage of modern Bayesian statistical methods in making full predictive inferences and about characteristics of longitudinal profiles and their differences across covariate combinations. We also take advantage of the generality of our model, which provides for estimation of a variety of covariance structures. We observe that models that fail to incorporate CS or AR structure can result in very poor estimation of a covariance or correlation matrix. In our illustration using hormone data observed on women through the menopausal transition, biology dictates the use of a generalized family of sigmoid functions as a model for time trends across subpopulation categories.

  10. Nonparametric identification of copula structures

    KAUST Repository

    Li, Bo; Genton, Marc G.

    2013-01-01

    We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric

  11. Speaker Linking and Applications using Non-Parametric Hashing Methods

    Science.gov (United States)

    2016-09-08

    nonparametric estimate of a multivariate density function,” The Annals of Math- ematical Statistics , vol. 36, no. 3, pp. 1049–1051, 1965. [9] E. A. Patrick...Speaker Linking and Applications using Non-Parametric Hashing Methods† Douglas Sturim and William M. Campbell MIT Lincoln Laboratory, Lexington, MA...with many approaches [1, 2]. For this paper, we focus on using i-vectors [2], but the methods apply to any embedding. For the task of speaker QBE and

  12. ROBUST: an interactive FORTRAN-77 package for exploratory data analysis using parametric, ROBUST and nonparametric location and scale estimates, data transformations, normality tests, and outlier assessment

    Science.gov (United States)

    Rock, N. M. S.

    ROBUST calculates 53 statistics, plus significance levels for 6 hypothesis tests, on each of up to 52 variables. These together allow the following properties of the data distribution for each variable to be examined in detail: (1) Location. Three means (arithmetic, geometric, harmonic) are calculated, together with the midrange and 19 high-performance robust L-, M-, and W-estimates of location (combined, adaptive, trimmed estimates, etc.) (2) Scale. The standard deviation is calculated along with the H-spread/2 (≈ semi-interquartile range), the mean and median absolute deviations from both mean and median, and a biweight scale estimator. The 23 location and 6 scale estimators programmed cover all possible degrees of robustness. (3) Normality: Distributions are tested against the null hypothesis that they are normal, using the 3rd (√ h1) and 4th ( b 2) moments, Geary's ratio (mean deviation/standard deviation), Filliben's probability plot correlation coefficient, and a more robust test based on the biweight scale estimator. These statistics collectively are sensitive to most usual departures from normality. (4) Presence of outliers. The maximum and minimum values are assessed individually or jointly using Grubbs' maximum Studentized residuals, Harvey's and Dixon's criteria, and the Studentized range. For a single input variable, outliers can be either winsorized or eliminated and all estimates recalculated iteratively as desired. The following data-transformations also can be applied: linear, log 10, generalized Box Cox power (including log, reciprocal, and square root), exponentiation, and standardization. For more than one variable, all results are tabulated in a single run of ROBUST. Further options are incorporated to assess ratios (of two variables) as well as discrete variables, and be concerned with missing data. Cumulative S-plots (for assessing normality graphically) also can be generated. The mutual consistency or inconsistency of all these measures

  13. 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.

  14. Robustifying Bayesian nonparametric mixtures for count data.

    Science.gov (United States)

    Canale, Antonio; Prünster, Igor

    2017-03-01

    Our motivating application stems from surveys of natural populations and is characterized by large spatial heterogeneity in the counts, which makes parametric approaches to modeling local animal abundance too restrictive. We adopt a Bayesian nonparametric approach based on mixture models and innovate with respect to popular Dirichlet process mixture of Poisson kernels by increasing the model flexibility at the level both of the kernel and the nonparametric mixing measure. This allows to derive accurate and robust estimates of the distribution of local animal abundance and of the corresponding clusters. The application and a simulation study for different scenarios yield also some general methodological implications. Adding flexibility solely at the level of the mixing measure does not improve inferences, since its impact is severely limited by the rigidity of the Poisson kernel with considerable consequences in terms of bias. However, once a kernel more flexible than the Poisson is chosen, inferences can be robustified by choosing a prior more general than the Dirichlet process. Therefore, to improve the performance of Bayesian nonparametric mixtures for count data one has to enrich the model simultaneously at both levels, the kernel and the mixing measure. © 2016, The International Biometric Society.

  15. Decision support using nonparametric statistics

    CERN Document Server

    Beatty, Warren

    2018-01-01

    This concise volume covers nonparametric statistics topics that most are most likely to be seen and used from a practical decision support perspective. While many degree programs require a course in parametric statistics, these methods are often inadequate for real-world decision making in business environments. Much of the data collected today by business executives (for example, customer satisfaction opinions) requires nonparametric statistics for valid analysis, and this book provides the reader with a set of tools that can be used to validly analyze all data, regardless of type. Through numerous examples and exercises, this book explains why nonparametric statistics will lead to better decisions and how they are used to reach a decision, with a wide array of business applications. Online resources include exercise data, spreadsheets, and solutions.

  16. Using multinomial and imprecise probability for non-parametric modelling of rainfall in Manizales (Colombia

    Directory of Open Access Journals (Sweden)

    Ibsen Chivatá Cárdenas

    2008-05-01

    Full Text Available This article presents a rainfall model constructed by applying non-parametric modelling and imprecise probabilities; these tools were used because there was not enough homogeneous information in the study area. The area’s hydro-logical information regarding rainfall was scarce and existing hydrological time series were not uniform. A distributed extended rainfall model was constructed from so-called probability boxes (p-boxes, multinomial probability distribu-tion and confidence intervals (a friendly algorithm was constructed for non-parametric modelling by combining the last two tools. This model confirmed the high level of uncertainty involved in local rainfall modelling. Uncertainty en-compassed the whole range (domain of probability values thereby showing the severe limitations on information, leading to the conclusion that a detailed estimation of probability would lead to significant error. Nevertheless, rele-vant information was extracted; it was estimated that maximum daily rainfall threshold (70 mm would be surpassed at least once every three years and the magnitude of uncertainty affecting hydrological parameter estimation. This paper’s conclusions may be of interest to non-parametric modellers and decisions-makers as such modelling and imprecise probability represents an alternative for hydrological variable assessment and maybe an obligatory proce-dure in the future. Its potential lies in treating scarce information and represents a robust modelling strategy for non-seasonal stochastic modelling conditions

  17. Testing discontinuities in nonparametric regression

    KAUST Repository

    Dai, Wenlin

    2017-01-19

    In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100

  18. Testing discontinuities in nonparametric regression

    KAUST Repository

    Dai, Wenlin; Zhou, Yuejin; Tong, Tiejun

    2017-01-01

    In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100

  19. Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology

    Directory of Open Access Journals (Sweden)

    Mohamed Chikhi

    2018-02-01

    Full Text Available This paper analyses cyclical behaviour of Orange stock price listed in French stock exchange over 01/03/2000 to 02/02/2017 by testing the nonlinearities through a class of conditional heteroscedastic nonparametric models. The linearity and Gaussianity assumptions are rejected for Orange Stock returns and informational shocks have transitory effects on returns and volatility. The forecasting results show that Orange stock prices are short-term predictable and nonparametric NAR-ARCH model has better performance over parametric MA-APARCH model for short horizons. Plus, the estimates of this model are also better comparing to the predictions of the random walk model. This finding provides evidence for weak form of inefficiency in Paris stock market with limited rationality, thus it emerges arbitrage opportunities.

  20. Efficient nonparametric estimation of causal mediation effects

    OpenAIRE

    Chan, K. C. G.; Imai, K.; Yam, S. C. P.; Zhang, Z.

    2016-01-01

    An essential goal of program evaluation and scientific research is the investigation of causal mechanisms. Over the past several decades, causal mediation analysis has been used in medical and social sciences to decompose the treatment effect into the natural direct and indirect effects. However, all of the existing mediation analysis methods rely on parametric modeling assumptions in one way or another, typically requiring researchers to specify multiple regression models involving the treat...

  1. Gearbox Fatigue Load Estimation for Condition Monitoring of Wind Turbines

    DEFF Research Database (Denmark)

    Perisic, Nevena; Pedersen, Bo Juul; Kirkegaard, Poul Henning

    2012-01-01

    control and data acquisition (SCADA) system. Estimated loads can be further used for prediction of remaining operating lifetime of turbine components, detection of high stress level or fault detection. An augmented Kalman filter is chosen as the fatigue load estimator because its characteristics well suit......The focus of the paper is on a design of a fatigue load estimator for predictive condition monitoring systems (CMS) of wind turbines. In order to avoid high-price measurement equipment required for direct load measuring, an indirect approach is suggested using only measurements from supervisory...... for the real time application. This paper presents results of the estimation of the gearbox fatigue load, often called shaft torque, using simulated data of wind turbine. Noise sensitivity of the algorithm is investigated by assuming different levels of measurement noise. Shaft torque estimations are compared...

  2. Nonparametric factor analysis of time series

    OpenAIRE

    Rodríguez-Poo, Juan M.; Linton, Oliver Bruce

    1998-01-01

    We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel.

  3. Nonparametric predictive inference in reliability

    International Nuclear Information System (INIS)

    Coolen, F.P.A.; Coolen-Schrijner, P.; Yan, K.J.

    2002-01-01

    We introduce a recently developed statistical approach, called nonparametric predictive inference (NPI), to reliability. Bounds for the survival function for a future observation are presented. We illustrate how NPI can deal with right-censored data, and discuss aspects of competing risks. We present possible applications of NPI for Bernoulli data, and we briefly outline applications of NPI for replacement decisions. The emphasis is on introduction and illustration of NPI in reliability contexts, detailed mathematical justifications are presented elsewhere

  4. Computer Model to Estimate Reliability Engineering for Air Conditioning Systems

    International Nuclear Information System (INIS)

    Afrah Al-Bossly, A.; El-Berry, A.; El-Berry, A.

    2012-01-01

    Reliability engineering is used to predict the performance and optimize design and maintenance of air conditioning systems. Air conditioning systems are expose to a number of failures. The failures of an air conditioner such as turn on, loss of air conditioner cooling capacity, reduced air conditioning output temperatures, loss of cool air supply and loss of air flow entirely can be due to a variety of problems with one or more components of an air conditioner or air conditioning system. Forecasting for system failure rates are very important for maintenance. This paper focused on the reliability of the air conditioning systems. Statistical distributions that were commonly applied in reliability settings: the standard (2 parameter) Weibull and Gamma distributions. After distributions parameters had been estimated, reliability estimations and predictions were used for evaluations. To evaluate good operating condition in a building, the reliability of the air conditioning system that supplies conditioned air to the several The company's departments. This air conditioning system is divided into two, namely the main chilled water system and the ten air handling systems that serves the ten departments. In a chilled-water system the air conditioner cools water down to 40-45 degree F (4-7 degree C). The chilled water is distributed throughout the building in a piping system and connected to air condition cooling units wherever needed. Data analysis has been done with support a computer aided reliability software, this is due to the Weibull and Gamma distributions indicated that the reliability for the systems equal to 86.012% and 77.7% respectively. A comparison between the two important families of distribution functions, namely, the Weibull and Gamma families was studied. It was found that Weibull method performed for decision making.

  5. Estimating Outdoor Illumination Conditions Based on Detection of Dynamic Shadows

    DEFF Research Database (Denmark)

    Madsen, Claus B.; Lal, Brajesh Behari

    2013-01-01

    into the image stream to achieve realistic Augmented Reality where the shading and the shadowing of virtual objects is consistent with the real scene. Other techniques require the presence of a known object, a light probe, in the scene for estimating illumination. The technique proposed here works in general......The paper proposes a technique for estimation outdoor illumination conditions in terms of sun and sky radiances directly from pixel values of dynamic shadows detected in video sequences produved by a commercial stereo camera. The technique is applied to the rendering of virtual object...

  6. The Use of Nonparametric Kernel Regression Methods in Econometric Production Analysis

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard

    and nonparametric estimations of production functions in order to evaluate the optimal firm size. The second paper discusses the use of parametric and nonparametric regression methods to estimate panel data regression models. The third paper analyses production risk, price uncertainty, and farmers' risk preferences...... within a nonparametric panel data regression framework. The fourth paper analyses the technical efficiency of dairy farms with environmental output using nonparametric kernel regression in a semiparametric stochastic frontier analysis. The results provided in this PhD thesis show that nonparametric......This PhD thesis addresses one of the fundamental problems in applied econometric analysis, namely the econometric estimation of regression functions. The conventional approach to regression analysis is the parametric approach, which requires the researcher to specify the form of the regression...

  7. Adaptive nonparametric Bayesian inference using location-scale mixture priors

    NARCIS (Netherlands)

    Jonge, de R.; Zanten, van J.H.

    2010-01-01

    We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly constructed. In particular, we show that adaptation is achieved if

  8. The nonparametric bootstrap for the current status model

    NARCIS (Netherlands)

    Groeneboom, P.; Hendrickx, K.

    2017-01-01

    It has been proved that direct bootstrapping of the nonparametric maximum likelihood estimator (MLE) of the distribution function in the current status model leads to inconsistent confidence intervals. We show that bootstrapping of functionals of the MLE can however be used to produce valid

  9. Non-Parametric Analysis of Rating Transition and Default Data

    DEFF Research Database (Denmark)

    Fledelius, Peter; Lando, David; Perch Nielsen, Jens

    2004-01-01

    We demonstrate the use of non-parametric intensity estimation - including construction of pointwise confidence sets - for analyzing rating transition data. We find that transition intensities away from the class studied here for illustration strongly depend on the direction of the previous move b...

  10. MATHEMATICAL MODEL FOR ESTIMATION OF MECHANICAL SYSTEM CONDITION IN DYNAMICS

    Directory of Open Access Journals (Sweden)

    D. N. Mironov

    2011-01-01

    Full Text Available The paper considers an estimation of a complicated mechanical system condition in dynamics with due account of material degradation and accumulation of micro-damages. An element of continuous medium has been simulated and described with the help of a discrete element. The paper contains description of a model for determination of mechanical system longevity in accordance with number of cycles and operational period.

  11. Improving multisensor estimation of heavy-to-extreme precipitation via conditional bias-penalized optimal estimation

    Science.gov (United States)

    Kim, Beomgeun; Seo, Dong-Jun; Noh, Seong Jin; Prat, Olivier P.; Nelson, Brian R.

    2018-01-01

    A new technique for merging radar precipitation estimates and rain gauge data is developed and evaluated to improve multisensor quantitative precipitation estimation (QPE), in particular, of heavy-to-extreme precipitation. Unlike the conventional cokriging methods which are susceptible to conditional bias (CB), the proposed technique, referred to herein as conditional bias-penalized cokriging (CBPCK), explicitly minimizes Type-II CB for improved quantitative estimation of heavy-to-extreme precipitation. CBPCK is a bivariate version of extended conditional bias-penalized kriging (ECBPK) developed for gauge-only analysis. To evaluate CBPCK, cross validation and visual examination are carried out using multi-year hourly radar and gauge data in the North Central Texas region in which CBPCK is compared with the variant of the ordinary cokriging (OCK) algorithm used operationally in the National Weather Service Multisensor Precipitation Estimator. The results show that CBPCK significantly reduces Type-II CB for estimation of heavy-to-extreme precipitation, and that the margin of improvement over OCK is larger in areas of higher fractional coverage (FC) of precipitation. When FC > 0.9 and hourly gauge precipitation is > 60 mm, the reduction in root mean squared error (RMSE) by CBPCK over radar-only (RO) is about 12 mm while the reduction in RMSE by OCK over RO is about 7 mm. CBPCK may be used in real-time analysis or in reanalysis of multisensor precipitation for which accurate estimation of heavy-to-extreme precipitation is of particular importance.

  12. Nonparametric identification of copula structures

    KAUST Repository

    Li, Bo

    2013-06-01

    We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric and based on the asymptotic distribution of the empirical copula process.We perform simulation experiments to evaluate our test and conclude that our method is reliable and powerful for assessing common assumptions on the structure of copulas, particularly when the sample size is moderately large. We illustrate our testing approach on two datasets. © 2013 American Statistical Association.

  13. Estimating rare events in biochemical systems using conditional sampling

    Science.gov (United States)

    Sundar, V. S.

    2017-01-01

    The paper focuses on development of variance reduction strategies to estimate rare events in biochemical systems. Obtaining this probability using brute force Monte Carlo simulations in conjunction with the stochastic simulation algorithm (Gillespie's method) is computationally prohibitive. To circumvent this, important sampling tools such as the weighted stochastic simulation algorithm and the doubly weighted stochastic simulation algorithm have been proposed. However, these strategies require an additional step of determining the important region to sample from, which is not straightforward for most of the problems. In this paper, we apply the subset simulation method, developed as a variance reduction tool in the context of structural engineering, to the problem of rare event estimation in biochemical systems. The main idea is that the rare event probability is expressed as a product of more frequent conditional probabilities. These conditional probabilities are estimated with high accuracy using Monte Carlo simulations, specifically the Markov chain Monte Carlo method with the modified Metropolis-Hastings algorithm. Generating sample realizations of the state vector using the stochastic simulation algorithm is viewed as mapping the discrete-state continuous-time random process to the standard normal random variable vector. This viewpoint opens up the possibility of applying more sophisticated and efficient sampling schemes developed elsewhere to problems in stochastic chemical kinetics. The results obtained using the subset simulation method are compared with existing variance reduction strategies for a few benchmark problems, and a satisfactory improvement in computational time is demonstrated.

  14. Estimated Muscle Loads During Squat Exercise in Microgravity Conditions

    Science.gov (United States)

    Fregly, Christopher D.; Kim, Brandon T.; Li, Zhao; DeWitt, John K.; Fregly, Benjamin J.

    2012-01-01

    Loss of muscle mass in microgravity is one of the primary factors limiting long-term space flight. NASA researchers have developed a number of exercise devices to address this problem. The most recent is the Advanced Resistive Exercise Device (ARED), which is currently used by astronauts on the International Space Station (ISS) to emulate typical free-weight exercises in microgravity. ARED exercise on the ISS is intended to reproduce Earth-level muscle loads, but the actual muscle loads produced remain unknown as they cannot currently be measured directly. In this study we estimated muscle loads experienced during squat exercise on ARED in microgravity conditions representative of Mars, the moon, and the ISS. The estimates were generated using a subject-specific musculoskeletal computer model and ARED exercise data collected on Earth. The results provide insight into the capabilities and limitations of the ARED machine.

  15. Nonparametric Bayes Classification and Hypothesis Testing on Manifolds

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David

    2012-01-01

    Our first focus is prediction of a categorical response variable using features that lie on a general manifold. For example, the manifold may correspond to the surface of a hypersphere. We propose a general kernel mixture model for the joint distribution of the response and predictors, with the kernel expressed in product form and dependence induced through the unknown mixing measure. We provide simple sufficient conditions for large support and weak and strong posterior consistency in estimating both the joint distribution of the response and predictors and the conditional distribution of the response. Focusing on a Dirichlet process prior for the mixing measure, these conditions hold using von Mises-Fisher kernels when the manifold is the unit hypersphere. In this case, Bayesian methods are developed for efficient posterior computation using slice sampling. Next we develop Bayesian nonparametric methods for testing whether there is a difference in distributions between groups of observations on the manifold having unknown densities. We prove consistency of the Bayes factor and develop efficient computational methods for its calculation. The proposed classification and testing methods are evaluated using simulation examples and applied to spherical data applications. PMID:22754028

  16. Short-term forecasting of meteorological time series using Nonparametric Functional Data Analysis (NPFDA)

    Science.gov (United States)

    Curceac, S.; Ternynck, C.; Ouarda, T.

    2015-12-01

    Over the past decades, a substantial amount of research has been conducted to model and forecast climatic variables. In this study, Nonparametric Functional Data Analysis (NPFDA) methods are applied to forecast air temperature and wind speed time series in Abu Dhabi, UAE. The dataset consists of hourly measurements recorded for a period of 29 years, 1982-2010. The novelty of the Functional Data Analysis approach is in expressing the data as curves. In the present work, the focus is on daily forecasting and the functional observations (curves) express the daily measurements of the above mentioned variables. We apply a non-linear regression model with a functional non-parametric kernel estimator. The computation of the estimator is performed using an asymmetrical quadratic kernel function for local weighting based on the bandwidth obtained by a cross validation procedure. The proximities between functional objects are calculated by families of semi-metrics based on derivatives and Functional Principal Component Analysis (FPCA). Additionally, functional conditional mode and functional conditional median estimators are applied and the advantages of combining their results are analysed. A different approach employs a SARIMA model selected according to the minimum Akaike (AIC) and Bayessian (BIC) Information Criteria and based on the residuals of the model. The performance of the models is assessed by calculating error indices such as the root mean square error (RMSE), relative RMSE, BIAS and relative BIAS. The results indicate that the NPFDA models provide more accurate forecasts than the SARIMA models. Key words: Nonparametric functional data analysis, SARIMA, time series forecast, air temperature, wind speed

  17. A contingency table approach to nonparametric testing

    CERN Document Server

    Rayner, JCW

    2000-01-01

    Most texts on nonparametric techniques concentrate on location and linear-linear (correlation) tests, with less emphasis on dispersion effects and linear-quadratic tests. Tests for higher moment effects are virtually ignored. Using a fresh approach, A Contingency Table Approach to Nonparametric Testing unifies and extends the popular, standard tests by linking them to tests based on models for data that can be presented in contingency tables.This approach unifies popular nonparametric statistical inference and makes the traditional, most commonly performed nonparametric analyses much more comp

  18. Nonparametric statistics for social and behavioral sciences

    CERN Document Server

    Kraska-MIller, M

    2013-01-01

    Introduction to Research in Social and Behavioral SciencesBasic Principles of ResearchPlanning for ResearchTypes of Research Designs Sampling ProceduresValidity and Reliability of Measurement InstrumentsSteps of the Research Process Introduction to Nonparametric StatisticsData AnalysisOverview of Nonparametric Statistics and Parametric Statistics Overview of Parametric Statistics Overview of Nonparametric StatisticsImportance of Nonparametric MethodsMeasurement InstrumentsAnalysis of Data to Determine Association and Agreement Pearson Chi-Square Test of Association and IndependenceContingency

  19. Lyapunov Based Estimation of Flight Stability Boundary under Icing Conditions

    Directory of Open Access Journals (Sweden)

    Binbin Pei

    2017-01-01

    Full Text Available Current fight boundary of the envelope protection in icing conditions is usually defined by the critical values of state parameters; however, such method does not take the interrelationship of each parameter and the effect of the external disturbance into consideration. This paper proposes constructing the stability boundary of the aircraft in icing conditions through analyzing the region of attraction (ROA around the equilibrium point. Nonlinear icing effect model is proposed according to existing wind tunnel test results. On this basis, the iced polynomial short period model can be deduced further to obtain the stability boundary under icing conditions using ROA analysis. Simulation results for a series of icing severity demonstrate that, regardless of the icing severity, the boundary of the calculated ROA can be treated as an estimation of the stability boundary around an equilibrium point. The proposed methodology is believed to be a promising way for ROA analysis and stability boundary construction of the aircraft in icing conditions, and it will provide theoretical support for multiple boundary protection of icing tolerant flight.

  20. Estimation of the competitive conditions in the Czech banking sector

    Directory of Open Access Journals (Sweden)

    Daniel Stavárek

    2011-01-01

    Full Text Available The paper uses New Empirical Industrial Organization approach, especially Panzar-Rosse model to estimates the level of competition of the banking industry in the Czech Republic during the period 2001–2009. We apply Panzar-Rosse model to estimate H statistic for a panel of 15 banks, which represent almost 90 % of the market. This paper also measures and compares the degree of banking competition in two sub-periods, 2001–2005 and 2005–2009, in order to investigate development of the competitive structure of the Czech banking industry. We found that the market was in equilibrium during most of the estimation period, which is a necessary condition for sound evaluation of the competition level. While the market can be described as perfectly competitive in 2001–2005, the intensity of competition decreased after joining the EU in 2004 and the market can be characterized as one of monopolistic competition in 2005–2009. The monopolistic competition in the Czech banking market was also revealed if the full sample 2001–2009 is considered.

  1. Using non-parametric methods in econometric production analysis

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    2012-01-01

    by investigating the relationship between the elasticity of scale and the farm size. We use a balanced panel data set of 371~specialised crop farms for the years 2004-2007. A non-parametric specification test shows that neither the Cobb-Douglas function nor the Translog function are consistent with the "true......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb...... parameter estimates, but also in biased measures which are derived from the parameters, such as elasticities. Therefore, we propose to use non-parametric econometric methods. First, these can be applied to verify the functional form used in parametric production analysis. Second, they can be directly used...

  2. Nonparametric Bayesian inference in biostatistics

    CERN Document Server

    Müller, Peter

    2015-01-01

    As chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters c...

  3. Approaches to estimate body condition from slaughter records in reindeer

    Directory of Open Access Journals (Sweden)

    Anna Olofsson

    2008-12-01

    Full Text Available Long-term fluctuations in population densities of reindeer and caribou are common, where pasture is the limiting resource. Pasture quality affects the nutritional status and production of the animals. Therefore, continuous information about changes in the grazing resources is important when making management decisions. The objective of this study was to investigate different possibilities of using routine and additional slaughter records as body condition indicators, and thereby indicators of pasture resources in the summer ranges of reindeer husbandry. Records from 696 reindeer slaughtered in the winter 2002/2003 were included in the study. We developed a model with carcass weight as body condition indicator and two different models combining fatness, conformation, carcass weight, and body size as body condition indicators. The results showed age and sex dependent differences between the variables, and differentiation of animal age and sex improved the precision of models. Adjusting weight for body size also improved weight as a body condition indicator in adults. Conformation and fatness had good resemblance to weight and body size adjusted weight and should preferably be included, together with carcass weight and body size measures, when estimating body condition from carcasses. Our analysis showed that using non-invasive slaughter records is a good and non-expensive method of estimating body condition in reindeer. Abstract in Swedish / Sammandrag:Tillvägagångssätt för skattning avkroppskondition hos ren från slaktregistreringarFluktuationer i ren- och caribou-populationers täthet över tiden är vanliga då betet är en begränsad resurs och beteskvalitén påverkar djurens kondition och produktion. Kontinuerligt uppdaterad information om förändringar i betesresurserna är viktigt i samband med beslutsfattande om förvaltning avresurserna. Syftet med denna studie var att utvärdera olika möjliga sätt att anv

  4. Nonparametric Inference for Periodic Sequences

    KAUST Repository

    Sun, Ying; Hart, Jeffrey D.; Genton, Marc G.

    2012-01-01

    the periodogram, a widely used tool for period estimation. The CV method is computationally simple and implicitly penalizes multiples of the smallest period, leading to a "virtually" consistent estimator of integer periods. This estimator is investigated both

  5. Analysis of small sample size studies using nonparametric bootstrap test with pooled resampling method.

    Science.gov (United States)

    Dwivedi, Alok Kumar; Mallawaarachchi, Indika; Alvarado, Luis A

    2017-06-30

    Experimental studies in biomedical research frequently pose analytical problems related to small sample size. In such studies, there are conflicting findings regarding the choice of parametric and nonparametric analysis, especially with non-normal data. In such instances, some methodologists questioned the validity of parametric tests and suggested nonparametric tests. In contrast, other methodologists found nonparametric tests to be too conservative and less powerful and thus preferred using parametric tests. Some researchers have recommended using a bootstrap test; however, this method also has small sample size limitation. We used a pooled method in nonparametric bootstrap test that may overcome the problem related with small samples in hypothesis testing. The present study compared nonparametric bootstrap test with pooled resampling method corresponding to parametric, nonparametric, and permutation tests through extensive simulations under various conditions and using real data examples. The nonparametric pooled bootstrap t-test provided equal or greater power for comparing two means as compared with unpaired t-test, Welch t-test, Wilcoxon rank sum test, and permutation test while maintaining type I error probability for any conditions except for Cauchy and extreme variable lognormal distributions. In such cases, we suggest using an exact Wilcoxon rank sum test. Nonparametric bootstrap paired t-test also provided better performance than other alternatives. Nonparametric bootstrap test provided benefit over exact Kruskal-Wallis test. We suggest using nonparametric bootstrap test with pooled resampling method for comparing paired or unpaired means and for validating the one way analysis of variance test results for non-normal data in small sample size studies. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  6. Experimental FSO network availability estimation using interactive fog condition monitoring

    Science.gov (United States)

    Turán, Ján.; Ovseník, Łuboš

    2016-12-01

    Free Space Optics (FSO) is a license free Line of Sight (LOS) telecommunication technology which offers full duplex connectivity. FSO uses infrared beams of light to provide optical broadband connection and it can be installed literally in a few hours. Data rates go through from several hundreds of Mb/s to several Gb/s and range is from several 100 m up to several km. FSO link advantages: Easy connection establishment, License free communication, No excavation are needed, Highly secure and safe, Allows through window connectivity and single customer service and Compliments fiber by accelerating the first and last mile. FSO link disadvantages: Transmission media is air, Weather and climate dependence, Attenuation due to rain, snow and fog, Scattering of laser beam, Absorption of laser beam, Building motion and Air pollution. In this paper FSO availability evaluation is based on long term measured data from Fog sensor developed and installed at TUKE experimental FSO network in TUKE campus, Košice, Slovakia. Our FSO experimental network has three links with different physical distances between each FSO heads. Weather conditions have a tremendous impact on FSO operation in terms of FSO availability. FSO link availability is the percentage of time over a year that the FSO link will be operational. It is necessary to evaluate the climate and weather at the actual geographical location where FSO link is going to be mounted. It is important to determine the impact of a light scattering, absorption, turbulence and receiving optical power at the particular FSO link. Visibility has one of the most critical influences on the quality of an FSO optical transmission channel. FSO link availability is usually estimated using visibility information collected from nearby airport weather stations. Raw data from fog sensor (Fog Density, Relative Humidity, Temperature measured at each ms) are collected and processed by FSO Simulator software package developed at our Department. Based

  7. DPpackage: Bayesian Semi- and Nonparametric Modeling in R

    Directory of Open Access Journals (Sweden)

    Alejandro Jara

    2011-04-01

    Full Text Available Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.

  8. Nonparametric Bayesian Modeling of Complex Networks

    DEFF Research Database (Denmark)

    Schmidt, Mikkel Nørgaard; Mørup, Morten

    2013-01-01

    an infinite mixture model as running example, we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model?s fit and predictive performance. We explain how advanced nonparametric models......Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...

  9. Using non-parametric methods in econometric production analysis

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify the functional form of the production function. Most often, the Cobb...... results—including measures that are of interest of applied economists, such as elasticities. Therefore, we propose to use nonparametric econometric methods. First, they can be applied to verify the functional form used in parametric estimations of production functions. Second, they can be directly used...

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

    Science.gov (United States)

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

    2014-12-01

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

  11. Screen Wars, Star Wars, and Sequels: Nonparametric Reanalysis of Movie Profitability

    OpenAIRE

    W. D. Walls

    2012-01-01

    In this paper we use nonparametric statistical tools to quantify motion-picture profit. We quantify the unconditional distribution of profit, the distribution of profit conditional on stars and sequels, and we also model the conditional expectation of movie profits using a non- parametric data-driven regression model. The flexibility of the non-parametric approach accommodates the full range of possible relationships among the variables without prior specification of a functional form, thereb...

  12. Essays on nonparametric econometrics of stochastic volatility

    NARCIS (Netherlands)

    Zu, Y.

    2012-01-01

    Volatility is a concept that describes the variation of financial returns. Measuring and modelling volatility dynamics is an important aspect of financial econometrics. This thesis is concerned with nonparametric approaches to volatility measurement and volatility model validation.

  13. Single versus mixture Weibull distributions for nonparametric satellite reliability

    International Nuclear Information System (INIS)

    Castet, Jean-Francois; Saleh, Joseph H.

    2010-01-01

    Long recognized as a critical design attribute for space systems, satellite reliability has not yet received the proper attention as limited on-orbit failure data and statistical analyses can be found in the technical literature. To fill this gap, we recently conducted a nonparametric analysis of satellite reliability for 1584 Earth-orbiting satellites launched between January 1990 and October 2008. In this paper, we provide an advanced parametric fit, based on mixture of Weibull distributions, and compare it with the single Weibull distribution model obtained with the Maximum Likelihood Estimation (MLE) method. We demonstrate that both parametric fits are good approximations of the nonparametric satellite reliability, but that the mixture Weibull distribution provides significant accuracy in capturing all the failure trends in the failure data, as evidenced by the analysis of the residuals and their quasi-normal dispersion.

  14. Developing an immigration policy for Germany on the basis of a nonparametric labor market classification

    OpenAIRE

    Froelich, Markus; Puhani, Patrick

    2004-01-01

    Based on a nonparametrically estimated model of labor market classifications, this paper makes suggestions for immigration policy using data from western Germany in the 1990s. It is demonstrated that nonparametric regression is feasible in higher dimensions with only a few thousand observations. In sum, labor markets able to absorb immigrants are characterized by above average age and by professional occupations. On the other hand, labor markets for young workers in service occupations are id...

  15. Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

    Science.gov (United States)

    Palacios, Julia A; Minin, Vladimir N

    2013-03-01

    Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.

  16. Evaluation of Nonparametric Probabilistic Forecasts of Wind Power

    DEFF Research Database (Denmark)

    Pinson, Pierre; Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg, orlov 31.07.2008

    Predictions of wind power production for horizons up to 48-72 hour ahead comprise a highly valuable input to the methods for the daily management or trading of wind generation. Today, users of wind power predictions are not only provided with point predictions, which are estimates of the most...... likely outcome for each look-ahead time, but also with uncertainty estimates given by probabilistic forecasts. In order to avoid assumptions on the shape of predictive distributions, these probabilistic predictions are produced from nonparametric methods, and then take the form of a single or a set...

  17. On the use of permutation in and the performance of a class of nonparametric methods to detect differential gene expression.

    Science.gov (United States)

    Pan, Wei

    2003-07-22

    Recently a class of nonparametric statistical methods, including the empirical Bayes (EB) method, the significance analysis of microarray (SAM) method and the mixture model method (MMM), have been proposed to detect differential gene expression for replicated microarray experiments conducted under two conditions. All the methods depend on constructing a test statistic Z and a so-called null statistic z. The null statistic z is used to provide some reference distribution for Z such that statistical inference can be accomplished. A common way of constructing z is to apply Z to randomly permuted data. Here we point our that the distribution of z may not approximate the null distribution of Z well, leading to possibly too conservative inference. This observation may apply to other permutation-based nonparametric methods. We propose a new method of constructing a null statistic that aims to estimate the null distribution of a test statistic directly. Using simulated data and real data, we assess and compare the performance of the existing method and our new method when applied in EB, SAM and MMM. Some interesting findings on operating characteristics of EB, SAM and MMM are also reported. Finally, by combining the idea of SAM and MMM, we outline a simple nonparametric method based on the direct use of a test statistic and a null statistic.

  18. stochastic estimation of transmissivity fields conditioned to flow connectivity data

    Science.gov (United States)

    Freixas, Genis; Fernàndez-Garcia, Daniel; Sanchez-vila, Xavier

    2017-04-01

    Most methods for hydraulic parameter interpretation rely on a number of simplifications regarding the homogeneity of the underlying porous media. This way, the actual heterogeneity of any natural parameter, such as transmissivity, is transferred to the estimated in a way heavily dependent on the interpretation method used. An example is a pumping test, in most cases interpreted by means of the Cooper-Jacob method, which implicitly assumes a homogeneous isotropic confined aquifer. It was shown that the estimates obtained from this method when applied to a real site are not local values, but still have a physical meaning; the estimated transmissivity is equal to the effective transmissivity characteristic of the regional scale, while the log-ratio of the estimated storage coefficient with respect to the actual real value (assumed constant), indicated by , is an indicator of flow connectivity, representative of the scale given by the distance between the pumping and the observation wells. In this work we propose a methodology to use together with actual measurements of the log transmissivity at selected points to obtain a map of the best local transmissivity estimates using cokriging. Since the interpolation involves two variables measured at different support scales, a critical point is the estimation of the covariance and crosscovariance matrices, involving some quadratures that are obtained using some simplified approach. The method was applied to a synthetic field displaying statistical anisotropy, showing that the use of connectivity indicators mixed with the local values provide a better representation of the local value map, in particular regarding the enhanced representation of the continuity of structures corresponding to either high or low values.

  19. Use of a Phase Transition Concept for Traffic Flow Condition Estimation

    Directory of Open Access Journals (Sweden)

    Larin Oleg N.

    2014-12-01

    Full Text Available The article covers the main models of traffic flow conditions, analyzes the condition estimation criteria, and provides the classification of models. The article provides the grounds for the use of the phase transition concept for traffic flow condition estimation. The models of the aggregate condition of free and congested traffic have been developed, the phase boundaries between free and congested traffic have been defined. Applicability conditions for the models of the aggregate condition of have been analyzed.

  20. Estimation of weights for the Monetary Conditions Index in Poland

    OpenAIRE

    Andrzej Toroj

    2008-01-01

    In this paper, we follow the econometric approach to assess relative importance of real interest rate and real exchange rate for the monetary conditions in Poland, quantified as weights for Monetary Conditions Index (MCI). We consider both single- and multiple-equation specifications proposed in the literature with an application to Poland. Although MCI is nowadays broadly considered a rather obsolete indicator in monetary policy conduct, we argue that the econometric framework used for this ...

  1. Recent Advances and Trends in Nonparametric Statistics

    CERN Document Server

    Akritas, MG

    2003-01-01

    The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection o

  2. A Nonparametric Bayesian Approach For Emission Tomography Reconstruction

    International Nuclear Information System (INIS)

    Barat, Eric; Dautremer, Thomas

    2007-01-01

    We introduce a PET reconstruction algorithm following a nonparametric Bayesian (NPB) approach. In contrast with Expectation Maximization (EM), the proposed technique does not rely on any space discretization. Namely, the activity distribution--normalized emission intensity of the spatial poisson process--is considered as a spatial probability density and observations are the projections of random emissions whose distribution has to be estimated. This approach is nonparametric in the sense that the quantity of interest belongs to the set of probability measures on R k (for reconstruction in k-dimensions) and it is Bayesian in the sense that we define a prior directly on this spatial measure. In this context, we propose to model the nonparametric probability density as an infinite mixture of multivariate normal distributions. As a prior for this mixture we consider a Dirichlet Process Mixture (DPM) with a Normal-Inverse Wishart (NIW) model as base distribution of the Dirichlet Process. As in EM-family reconstruction, we use a data augmentation scheme where the set of hidden variables are the emission locations for each observed line of response in the continuous object space. Thanks to the data augmentation, we propose a Markov Chain Monte Carlo (MCMC) algorithm (Gibbs sampler) which is able to generate draws from the posterior distribution of the spatial intensity. A difference with EM is that one step of the Gibbs sampler corresponds to the generation of emission locations while only the expected number of emissions per pixel/voxel is used in EM. Another key difference is that the estimated spatial intensity is a continuous function such that there is no need to compute a projection matrix. Finally, draws from the intensity posterior distribution allow the estimation of posterior functionnals like the variance or confidence intervals. Results are presented for simulated data based on a 2D brain phantom and compared to Bayesian MAP-EM

  3. Estimation of Aerodynamic Parameters in Conditions of Measurement

    Directory of Open Access Journals (Sweden)

    Htang Om Moung

    2017-01-01

    Full Text Available The paper discusses the problem of aircraft parameter identification in conditions of measurement noises. It is assumed that all the signals involved into the process of identification are subjects to measurement noises, that is measurement random errors normally distributed. The results of simulation are presented which show the relation between the noises standard deviations and the accuracy of identification.

  4. Digital spectral analysis parametric, non-parametric and advanced methods

    CERN Document Server

    Castanié, Francis

    2013-01-01

    Digital Spectral Analysis provides a single source that offers complete coverage of the spectral analysis domain. This self-contained work includes details on advanced topics that are usually presented in scattered sources throughout the literature.The theoretical principles necessary for the understanding of spectral analysis are discussed in the first four chapters: fundamentals, digital signal processing, estimation in spectral analysis, and time-series models.An entire chapter is devoted to the non-parametric methods most widely used in industry.High resolution methods a

  5. Statistical analysis using the Bayesian nonparametric method for irradiation embrittlement of reactor pressure vessels

    Energy Technology Data Exchange (ETDEWEB)

    Takamizawa, Hisashi, E-mail: takamizawa.hisashi@jaea.go.jp; Itoh, Hiroto, E-mail: ito.hiroto@jaea.go.jp; Nishiyama, Yutaka, E-mail: nishiyama.yutaka93@jaea.go.jp

    2016-10-15

    In order to understand neutron irradiation embrittlement in high fluence regions, statistical analysis using the Bayesian nonparametric (BNP) method was performed for the Japanese surveillance and material test reactor irradiation database. The BNP method is essentially expressed as an infinite summation of normal distributions, with input data being subdivided into clusters with identical statistical parameters, such as mean and standard deviation, for each cluster to estimate shifts in ductile-to-brittle transition temperature (DBTT). The clusters typically depend on chemical compositions, irradiation conditions, and the irradiation embrittlement. Specific variables contributing to the irradiation embrittlement include the content of Cu, Ni, P, Si, and Mn in the pressure vessel steels, neutron flux, neutron fluence, and irradiation temperatures. It was found that the measured shifts of DBTT correlated well with the calculated ones. Data associated with the same materials were subdivided into the same clusters even if neutron fluences were increased.

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

    OpenAIRE

    2010-01-01

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

  7. Parameter estimation via conditional expectation: a Bayesian inversion

    KAUST Repository

    Matthies, Hermann G.; Zander, Elmar; Rosić, Bojana V.; Litvinenko, Alexander

    2016-01-01

    When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp. functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by actual observations of the response of the real system. In a probabilistic setting, Bayes’s theory is the proper mathematical background for this identification process. The possibility of being able to compute a conditional expectation turns out to be crucial for this purpose. We show how this theoretical background can be used in an actual numerical procedure, and shortly discuss various numerical approximations.

  8. Parameter estimation via conditional expectation: a Bayesian inversion

    KAUST Repository

    Matthies, Hermann G.

    2016-08-11

    When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp. functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by actual observations of the response of the real system. In a probabilistic setting, Bayes’s theory is the proper mathematical background for this identification process. The possibility of being able to compute a conditional expectation turns out to be crucial for this purpose. We show how this theoretical background can be used in an actual numerical procedure, and shortly discuss various numerical approximations.

  9. Teaching Nonparametric Statistics Using Student Instrumental Values.

    Science.gov (United States)

    Anderson, Jonathan W.; Diddams, Margaret

    Nonparametric statistics are often difficult to teach in introduction to statistics courses because of the lack of real-world examples. This study demonstrated how teachers can use differences in the rankings and ratings of undergraduate and graduate values to discuss: (1) ipsative and normative scaling; (2) uses of the Mann-Whitney U-test; and…

  10. Nonparametric predictive inference in statistical process control

    NARCIS (Netherlands)

    Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.

    2000-01-01

    New methods for statistical process control are presented, where the inferences have a nonparametric predictive nature. We consider several problems in process control in terms of uncertainties about future observable random quantities, and we develop inferences for these random quantities hased on

  11. Nonparametric predictive inference in statistical process control

    NARCIS (Netherlands)

    Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.

    2004-01-01

    Statistical process control (SPC) is used to decide when to stop a process as confidence in the quality of the next item(s) is low. Information to specify a parametric model is not always available, and as SPC is of a predictive nature, we present a control chart developed using nonparametric

  12. A Bayesian Nonparametric Approach to Factor Analysis

    DEFF Research Database (Denmark)

    Piatek, Rémi; Papaspiliopoulos, Omiros

    2018-01-01

    This paper introduces a new approach for the inference of non-Gaussian factor models based on Bayesian nonparametric methods. It relaxes the usual normality assumption on the latent factors, widely used in practice, which is too restrictive in many settings. Our approach, on the contrary, does no...

  13. Estimating Health Condition of the Wind Turbine Drivetrain System

    Directory of Open Access Journals (Sweden)

    Peng Qian

    2017-10-01

    Full Text Available Condition Monitoring (CM has been considered as an effective method to enhance the reliability of wind turbines and implement cost-effective maintenance. Thus, adopting an efficient approach for condition monitoring of wind turbines is desirable. This paper presents a data-driven model-based CM approach for wind turbines based on the online sequential extreme learning machine (OS-ELM algorithm. A physical kinetic energy correction model is employed to normalize the temperature change to the value at the rated power output to eliminate the effect of variable speed operation of the turbines. The residual signal, obtained by comparing the predicted values and practical measurements, is processed by the physical correction model and then assessed with a Bonferroni interval method for fault diagnosis. Models have been validated using supervisory control and data acquisition (SCADA data acquired from an operational wind farm, which contains various types of temperature data of the gearbox. The results show that the proposed method can detect more efficiently both the long-term aging characteristics and the short-term faults of the gearbox.

  14. Estimation of thermal sensation during varied air temperature conditions.

    Science.gov (United States)

    Katsuura, T; Tabuchi, R; Iwanaga, K; Harada, H; Kikuchi, Y

    1998-03-01

    Seven male students were exposed to four varied air temperature environments: hot (37 degrees C) to neutral (27 degrees C) (HN), neutral to hot (NH), cool (17 degrees C) to neutral (CN), and neutral to cool (NC). The air temperature was maintained at the first condition for 20 min, then was changed to the second condition after 15 min and was held there for 20 min. Each subject wore a T-shirt, briefs, trunks, and socks. Each sat on a chair and was continuously evaluated for thermal sensation, thermal comfort, and air velocity sensation. Some physiological and thermal parameters were also measured every 5 s during the experiment. The correlation between thermal sensation and skin temperature at 15 sites was found to be poor. The subjects felt much warmer during the rising phase of the air temperature (CN, NH) than during the descending phase (HN, NC) at a given mean skin temperature. However, thermal sensation at the same heat flux or at the same value of the difference between skin and air temperature (delta(Tsk - Ta)) was not so different among the four experimental conditions, and the correlation between thermal sensation and heat flux or delta(Tsk - Ta) was fairly good. The multiple regression equation of the thermal sensation (TS) on 15 sites of skin temperature (Tsk; degrees C) was calculated and the coefficient of determination (R*2) was found to be 0.656. Higher coefficients of determination were found in the equations of thermal sensation for the heat flux (H; kcal.m-2.h-1) at the right and left thighs of the subjects and on delta(Tsk - Ta) (degrees C) at 4 sites. They were as follows: TS = 2.04 - 0.016 Hright - 0.036 Hleft; R*2 = 0.717, TS = 1.649 + 0.013 delta(Tsk - Ta)UpperArm - 0.036 delta(Tsk - Ta)Chest - 0.223 delta(Tsk - Ta)Thigh-0.083 delta(Tsk - Ta)LowerLeg; R*2 = 0.752, respectively.

  15. Scientifically-methodological aspects of agroecological estimation of farmlands in the conditions of radioactive pollution

    International Nuclear Information System (INIS)

    Tsybul'ko, N.N.; Misyuchik, A.A.

    2009-01-01

    Methodical aspects of adaptive land tenure in the conditions of radioactive pollution on the basis of an agroecological estimation of the earths under the radiating factor and an estimation of influence of soil-landscape conditions on migration radionuclide are proved. (authors)

  16. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors

    Directory of Open Access Journals (Sweden)

    Xibin Zhang

    2016-04-01

    Full Text Available This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density. The error density is approximated by the kernel density estimator of the unobserved errors, while the regression function is estimated using the Nadaraya-Watson estimator admitting continuous and discrete regressors. We derive an approximate likelihood and posterior for bandwidth parameters, followed by a sampling algorithm. Simulation results show that the proposed approach typically leads to better accuracy of the resulting estimates than cross-validation, particularly for smaller sample sizes. This bandwidth estimation approach is applied to nonparametric regression model of the Australian All Ordinaries returns and the kernel density estimation of gross domestic product (GDP growth rates among the organisation for economic co-operation and development (OECD and non-OECD countries.

  17. Network structure exploration via Bayesian nonparametric models

    International Nuclear Information System (INIS)

    Chen, Y; Wang, X L; Xiang, X; Tang, B Z; Bu, J Z

    2015-01-01

    Complex networks provide a powerful mathematical representation of complex systems in nature and society. To understand complex networks, it is crucial to explore their internal structures, also called structural regularities. The task of network structure exploration is to determine how many groups there are in a complex network and how to group the nodes of the network. Most existing structure exploration methods need to specify either a group number or a certain type of structure when they are applied to a network. In the real world, however, the group number and also the certain type of structure that a network has are usually unknown in advance. To explore structural regularities in complex networks automatically, without any prior knowledge of the group number or the certain type of structure, we extend a probabilistic mixture model that can handle networks with any type of structure but needs to specify a group number using Bayesian nonparametric theory. We also propose a novel Bayesian nonparametric model, called the Bayesian nonparametric mixture (BNPM) model. Experiments conducted on a large number of networks with different structures show that the BNPM model is able to explore structural regularities in networks automatically with a stable, state-of-the-art performance. (paper)

  18. Nonparametric Mixture Models for Supervised Image Parcellation.

    Science.gov (United States)

    Sabuncu, Mert R; Yeo, B T Thomas; Van Leemput, Koen; Fischl, Bruce; Golland, Polina

    2009-09-01

    We present a nonparametric, probabilistic mixture model for the supervised parcellation of images. The proposed model yields segmentation algorithms conceptually similar to the recently developed label fusion methods, which register a new image with each training image separately. Segmentation is achieved via the fusion of transferred manual labels. We show that in our framework various settings of a model parameter yield algorithms that use image intensity information differently in determining the weight of a training subject during fusion. One particular setting computes a single, global weight per training subject, whereas another setting uses locally varying weights when fusing the training data. The proposed nonparametric parcellation approach capitalizes on recently developed fast and robust pairwise image alignment tools. The use of multiple registrations allows the algorithm to be robust to occasional registration failures. We report experiments on 39 volumetric brain MRI scans with expert manual labels for the white matter, cerebral cortex, ventricles and subcortical structures. The results demonstrate that the proposed nonparametric segmentation framework yields significantly better segmentation than state-of-the-art algorithms.

  19. A Bayesian Nonparametric Meta-Analysis Model

    Science.gov (United States)

    Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.

    2015-01-01

    In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…

  20. Remaining useful life estimation for deteriorating systems with time-varying operational conditions and condition-specific failure zones

    Directory of Open Access Journals (Sweden)

    Li Qi

    2016-06-01

    Full Text Available Dynamic time-varying operational conditions pose great challenge to the estimation of system remaining useful life (RUL for the deteriorating systems. This paper presents a method based on probabilistic and stochastic approaches to estimate system RUL for periodically monitored degradation processes with dynamic time-varying operational conditions and condition-specific failure zones. The method assumes that the degradation rate is influenced by specific operational condition and moreover, the transition between different operational conditions plays the most important role in affecting the degradation process. These operational conditions are assumed to evolve as a discrete-time Markov chain (DTMC. The failure thresholds are also determined by specific operational conditions and described as different failure zones. The 2008 PHM Conference Challenge Data is utilized to illustrate our method, which contains mass sensory signals related to the degradation process of a commercial turbofan engine. The RUL estimation method using the sensor measurements of a single sensor was first developed, and then multiple vital sensors were selected through a particular optimization procedure in order to increase the prediction accuracy. The effectiveness and advantages of the proposed method are presented in a comparison with existing methods for the same dataset.

  1. Condition monitoring of a motor-operated valve using estimated motor torque

    International Nuclear Information System (INIS)

    Chai, Jangbom; Kang, Shinchul; Park, Sungkeun; Hong, Sungyull; Lim, Chanwoo

    2004-01-01

    This paper is concerned with the development of data analysis methods to be used in on-line monitoring and diagnosis of Motor-Operated Valves (MOVs) effectively and accurately. The technique to be utilized includes the electrical measurements and signal processing to estimate electric torque of induction motors, which are attached to most of MOV systems. The estimated torque of an induction motor is compared with the directly measured torque using a torque cell in various loading conditions including the degraded voltage conditions to validate the estimating scheme. The accuracy of the estimating scheme is presented. The advantages of the estimated torque signatures are reviewed over the currently used ones such as the current signature and the power signature in several respects: accuracy, sensitivity, resolution and so on. Additionally, the estimated torque methods are suggested as a good way to monitor the conditions of MOVs with higher accuracy. (author)

  2. Application of nonparametric statistics to material strength/reliability assessment

    International Nuclear Information System (INIS)

    Arai, Taketoshi

    1992-01-01

    An advanced material technology requires data base on a wide variety of material behavior which need to be established experimentally. It may often happen that experiments are practically limited in terms of reproducibility or a range of test parameters. Statistical methods can be applied to understanding uncertainties in such a quantitative manner as required from the reliability point of view. Statistical assessment involves determinations of a most probable value and the maximum and/or minimum value as one-sided or two-sided confidence limit. A scatter of test data can be approximated by a theoretical distribution only if the goodness of fit satisfies a test criterion. Alternatively, nonparametric statistics (NPS) or distribution-free statistics can be applied. Mathematical procedures by NPS are well established for dealing with most reliability problems. They handle only order statistics of a sample. Mathematical formulas and some applications to engineering assessments are described. They include confidence limits of median, population coverage of sample, required minimum number of a sample, and confidence limits of fracture probability. These applications demonstrate that a nonparametric statistical estimation is useful in logical decision making in the case a large uncertainty exists. (author)

  3. Introduction to nonparametric statistics for the biological sciences using R

    CERN Document Server

    MacFarland, Thomas W

    2016-01-01

    This book contains a rich set of tools for nonparametric analyses, and the purpose of this supplemental text is to provide guidance to students and professional researchers on how R is used for nonparametric data analysis in the biological sciences: To introduce when nonparametric approaches to data analysis are appropriate To introduce the leading nonparametric tests commonly used in biostatistics and how R is used to generate appropriate statistics for each test To introduce common figures typically associated with nonparametric data analysis and how R is used to generate appropriate figures in support of each data set The book focuses on how R is used to distinguish between data that could be classified as nonparametric as opposed to data that could be classified as parametric, with both approaches to data classification covered extensively. Following an introductory lesson on nonparametric statistics for the biological sciences, the book is organized into eight self-contained lessons on various analyses a...

  4. Supremum Norm Posterior Contraction and Credible Sets for Nonparametric Multivariate Regression

    NARCIS (Netherlands)

    Yoo, W.W.; Ghosal, S

    2016-01-01

    In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of tensor product of B-splines with normal basis coefficients as a

  5. A structural nonparametric reappraisal of the CO2 emissions-income relationship

    NARCIS (Netherlands)

    Azomahou, T.T.; Goedhuys - Degelin, Micheline; Nguyen-Van, P.

    Relying on a structural nonparametric estimation, we show that co2 emissions clearly increase with income at low income levels. For higher income levels, we observe a decreasing relationship, though not significant. We also find thatco2 emissions monotonically increases with energy use at a

  6. Assessing pupil and school performance by non-parametric and parametric techniques

    NARCIS (Netherlands)

    de Witte, K.; Thanassoulis, E.; Simpson, G.; Battisti, G.; Charlesworth-May, A.

    2010-01-01

    This paper discusses the use of the non-parametric free disposal hull (FDH) and the parametric multi-level model (MLM) as alternative methods for measuring pupil and school attainment where hierarchical structured data are available. Using robust FDH estimates, we show how to decompose the overall

  7. A non-parametric Bayesian approach to decompounding from high frequency data

    NARCIS (Netherlands)

    Gugushvili, Shota; van der Meulen, F.H.; Spreij, Peter

    2016-01-01

    Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density f0 of its jump sizes, as well as of its intensity λ0. We take a Bayesian approach to the problem and specify the prior on f0 as the Dirichlet location mixture of normal densities.

  8. Nonparametric model validations for hidden Markov models with applications in financial econometrics.

    Science.gov (United States)

    Zhao, Zhibiao

    2011-06-01

    We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

  9. Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

    Science.gov (United States)

    Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

    2018-03-01

    We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

  10. Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

    Directory of Open Access Journals (Sweden)

    Jinchao Feng

    2018-03-01

    Full Text Available We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data. The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

  11. Estimation for bolt fastening conditions of thin aluminum structure using PZT sensors

    International Nuclear Information System (INIS)

    Hong, Yong; Han, Byeong Hee; Kim, Byung Jin; Hong, Dong Pyo; Kim, Young Moon

    2007-01-01

    This work presents a study on PZT impedance-based method, it is one of the NDT(Non-Destructive Technique). We study about assessment of the square-structure health condition by impedance-based technique using PZT patches, associated with longitudinal wave propagation. Health conditions of the square-structure controlled by bolt fastening condition is adjusted by torque wrench. In order to estimate the damage condition numerically, we suggest the evaluation method of impedance peak frequency shift

  12. Estimation of Wave Conditions at Svåheia SSG Pilot Site

    DEFF Research Database (Denmark)

    Kofoed, Jens Peter; Margheritini, Lucia; Stratigaki, V.

    The purpose of the project described in the present report is to estimate the local wave conditions at the proposed location for a SSG pilot at the Svåheia site in the south western part of Norway. Focus is put on estimating the everyday conditions to enable an evaluation of the power production...... potential for the SSG pilot at the proposed location. The work in the project has been performed in three parts: 1. Establishing the offshore wave conditions and bathymetry of the area. 2. Transformation of offshore waves to near shore, through numerical wave modeling. 3. Evaluation of the transformed...... (local) wave conditions and its implications....

  13. Are there differences between unconditional and conditional demand estimates? implications for future research and policy

    Directory of Open Access Journals (Sweden)

    Hidayat Budi

    2008-08-01

    Full Text Available Abstract Background Estimations of the demand for healthcare often rely on estimating the conditional probabilities of being ill. Such estimate poses several problems due to sample selectivity problems and an under-reporting of the incidence of illness. This study examines the effects of health insurance on healthcare demand in Indonesia, using samples that are both unconditional and conditional on being ill, and comparing the results. Methods The demand for outpatient care in three alternative providers was modeled using a multinomial logit regression for samples unconditional on being ill (N = 16485 and conditional on being ill (N = 5055. The ill sample was constructed from two measures of health status – activity of daily living impairments and severity of illness – derived from the second round of panel data from the Indonesian Family Life Survey. The recycling prediction method was used to predict the distribution of utilization rates based on having health insurance and income status, while holding all other variables constant. Results Both unconditional and conditional estimates yield similar results in terms of the direction of the most covariates. The magnitude effects of insurance on healthcare demand are about 7.5% (public providers and 20% (private providers higher for unconditional estimates than for conditional ones. Further, exogenous variables in the former estimates explain a higher variation of the model than that in the latter ones. Findings confirm that health insurance has a positive impact on the demand for healthcare, with the highest effect found among the lowest income group. Conclusion Conditional estimates do not suffer from statistical selection bias. Such estimates produce smaller demand effects for health insurance than unconditional ones do. Whether to rely on conditional or unconditional demand estimates depends on the purpose of study in question. Findings also demonstrate that health insurance programs

  14. Non-parametric smoothing of experimental data

    International Nuclear Information System (INIS)

    Kuketayev, A.T.; Pen'kov, F.M.

    2007-01-01

    Full text: Rapid processing of experimental data samples in nuclear physics often requires differentiation in order to find extrema. Therefore, even at the preliminary stage of data analysis, a range of noise reduction methods are used to smooth experimental data. There are many non-parametric smoothing techniques: interval averages, moving averages, exponential smoothing, etc. Nevertheless, it is more common to use a priori information about the behavior of the experimental curve in order to construct smoothing schemes based on the least squares techniques. The latter methodology's advantage is that the area under the curve can be preserved, which is equivalent to conservation of total speed of counting. The disadvantages of this approach include the lack of a priori information. For example, very often the sums of undifferentiated (by a detector) peaks are replaced with one peak during the processing of data, introducing uncontrolled errors in the determination of the physical quantities. The problem is solvable only by having experienced personnel, whose skills are much greater than the challenge. We propose a set of non-parametric techniques, which allows the use of any additional information on the nature of experimental dependence. The method is based on a construction of a functional, which includes both experimental data and a priori information. Minimum of this functional is reached on a non-parametric smoothed curve. Euler (Lagrange) differential equations are constructed for these curves; then their solutions are obtained analytically or numerically. The proposed approach allows for automated processing of nuclear physics data, eliminating the need for highly skilled laboratory personnel. Pursuant to the proposed approach is the possibility to obtain smoothing curves in a given confidence interval, e.g. according to the χ 2 distribution. This approach is applicable when constructing smooth solutions of ill-posed problems, in particular when solving

  15. Boundary conditions and subelliptic estimates for geometric Kramers-Fokker-Planck operators on manifolds with boundaries

    CERN Document Server

    Nier, Francis

    2018-01-01

    This article is concerned with the maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible boundary conditions cover a wide range of applications for the usual scalar Kramer-Fokker-Planck equation or Bismut's hypoelliptic laplacian.

  16. An evaluation of regression methods to estimate nutritional condition of canvasbacks and other water birds

    Science.gov (United States)

    Sparling, D.W.; Barzen, J.A.; Lovvorn, J.R.; Serie, J.R.

    1992-01-01

    Regression equations that use mensural data to estimate body condition have been developed for several water birds. These equations often have been based on data that represent different sexes, age classes, or seasons, without being adequately tested for intergroup differences. We used proximate carcass analysis of 538 adult and juvenile canvasbacks (Aythya valisineria ) collected during fall migration, winter, and spring migrations in 1975-76 and 1982-85 to test regression methods for estimating body condition.

  17. Decompounding random sums: A nonparametric approach

    DEFF Research Database (Denmark)

    Hansen, Martin Bøgsted; Pitts, Susan M.

    Observations from sums of random variables with a random number of summands, known as random, compound or stopped sums arise within many areas of engineering and science. Quite often it is desirable to infer properties of the distribution of the terms in the random sum. In the present paper we...... review a number of applications and consider the nonlinear inverse problem of inferring the cumulative distribution function of the components in the random sum. We review the existing literature on non-parametric approaches to the problem. The models amenable to the analysis are generalized considerably...

  18. A Nonparametric Test for Seasonal Unit Roots

    OpenAIRE

    Kunst, Robert M.

    2009-01-01

    Abstract: We consider a nonparametric test for the null of seasonal unit roots in quarterly time series that builds on the RUR (records unit root) test by Aparicio, Escribano, and Sipols. We find that the test concept is more promising than a formalization of visual aids such as plots by quarter. In order to cope with the sensitivity of the original RUR test to autocorrelation under its null of a unit root, we suggest an augmentation step by autoregression. We present some evidence on the siz...

  19. Learning Mixtures of Polynomials of Conditional Densities from Data

    DEFF Research Database (Denmark)

    L. López-Cruz, Pedro; Nielsen, Thomas Dyhre; Bielza, Concha

    2013-01-01

    Mixtures of polynomials (MoPs) are a non-parametric density estimation technique for hybrid Bayesian networks with continuous and discrete variables. We propose two methods for learning MoP ap- proximations of conditional densities from data. Both approaches are based on learning MoP approximatio...

  20. Indoor Positioning Using Nonparametric Belief Propagation Based on Spanning Trees

    Directory of Open Access Journals (Sweden)

    Savic Vladimir

    2010-01-01

    Full Text Available Nonparametric belief propagation (NBP is one of the best-known methods for cooperative localization in sensor networks. It is capable of providing information about location estimation with appropriate uncertainty and to accommodate non-Gaussian distance measurement errors. However, the accuracy of NBP is questionable in loopy networks. Therefore, in this paper, we propose a novel approach, NBP based on spanning trees (NBP-ST created by breadth first search (BFS method. In addition, we propose a reliable indoor model based on obtained measurements in our lab. According to our simulation results, NBP-ST performs better than NBP in terms of accuracy and communication cost in the networks with high connectivity (i.e., highly loopy networks. Furthermore, the computational and communication costs are nearly constant with respect to the transmission radius. However, the drawbacks of proposed method are a little bit higher computational cost and poor performance in low-connected networks.

  1. Non-Parametric Bayesian Updating within the Assessment of Reliability for Offshore Wind Turbine Support Structures

    DEFF Research Database (Denmark)

    Ramirez, José Rangel; Sørensen, John Dalsgaard

    2011-01-01

    This work illustrates the updating and incorporation of information in the assessment of fatigue reliability for offshore wind turbine. The new information, coming from external and condition monitoring can be used to direct updating of the stochastic variables through a non-parametric Bayesian u...

  2. Bayesian Nonparametric Clustering for Positive Definite Matrices.

    Science.gov (United States)

    Cherian, Anoop; Morellas, Vassilios; Papanikolopoulos, Nikolaos

    2016-05-01

    Symmetric Positive Definite (SPD) matrices emerge as data descriptors in several applications of computer vision such as object tracking, texture recognition, and diffusion tensor imaging. Clustering these data matrices forms an integral part of these applications, for which soft-clustering algorithms (K-Means, expectation maximization, etc.) are generally used. As is well-known, these algorithms need the number of clusters to be specified, which is difficult when the dataset scales. To address this issue, we resort to the classical nonparametric Bayesian framework by modeling the data as a mixture model using the Dirichlet process (DP) prior. Since these matrices do not conform to the Euclidean geometry, rather belongs to a curved Riemannian manifold,existing DP models cannot be directly applied. Thus, in this paper, we propose a novel DP mixture model framework for SPD matrices. Using the log-determinant divergence as the underlying dissimilarity measure to compare these matrices, and further using the connection between this measure and the Wishart distribution, we derive a novel DPM model based on the Wishart-Inverse-Wishart conjugate pair. We apply this model to several applications in computer vision. Our experiments demonstrate that our model is scalable to the dataset size and at the same time achieves superior accuracy compared to several state-of-the-art parametric and nonparametric clustering algorithms.

  3. Estimation of Radiation Limit from a Huygens' Box under Non-Free-Space Conditions

    DEFF Research Database (Denmark)

    Franek, Ondrej; Sørensen, Morten; Bonev, Ivan Bonev

    2013-01-01

    The recently studied Huygens' box method has difficulties when radiation of an electronic module is to be determined under non-free-space conditions, i.e. with an enclosure. We propose an estimate on radiation limit under such conditions based only on the Huygens' box data from free...

  4. Exact nonparametric confidence bands for the survivor function.

    Science.gov (United States)

    Matthews, David

    2013-10-12

    A method to produce exact simultaneous confidence bands for the empirical cumulative distribution function that was first described by Owen, and subsequently corrected by Jager and Wellner, is the starting point for deriving exact nonparametric confidence bands for the survivor function of any positive random variable. We invert a nonparametric likelihood test of uniformity, constructed from the Kaplan-Meier estimator of the survivor function, to obtain simultaneous lower and upper bands for the function of interest with specified global confidence level. The method involves calculating a null distribution and associated critical value for each observed sample configuration. However, Noe recursions and the Van Wijngaarden-Decker-Brent root-finding algorithm provide the necessary tools for efficient computation of these exact bounds. Various aspects of the effect of right censoring on these exact bands are investigated, using as illustrations two observational studies of survival experience among non-Hodgkin's lymphoma patients and a much larger group of subjects with advanced lung cancer enrolled in trials within the North Central Cancer Treatment Group. Monte Carlo simulations confirm the merits of the proposed method of deriving simultaneous interval estimates of the survivor function across the entire range of the observed sample. This research was supported by the Natural Sciences and Engineering Research Council (NSERC) of Canada. It was begun while the author was visiting the Department of Statistics, University of Auckland, and completed during a subsequent sojourn at the Medical Research Council Biostatistics Unit in Cambridge. The support of both institutions, in addition to that of NSERC and the University of Waterloo, is greatly appreciated.

  5. Artificial Neural Network Algorithm for Condition Monitoring of DC-link Capacitors Based on Capacitance Estimation

    DEFF Research Database (Denmark)

    Soliman, Hammam Abdelaal Hammam; Wang, Huai; Gadalla, Brwene Salah Abdelkarim

    2015-01-01

    challenges. A capacitance estimation method based on Artificial Neural Network (ANN) algorithm is therefore proposed in this paper. The implemented ANN estimated the capacitance of the DC-link capacitor in a back-toback converter. Analysis of the error of the capacitance estimation is also given......In power electronic converters, reliability of DC-link capacitors is one of the critical issues. The estimation of their health status as an application of condition monitoring have been an attractive subject for industrial field and hence for the academic research filed as well. More reliable...... solutions are required to be adopted by the industry applications in which usage of extra hardware, increased cost, and low estimation accuracy are the main challenges. Therefore, development of new condition monitoring methods based on software solutions could be the new era that covers the aforementioned...

  6. European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis

    Science.gov (United States)

    Ramajo, Julián; Cordero, José Manuel; Márquez, Miguel Ángel

    2017-10-01

    This paper analyses region-level technical efficiency in nine European countries over the 1995-2007 period. We propose the application of a nonparametric conditional frontier approach to account for the presence of heterogeneous conditions in the form of geographical externalities. Such environmental factors are beyond the control of regional authorities, but may affect the production function. Therefore, they need to be considered in the frontier estimation. Specifically, a spatial autoregressive term is included as an external conditioning factor in a robust order- m model. Thus we can test the hypothesis of non-separability (the external factor impacts both the input-output space and the distribution of efficiencies), demonstrating the existence of significant global interregional spillovers into the production process. Our findings show that geographical externalities affect both the frontier level and the probability of being more or less efficient. Specifically, the results support the fact that the spatial lag variable has an inverted U-shaped non-linear impact on the performance of regions. This finding can be interpreted as a differential effect of interregional spillovers depending on the size of the neighboring economies: positive externalities for small values, possibly related to agglomeration economies, and negative externalities for high values, indicating the possibility of production congestion. Additionally, evidence of the existence of a strong geographic pattern of European regional efficiency is reported and the levels of technical efficiency are acknowledged to have converged during the period under analysis.

  7. A nonparametric approach to medical survival data: Uncertainty in the context of risk in mortality analysis

    International Nuclear Information System (INIS)

    Janurová, Kateřina; Briš, Radim

    2014-01-01

    Medical survival right-censored data of about 850 patients are evaluated to analyze the uncertainty related to the risk of mortality on one hand and compare two basic surgery techniques in the context of risk of mortality on the other hand. Colorectal data come from patients who underwent colectomy in the University Hospital of Ostrava. Two basic surgery operating techniques are used for the colectomy: either traditional (open) or minimally invasive (laparoscopic). Basic question arising at the colectomy operation is, which type of operation to choose to guarantee longer overall survival time. Two non-parametric approaches have been used to quantify probability of mortality with uncertainties. In fact, complement of the probability to one, i.e. survival function with corresponding confidence levels is calculated and evaluated. First approach considers standard nonparametric estimators resulting from both the Kaplan–Meier estimator of survival function in connection with Greenwood's formula and the Nelson–Aalen estimator of cumulative hazard function including confidence interval for survival function as well. The second innovative approach, represented by Nonparametric Predictive Inference (NPI), uses lower and upper probabilities for quantifying uncertainty and provides a model of predictive survival function instead of the population survival function. The traditional log-rank test on one hand and the nonparametric predictive comparison of two groups of lifetime data on the other hand have been compared to evaluate risk of mortality in the context of mentioned surgery techniques. The size of the difference between two groups of lifetime data has been considered and analyzed as well. Both nonparametric approaches led to the same conclusion, that the minimally invasive operating technique guarantees the patient significantly longer survival time in comparison with the traditional operating technique

  8. Driving range estimation for electric vehicles based on driving condition identification and forecast

    Science.gov (United States)

    Pan, Chaofeng; Dai, Wei; Chen, Liao; Chen, Long; Wang, Limei

    2017-10-01

    With the impact of serious environmental pollution in our cities combined with the ongoing depletion of oil resources, electric vehicles are becoming highly favored as means of transport. Not only for the advantage of low noise, but for their high energy efficiency and zero pollution. The Power battery is used as the energy source of electric vehicles. However, it does currently still have a few shortcomings, noticeably the low energy density, with high costs and short cycle life results in limited mileage compared with conventional passenger vehicles. There is great difference in vehicle energy consumption rate under different environment and driving conditions. Estimation error of current driving range is relatively large due to without considering the effects of environmental temperature and driving conditions. The development of a driving range estimation method will have a great impact on the electric vehicles. A new driving range estimation model based on the combination of driving cycle identification and prediction is proposed and investigated. This model can effectively eliminate mileage errors and has good convergence with added robustness. Initially the identification of the driving cycle is based on Kernel Principal Component feature parameters and fuzzy C referring to clustering algorithm. Secondly, a fuzzy rule between the characteristic parameters and energy consumption is established under MATLAB/Simulink environment. Furthermore the Markov algorithm and BP(Back Propagation) neural network method is utilized to predict the future driving conditions to improve the accuracy of the remaining range estimation. Finally, driving range estimation method is carried out under the ECE 15 condition by using the rotary drum test bench, and the experimental results are compared with the estimation results. Results now show that the proposed driving range estimation method can not only estimate the remaining mileage, but also eliminate the fluctuation of the

  9. Conditional random slope: A new approach for estimating individual child growth velocity in epidemiological research.

    Science.gov (United States)

    Leung, Michael; Bassani, Diego G; Racine-Poon, Amy; Goldenberg, Anna; Ali, Syed Asad; Kang, Gagandeep; Premkumar, Prasanna S; Roth, Daniel E

    2017-09-10

    Conditioning child growth measures on baseline accounts for regression to the mean (RTM). Here, we present the "conditional random slope" (CRS) model, based on a linear-mixed effects model that incorporates a baseline-time interaction term that can accommodate multiple data points for a child while also directly accounting for RTM. In two birth cohorts, we applied five approaches to estimate child growth velocities from 0 to 12 months to assess the effect of increasing data density (number of measures per child) on the magnitude of RTM of unconditional estimates, and the correlation and concordance between the CRS and four alternative metrics. Further, we demonstrated the differential effect of the choice of velocity metric on the magnitude of the association between infant growth and stunting at 2 years. RTM was minimally attenuated by increasing data density for unconditional growth modeling approaches. CRS and classical conditional models gave nearly identical estimates with two measures per child. Compared to the CRS estimates, unconditional metrics had moderate correlation (r = 0.65-0.91), but poor agreement in the classification of infants with relatively slow growth (kappa = 0.38-0.78). Estimates of the velocity-stunting association were the same for CRS and classical conditional models but differed substantially between conditional versus unconditional metrics. The CRS can leverage the flexibility of linear mixed models while addressing RTM in longitudinal analyses. © 2017 The Authors American Journal of Human Biology Published by Wiley Periodicals, Inc.

  10. Non-parametric system identification from non-linear stochastic response

    DEFF Research Database (Denmark)

    Rüdinger, Finn; Krenk, Steen

    2001-01-01

    An estimation method is proposed for identification of non-linear stiffness and damping of single-degree-of-freedom systems under stationary white noise excitation. Non-parametric estimates of the stiffness and damping along with an estimate of the white noise intensity are obtained by suitable...... of the energy at mean-level crossings, which yields the damping relative to white noise intensity. Finally, an estimate of the noise intensity is extracted by estimating the absolute damping from the autocovariance functions of a set of modified phase plane variables at different energy levels. The method...

  11. Methodology in robust and nonparametric statistics

    CERN Document Server

    Jurecková, Jana; Picek, Jan

    2012-01-01

    Introduction and SynopsisIntroductionSynopsisPreliminariesIntroductionInference in Linear ModelsRobustness ConceptsRobust and Minimax Estimation of LocationClippings from Probability and Asymptotic TheoryProblemsRobust Estimation of Location and RegressionIntroductionM-EstimatorsL-EstimatorsR-EstimatorsMinimum Distance and Pitman EstimatorsDifferentiable Statistical FunctionsProblemsAsymptotic Representations for L-Estimators

  12. Nonparametric Tree-Based Predictive Modeling of Storm Outages on an Electric Distribution Network.

    Science.gov (United States)

    He, Jichao; Wanik, David W; Hartman, Brian M; Anagnostou, Emmanouil N; Astitha, Marina; Frediani, Maria E B

    2017-03-01

    This article compares two nonparametric tree-based models, quantile regression forests (QRF) and Bayesian additive regression trees (BART), for predicting storm outages on an electric distribution network in Connecticut, USA. We evaluated point estimates and prediction intervals of outage predictions for both models using high-resolution weather, infrastructure, and land use data for 89 storm events (including hurricanes, blizzards, and thunderstorms). We found that spatially BART predicted more accurate point estimates than QRF. However, QRF produced better prediction intervals for high spatial resolutions (2-km grid cells and towns), while BART predictions aggregated to coarser resolutions (divisions and service territory) more effectively. We also found that the predictive accuracy was dependent on the season (e.g., tree-leaf condition, storm characteristics), and that the predictions were most accurate for winter storms. Given the merits of each individual model, we suggest that BART and QRF be implemented together to show the complete picture of a storm's potential impact on the electric distribution network, which would allow for a utility to make better decisions about allocating prestorm resources. © 2016 Society for Risk Analysis.

  13. A framework for Bayesian nonparametric inference for causal effects of mediation.

    Science.gov (United States)

    Kim, Chanmin; Daniels, Michael J; Marcus, Bess H; Roy, Jason A

    2017-06-01

    We propose a Bayesian non-parametric (BNP) framework for estimating causal effects of mediation, the natural direct, and indirect, effects. The strategy is to do this in two parts. Part 1 is a flexible model (using BNP) for the observed data distribution. Part 2 is a set of uncheckable assumptions with sensitivity parameters that in conjunction with Part 1 allows identification and estimation of the causal parameters and allows for uncertainty about these assumptions via priors on the sensitivity parameters. For Part 1, we specify a Dirichlet process mixture of multivariate normals as a prior on the joint distribution of the outcome, mediator, and covariates. This approach allows us to obtain a (simple) closed form of each marginal distribution. For Part 2, we consider two sets of assumptions: (a) the standard sequential ignorability (Imai et al., 2010) and (b) weakened set of the conditional independence type assumptions introduced in Daniels et al. (2012) and propose sensitivity analyses for both. We use this approach to assess mediation in a physical activity promotion trial. © 2016, The International Biometric Society.

  14. Promotion time cure rate model with nonparametric form of covariate effects.

    Science.gov (United States)

    Chen, Tianlei; Du, Pang

    2018-05-10

    Survival data with a cured portion are commonly seen in clinical trials. Motivated from a biological interpretation of cancer metastasis, promotion time cure model is a popular alternative to the mixture cure rate model for analyzing such data. The existing promotion cure models all assume a restrictive parametric form of covariate effects, which can be incorrectly specified especially at the exploratory stage. In this paper, we propose a nonparametric approach to modeling the covariate effects under the framework of promotion time cure model. The covariate effect function is estimated by smoothing splines via the optimization of a penalized profile likelihood. Point-wise interval estimates are also derived from the Bayesian interpretation of the penalized profile likelihood. Asymptotic convergence rates are established for the proposed estimates. Simulations show excellent performance of the proposed nonparametric method, which is then applied to a melanoma study. Copyright © 2018 John Wiley & Sons, Ltd.

  15. On Parametric (and Non-Parametric Variation

    Directory of Open Access Journals (Sweden)

    Neil Smith

    2009-11-01

    Full Text Available This article raises the issue of the correct characterization of ‘Parametric Variation’ in syntax and phonology. After specifying their theoretical commitments, the authors outline the relevant parts of the Principles–and–Parameters framework, and draw a three-way distinction among Universal Principles, Parameters, and Accidents. The core of the contribution then consists of an attempt to provide identity criteria for parametric, as opposed to non-parametric, variation. Parametric choices must be antecedently known, and it is suggested that they must also satisfy seven individually necessary and jointly sufficient criteria. These are that they be cognitively represented, systematic, dependent on the input, deterministic, discrete, mutually exclusive, and irreversible.

  16. Nonparametric predictive pairwise comparison with competing risks

    International Nuclear Information System (INIS)

    Coolen-Maturi, Tahani

    2014-01-01

    In reliability, failure data often correspond to competing risks, where several failure modes can cause a unit to fail. This paper presents nonparametric predictive inference (NPI) for pairwise comparison with competing risks data, assuming that the failure modes are independent. These failure modes could be the same or different among the two groups, and these can be both observed and unobserved failure modes. NPI is a statistical approach based on few assumptions, with inferences strongly based on data and with uncertainty quantified via lower and upper probabilities. The focus is on the lower and upper probabilities for the event that the lifetime of a future unit from one group, say Y, is greater than the lifetime of a future unit from the second group, say X. The paper also shows how the two groups can be compared based on particular failure mode(s), and the comparison of the two groups when some of the competing risks are combined is discussed

  17. Enthalpy estimation for thermal comfort and energy saving in air conditioning system

    International Nuclear Information System (INIS)

    Chu, C.-M.; Jong, T.-L.

    2008-01-01

    The thermal comfort control of a room must consider not only the thermal comfort level but also energy saving. This paper proposes an enthalpy estimation that is conducive for thermal comfort control and energy saving. The least enthalpy estimator (LEE) combines the concept of human thermal comfort with the theory of enthalpy to predict the load for a suitable setting pair in order to maintain more precisely the thermal comfort level and save energy in the air conditioning system

  18. Demographic aspects of Chrysomya megacephala (Diptera, Calliphoridae) adults maintained under experimental conditions: reproductive rate estimates

    OpenAIRE

    Carvalho, Marcelo Henrique de; Von Zuben, Claudio José

    2006-01-01

    The objective of this work was to evaluate some aspects of the populational ecology of Chrysomya megacephala, analyzing demographic aspects of adults kept under experimental conditions. Cages of C. megacephala adults were prepared with four different larval densities (100, 200, 400 and 800). For each cage, two tables were made: one with demographic parameters for the life expectancy estimate at the initial age (e0), and another with the reproductive rate and average reproduction age estimates...

  19. Nonparametric inference of network structure and dynamics

    Science.gov (United States)

    Peixoto, Tiago P.

    The network structure of complex systems determine their function and serve as evidence for the evolutionary mechanisms that lie behind them. Despite considerable effort in recent years, it remains an open challenge to formulate general descriptions of the large-scale structure of network systems, and how to reliably extract such information from data. Although many approaches have been proposed, few methods attempt to gauge the statistical significance of the uncovered structures, and hence the majority cannot reliably separate actual structure from stochastic fluctuations. Due to the sheer size and high-dimensionality of many networks, this represents a major limitation that prevents meaningful interpretations of the results obtained with such nonstatistical methods. In this talk, I will show how these issues can be tackled in a principled and efficient fashion by formulating appropriate generative models of network structure that can have their parameters inferred from data. By employing a Bayesian description of such models, the inference can be performed in a nonparametric fashion, that does not require any a priori knowledge or ad hoc assumptions about the data. I will show how this approach can be used to perform model comparison, and how hierarchical models yield the most appropriate trade-off between model complexity and quality of fit based on the statistical evidence present in the data. I will also show how this general approach can be elegantly extended to networks with edge attributes, that are embedded in latent spaces, and that change in time. The latter is obtained via a fully dynamic generative network model, based on arbitrary-order Markov chains, that can also be inferred in a nonparametric fashion. Throughout the talk I will illustrate the application of the methods with many empirical networks such as the internet at the autonomous systems level, the global airport network, the network of actors and films, social networks, citations among

  20. 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...

  1. System of estimations and prognostications of bodily condition of skilled sportsmen in track-and-field

    Directory of Open Access Journals (Sweden)

    V.I. Bobrovnyk

    2013-01-01

    Full Text Available The system of estimation and prognostication of bodily condition of skilled athletes is presented. The system includes the complex of pedagogical tests, evaluation tables, estimation of the functional state vegetative, nervous, cardiovascular systems, system of the external breathing. 436 sportsmen took part in research (212 women and 224 men. The analysis of electrocardiography is conducted, variability of cardiac rhythm, determination of vegetative balance, state of myocardium, violations of rhythm of heart, spirometric researches. The estimation of efficiency of activity of sportsman in extreme terms on the basis of type and properties of temperament, level of personality anxiety and estimation of psychological reliability of sportsmen is presented. The criteria of estimation of physical preparedness are certain, functional state of the basic systems of organism, influencing in a greater degree on achievement of high sporting results, psychological state of sportsmen.

  2. Simple nonparametric checks for model data fit in CAT

    NARCIS (Netherlands)

    Meijer, R.R.

    2005-01-01

    In this paper, the usefulness of several nonparametric checks is discussed in a computerized adaptive testing (CAT) context. Although there is no tradition of nonparametric scalability in CAT, it can be argued that scalability checks can be useful to investigate, for example, the quality of item

  3. Nonparametric analysis of blocked ordered categories data: some examples revisited

    Directory of Open Access Journals (Sweden)

    O. Thas

    2006-08-01

    Full Text Available Nonparametric analysis for general block designs can be given by using the Cochran-Mantel-Haenszel (CMH statistics. We demonstrate this with four examples and note that several well-known nonparametric statistics are special cases of CMH statistics.

  4. Estimation of absorbed dose for poor shields under conditions of near-earth space flight

    International Nuclear Information System (INIS)

    Konyukov, V.V.; Krajnyukov, V.I.; Trufanov, A.I.

    1995-01-01

    Estimation of electron absorbed dose in materials of a space vehicle for poor shields under conditions of near-earth space flight is carried out. Impact of power and angular distribution of incidence electrons and radiation scattering processes under conditions of complex geometry and multitude of materials of flight vehicle elements and nodes is studied through simulator model by example of isolating layer of aluminium-polyethylene assembly. 3 refs.; 2 figs

  5. Nonparametric statistics with applications to science and engineering

    CERN Document Server

    Kvam, Paul H

    2007-01-01

    A thorough and definitive book that fully addresses traditional and modern-day topics of nonparametric statistics This book presents a practical approach to nonparametric statistical analysis and provides comprehensive coverage of both established and newly developed methods. With the use of MATLAB, the authors present information on theorems and rank tests in an applied fashion, with an emphasis on modern methods in regression and curve fitting, bootstrap confidence intervals, splines, wavelets, empirical likelihood, and goodness-of-fit testing. Nonparametric Statistics with Applications to Science and Engineering begins with succinct coverage of basic results for order statistics, methods of categorical data analysis, nonparametric regression, and curve fitting methods. The authors then focus on nonparametric procedures that are becoming more relevant to engineering researchers and practitioners. The important fundamental materials needed to effectively learn and apply the discussed methods are also provide...

  6. Albedo and estimates of net radiation for green beans under polyethylene cover and field conditions

    International Nuclear Information System (INIS)

    Souza, J.L. de; Escobedo, J.F.; Tornero, M.T.T.

    1999-01-01

    This paper describes the albedo (r) and estimates of net radiation and global solar irradiance for green beans crop (Phaseolus vulgaris L.), cultivated in greenhouse with cover of polyethylene and field conditions, in Botucatu, SP, Brazil (22° 54' S; 48° 27' W; 850 m). The solar global irradiance (R g ) and solar reflected radiation (R r ) were used to estimate the albedo through the ratio between R r and R g . The diurnal curves of albedo were obtained for days with clear sky and partially cloudy conditions, for different phenological stages of the crop. The albedo ranged with the solar elevation, the environment and the phenological stages. The cloudiness range have almost no influence on the albedo diurnal amount. The estimation of radiation were made by linear regression, using the global solar irradiance (R g ) and net short-waves radiation (R c ) as independent variables. All estimates of radiation showed better adjustment for specific phenological periods compared to the entire crop growing cycle. The net radiation in the greenhouse has been estimated by the global solar irradiance measured at field conditions. (author) [pt

  7. The finite sample performance of estimators for mediation analysis under sequential conditional independence

    DEFF Research Database (Denmark)

    Huber, Martin; Lechner, Michael; Mellace, Giovanni

    Using a comprehensive simulation study based on empirical data, this paper investigates the finite sample properties of different classes of parametric and semi-parametric estimators of (natural) direct and indirect causal effects used in mediation analysis under sequential conditional independence...

  8. Estimation of the mechanical loading of the shoulder joint in daily conditions

    NARCIS (Netherlands)

    De Vries, W.H.K.

    2015-01-01

    The goal of this thesis is to assemble a method to estimate shoulder joint reaction forces, in daily conditions, based on long term collection of ambulatory measurable variables, to obtain the desired long term mechanical load profile of the shoulder. Chapter 2 examines, and discusses one of the

  9. Learning-based encoding with soft assignment for age estimation under unconstrained imaging conditions

    NARCIS (Netherlands)

    Alnajar, F.; Shan, C.; Gevers, T.; Geusebroek, J.M.

    2012-01-01

    In this paper we propose to adopt a learning-based encoding method for age estimation under unconstrained imaging conditions. A similar approach [Cao et al., 2010] is applied to face recognition in real-life face images. However, the feature vectors are encoded in hard manner i.e. each feature

  10. The finite sample performance of estimators for mediation analysis under sequential conditional independence

    DEFF Research Database (Denmark)

    Huber, Martin; Lechner, Michael; Mellace, Giovanni

    2016-01-01

    Using a comprehensive simulation study based on empirical data, this paper investigates the finite sample properties of different classes of parametric and semi-parametric estimators of (natural) direct and indirect causal effects used in mediation analysis under sequential conditional independen...... of the methods often (but not always) varies with the features of the data generating process....

  11. Estimating the Condition of the Heat Resistant Lining in an Electrical Reduction Furnace

    Directory of Open Access Journals (Sweden)

    Jan G. Waalmann

    1988-01-01

    Full Text Available This paper presents a system for estimating the condition of the heat resistant lining in an electrical reduction furnace for ferrosilicon. The system uses temperature measured with thermocouples placed on the outside of the furnace-pot. These measurements are used together with a mathematical model of the temperature distribution in the lining in a recursive least squares algorithm to estimate the position of 'the transformation front'. The system is part of a monitoring system which is being developed in the AIP-project: 'Condition monitoring of strongly exposed process equipment in thc ferroalloy industry'. The estimator runs on-line, and results arc presented in colour-graphics on a display unit. The goal is to locate the transformation front with an accuracy of +- 5cm.

  12. Analysing the length of care episode after hip fracture: a nonparametric and a parametric Bayesian approach.

    Science.gov (United States)

    Riihimäki, Jaakko; Sund, Reijo; Vehtari, Aki

    2010-06-01

    Effective utilisation of limited resources is a challenge for health care providers. Accurate and relevant information extracted from the length of stay distributions is useful for management purposes. Patient care episodes can be reconstructed from the comprehensive health registers, and in this paper we develop a Bayesian approach to analyse the length of care episode after a fractured hip. We model the large scale data with a flexible nonparametric multilayer perceptron network and with a parametric Weibull mixture model. To assess the performances of the models, we estimate expected utilities using predictive density as a utility measure. Since the model parameters cannot be directly compared, we focus on observables, and estimate the relevances of patient explanatory variables in predicting the length of stay. To demonstrate how the use of the nonparametric flexible model is advantageous for this complex health care data, we also study joint effects of variables in predictions, and visualise nonlinearities and interactions found in the data.

  13. A nonparametric empirical Bayes framework for large-scale multiple testing.

    Science.gov (United States)

    Martin, Ryan; Tokdar, Surya T

    2012-07-01

    We propose a flexible and identifiable version of the 2-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the nonnull cases. We use a computationally efficient predictive recursion (PR) marginal likelihood procedure to estimate the model parameters, even the nonparametric mixing distribution. This leads to a nonparametric empirical Bayes testing procedure, which we call PRtest, based on thresholding the estimated local false discovery rates. Simulations and real data examples demonstrate that, compared to existing approaches, PRtest's careful handling of the nonnull density can give a much better fit in the tails of the mixture distribution which, in turn, can lead to more realistic conclusions.

  14. Estimation of Body Weight from Body Size Measurements and Body Condition Scores in Dairy Cows

    DEFF Research Database (Denmark)

    Enevoldsen, Carsten; Kristensen, T.

    1997-01-01

    , and body condition score were consistently associated with BW. The coefficients of multiple determination varied from 80 to 89%. The number of significant terms and the parameter estimates of the models differed markedly among groups of cows. Apparently, these differences were due to breed and feeding...... regimen. Results from this study indicate that a reliable model for estimating BW of very different dairy cows maintained in a wide range of environments can be developed using body condition score, demographic information, and measurements of hip height and hip width. However, for management purposes......The objective of this study was to evaluate the use of hip height and width, body condition score, and relevant demographic information to predict body weight (BW) of dairy cows. Seven regression models were developed from data from 972 observations of 554 cows. Parity, hip height, hip width...

  15. Estimation of Road Friction Coefficient in Different Road Conditions Based on Vehicle Braking Dynamics

    Science.gov (United States)

    Zhao, You-Qun; Li, Hai-Qing; Lin, Fen; Wang, Jian; Ji, Xue-Wu

    2017-07-01

    The accurate estimation of road friction coefficient in the active safety control system has become increasingly prominent. Most previous studies on road friction estimation have only used vehicle longitudinal or lateral dynamics and often ignored the load transfer, which tends to cause inaccurate of the actual road friction coefficient. A novel method considering load transfer of front and rear axles is proposed to estimate road friction coefficient based on braking dynamic model of two-wheeled vehicle. Sliding mode control technique is used to build the ideal braking torque controller, which control target is to control the actual wheel slip ratio of front and rear wheels tracking the ideal wheel slip ratio. In order to eliminate the chattering problem of the sliding mode controller, integral switching surface is used to design the sliding mode surface. A second order linear extended state observer is designed to observe road friction coefficient based on wheel speed and braking torque of front and rear wheels. The proposed road friction coefficient estimation schemes are evaluated by simulation in ADAMS/Car. The results show that the estimated values can well agree with the actual values in different road conditions. The observer can estimate road friction coefficient exactly in real-time and resist external disturbance. The proposed research provides a novel method to estimate road friction coefficient with strong robustness and more accurate.

  16. Estimating health state utility values for comorbid health conditions using SF-6D data.

    Science.gov (United States)

    Ara, Roberta; Brazier, John

    2011-01-01

    When health state utility values for comorbid health conditions are not available, data from cohorts with single conditions are used to estimate scores. The methods used can produce very different results and there is currently no consensus on which is the most appropriate approach. The objective of the current study was to compare the accuracy of five different methods within the same dataset. Data collected during five Welsh Health Surveys were subgrouped by health status. Mean short-form 6 dimension (SF-6D) scores for cohorts with a specific health condition were used to estimate mean SF-6D scores for cohorts with comorbid conditions using the additive, multiplicative, and minimum methods, the adjusted decrement estimator (ADE), and a linear regression model. The mean SF-6D for subgroups with comorbid health conditions ranged from 0.4648 to 0.6068. The linear model produced the most accurate scores for the comorbid health conditions with 88% of values accurate to within the minimum important difference for the SF-6D. The additive and minimum methods underestimated or overestimated the actual SF-6D scores respectively. The multiplicative and ADE methods both underestimated the majority of scores. However, both methods performed better when estimating scores smaller than 0.50. Although the range in actual health state utility values (HSUVs) was relatively small, our data covered the lower end of the index and the majority of previous research has involved actual HSUVs at the upper end of possible ranges. Although the linear model gave the most accurate results in our data, additional research is required to validate our findings. Copyright © 2011 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

  17. Nonparametric predictive inference for combining diagnostic tests with parametric copula

    Science.gov (United States)

    Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

    2017-09-01

    Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

  18. Nonparametric methods in actigraphy: An update

    Directory of Open Access Journals (Sweden)

    Bruno S.B. Gonçalves

    2014-09-01

    Full Text Available Circadian rhythmicity in humans has been well studied using actigraphy, a method of measuring gross motor movement. As actigraphic technology continues to evolve, it is important for data analysis to keep pace with new variables and features. Our objective is to study the behavior of two variables, interdaily stability and intradaily variability, to describe rest activity rhythm. Simulated data and actigraphy data of humans, rats, and marmosets were used in this study. We modified the method of calculation for IV and IS by modifying the time intervals of analysis. For each variable, we calculated the average value (IVm and ISm results for each time interval. Simulated data showed that (1 synchronization analysis depends on sample size, and (2 fragmentation is independent of the amplitude of the generated noise. We were able to obtain a significant difference in the fragmentation patterns of stroke patients using an IVm variable, while the variable IV60 was not identified. Rhythmic synchronization of activity and rest was significantly higher in young than adults with Parkinson׳s when using the ISM variable; however, this difference was not seen using IS60. We propose an updated format to calculate rhythmic fragmentation, including two additional optional variables. These alternative methods of nonparametric analysis aim to more precisely detect sleep–wake cycle fragmentation and synchronization.

  19. Bayesian nonparametric adaptive control using Gaussian processes.

    Science.gov (United States)

    Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

    2015-03-01

    Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

  20. Setting the light conditions for measuring root transparency for age-at-death estimation methods.

    Science.gov (United States)

    Adserias-Garriga, Joe; Nogué-Navarro, Laia; Zapico, Sara C; Ubelaker, Douglas H

    2018-03-01

    Age-at-death estimation is one of the main goals in forensic identification, being an essential parameter to determine the biological profile, narrowing the possibility of identification in cases involving missing persons and unidentified bodies. The study of dental tissues has been long considered as a proper tool for age estimation with several age estimation methods based on them. Dental age estimation methods can be divided into three categories: tooth formation and development, post-formation changes, and histological changes. While tooth formation and growth changes are important for fetal and infant consideration, when the end of dental and skeletal growth is achieved, post-formation or biochemical changes can be applied. Lamendin et al. in J Forensic Sci 37:1373-1379, (1992) developed an adult age estimation method based on root transparency and periodontal recession. The regression formula demonstrated its accuracy of use for 40 to 70-year-old individuals. Later on, Prince and Ubelaker in J Forensic Sci 47(1):107-116, (2002) evaluated the effects of ancestry and sex and incorporated root height into the equation, developing four new regression formulas for males and females of African and European ancestry. Even though root transparency is a key element in the method, the conditions for measuring this element have not been established. The aim of the present study is to set the light conditions measured in lumens that offer greater accuracy when applying the Lamendin et al. method modified by Prince and Ubelaker. The results must be also taken into account in the application of other age estimation methodologies using root transparency to estimate age-at-death.

  1. Bootstrap-based procedures for inference in nonparametric receiver-operating characteristic curve regression analysis.

    Science.gov (United States)

    Rodríguez-Álvarez, María Xosé; Roca-Pardiñas, Javier; Cadarso-Suárez, Carmen; Tahoces, Pablo G

    2018-03-01

    Prior to using a diagnostic test in a routine clinical setting, the rigorous evaluation of its diagnostic accuracy is essential. The receiver-operating characteristic curve is the measure of accuracy most widely used for continuous diagnostic tests. However, the possible impact of extra information about the patient (or even the environment) on diagnostic accuracy also needs to be assessed. In this paper, we focus on an estimator for the covariate-specific receiver-operating characteristic curve based on direct regression modelling and nonparametric smoothing techniques. This approach defines the class of generalised additive models for the receiver-operating characteristic curve. The main aim of the paper is to offer new inferential procedures for testing the effect of covariates on the conditional receiver-operating characteristic curve within the above-mentioned class. Specifically, two different bootstrap-based tests are suggested to check (a) the possible effect of continuous covariates on the receiver-operating characteristic curve and (b) the presence of factor-by-curve interaction terms. The validity of the proposed bootstrap-based procedures is supported by simulations. To facilitate the application of these new procedures in practice, an R-package, known as npROCRegression, is provided and briefly described. Finally, data derived from a computer-aided diagnostic system for the automatic detection of tumour masses in breast cancer is analysed.

  2. A nonparametric statistical method for determination of a confidence interval for the mean of a set of results obtained in a laboratory intercomparison

    International Nuclear Information System (INIS)

    Veglia, A.

    1981-08-01

    In cases where sets of data are obviously not normally distributed, the application of a nonparametric method for the estimation of a confidence interval for the mean seems to be more suitable than some other methods because such a method requires few assumptions about the population of data. A two-step statistical method is proposed which can be applied to any set of analytical results: elimination of outliers by a nonparametric method based on Tchebycheff's inequality, and determination of a confidence interval for the mean by a non-parametric method based on binominal distribution. The method is appropriate only for samples of size n>=10

  3. Geostatistical radar-raingauge combination with nonparametric correlograms: methodological considerations and application in Switzerland

    Science.gov (United States)

    Schiemann, R.; Erdin, R.; Willi, M.; Frei, C.; Berenguer, M.; Sempere-Torres, D.

    2011-05-01

    Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation

  4. Burden of emergency conditions and emergency care utilization: New estimates from 40 countries

    Science.gov (United States)

    Chang, Cindy Y.; Abujaber, Samer; Reynolds, Teri A.; Camargo, Carlos A.; Obermeyer, Ziad

    2016-01-01

    Objective To estimate the global and national burden of emergency conditions, and compare them to emergency care utilization rates. Methods We coded all 291 Global Burden of Disease 2010 conditions into three categories to estimate emergency burden: conditions that, if not addressed within hours to days of onset, commonly lead to serious disability or death; conditions with common acute decompensations that lead to serious disability or death; and non-emergencies. Emergency care utilization rates were obtained from a systematic literature review on emergency care facilities in low- and middle-income countries (LMICs), supplemented by national health system reports. Findings All 15 leading causes of death and DALYs globally were conditions with potential emergent manifestations. We identified 41 facility-based reports in 23 countries, 12 of which were in LMICs; data for 17 additional countries were obtained from national or regional reports on emergency utilization. Burden of emergency conditions was the highest in low-income countries, with median DALYs of 47,728 per 100,000 population (IQR 45,253-50,085) in low-income, 25,186 (IQR 21,982-40,480) in middle-income, and 15,691 (IQR 14,649-16,382) in high-income countries. Patterns were similar using deaths to measure burden and excluding acute decompensations from the definition of emergency conditions. Conversely, emergency utilization rates were the lowest in low-income countries, with median 8 visits per 1,000 population (IQR 6-10), 78 (IQR 25-197) in middle-income, and 264 (IQR 177-341) in high-income countries. Conclusion Despite higher burden of emergency conditions, emergency utilization rates are substantially lower in LMICs, likely due to limited access to emergency care. PMID:27334758

  5. Efficacious of estimatives of thermal-hydraulic conditions of the PWR core by measured parameters

    International Nuclear Information System (INIS)

    Camargo, C.T.M.; Pontedeiro, A.C.

    1985-01-01

    Using ALMOD 3W2 and COBRA IIIP computer codes an evaluation of usual methods of estimatives of heat transfer conditions in the PWR core was made, using variables of the monitored processes. It was done a parametric study in conditions of the permanent regim to verify the influence of variables such as, pressure, temperature and power in the value of critical heat flux. Parameters to prevent the DNB phenomenon in KWU power plants and Westinghouse were calculated and implemented in the ALMOD 3W2 program to estimate the DNBR evolution. It was identified a common origin to both methods and comparing with detailed calculations of the COBRA IIIP code, it was settled limitations in the application of parameters. (M.C.K.) [pt

  6. Estimation of In-Situ Groundwater Conditions Based on Geochemical Equilibrium Simulations

    Directory of Open Access Journals (Sweden)

    Toshiyuki Hokari

    2014-03-01

    Full Text Available This paper presents a means of estimating in-situ groundwater pH and oxidation-redox potential (ORP, two very important parameters for species migration analysis in safety assessments for radioactive waste disposal or carbon dioxide sequestration. The method was applied to a pumping test in a deep borehole drilled in a tertiary formation in Japan for validation. The following application examples are presented: when applied to several other pumping tests at the same site, it could estimate distributions of the in-situ groundwater pH and ORP; applied to multiple points selected in the groundwater database of Japan, it could help estimate the in-situ redox reaction governing the groundwater conditions in some areas.

  7. Simulation of microcirculatory hemodynamics: estimation of boundary condition using particle swarm optimization.

    Science.gov (United States)

    Pan, Qing; Wang, Ruofan; Reglin, Bettina; Fang, Luping; Pries, Axel R; Ning, Gangmin

    2014-01-01

    Estimation of the boundary condition is a critical problem in simulating hemodynamics in microvascular networks. This paper proposed a boundary estimation strategy based on a particle swarm optimization (PSO) algorithm, which aims to minimize the number of vessels with inverted flow direction in comparison to the experimental observation. The algorithm took boundary values as the particle swarm and updated the position of the particles iteratively to approach the optimization target. The method was tested in a real rat mesenteric network. With random initial boundary values, the method achieved a minimized 9 segments with an inverted flow direction in the network with 546 vessels. Compared with reported literature, the current work has the advantage of a better fit with experimental observations and is more suitable for the boundary estimation problem in pulsatile hemodynamic models due to the experiment-based optimization target selection.

  8. Estimation of the optimal operating conditions for a radiation chemical neutralization unit

    International Nuclear Information System (INIS)

    Putilov, A.V.; Kamenetskaya, S.A.; Pshezhetskii, S.Ya.; Kazakov, M.S.; Kudryavtsev, S.L.; Petrukhin, N.V.; Misharin, B.A.; Koneev, V.Z.

    1985-01-01

    An estimate is made of the effect of the hydrodynamic conditions on the efficiency of foam units for the radiation chemical neutralization of impurities, taking into account the penetrating power of accelerated electrons having various energies. Expressions are obtained for calculating the efficiency of such units with sectionized operation of the chamber and taking account of the effect of incomplete mixing of the products of radiolysis through the height of the foam layer

  9. Estimate of radionuclide release characteristics into containment under severe accident conditions

    International Nuclear Information System (INIS)

    Nourbakhsh, H.P.

    1993-11-01

    A detailed review of the available light water reactor source term information is presented as a technical basis for development of updated source terms into the containment under severe accident conditions. Simplified estimates of radionuclide release and transport characteristics are specified for each unique combination of the reactor coolant and containment system combinations. A quantitative uncertainty analysis in the release to the containment using NUREG-1150 methodology is also presented

  10. Estimation of antecedent wetness conditions for flood modelling in northern Morocco

    Directory of Open Access Journals (Sweden)

    Y. Tramblay

    2012-11-01

    Full Text Available In northern Morocco are located most of the dams and reservoirs of the country, while this region is affected by severe rainfall events causing floods. To improve the management of the water regulation structures, there is a need to develop rainfall–runoff models to both maximize the storage capacity and reduce the risks caused by floods. In this study, a model is developed to reproduce the flood events for a 655 km2 catchment located upstream of the 6th largest dam in Morocco. Constrained by data availability, a standard event-based model combining a SCS-CN (Soil Conservation Service Curve Number loss model and a Clark unit hydrograph was developed for hourly discharge simulation using 16 flood events that occurred between 1984 and 2008. The model was found satisfactory to reproduce the runoff and the temporal evolution of floods, even with limited rainfall data. Several antecedent wetness conditions estimators for the catchment were compared with the initial condition of the model. Theses estimators include an antecedent discharge index, an antecedent precipitation index and a continuous daily soil moisture accounting model (SMA, based on precipitation and evapotranspiration. The SMA model performed the best to estimate the initial conditions of the event-based hydrological model (R2 = 0.9. Its daily output has been compared with ASCAT and AMSR-E remote sensing data products, which were both able to reproduce with accuracy the daily simulated soil moisture dynamics at the catchment scale. This same approach could be implemented in other catchments of this region for operational purposes. The results of this study suggest that remote sensing data are potentially useful to estimate the soil moisture conditions in the case of ungauged catchments in Northern Africa.

  11. Numerical estimate of fracture parameters under elastic and elastic-plastic conditions

    International Nuclear Information System (INIS)

    Soba, Alejandro; Denis, Alicia C.

    2003-01-01

    The importance of the stress intensity factor K in the elastic fracture analysis is well known. In this work three methods are developed to estimate the parameter K I , corresponding to the normal loading mode, employing the finite elements method. The elastic-plastic condition is also analyzed, where the line integral J is the relevant parameter. Two cases of interest are studied: sample with a crack in its center and tubes with internal pressure. (author)

  12. A smartphone-driven methodology for estimating physical activities and energy expenditure in free living conditions.

    Science.gov (United States)

    Guidoux, Romain; Duclos, Martine; Fleury, Gérard; Lacomme, Philippe; Lamaudière, Nicolas; Manenq, Pierre-Henri; Paris, Ludivine; Ren, Libo; Rousset, Sylvie

    2014-12-01

    This paper introduces a function dedicated to the estimation of total energy expenditure (TEE) of daily activities based on data from accelerometers integrated into smartphones. The use of mass-market sensors such as accelerometers offers a promising solution for the general public due to the growing smartphone market over the last decade. The TEE estimation function quality was evaluated using data from intensive numerical experiments based, first, on 12 volunteers equipped with a smartphone and two research sensors (Armband and Actiheart) in controlled conditions (CC) and, then, on 30 other volunteers in free-living conditions (FLC). The TEE given by these two sensors in both conditions and estimated from the metabolic equivalent tasks (MET) in CC served as references during the creation and evaluation of the function. The TEE mean gap in absolute value between the function and the three references was 7.0%, 16.4% and 2.7% in CC, and 17.0% and 23.7% according to Armband and Actiheart, respectively, in FLC. This is the first step in the definition of a new feedback mechanism that promotes self-management and daily-efficiency evaluation of physical activity as part of an information system dedicated to the prevention of chronic diseases. Copyright © 2014 Elsevier Inc. All rights reserved.

  13. Prediction intervals for future BMI values of individual children - a non-parametric approach by quantile boosting

    Directory of Open Access Journals (Sweden)

    Mayr Andreas

    2012-01-01

    Full Text Available Abstract Background The construction of prediction intervals (PIs for future body mass index (BMI values of individual children based on a recent German birth cohort study with n = 2007 children is problematic for standard parametric approaches, as the BMI distribution in childhood is typically skewed depending on age. Methods We avoid distributional assumptions by directly modelling the borders of PIs by additive quantile regression, estimated by boosting. We point out the concept of conditional coverage to prove the accuracy of PIs. As conditional coverage can hardly be evaluated in practical applications, we conduct a simulation study before fitting child- and covariate-specific PIs for future BMI values and BMI patterns for the present data. Results The results of our simulation study suggest that PIs fitted by quantile boosting cover future observations with the predefined coverage probability and outperform the benchmark approach. For the prediction of future BMI values, quantile boosting automatically selects informative covariates and adapts to the age-specific skewness of the BMI distribution. The lengths of the estimated PIs are child-specific and increase, as expected, with the age of the child. Conclusions Quantile boosting is a promising approach to construct PIs with correct conditional coverage in a non-parametric way. It is in particular suitable for the prediction of BMI patterns depending on covariates, since it provides an interpretable predictor structure, inherent variable selection properties and can even account for longitudinal data structures.

  14. DC Link Current Estimation in Wind-Double Feed Induction Generator Power Conditioning System

    Directory of Open Access Journals (Sweden)

    MARIAN GAICEANU

    2010-12-01

    Full Text Available In this paper the implementation of the DC link current estimator in power conditioning system of the variable speed wind turbine is shown. The wind turbine is connected to double feed induction generator (DFIG. The variable electrical energy parameters delivered by DFIG are fitted with the electrical grid parameters through back-to-back power converter. The bidirectional AC-AC power converter covers a wide speed range from subsynchronous to supersynchronous speeds. The modern control of back-to-back power converter involves power balance concept, therefore its load power should be known in any instant. By using the power balance control, the DC link voltage variation at the load changes can be reduced. In this paper the load power is estimated from the dc link, indirectly, through a second order DC link current estimator. The load current estimator is based on the DC link voltage and on the dc link input current of the rotor side converter. This method presents certain advantages instead of using measured method, which requires a low pass filter: no time delay, the feedforward current component has no ripple, no additional hardware, and more fast control response. Through the numerical simulation the performances of the proposed DC link output current estimator scheme are demonstrated.

  15. Weak Disposability in Nonparametric Production Analysis with Undesirable Outputs

    NARCIS (Netherlands)

    Kuosmanen, T.K.

    2005-01-01

    Environmental Economics and Natural Resources Group at Wageningen University in The Netherlands Weak disposability of outputs means that firms can abate harmful emissions by decreasing the activity level. Modeling weak disposability in nonparametric production analysis has caused some confusion.

  16. Multi-sample nonparametric treatments comparison in medical ...

    African Journals Online (AJOL)

    Multi-sample nonparametric treatments comparison in medical follow-up study with unequal observation processes through simulation and bladder tumour case study. P. L. Tan, N.A. Ibrahim, M.B. Adam, J. Arasan ...

  17. Economic decision making and the application of nonparametric prediction models

    Science.gov (United States)

    Attanasi, E.D.; Coburn, T.C.; Freeman, P.A.

    2008-01-01

    Sustained increases in energy prices have focused attention on gas resources in low-permeability shale or in coals that were previously considered economically marginal. Daily well deliverability is often relatively small, although the estimates of the total volumes of recoverable resources in these settings are often large. Planning and development decisions for extraction of such resources must be areawide because profitable extraction requires optimization of scale economies to minimize costs and reduce risk. For an individual firm, the decision to enter such plays depends on reconnaissance-level estimates of regional recoverable resources and on cost estimates to develop untested areas. This paper shows how simple nonparametric local regression models, used to predict technically recoverable resources at untested sites, can be combined with economic models to compute regional-scale cost functions. The context of the worked example is the Devonian Antrim-shale gas play in the Michigan basin. One finding relates to selection of the resource prediction model to be used with economic models. Models chosen because they can best predict aggregate volume over larger areas (many hundreds of sites) smooth out granularity in the distribution of predicted volumes at individual sites. This loss of detail affects the representation of economic cost functions and may affect economic decisions. Second, because some analysts consider unconventional resources to be ubiquitous, the selection and order of specific drilling sites may, in practice, be determined arbitrarily by extraneous factors. The analysis shows a 15-20% gain in gas volume when these simple models are applied to order drilling prospects strategically rather than to choose drilling locations randomly. Copyright ?? 2008 Society of Petroleum Engineers.

  18. Nonparametric Integrated Agrometeorological Drought Monitoring: Model Development and Application

    Science.gov (United States)

    Zhang, Qiang; Li, Qin; Singh, Vijay P.; Shi, Peijun; Huang, Qingzhong; Sun, Peng

    2018-01-01

    Drought is a major natural hazard that has massive impacts on the society. How to monitor drought is critical for its mitigation and early warning. This study proposed a modified version of the multivariate standardized drought index (MSDI) based on precipitation, evapotranspiration, and soil moisture, i.e., modified multivariate standardized drought index (MMSDI). This study also used nonparametric joint probability distribution analysis. Comparisons were done between standardized precipitation evapotranspiration index (SPEI), standardized soil moisture index (SSMI), MSDI, and MMSDI, and real-world observed drought regimes. Results indicated that MMSDI detected droughts that SPEI and/or SSMI failed to do. Also, MMSDI detected almost all droughts that were identified by SPEI and SSMI. Further, droughts detected by MMSDI were similar to real-world observed droughts in terms of drought intensity and drought-affected area. When compared to MMSDI, MSDI has the potential to overestimate drought intensity and drought-affected area across China, which should be attributed to exclusion of the evapotranspiration components from estimation of drought intensity. Therefore, MMSDI is proposed for drought monitoring that can detect agrometeorological droughts. Results of this study provide a framework for integrated drought monitoring in other regions of the world and can help to develop drought mitigation.

  19. Bayesian nonparametric meta-analysis using Polya tree mixture models.

    Science.gov (United States)

    Branscum, Adam J; Hanson, Timothy E

    2008-09-01

    Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.

  20. Effects of sampling conditions on DNA-based estimates of American black bear abundance

    Science.gov (United States)

    Laufenberg, Jared S.; Van Manen, Frank T.; Clark, Joseph D.

    2013-01-01

    DNA-based capture-mark-recapture techniques are commonly used to estimate American black bear (Ursus americanus) population abundance (N). Although the technique is well established, many questions remain regarding study design. In particular, relationships among N, capture probability of heterogeneity mixtures A and B (pA and pB, respectively, or p, collectively), the proportion of each mixture (π), number of capture occasions (k), and probability of obtaining reliable estimates of N are not fully understood. We investigated these relationships using 1) an empirical dataset of DNA samples for which true N was unknown and 2) simulated datasets with known properties that represented a broader array of sampling conditions. For the empirical data analysis, we used the full closed population with heterogeneity data type in Program MARK to estimate N for a black bear population in Great Smoky Mountains National Park, Tennessee. We systematically reduced the number of those samples used in the analysis to evaluate the effect that changes in capture probabilities may have on parameter estimates. Model-averaged N for females and males were 161 (95% CI = 114–272) and 100 (95% CI = 74–167), respectively (pooled N = 261, 95% CI = 192–419), and the average weekly p was 0.09 for females and 0.12 for males. When we reduced the number of samples of the empirical data, support for heterogeneity models decreased. For the simulation analysis, we generated capture data with individual heterogeneity covering a range of sampling conditions commonly encountered in DNA-based capture-mark-recapture studies and examined the relationships between those conditions and accuracy (i.e., probability of obtaining an estimated N that is within 20% of true N), coverage (i.e., probability that 95% confidence interval includes true N), and precision (i.e., probability of obtaining a coefficient of variation ≤20%) of estimates using logistic regression. The capture probability

  1. A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems

    Science.gov (United States)

    Merkatas, Christos; Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

    2017-06-01

    We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods. Our results can be used by researchers in physical modeling interested in a fast and accurate estimation of low dimensional stochastic models when the size of the observed time series is small and the noise process (perhaps) is non-Gaussian. The inference procedure is demonstrated specifically in the case of polynomial maps of an arbitrary degree and when a Geometric Stick Breaking mixture process prior over the space of densities, is applied to the additive errors. Our method is parsimonious compared to Bayesian nonparametric techniques based on Dirichlet process mixtures, flexible and general. Simulations based on synthetic time series are presented.

  2. Bayesian Non-Parametric Mixtures of GARCH(1,1 Models

    Directory of Open Access Journals (Sweden)

    John W. Lau

    2012-01-01

    Full Text Available Traditional GARCH models describe volatility levels that evolve smoothly over time, generated by a single GARCH regime. However, nonstationary time series data may exhibit abrupt changes in volatility, suggesting changes in the underlying GARCH regimes. Further, the number and times of regime changes are not always obvious. This article outlines a nonparametric mixture of GARCH models that is able to estimate the number and time of volatility regime changes by mixing over the Poisson-Kingman process. The process is a generalisation of the Dirichlet process typically used in nonparametric models for time-dependent data provides a richer clustering structure, and its application to time series data is novel. Inference is Bayesian, and a Markov chain Monte Carlo algorithm to explore the posterior distribution is described. The methodology is illustrated on the Standard and Poor's 500 financial index.

  3. A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems.

    Science.gov (United States)

    Merkatas, Christos; Kaloudis, Konstantinos; Hatjispyros, Spyridon J

    2017-06-01

    We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods. Our results can be used by researchers in physical modeling interested in a fast and accurate estimation of low dimensional stochastic models when the size of the observed time series is small and the noise process (perhaps) is non-Gaussian. The inference procedure is demonstrated specifically in the case of polynomial maps of an arbitrary degree and when a Geometric Stick Breaking mixture process prior over the space of densities, is applied to the additive errors. Our method is parsimonious compared to Bayesian nonparametric techniques based on Dirichlet process mixtures, flexible and general. Simulations based on synthetic time series are presented.

  4. A multitemporal and non-parametric approach for assessing the impacts of drought on vegetation greenness

    DEFF Research Database (Denmark)

    Carrao, Hugo; Sepulcre, Guadalupe; Horion, Stéphanie Marie Anne F

    2013-01-01

    This study evaluates the relationship between the frequency and duration of meteorological droughts and the subsequent temporal changes on the quantity of actively photosynthesizing biomass (greenness) estimated from satellite imagery on rainfed croplands in Latin America. An innovative non-parametric...... and non-supervised approach, based on the Fisher-Jenks optimal classification algorithm, is used to identify multi-scale meteorological droughts on the basis of empirical cumulative distributions of 1, 3, 6, and 12-monthly precipitation totals. As input data for the classifier, we use the gridded GPCC...... for the period between 1998 and 2010. The time-series analysis of vegetation greenness is performed during the growing season with a non-parametric method, namely the seasonal Relative Greenness (RG) of spatially accumulated fAPAR. The Global Land Cover map of 2000 and the GlobCover maps of 2005/2006 and 2009...

  5. Does bioelectrical impedance analysis accurately estimate the condition of threatened and endangered desert fish species?

    Science.gov (United States)

    Dibble, Kimberly L.; Yard, Micheal D.; Ward, David L.; Yackulic, Charles B.

    2017-01-01

    Bioelectrical impedance analysis (BIA) is a nonlethal tool with which to estimate the physiological condition of animals that has potential value in research on endangered species. However, the effectiveness of BIA varies by species, the methodology continues to be refined, and incidental mortality rates are unknown. Under laboratory conditions we tested the value of using BIA in addition to morphological measurements such as total length and wet mass to estimate proximate composition (lipid, protein, ash, water, dry mass, energy density) in the endangered Humpback Chub Gila cypha and Bonytail G. elegans and the species of concern Roundtail Chub G. robusta and conducted separate trials to estimate the mortality rates of these sensitive species. Although Humpback and Roundtail Chub exhibited no or low mortality in response to taking BIA measurements versus handling for length and wet-mass measurements, Bonytails exhibited 14% and 47% mortality in the BIA and handling experiments, respectively, indicating that survival following stress is species specific. Derived BIA measurements were included in the best models for most proximate components; however, the added value of BIA as a predictor was marginal except in the absence of accurate wet-mass data. Bioelectrical impedance analysis improved the R2 of the best percentage-based models by no more than 4% relative to models based on morphology. Simulated field conditions indicated that BIA models became increasingly better than morphometric models at estimating proximate composition as the observation error around wet-mass measurements increased. However, since the overall proportion of variance explained by percentage-based models was low and BIA was mostly a redundant predictor, we caution against the use of BIA in field applications for these sensitive fish species.

  6. Remaining useful life estimation in heterogeneous fleets working under variable operating conditions

    International Nuclear Information System (INIS)

    Al-Dahidi, Sameer; Di Maio, Francesco; Baraldi, Piero; Zio, Enrico

    2016-01-01

    The availability of condition monitoring data for large fleets of similar equipment motivates the development of data-driven prognostic approaches that capitalize on the information contained in such data to estimate equipment Remaining Useful Life (RUL). A main difficulty is that the fleet of equipment typically experiences different operating conditions, which influence both the condition monitoring data and the degradation processes that physically determine the RUL. We propose an approach for RUL estimation from heterogeneous fleet data based on three phases: firstly, the degradation levels (states) of an homogeneous discrete-time finite-state semi-markov model are identified by resorting to an unsupervised ensemble clustering approach. Then, the parameters of the discrete Weibull distributions describing the transitions among the states and their uncertainties are inferred by resorting to the Maximum Likelihood Estimation (MLE) method and to the Fisher Information Matrix (FIM), respectively. Finally, the inferred degradation model is used to estimate the RUL of fleet equipment by direct Monte Carlo (MC) simulation. The proposed approach is applied to two case studies regarding heterogeneous fleets of aluminium electrolytic capacitors and turbofan engines. Results show the effectiveness of the proposed approach in predicting the RUL and its superiority compared to a fuzzy similarity-based approach of literature. - Highlights: • The prediction of the remaining useful life for heterogeneous fleets is addressed. • A data-driven prognostics approach based on a Markov model is proposed. • The proposed approach is applied to two different heterogeneous fleets. • The results are compared with those obtained by a fuzzy similarity-based approach.

  7. LIMNOLOGICAL CONDITION AND ESTIMATION OF POTENTIAL FISH PRODUCTION OF KERINCI LAKE JAMBI, SUMATRA

    Directory of Open Access Journals (Sweden)

    Samuel Samuel

    2015-06-01

    Full Text Available Kerinci Lake is a type of tectonic lakes located in a protected forest area of National Park of Kerinci Sebelat and a source of various fish species important for local people for their dayly food comsumption and income. However, few information is available on limnological condition and fish resources. Field research observing the limnological condition and estimating the potential fish production was conducted four times in April, June, August and October 2013. The research is aimed to describe the condition of limnology and estimate the potential fish production of the lake. Limnological aspect included the physico-chemical and biological parameters, namely: temperature, water transparency, depth, substrate, conductivity, pH, dissolved oxygen, alkalinity, ammonia, nitrate, phosphate, total phosphorus, chlorophyll-a and trophic state. Potential fish production was calculated by using the biological parameter levels of chlorophyll-a. The results show that the euphotic layer of the lake waters was still feasible for fish life. Water condition of the bottom layer was less supportable for fish life due to low dissolved oxygen content. Trophic state index (TSI values, either measured by temporal and spatial ways, had TSI with an average of 61.75. From these index, the lake is classified as a lake at the high productivity level (eutrophic. Annual fish production was an average of 307 kg/ha/year. By taking account the average of fish production and the total area of lake of around 4,200 ha, the potential fish production of Kerinci Lake is estimated about ± 1,287 tons/year.

  8. A new Method for the Estimation of Initial Condition Uncertainty Structures in Mesoscale Models

    Science.gov (United States)

    Keller, J. D.; Bach, L.; Hense, A.

    2012-12-01

    The estimation of fast growing error modes of a system is a key interest of ensemble data assimilation when assessing uncertainty in initial conditions. Over the last two decades three methods (and variations of these methods) have evolved for global numerical weather prediction models: ensemble Kalman filter, singular vectors and breeding of growing modes (or now ensemble transform). While the former incorporates a priori model error information and observation error estimates to determine ensemble initial conditions, the latter two techniques directly address the error structures associated with Lyapunov vectors. However, in global models these structures are mainly associated with transient global wave patterns. When assessing initial condition uncertainty in mesoscale limited area models, several problems regarding the aforementioned techniques arise: (a) additional sources of uncertainty on the smaller scales contribute to the error and (b) error structures from the global scale may quickly move through the model domain (depending on the size of the domain). To address the latter problem, perturbation structures from global models are often included in the mesoscale predictions as perturbed boundary conditions. However, the initial perturbations (when used) are often generated with a variant of an ensemble Kalman filter which does not necessarily focus on the large scale error patterns. In the framework of the European regional reanalysis project of the Hans-Ertel-Center for Weather Research we use a mesoscale model with an implemented nudging data assimilation scheme which does not support ensemble data assimilation at all. In preparation of an ensemble-based regional reanalysis and for the estimation of three-dimensional atmospheric covariance structures, we implemented a new method for the assessment of fast growing error modes for mesoscale limited area models. The so-called self-breeding is development based on the breeding of growing modes technique

  9. A METHOD TO ESTIMATE TEMPORAL INTERACTION IN A CONDITIONAL RANDOM FIELD BASED APPROACH FOR CROP RECOGNITION

    Directory of Open Access Journals (Sweden)

    P. M. A. Diaz

    2016-06-01

    Full Text Available This paper presents a method to estimate the temporal interaction in a Conditional Random Field (CRF based approach for crop recognition from multitemporal remote sensing image sequences. This approach models the phenology of different crop types as a CRF. Interaction potentials are assumed to depend only on the class labels of an image site at two consecutive epochs. In the proposed method, the estimation of temporal interaction parameters is considered as an optimization problem, whose goal is to find the transition matrix that maximizes the CRF performance, upon a set of labelled data. The objective functions underlying the optimization procedure can be formulated in terms of different accuracy metrics, such as overall and average class accuracy per crop or phenological stages. To validate the proposed approach, experiments were carried out upon a dataset consisting of 12 co-registered LANDSAT images of a region in southeast of Brazil. Pattern Search was used as the optimization algorithm. The experimental results demonstrated that the proposed method was able to substantially outperform estimates related to joint or conditional class transition probabilities, which rely on training samples.

  10. Sufficient Condition for Estimation in Designing H∞ Filter-Based SLAM

    Directory of Open Access Journals (Sweden)

    Nur Aqilah Othman

    2015-01-01

    Full Text Available Extended Kalman filter (EKF is often employed in determining the position of mobile robot and landmarks in simultaneous localization and mapping (SLAM. Nonetheless, there are some disadvantages of using EKF, namely, the requirement of Gaussian distribution for the state and noises, as well as the fact that it requires the smallest possible initial state covariance. This has led researchers to find alternative ways to mitigate the aforementioned shortcomings. Therefore, this study is conducted to propose an alternative technique by implementing H∞ filter in SLAM instead of EKF. In implementing H∞ filter in SLAM, the parameters of the filter especially γ need to be properly defined to prevent finite escape time problem. Hence, this study proposes a sufficient condition for the estimation purposes. Two distinct cases of initial state covariance are analysed considering an indoor environment to ensure the best solution for SLAM problem exists along with considerations of process and measurement noises statistical behaviour. If the prescribed conditions are not satisfied, then the estimation would exhibit unbounded uncertainties and consequently results in erroneous inference about the robot and landmarks estimation. The simulation results have shown the reliability and consistency as suggested by the theoretical analysis and our previous findings.

  11. Estimating resource acquisition and at-sea body condition of a marine predator

    Science.gov (United States)

    Schick, Robert S; New, Leslie F; Thomas, Len; Costa, Daniel P; Hindell, Mark A; McMahon, Clive R; Robinson, Patrick W; Simmons, Samantha E; Thums, Michele; Harwood, John; Clark, James S

    2013-01-01

    Body condition plays a fundamental role in many ecological and evolutionary processes at a variety of scales and across a broad range of animal taxa. An understanding of how body condition changes at fine spatial and temporal scales as a result of interaction with the environment provides necessary information about how animals acquire resources. However, comparatively little is known about intra- and interindividual variation of condition in marine systems. Where condition has been studied, changes typically are recorded at relatively coarse time-scales. By quantifying how fine-scale interaction with the environment influences condition, we can broaden our understanding of how animals acquire resources and allocate them to body stores. Here we used a hierarchical Bayesian state-space model to estimate the body condition as measured by the size of an animal's lipid store in two closely related species of marine predator that occupy different hemispheres: northern elephant seals (Mirounga angustirostris) and southern elephant seals (Mirounga leonina). The observation model linked drift dives to lipid stores. The process model quantified daily changes in lipid stores as a function of the physiological condition of the seal (lipid:lean tissue ratio, departure lipid and departure mass), its foraging location, two measures of behaviour and environmental covariates. We found that physiological condition significantly impacted lipid gain at two time-scales – daily and at departure from the colony – that foraging location was significantly associated with lipid gain in both species of elephant seals and that long-term behavioural phase was associated with positive lipid gain in northern and southern elephant seals. In northern elephant seals, the occurrence of short-term behavioural states assumed to represent foraging were correlated with lipid gain. Lipid gain was a function of covariates in both species. Southern elephant seals performed fewer drift dives than

  12. Condition monitoring of steam generator by estimating the overall heat transfer coefficient

    International Nuclear Information System (INIS)

    Furusawa, Hiroaki; Gofuku, Akio

    2013-01-01

    This study develops a technique for monitoring in on-line the state of the steam generator of the fast-breeder reactor (FBR) “Monju”. Because the FBR uses liquid sodium as coolant, it is necessary to handle liquid sodium with caution due to its chemical characteristics. The steam generator generates steam by the heat of secondary sodium coolant. The sodium-water reaction may happen if a pinhole or crack occurs at the thin metal tube wall that separates the secondary sodium coolant and water/steam. Therefore, it is very important to detect an anomaly of the wall of heat transfer tubes at an early stage. This study aims at developing an on-line condition monitoring technique of the steam generator by estimating overall heat transfer coefficient from process signals. This paper describes simplified mathematical models of superheater and evaporator to estimate the overall heat transfer coefficient and a technique to diagnose the state of the steam generator. The applicability of the technique is confirmed by several estimations using simulated process signals with artificial noises. The results of the estimations show that the developed technique can detect the occurrence of an anomaly. (author)

  13. Sugarcane yield estimation for climatic conditions in the state of Goiás

    Directory of Open Access Journals (Sweden)

    Jordana Moura Caetano

    Full Text Available ABSTRACT Models that estimate potential and depleted crop yield according to climatic variable enable the crop planning and production quantification for a specific region. Therefore, the objective of this study was to compare methods to sugarcane yield estimates grown in the climatic condition in the central part of Goiás, Brazil. So, Agroecological Zone Method (ZAE and the model proposed by Scarpari (S were correlated with real data of sugarcane yield from an experimental area, located in Santo Antônio de Goiás, state of Goiás, Brazil. Data yield refer to the crops of 2008/2009 (sugarcane plant, 2009/2010, 2010/2011 and 2011/2012 (ratoon sugarcane. Yield rates were calculated as a function of atmospheric water demand and water deficit in the area under study. Real and estimated yields were adjusted in function of productivity loss due to cutting stage of sugarcane, using an average reduction in productivity observed in the experimental area and the average reduction in the state of Goiás. The results indicated that the ZAE method, considering the water deficit, displayed good yield estimates for cane-plant (d > 0.90. Water deficit decreased the yield rates (r = -0.8636; α = 0.05 while the thermal sum increased that rate for all evaluated harvests (r > 0.68; α = 0.05.

  14. Influence of Sky Conditions on Estimation of Photosynthetic Photon Flux Density for Agricultural Ecosystem

    Science.gov (United States)

    Yamashita, M.; Yoshimura, M.

    2018-04-01

    Photosynthetic photon flux density (PPFD: µmol m-2 s-1) is indispensable for plant physiology processes in photosynthesis. However, PPFD is seldom measured, so that PPFD has been estimated by using solar radiation (SR: W m-2) measured in world wide. In method using SR, there are two steps: first to estimate photosynthetically active radiation (PAR: W m-2) by the fraction of PAR to SR (PF) and second: to convert PAR to PPFD using the ratio of quanta to energy (Q / E: µmol J-1). PF and Q/E usually have been used as the constant values, however, recent studies point out that PF and Q / E would not be constants under various sky conditions. In this study, we use the numeric data of sky-conditions factors such cloud cover, sun appearance/hiding and relative sky brightness derived from whole-sky image processing and examine the influences of sky-conditions factors on PF and Q / E of global and diffuse PAR. Furthermore, we discuss our results by comparing with the existing methods.

  15. Estimation of active rockburst prevention effectiveness during longwall mining under disadvantageous geological and mining conditions

    Directory of Open Access Journals (Sweden)

    Łukasz Wojtecki

    2016-01-01

    Full Text Available Underground longwall mining of coal seams in the Upper Silesian Coal Basin is currently being carried out under increasingly difficult geological and mining conditions. Mining depth, dislocations and mining remnants are the main factors responsible for the most significant rockburst hazard, which can be minimized via the use of active and passive rockburst prevention. Active rockburst prevention in longwalls is usually based on blasting, in order to either destress local stress concentrations in the rock mass or to fracture the thick layers of strong roof rocks to prevent or minimize the impact of high energy tremors on excavations. The accurate estimation of active rockburst prevention effectiveness is particularly important when mining under disadvantageous geological and mining conditions, which are associated with high levels of this hazard. The efficiency of blasting applied for this purpose is typically evaluated from the seismic effect, which is calculated based on seismic monitoring data and the weight of the charged explosive. This method, as used previously in the Czech Republic, was adopted in the present study to analyze conditions occurring in a Polish hard coal mine in the Upper Silesian Coal Basin. Parameters of long hole destress blastings in roof rocks (torpedo blastings from the face of the assigned longwall in coal seam no. 507 were correct a success according to the seismic effect method and corresponded to observations made in situ. The analytical method presented enables the rapid estimation of destress blasting effectiveness and could also be useful when determining appropriate active rockburst prevention.

  16. A Bayesian localized conditional autoregressive model for estimating the health effects of air pollution.

    Science.gov (United States)

    Lee, Duncan; Rushworth, Alastair; Sahu, Sujit K

    2014-06-01

    Estimation of the long-term health effects of air pollution is a challenging task, especially when modeling spatial small-area disease incidence data in an ecological study design. The challenge comes from the unobserved underlying spatial autocorrelation structure in these data, which is accounted for using random effects modeled by a globally smooth conditional autoregressive model. These smooth random effects confound the effects of air pollution, which are also globally smooth. To avoid this collinearity a Bayesian localized conditional autoregressive model is developed for the random effects. This localized model is flexible spatially, in the sense that it is not only able to model areas of spatial smoothness, but also it is able to capture step changes in the random effects surface. This methodological development allows us to improve the estimation performance of the covariate effects, compared to using traditional conditional auto-regressive models. These results are established using a simulation study, and are then illustrated with our motivating study on air pollution and respiratory ill health in Greater Glasgow, Scotland in 2011. The model shows substantial health effects of particulate matter air pollution and nitrogen dioxide, whose effects have been consistently attenuated by the currently available globally smooth models. © 2014, The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

  17. Estimation of value at risk and conditional value at risk using normal mixture distributions model

    Science.gov (United States)

    Kamaruzzaman, Zetty Ain; Isa, Zaidi

    2013-04-01

    Normal mixture distributions model has been successfully applied in financial time series analysis. In this paper, we estimate the return distribution, value at risk (VaR) and conditional value at risk (CVaR) for monthly and weekly rates of returns for FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) from July 1990 until July 2010 using the two component univariate normal mixture distributions model. First, we present the application of normal mixture distributions model in empirical finance where we fit our real data. Second, we present the application of normal mixture distributions model in risk analysis where we apply the normal mixture distributions model to evaluate the value at risk (VaR) and conditional value at risk (CVaR) with model validation for both risk measures. The empirical results provide evidence that using the two components normal mixture distributions model can fit the data well and can perform better in estimating value at risk (VaR) and conditional value at risk (CVaR) where it can capture the stylized facts of non-normality and leptokurtosis in returns distribution.

  18. Non-parametric Bayesian networks: Improving theory and reviewing applications

    International Nuclear Information System (INIS)

    Hanea, Anca; Morales Napoles, Oswaldo; Ababei, Dan

    2015-01-01

    Applications in various domains often lead to high dimensional dependence modelling. A Bayesian network (BN) is a probabilistic graphical model that provides an elegant way of expressing the joint distribution of a large number of interrelated variables. BNs have been successfully used to represent uncertain knowledge in a variety of fields. The majority of applications use discrete BNs, i.e. BNs whose nodes represent discrete variables. Integrating continuous variables in BNs is an area fraught with difficulty. Several methods that handle discrete-continuous BNs have been proposed in the literature. This paper concentrates only on one method called non-parametric BNs (NPBNs). NPBNs were introduced in 2004 and they have been or are currently being used in at least twelve professional applications. This paper provides a short introduction to NPBNs, a couple of theoretical advances, and an overview of applications. The aim of the paper is twofold: one is to present the latest improvements of the theory underlying NPBNs, and the other is to complement the existing overviews of BNs applications with the NPNBs applications. The latter opens the opportunity to discuss some difficulties that applications pose to the theoretical framework and in this way offers some NPBN modelling guidance to practitioners. - Highlights: • The paper gives an overview of the current NPBNs methodology. • We extend the NPBN methodology by relaxing the conditions of one of its fundamental theorems. • We propose improvements of the data mining algorithm for the NPBNs. • We review the professional applications of the NPBNs.

  19. Measurement of total risk of spontaneous abortion: the virtue of conditional risk estimation

    DEFF Research Database (Denmark)

    Modvig, J; Schmidt, L; Damsgaard, M T

    1990-01-01

    The concepts, methods, and problems of measuring spontaneous abortion risk are reviewed. The problems touched on include the process of pregnancy verification, the changes in risk by gestational age and maternal age, and the presence of induced abortions. Methods used in studies of spontaneous...... abortion risk include biochemical assays as well as life table technique, although the latter appears in two different forms. The consequences of using either of these are discussed. It is concluded that no study design so far is appropriate for measuring the total risk of spontaneous abortion from early...... conception to the end of the 27th week. It is proposed that pregnancy may be considered to consist of two or three specific periods and that different study designs should concentrate on measuring the conditional risk within each period. A careful estimate using this principle leads to an estimate of total...

  20. Impulse response identification with deterministic inputs using non-parametric methods

    International Nuclear Information System (INIS)

    Bhargava, U.K.; Kashyap, R.L.; Goodman, D.M.

    1985-01-01

    This paper addresses the problem of impulse response identification using non-parametric methods. Although the techniques developed herein apply to the truncated, untruncated, and the circulant models, we focus on the truncated model which is useful in certain applications. Two methods of impulse response identification will be presented. The first is based on the minimization of the C/sub L/ Statistic, which is an estimate of the mean-square prediction error; the second is a Bayesian approach. For both of these methods, we consider the effects of using both the identity matrix and the Laplacian matrix as weights on the energy in the impulse response. In addition, we present a method for estimating the effective length of the impulse response. Estimating the length is particularly important in the truncated case. Finally, we develop a method for estimating the noise variance at the output. Often, prior information on the noise variance is not available, and a good estimate is crucial to the success of estimating the impulse response with a nonparametric technique

  1. A robust nonparametric method for quantifying undetected extinctions.

    Science.gov (United States)

    Chisholm, Ryan A; Giam, Xingli; Sadanandan, Keren R; Fung, Tak; Rheindt, Frank E

    2016-06-01

    How many species have gone extinct in modern times before being described by science? To answer this question, and thereby get a full assessment of humanity's impact on biodiversity, statistical methods that quantify undetected extinctions are required. Such methods have been developed recently, but they are limited by their reliance on parametric assumptions; specifically, they assume the pools of extant and undetected species decay exponentially, whereas real detection rates vary temporally with survey effort and real extinction rates vary with the waxing and waning of threatening processes. We devised a new, nonparametric method for estimating undetected extinctions. As inputs, the method requires only the first and last date at which each species in an ensemble was recorded. As outputs, the method provides estimates of the proportion of species that have gone extinct, detected, or undetected and, in the special case where the number of undetected extant species in the present day is assumed close to zero, of the absolute number of undetected extinct species. The main assumption of the method is that the per-species extinction rate is independent of whether a species has been detected or not. We applied the method to the resident native bird fauna of Singapore. Of 195 recorded species, 58 (29.7%) have gone extinct in the last 200 years. Our method projected that an additional 9.6 species (95% CI 3.4, 19.8) have gone extinct without first being recorded, implying a true extinction rate of 33.0% (95% CI 31.0%, 36.2%). We provide R code for implementing our method. Because our method does not depend on strong assumptions, we expect it to be broadly useful for quantifying undetected extinctions. © 2016 Society for Conservation Biology.

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

    Directory of Open Access Journals (Sweden)

    Amos O. Anele

    2018-04-01

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

  3. Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection

    Science.gov (United States)

    Kumar, Sricharan; Srivistava, Ashok N.

    2012-01-01

    Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.

  4. Hierarchical Bayesian nonparametric mixture models for clustering with variable relevance determination.

    Science.gov (United States)

    Yau, Christopher; Holmes, Chris

    2011-07-01

    We propose a hierarchical Bayesian nonparametric mixture model for clustering when some of the covariates are assumed to be of varying relevance to the clustering problem. This can be thought of as an issue in variable selection for unsupervised learning. We demonstrate that by defining a hierarchical population based nonparametric prior on the cluster locations scaled by the inverse covariance matrices of the likelihood we arrive at a 'sparsity prior' representation which admits a conditionally conjugate prior. This allows us to perform full Gibbs sampling to obtain posterior distributions over parameters of interest including an explicit measure of each covariate's relevance and a distribution over the number of potential clusters present in the data. This also allows for individual cluster specific variable selection. We demonstrate improved inference on a number of canonical problems.

  5. Aircraft nonlinear stability analysis and multidimensional stability region estimation under icing conditions

    Directory of Open Access Journals (Sweden)

    Liang QU

    2017-06-01

    Full Text Available Icing is one of the crucial factors that could pose great threat to flight safety, and thus research on stability and stability region of aircraft safety under icing conditions is significant for control and flight. Nonlinear dynamical equations and models of aerodynamic coefficients of an aircraft are set up in this paper to study the stability and stability region of the aircraft under an icing condition. Firstly, the equilibrium points of the iced aircraft system are calculated and analyzed based on the theory of differential equation stability. Secondly, according to the correlation theory about equilibrium points and the stability region, this paper estimates the multidimensional stability region of the aircraft, based on which the stability regions before and after icing are compared. Finally, the results are confirmed by the time history analysis. The results can give a reference for stability analysis and envelope protection of the nonlinear system of an iced aircraft.

  6. Estimating the average treatment effect on survival based on observational data and using partly conditional modeling.

    Science.gov (United States)

    Gong, Qi; Schaubel, Douglas E

    2017-03-01

    Treatments are frequently evaluated in terms of their effect on patient survival. In settings where randomization of treatment is not feasible, observational data are employed, necessitating correction for covariate imbalances. Treatments are usually compared using a hazard ratio. Most existing methods which quantify the treatment effect through the survival function are applicable to treatments assigned at time 0. In the data structure of our interest, subjects typically begin follow-up untreated; time-until-treatment, and the pretreatment death hazard are both heavily influenced by longitudinal covariates; and subjects may experience periods of treatment ineligibility. We propose semiparametric methods for estimating the average difference in restricted mean survival time attributable to a time-dependent treatment, the average effect of treatment among the treated, under current treatment assignment patterns. The pre- and posttreatment models are partly conditional, in that they use the covariate history up to the time of treatment. The pre-treatment model is estimated through recently developed landmark analysis methods. For each treated patient, fitted pre- and posttreatment survival curves are projected out, then averaged in a manner which accounts for the censoring of treatment times. Asymptotic properties are derived and evaluated through simulation. The proposed methods are applied to liver transplant data in order to estimate the effect of liver transplantation on survival among transplant recipients under current practice patterns. © 2016, The International Biometric Society.

  7. Background fluorescence estimation and vesicle segmentation in live cell imaging with conditional random fields.

    Science.gov (United States)

    Pécot, Thierry; Bouthemy, Patrick; Boulanger, Jérôme; Chessel, Anatole; Bardin, Sabine; Salamero, Jean; Kervrann, Charles

    2015-02-01

    Image analysis applied to fluorescence live cell microscopy has become a key tool in molecular biology since it enables to characterize biological processes in space and time at the subcellular level. In fluorescence microscopy imaging, the moving tagged structures of interest, such as vesicles, appear as bright spots over a static or nonstatic background. In this paper, we consider the problem of vesicle segmentation and time-varying background estimation at the cellular scale. The main idea is to formulate the joint segmentation-estimation problem in the general conditional random field framework. Furthermore, segmentation of vesicles and background estimation are alternatively performed by energy minimization using a min cut-max flow algorithm. The proposed approach relies on a detection measure computed from intensity contrasts between neighboring blocks in fluorescence microscopy images. This approach permits analysis of either 2D + time or 3D + time data. We demonstrate the performance of the so-called C-CRAFT through an experimental comparison with the state-of-the-art methods in fluorescence video-microscopy. We also use this method to characterize the spatial and temporal distribution of Rab6 transport carriers at the cell periphery for two different specific adhesion geometries.

  8. Estimating total economic merit for the Portuguese Holstein cattle population under new economic conditions

    Directory of Open Access Journals (Sweden)

    Joana B.M. Almeida

    2013-12-01

    Full Text Available The objective of this study was to develop a total economic merit index that identifies more profitable animals using Portugal as a case study to illustrate the recent economic changes in milk production. Economic values were estimated following future global prices and EU policy, and taking into consideration the priorities of the Portuguese dairy sector. Economic values were derived using an objective system analysis with a positive approach, that involved the comparison of several alternatives, using real technical and economic data from national dairy farms. The estimated relative economic values revealed a high importance of production traits, low for morphological traits and a value of zero for somatic cell score. According to several future market expectations, three scenarios for milk production were defined: a realistic, a pessimistic and an optimistic setting, each with projected future economic values. Responses to selection and efficiency of selection of the indices were compared to a fourth scenario that represents the current selection situation in Portugal, based on individual estimated breeding values for milk yield. Although profit resulting from sale of milk per average lactation in the optimistic scenario was higher than in the realistic scenario, the volatility of future economic conditions and uncertainty about the future milk pricing system should be considered. Due to this market instability, genetic improvement programs require new definitions of profit functions for the near future. Effective genetic progress direction must be verified so that total economic merit formulae can be adjusted and selection criteria redirected to the newly defined target goals.

  9. An improved nonparametric lower bound of species richness via a modified good-turing frequency formula.

    Science.gov (United States)

    Chiu, Chun-Huo; Wang, Yi-Ting; Walther, Bruno A; Chao, Anne

    2014-09-01

    It is difficult to accurately estimate species richness if there are many almost undetectable species in a hyper-diverse community. Practically, an accurate lower bound for species richness is preferable to an inaccurate point estimator. The traditional nonparametric lower bound developed by Chao (1984, Scandinavian Journal of Statistics 11, 265-270) for individual-based abundance data uses only the information on the rarest species (the numbers of singletons and doubletons) to estimate the number of undetected species in samples. Applying a modified Good-Turing frequency formula, we derive an approximate formula for the first-order bias of this traditional lower bound. The approximate bias is estimated by using additional information (namely, the numbers of tripletons and quadrupletons). This approximate bias can be corrected, and an improved lower bound is thus obtained. The proposed lower bound is nonparametric in the sense that it is universally valid for any species abundance distribution. A similar type of improved lower bound can be derived for incidence data. We test our proposed lower bounds on simulated data sets generated from various species abundance models. Simulation results show that the proposed lower bounds always reduce bias over the traditional lower bounds and improve accuracy (as measured by mean squared error) when the heterogeneity of species abundances is relatively high. We also apply the proposed new lower bounds to real data for illustration and for comparisons with previously developed estimators. © 2014, The International Biometric Society.

  10. Improving real-time estimation of heavy-to-extreme precipitation using rain gauge data via conditional bias-penalized optimal estimation

    Science.gov (United States)

    Seo, Dong-Jun; Siddique, Ridwan; Zhang, Yu; Kim, Dongsoo

    2014-11-01

    A new technique for gauge-only precipitation analysis for improved estimation of heavy-to-extreme precipitation is described and evaluated. The technique is based on a novel extension of classical optimal linear estimation theory in which, in addition to error variance, Type-II conditional bias (CB) is explicitly minimized. When cast in the form of well-known kriging, the methodology yields a new kriging estimator, referred to as CB-penalized kriging (CBPK). CBPK, however, tends to yield negative estimates in areas of no or light precipitation. To address this, an extension of CBPK, referred to herein as extended conditional bias penalized kriging (ECBPK), has been developed which combines the CBPK estimate with a trivial estimate of zero precipitation. To evaluate ECBPK, we carried out real-world and synthetic experiments in which ECBPK and the gauge-only precipitation analysis procedure used in the NWS's Multisensor Precipitation Estimator (MPE) were compared for estimation of point precipitation and mean areal precipitation (MAP), respectively. The results indicate that ECBPK improves hourly gauge-only estimation of heavy-to-extreme precipitation significantly. The improvement is particularly large for estimation of MAP for a range of combinations of basin size and rain gauge network density. This paper describes the technique, summarizes the results and shares ideas for future research.

  11. Estimating the Impact of Workplace Bullying: Humanistic and Economic Burden among Workers with Chronic Medical Conditions

    Directory of Open Access Journals (Sweden)

    A. Fattori

    2015-01-01

    Full Text Available Background. Although the prevalence of work-limiting diseases is increasing, the interplay between occupational exposures and chronic medical conditions remains largely uncharacterized. Research has shown the detrimental effects of workplace bullying but very little is known about the humanistic and productivity cost in victims with chronic illnesses. We sought to assess work productivity losses and health disutility associated with bullying among subjects with chronic medical conditions. Methods. Participants (N=1717 with chronic diseases answered a self-administered survey including sociodemographic and clinical data, workplace bullying experience, the SF-12 questionnaire, and the Work Productivity Activity Impairment questionnaire. Results. The prevalence of significant impairment was higher among victims of workplace bullying as compared to nonvictims (SF-12 PCS: 55.5% versus 67.9%, p<0.01; SF-12 MCS: 59.4% versus 74.3%, p<0.01. The adjusted marginal overall productivity cost of workplace bullying ranged from 13.9% to 17.4%, corresponding to Italian Purchase Power Parity (PPP 2010 US$ 4182–5236 yearly. Association estimates were independent and not moderated by concurrent medical conditions. Conclusions. Our findings demonstrate that the burden on workers’ quality of life and productivity associated with workplace bullying is substantial. This study provides key data to inform policy-making and prioritize occupational health interventions.

  12. 'TEWI' concept for estimation of the global warming from the refrigerating and air conditioning systems

    International Nuclear Information System (INIS)

    Ciconkov, Risto

    2002-01-01

    The most applied CFC refrigerants and their HFC alternatives. values of ODP (Ozone Depletion Potential) and GWP (Global Warming Potential) of the most used refrigerants. natural working fluids and their properties. Montreal Protocol and Kyoto Protocol, illogical relations between them concerning to the HFC fluids. Confusion and polemics on the international level about the appliance of HFCs which, by the Kyoto Protocol, are liable to reduction. Introduction of the TEWI concept as a method for estimating the overall influence of refrigerating and air conditioning systems on the greenhouse effect: the direct emission (refrigerant leakage in the atmosphere) and indirect emission as a result of the electrical energy consumption. A demonstration of the TEWI concept on the concrete example in several variants. A discussion about the appliance of the TEWI concept. Meaning of the energy efficiency of the refrigerating systems (indirect CO 2 emission). One of the main measures: prevention of refrigerant leakage (direct CO 2 emission). A need of permanent education and training courses of the people who work on refrigerating and air conditioning systems. A necessity for constitution of an expert body in the country, preparation of a strategy to lay obligations on the new changes of the Kyoto Protocol and news on the world market. Introduction of country regulations, certification of the companies and people involved in refrigeration and air conditioning. (Author)

  13. Estimating the Impact of Workplace Bullying: Humanistic and Economic Burden among Workers with Chronic Medical Conditions.

    Science.gov (United States)

    Fattori, A; Neri, L; Aguglia, E; Bellomo, A; Bisogno, A; Camerino, D; Carpiniello, B; Cassin, A; Costa, G; De Fazio, P; Di Sciascio, G; Favaretto, G; Fraticelli, C; Giannelli, R; Leone, S; Maniscalco, T; Marchesi, C; Mauri, M; Mencacci, C; Polselli, G; Quartesan, R; Risso, F; Sciaretta, A; Vaggi, M; Vender, S; Viora, U

    2015-01-01

    Although the prevalence of work-limiting diseases is increasing, the interplay between occupational exposures and chronic medical conditions remains largely uncharacterized. Research has shown the detrimental effects of workplace bullying but very little is known about the humanistic and productivity cost in victims with chronic illnesses. We sought to assess work productivity losses and health disutility associated with bullying among subjects with chronic medical conditions. Participants (N = 1717) with chronic diseases answered a self-administered survey including sociodemographic and clinical data, workplace bullying experience, the SF-12 questionnaire, and the Work Productivity Activity Impairment questionnaire. The prevalence of significant impairment was higher among victims of workplace bullying as compared to nonvictims (SF-12 PCS: 55.5% versus 67.9%, p bullying ranged from 13.9% to 17.4%, corresponding to Italian Purchase Power Parity (PPP) 2010 US$ 4182-5236 yearly. Association estimates were independent and not moderated by concurrent medical conditions. Our findings demonstrate that the burden on workers' quality of life and productivity associated with workplace bullying is substantial. This study provides key data to inform policy-making and prioritize occupational health interventions.

  14. Estimating the Impact of Workplace Bullying: Humanistic and Economic Burden among Workers with Chronic Medical Conditions

    Science.gov (United States)

    Fattori, A.; Neri, L.; Aguglia, E.; Bellomo, A.; Bisogno, A.; Camerino, D.; Carpiniello, B.; Cassin, A.; Costa, G.; De Fazio, P.; Di Sciascio, G.; Favaretto, G.; Fraticelli, C.; Giannelli, R.; Leone, S.; Maniscalco, T.; Marchesi, C.; Mauri, M.; Mencacci, C.; Polselli, G.; Quartesan, R.; Risso, F.; Sciaretta, A.; Vaggi, M.; Vender, S.; Viora, U.

    2015-01-01

    Background. Although the prevalence of work-limiting diseases is increasing, the interplay between occupational exposures and chronic medical conditions remains largely uncharacterized. Research has shown the detrimental effects of workplace bullying but very little is known about the humanistic and productivity cost in victims with chronic illnesses. We sought to assess work productivity losses and health disutility associated with bullying among subjects with chronic medical conditions. Methods. Participants (N = 1717) with chronic diseases answered a self-administered survey including sociodemographic and clinical data, workplace bullying experience, the SF-12 questionnaire, and the Work Productivity Activity Impairment questionnaire. Results. The prevalence of significant impairment was higher among victims of workplace bullying as compared to nonvictims (SF-12 PCS: 55.5% versus 67.9%, p bullying ranged from 13.9% to 17.4%, corresponding to Italian Purchase Power Parity (PPP) 2010 US$ 4182–5236 yearly. Association estimates were independent and not moderated by concurrent medical conditions. Conclusions. Our findings demonstrate that the burden on workers' quality of life and productivity associated with workplace bullying is substantial. This study provides key data to inform policy-making and prioritize occupational health interventions. PMID:26557692

  15. Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

    Directory of Open Access Journals (Sweden)

    Saerom Park

    Full Text Available Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.

  16. Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

    Science.gov (United States)

    Park, Saerom; Lee, Jaewook; Son, Youngdoo

    2016-01-01

    Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.

  17. Application of nonparametric statistic method for DNBR limit calculation

    International Nuclear Information System (INIS)

    Dong Bo; Kuang Bo; Zhu Xuenong

    2013-01-01

    Background: Nonparametric statistical method is a kind of statistical inference method not depending on a certain distribution; it calculates the tolerance limits under certain probability level and confidence through sampling methods. The DNBR margin is one important parameter of NPP design, which presents the safety level of NPP. Purpose and Methods: This paper uses nonparametric statistical method basing on Wilks formula and VIPER-01 subchannel analysis code to calculate the DNBR design limits (DL) of 300 MW NPP (Nuclear Power Plant) during the complete loss of flow accident, simultaneously compared with the DL of DNBR through means of ITDP to get certain DNBR margin. Results: The results indicate that this method can gain 2.96% DNBR margin more than that obtained by ITDP methodology. Conclusions: Because of the reduction of the conservation during analysis process, the nonparametric statistical method can provide greater DNBR margin and the increase of DNBR margin is benefited for the upgrading of core refuel scheme. (authors)

  18. Comparing parametric and nonparametric regression methods for panel data

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    We investigate and compare the suitability of parametric and non-parametric stochastic regression methods for analysing production technologies and the optimal firm size. Our theoretical analysis shows that the most commonly used functional forms in empirical production analysis, Cobb......-Douglas and Translog, are unsuitable for analysing the optimal firm size. We show that the Translog functional form implies an implausible linear relationship between the (logarithmic) firm size and the elasticity of scale, where the slope is artificially related to the substitutability between the inputs....... The practical applicability of the parametric and non-parametric regression methods is scrutinised and compared by an empirical example: we analyse the production technology and investigate the optimal size of Polish crop farms based on a firm-level balanced panel data set. A nonparametric specification test...

  19. A nonparametric spatial scan statistic for continuous data.

    Science.gov (United States)

    Jung, Inkyung; Cho, Ho Jin

    2015-10-20

    Spatial scan statistics are widely used for spatial cluster detection, and several parametric models exist. For continuous data, a normal-based scan statistic can be used. However, the performance of the model has not been fully evaluated for non-normal data. We propose a nonparametric spatial scan statistic based on the Wilcoxon rank-sum test statistic and compared the performance of the method with parametric models via a simulation study under various scenarios. The nonparametric method outperforms the normal-based scan statistic in terms of power and accuracy in almost all cases under consideration in the simulation study. The proposed nonparametric spatial scan statistic is therefore an excellent alternative to the normal model for continuous data and is especially useful for data following skewed or heavy-tailed distributions.

  20. Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns

    Directory of Open Access Journals (Sweden)

    Urbi Garay

    2016-03-01

    Full Text Available We define a dynamic and self-adjusting mixture of Gaussian Graphical Models to cluster financial returns, and provide a new method for extraction of nonparametric estimates of dynamic alphas (excess return and betas (to a choice set of explanatory factors in a multivariate setting. This approach, as well as the outputs, has a dynamic, nonstationary and nonparametric form, which circumvents the problem of model risk and parametric assumptions that the Kalman filter and other widely used approaches rely on. The by-product of clusters, used for shrinkage and information borrowing, can be of use to determine relationships around specific events. This approach exhibits a smaller Root Mean Squared Error than traditionally used benchmarks in financial settings, which we illustrate through simulation. As an illustration, we use hedge fund index data, and find that our estimated alphas are, on average, 0.13% per month higher (1.6% per year than alphas estimated through Ordinary Least Squares. The approach exhibits fast adaptation to abrupt changes in the parameters, as seen in our estimated alphas and betas, which exhibit high volatility, especially in periods which can be identified as times of stressful market events, a reflection of the dynamic positioning of hedge fund portfolio managers.

  1. Bayesian nonparametric inference on quantile residual life function: Application to breast cancer data.

    Science.gov (United States)

    Park, Taeyoung; Jeong, Jong-Hyeon; Lee, Jae Won

    2012-08-15

    There is often an interest in estimating a residual life function as a summary measure of survival data. For ease in presentation of the potential therapeutic effect of a new drug, investigators may summarize survival data in terms of the remaining life years of patients. Under heavy right censoring, however, some reasonably high quantiles (e.g., median) of a residual lifetime distribution cannot be always estimated via a popular nonparametric approach on the basis of the Kaplan-Meier estimator. To overcome the difficulties in dealing with heavily censored survival data, this paper develops a Bayesian nonparametric approach that takes advantage of a fully model-based but highly flexible probabilistic framework. We use a Dirichlet process mixture of Weibull distributions to avoid strong parametric assumptions on the unknown failure time distribution, making it possible to estimate any quantile residual life function under heavy censoring. Posterior computation through Markov chain Monte Carlo is straightforward and efficient because of conjugacy properties and partial collapse. We illustrate the proposed methods by using both simulated data and heavily censored survival data from a recent breast cancer clinical trial conducted by the National Surgical Adjuvant Breast and Bowel Project. Copyright © 2012 John Wiley & Sons, Ltd.

  2. Failure Mode Estimation of Wolsong Unit 1 Containment Building with respect to Severe Accident Condition

    International Nuclear Information System (INIS)

    Hahm, Dae Gi; Choi, In Kil

    2009-01-01

    The containment buildings in a nuclear power plant (NPP) are final barriers against the exposure of harmful radiation materials at severe accident condition. Since the accident at Three Mile Island nuclear plant in 1979, it has become necessary to evaluate the internal pressure capacity of the containment buildings for the assessment of the safety of nuclear power plants. According to this necessity, many researchers including Yonezawa et al. and Hu and Lin analyzed the ultimate capacity of prestressed concrete containments subjected to internal pressure which can be occurred at sever accident condition. Especially in Wolsong nuclear power plant, the Unit 1 containment structures were constructed in the late 1970 to early 1980, so that the end of its service life will be reached in near future. Since that the complete decommission and reconstruction of the NPP may cause a huge expenses, an extension of the service time can be a cost-effective alternative. To extend the service time of NPP, an overall safety evaluation of the containment building under severe accident condition should be performed. In this study, we assessed the pressure capacity of Wolsong Unit 1 containment building under severe accident, and estimated the responses at all of the probable critical areas. Based on those results, we found the significant failure modes of Wolsong Unit 1 containment building with respect to the severe accident condition. On the other hand, for the aged NPP, the degradation of their structural performance must also be explained in the procedure of the internal pressure capacity evaluation. Therefore, in this study, we performed a parametric study on the degradation effects and evaluated the internal pressure capacity of Wolsong Unit 1 containment building with considering aging and degradation effects

  3. Nonparametric regression using the concept of minimum energy

    International Nuclear Information System (INIS)

    Williams, Mike

    2011-01-01

    It has recently been shown that an unbinned distance-based statistic, the energy, can be used to construct an extremely powerful nonparametric multivariate two sample goodness-of-fit test. An extension to this method that makes it possible to perform nonparametric regression using multiple multivariate data sets is presented in this paper. The technique, which is based on the concept of minimizing the energy of the system, permits determination of parameters of interest without the need for parametric expressions of the parent distributions of the data sets. The application and performance of this new method is discussed in the context of some simple example analyses.

  4. A statistical methodology for the estimation of extreme wave conditions for offshore renewable applications

    DEFF Research Database (Denmark)

    Larsén, Xiaoli Guo; Kalogeri, Christina; Galanis, George

    2015-01-01

    and post-process outputs from a high resolution numerical wave modeling system for extreme wave estimation based on the significant wave height. This approach is demonstrated through the data analysis at a relatively deep water site, FINO 1, as well as a relatively shallow water area, coastal site Horns...... as a characteristic index of extreme wave conditions. The results from the proposed methodology seem to be in a good agreement with the measurements at both the relatively deep, open water and the shallow, coastal water sites, providing a potentially useful tool for offshore renewable energy applications. © 2015...... Rev, which is located in the North Sea, west of Denmark. The post-processing targets at correcting the modeled time series of the significant wave height, in order to match the statistics of the corresponding measurements, including not only the conventional parameters such as the mean and standard...

  5. Estimation of Operating Condition of Appliances Using Circuit Current Data on Electric Distribution Boards

    Science.gov (United States)

    Iwafune, Yumiko; Ogimoto, Kazuhiko; Yagita, Yoshie

    The Energy management systems (EMS) on demand sides are expected as a method to enhance the capability of supply and demand balancing of a power system under the anticipated penetration of renewable energy generation such as Photovoltaics (PV). Elucidation of energy consumption structure in a building is one of important elements for realization of EMS and contributes to the extraction of potential energy saving. In this paper, we propose the estimation method of operating condition of household appliances using circuit current data on an electric distribution board. Circuit current data are broken down by their shape using a self-organization map method and aggregated by appliance based on customers' information of appliance possessed. Proposed method is verified using residential energy consumption measurement survey data.

  6. Estimating steady-state evaporation rates from bare soils under conditions of high water table

    Science.gov (United States)

    Ripple, C.D.; Rubin, J.; Van Hylckama, T. E. A.

    1970-01-01

    A procedure that combines meteorological and soil equations of water transfer makes it possible to estimate approximately the steady-state evaporation from bare soils under conditions of high water table. Field data required include soil-water retention curves, water table depth and a record of air temperature, air humidity and wind velocity at one elevation. The procedure takes into account the relevant atmospheric factors and the soil's capability to conduct 'water in liquid and vapor forms. It neglects the effects of thermal transfer (except in the vapor case) and of salt accumulation. Homogeneous as well as layered soils can be treated. Results obtained with the method demonstrate how the soil evaporation rates·depend on potential evaporation, water table depth, vapor transfer and certain soil parameters.

  7. A new method for estimating UV fluxes at ground level in cloud-free conditions

    Science.gov (United States)

    Wandji Nyamsi, William; Pitkänen, Mikko R. A.; Aoun, Youva; Blanc, Philippe; Heikkilä, Anu; Lakkala, Kaisa; Bernhard, Germar; Koskela, Tapani; Lindfors, Anders V.; Arola, Antti; Wald, Lucien

    2017-12-01

    A new method has been developed to estimate the global and direct solar irradiance in the UV-A and UV-B at ground level in cloud-free conditions. It is based on a resampling technique applied to the results of the k-distribution method and the correlated-k approximation of Kato et al. (1999) over the UV band. Its inputs are the aerosol properties and total column ozone that are produced by the Copernicus Atmosphere Monitoring Service (CAMS). The estimates from this new method have been compared to instantaneous measurements of global UV irradiances made in cloud-free conditions at five stations at high latitudes in various climates. For the UV-A irradiance, the bias ranges between -0.8 W m-2 (-3 % of the mean of all data) and -0.2 W m-2 (-1 %). The root mean square error (RMSE) ranges from 1.1 W m-2 (6 %) to 1.9 W m-2 (9 %). The coefficient of determination R2 is greater than 0.98. The bias for UV-B is between -0.04 W m-2 (-4 %) and 0.08 W m-2 (+13 %) and the RMSE is 0.1 W m-2 (between 12 and 18 %). R2 ranges between 0.97 and 0.99. This work demonstrates the quality of the proposed method combined with the CAMS products. Improvements, especially in the modeling of the reflectivity of the Earth's surface in the UV region, are necessary prior to its inclusion into an operational tool.

  8. Practical models to estimate horizontal irradiance in clear sky conditions: Preliminary results

    Energy Technology Data Exchange (ETDEWEB)

    Salazar, German A.; Hernandez, Alejandro L.; Saravia, Luis R. [Department of Physics, School of Exact Sciences, National University of Salta, Bolivia Avenue 5150, 4400 Salta Capital (Argentina); INENCO (Institute of Non Conventional Energy Research), Bolivia Avenue 5150, 4400 Salta Capital (Argentina)

    2010-11-15

    The Argentinean Northwest (ANW) is a high altitude region located alongside Los Andes Mountains. The ANW is also one of the most insolated regions in the world due to its altitude and particular climate. However, the characterization of the solar resource in the region is incomplete as there are no stations to measure solar radiation continuously and methodically. With irradiance data recently having been measured at three sites in the Salta Province, a study was carried out that resulted in a practical model to quickly and efficiently estimate the horizontal irradiance in high altitude sites in clear sky conditions. This model uses the altitude above sea level (A) as a variable and generates a representative clearness index as a result (k{sub t-R}) that is calculated for each site studied. This index k{sub t-R} is then used with the relative optical air mass and the extraterrestrial irradiance to estimate the instantaneous clearness index (k{sub t}). Subsequently, the index k{sub t-R} is corrected by introducing the atmospheric pressure in the definition of relative optical air mass proposed by Kasten. The results are satisfactory as errors in the irradiance estimations with respect to measured values do not exceed 5% for pressure corrected air masses AM{sub c} < 2. This model will be used in a feasibility study to locate sites for the installation of solar thermal power plants in the ANW. A prototype of a CLFR solar power plant is being built in the INENCO Campus, at the National University of Salta. (author)

  9. An Opto-Electronic Sensor for Detecting Soil Microarthropods and Estimating Their Size in Field Conditions

    Directory of Open Access Journals (Sweden)

    Csongor I. Gedeon

    2017-08-01

    Full Text Available Methods to estimate density of soil-dwelling arthropods efficiently, accurately and continuously are critical for investigating soil biological activity and evaluating soil management practices. Soil-dwelling arthropods are currently monitored manually. This method is invasive, and time- and labor-consuming. Here we describe an infrared opto-electronic sensor for detection of soil microarthropods in the size range of 0.4–10 mm. The sensor is built in a novel microarthropod trap designed for field conditions. It allows automated, on-line, in situ detection and body length estimation of soil microarthropods. In the opto-electronic sensor the light source is an infrared LED. Two plano-convex optical lenses are placed along the virtual optical axis. One lens on the receiver side is placed between the observation space at 0.5–1 times its focal length from the sensor, and another emitter side lens is placed between the observation space and the light source in the same way. This paper describes the setup and operating mechanism of the sensor and the control unit, and through basic tests it demonstrates its potential in automated detection of soil microarthropods. The sensor may be used for monitoring activities, especially for remote observation activities in soil and insect ecology or pest control.

  10. Nonparametric additive regression for repeatedly measured data

    KAUST Repository

    Carroll, R. J.

    2009-05-20

    We develop an easily computed smooth backfitting algorithm for additive model fitting in repeated measures problems. Our methodology easily copes with various settings, such as when some covariates are the same over repeated response measurements. We allow for a working covariance matrix for the regression errors, showing that our method is most efficient when the correct covariance matrix is used. The component functions achieve the known asymptotic variance lower bound for the scalar argument case. Smooth backfitting also leads directly to design-independent biases in the local linear case. Simulations show our estimator has smaller variance than the usual kernel estimator. This is also illustrated by an example from nutritional epidemiology. © 2009 Biometrika Trust.

  11. Nonparametric Bayesian models for a spatial covariance.

    Science.gov (United States)

    Reich, Brian J; Fuentes, Montserrat

    2012-01-01

    A crucial step in the analysis of spatial data is to estimate the spatial correlation function that determines the relationship between a spatial process at two locations. The standard approach to selecting the appropriate correlation function is to use prior knowledge or exploratory analysis, such as a variogram analysis, to select the correct parametric correlation function. Rather that selecting a particular parametric correlation function, we treat the covariance function as an unknown function to be estimated from the data. We propose a flexible prior for the correlation function to provide robustness to the choice of correlation function. We specify the prior for the correlation function using spectral methods and the Dirichlet process prior, which is a common prior for an unknown distribution function. Our model does not require Gaussian data or spatial locations on a regular grid. The approach is demonstrated using a simulation study as well as an analysis of California air pollution data.

  12. Non-Parametric Kinetic (NPK Analysis of Thermal Oxidation of Carbon Aerogels

    Directory of Open Access Journals (Sweden)

    Azadeh Seifi

    2017-05-01

    Full Text Available In recent years, much attention has been paid to aerogel materials (especially carbon aerogels due to their potential uses in energy-related applications, such as thermal energy storage and thermal protection systems. These open cell carbon-based porous materials (carbon aerogels can strongly react with oxygen at relatively low temperatures (~ 400°C. Therefore, it is necessary to evaluate the thermal performance of carbon aerogels in view of their energy-related applications at high temperatures and under thermal oxidation conditions. The objective of this paper is to study theoretically and experimentally the oxidation reaction kinetics of carbon aerogel using the non-parametric kinetic (NPK as a powerful method. For this purpose, a non-isothermal thermogravimetric analysis, at three different heating rates, was performed on three samples each with its specific pore structure, density and specific surface area. The most significant feature of this method, in comparison with the model-free isoconversional methods, is its ability to separate the functionality of the reaction rate with the degree of conversion and temperature by the direct use of thermogravimetric data. Using this method, it was observed that the Nomen-Sempere model could provide the best fit to the data, while the temperature dependence of the rate constant was best explained by a Vogel-Fulcher relationship, where the reference temperature was the onset temperature of oxidation. Moreover, it was found from the results of this work that the assumption of the Arrhenius relation for the temperature dependence of the rate constant led to over-estimation of the apparent activation energy (up to 160 kJ/mol that was considerably different from the values (up to 3.5 kJ/mol predicted by the Vogel-Fulcher relationship in isoconversional methods

  13. Effects of dating errors on nonparametric trend analyses of speleothem time series

    Directory of Open Access Journals (Sweden)

    M. Mudelsee

    2012-10-01

    Full Text Available A fundamental problem in paleoclimatology is to take fully into account the various error sources when examining proxy records with quantitative methods of statistical time series analysis. Records from dated climate archives such as speleothems add extra uncertainty from the age determination to the other sources that consist in measurement and proxy errors. This paper examines three stalagmite time series of oxygen isotopic composition (δ18O from two caves in western Germany, the series AH-1 from the Atta Cave and the series Bu1 and Bu4 from the Bunker Cave. These records carry regional information about past changes in winter precipitation and temperature. U/Th and radiocarbon dating reveals that they cover the later part of the Holocene, the past 8.6 thousand years (ka. We analyse centennial- to millennial-scale climate trends by means of nonparametric Gasser–Müller kernel regression. Error bands around fitted trend curves are determined by combining (1 block bootstrap resampling to preserve noise properties (shape, autocorrelation of the δ18O residuals and (2 timescale simulations (models StalAge and iscam. The timescale error influences on centennial- to millennial-scale trend estimation are not excessively large. We find a "mid-Holocene climate double-swing", from warm to cold to warm winter conditions (6.5 ka to 6.0 ka to 5.1 ka, with warm–cold amplitudes of around 0.5‰ δ18O; this finding is documented by all three records with high confidence. We also quantify the Medieval Warm Period (MWP, the Little Ice Age (LIA and the current warmth. Our analyses cannot unequivocally support the conclusion that current regional winter climate is warmer than that during the MWP.

  14. Statistical decisions under nonparametric a priori information

    International Nuclear Information System (INIS)

    Chilingaryan, A.A.

    1985-01-01

    The basic module of applied program package for statistical analysis of the ANI experiment data is described. By means of this module tasks of choosing theoretical model most adequately fitting to experimental data, selection of events of definte type, identification of elementary particles are carried out. For mentioned problems solving, the Bayesian rules, one-leave out test and KNN (K Nearest Neighbour) adaptive density estimation are utilized

  15. Nonhomogeneous Poisson process with nonparametric frailty

    International Nuclear Information System (INIS)

    Slimacek, Vaclav; Lindqvist, Bo Henry

    2016-01-01

    The failure processes of heterogeneous repairable systems are often modeled by non-homogeneous Poisson processes. The common way to describe an unobserved heterogeneity between systems is to multiply the basic rate of occurrence of failures by a random variable (a so-called frailty) having a specified parametric distribution. Since the frailty is unobservable, the choice of its distribution is a problematic part of using these models, as are often the numerical computations needed in the estimation of these models. The main purpose of this paper is to develop a method for estimation of the parameters of a nonhomogeneous Poisson process with unobserved heterogeneity which does not require parametric assumptions about the heterogeneity and which avoids the frequently encountered numerical problems associated with the standard models for unobserved heterogeneity. The introduced method is illustrated on an example involving the power law process, and is compared to the standard gamma frailty model and to the classical model without unobserved heterogeneity. The derived results are confirmed in a simulation study which also reveals several not commonly known properties of the gamma frailty model and the classical model, and on a real life example. - Highlights: • A new method for estimation of a NHPP with frailty is introduced. • Introduced method does not require parametric assumptions about frailty. • The approach is illustrated on an example with the power law process. • The method is compared to the gamma frailty model and to the model without frailty.

  16. STEADY ESTIMATION ALGORITHMS OF THE DYNAMIC SYSTEMS CONDITION ON THE BASIS OF CONCEPTS OF THE ADAPTIVE FILTRATION AND CONTROL

    Directory of Open Access Journals (Sweden)

    H.Z. Igamberdiyev

    2014-07-01

    Full Text Available Dynamic systems condition estimation regularization algorithms in the conditions of signals and hindrances statistical characteristics aprioristic uncertainty are offered. Regular iterative algorithms of strengthening matrix factor elements of the Kalman filter, allowing to adapt the filter to changing hindrance-alarm conditions are developed. Steady adaptive estimation algorithms of a condition vector in the aprioristic uncertainty conditions of covariance matrixes of object noise and the measurements hindrances providing a certain roughness of filtration process in relation to changing statistical characteristics of signals information parameters are offered. Offered practical realization results of the dynamic systems condition estimation algorithms are given at the adaptive management systems synthesis problems solution by technological processes of granulation drying of an ammophos pulp and receiving ammonia.

  17. 3D conditional generative adversarial networks for high-quality PET image estimation at low dose.

    Science.gov (United States)

    Wang, Yan; Yu, Biting; Wang, Lei; Zu, Chen; Lalush, David S; Lin, Weili; Wu, Xi; Zhou, Jiliu; Shen, Dinggang; Zhou, Luping

    2018-07-01

    Positron emission tomography (PET) is a widely used imaging modality, providing insight into both the biochemical and physiological processes of human body. Usually, a full dose radioactive tracer is required to obtain high-quality PET images for clinical needs. This inevitably raises concerns about potential health hazards. On the other hand, dose reduction may cause the increased noise in the reconstructed PET images, which impacts the image quality to a certain extent. In this paper, in order to reduce the radiation exposure while maintaining the high quality of PET images, we propose a novel method based on 3D conditional generative adversarial networks (3D c-GANs) to estimate the high-quality full-dose PET images from low-dose ones. Generative adversarial networks (GANs) include a generator network and a discriminator network which are trained simultaneously with the goal of one beating the other. Similar to GANs, in the proposed 3D c-GANs, we condition the model on an input low-dose PET image and generate a corresponding output full-dose PET image. Specifically, to render the same underlying information between the low-dose and full-dose PET images, a 3D U-net-like deep architecture which can combine hierarchical features by using skip connection is designed as the generator network to synthesize the full-dose image. In order to guarantee the synthesized PET image to be close to the real one, we take into account of the estimation error loss in addition to the discriminator feedback to train the generator network. Furthermore, a concatenated 3D c-GANs based progressive refinement scheme is also proposed to further improve the quality of estimated images. Validation was done on a real human brain dataset including both the normal subjects and the subjects diagnosed as mild cognitive impairment (MCI). Experimental results show that our proposed 3D c-GANs method outperforms the benchmark methods and achieves much better performance than the state

  18. A nonparametric approach to calculate critical micelle concentrations: the local polynomial regression method

    Energy Technology Data Exchange (ETDEWEB)

    Lopez Fontan, J.L.; Costa, J.; Ruso, J.M.; Prieto, G. [Dept. of Applied Physics, Univ. of Santiago de Compostela, Santiago de Compostela (Spain); Sarmiento, F. [Dept. of Mathematics, Faculty of Informatics, Univ. of A Coruna, A Coruna (Spain)

    2004-02-01

    The application of a statistical method, the local polynomial regression method, (LPRM), based on a nonparametric estimation of the regression function to determine the critical micelle concentration (cmc) is presented. The method is extremely flexible because it does not impose any parametric model on the subjacent structure of the data but rather allows the data to speak for themselves. Good concordance of cmc values with those obtained by other methods was found for systems in which the variation of a measured physical property with concentration showed an abrupt change. When this variation was slow, discrepancies between the values obtained by LPRM and others methods were found. (orig.)

  19. Prevalence of Multiple Chronic Conditions Among US Adults: Estimates From the National Health Interview Survey, 2010

    Science.gov (United States)

    Schiller, Jeannine S.

    2013-01-01

    Preventing and ameliorating chronic conditions has long been a priority in the United States; however, the increasing recognition that people often have multiple chronic conditions (MCC) has added a layer of complexity with which to contend. The objective of this study was to present the prevalence of MCC and the most common MCC dyads/triads by selected demographic characteristics. We used respondent-reported data from the 2010 National Health Interview Survey (NHIS) to study the US adult civilian noninstitutionalized population aged 18 years or older (n = 27,157). We categorized adults as having 0 to 1, 2 to 3, or 4 or more of the following chronic conditions: hypertension, coronary heart disease, stroke, diabetes, cancer, arthritis, hepatitis, weak or failing kidneys, chronic obstructive pulmonary disease, or current asthma. We then generated descriptive estimates and tested for significant differences. Twenty-six percent of adults have MCC; the prevalence of MCC has increased from 21.8% in 2001 to 26.0% in 2010. The prevalence of MCC significantly increased with age, was significantly higher among women than men and among non-Hispanic white and non-Hispanic black adults than Hispanic adults. The most common dyad identified was arthritis and hypertension, and the combination of arthritis, hypertension, and diabetes was the most common triad. The findings of this study contribute information to the field of MCC research. The NHIS can be used to identify population subgroups most likely to have MCC and potentially lead to clinical guidelines for people with more common MCC combinations. PMID:23618545

  20. Bayesian nonparametric system reliability using sets of priors

    NARCIS (Netherlands)

    Walter, G.M.; Aslett, L.J.M.; Coolen, F.P.A.

    2016-01-01

    An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through bounds on the functioning probability. Given component level test

  1. Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

    Science.gov (United States)

    Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F

    2013-04-01

    In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology.

  2. Nonparametric modeling of dynamic functional connectivity in fmri data

    DEFF Research Database (Denmark)

    Nielsen, Søren Føns Vind; Madsen, Kristoffer H.; Røge, Rasmus

    2015-01-01

    dynamic changes. The existing approaches modeling dynamic connectivity have primarily been based on time-windowing the data and k-means clustering. We propose a nonparametric generative model for dynamic FC in fMRI that does not rely on specifying window lengths and number of dynamic states. Rooted...

  3. Parametric vs. Nonparametric Regression Modelling within Clinical Decision Support

    Czech Academy of Sciences Publication Activity Database

    Kalina, Jan; Zvárová, Jana

    2017-01-01

    Roč. 5, č. 1 (2017), s. 21-27 ISSN 1805-8698 R&D Projects: GA ČR GA17-01251S Institutional support: RVO:67985807 Keywords : decision support systems * decision rules * statistical analysis * nonparametric regression Subject RIV: IN - Informatics, Computer Science OBOR OECD: Statistics and probability

  4. A general approach to posterior contraction in nonparametric inverse problems

    NARCIS (Netherlands)

    Knapik, Bartek; Salomond, Jean Bernard

    In this paper, we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive contraction rates for the parameter of interest from contraction rates of the related

  5. Non-parametric analysis of production efficiency of poultry egg ...

    African Journals Online (AJOL)

    Non-parametric analysis of production efficiency of poultry egg farmers in Delta ... analysis of factors affecting the output of poultry farmers showed that stock ... should be put in place for farmers to learn the best farm practices carried out on the ...

  6. A nonparametric approach to forecasting realized volatility

    OpenAIRE

    Adam Clements; Ralf Becker

    2009-01-01

    A well developed literature exists in relation to modeling and forecasting asset return volatility. Much of this relate to the development of time series models of volatility. This paper proposes an alternative method for forecasting volatility that does not involve such a model. Under this approach a forecast is a weighted average of historical volatility. The greatest weight is given to periods that exhibit the most similar market conditions to the time at which the forecast is being formed...

  7. Demographic aspects of Chrysomya megacephala (Diptera, Calliphoridae adults maintained under experimental conditions: reproductive rate estimates

    Directory of Open Access Journals (Sweden)

    Marcelo Henrique de Carvalho

    2006-05-01

    Full Text Available The objective of this work was to evaluate some aspects of the populational ecology of Chrysomya megacephala, analyzing demographic aspects of adults kept under experimental conditions. Cages of C. megacephala adults were prepared with four different larval densities (100, 200, 400 and 800. For each cage, two tables were made: one with demographic parameters for the life expectancy estimate at the initial age (e0, and another with the reproductive rate and average reproduction age estimates. Populational parameters such as the intrinsic growth rate (r and the finite growth rate (lambda were calculated as well.Chrysomya megacephala (Fabricius (Diptera, Calliphoridae é uma espécie de mosca-varejeira de considerável importância médico-sanitária que foi introduzida acidentalmente no Brasil nos anos 70. O objetivo do presente trabalho foi avaliar alguns aspectos da ecologia populacional desta espécie, analisando aspectos demográficos de adultos mantidos sob condições experimentais. Gaiolas de C. megacephala foram montadas com quatro diferentes densidades larvais (100, 200, 400 e 800. Para cada gaiola, foram confeccionadas duas tabelas: uma com parâmetros demográficos para a estimativa da expectativa de vida na idade inicial (e0, e outra com as estimativas de taxa reprodutiva e idade média de reprodução. Parâmetros populacionais tais como a taxa intrínseca de crescimento (r e a taxa finita de crescimento (lambda foram também calculados.

  8. Distribution of near-surface permafrost in Alaska: estimates of present and future conditions

    Science.gov (United States)

    Pastick, Neal J.; Jorgenson, M. Torre; Wylie, Bruce K.; Nield, Shawn J.; Johnson, Kristofer D.; Finley, Andrew O.

    2015-01-01

    High-latitude regions are experiencing rapid and extensive changes in ecosystem composition and function as the result of increases in average air temperature. Increasing air temperatures have led to widespread thawing and degradation of permafrost, which in turn has affected ecosystems, socioeconomics, and the carbon cycle of high latitudes. Here we overcome complex interactions among surface and subsurface conditions to map nearsurface permafrost through decision and regression tree approaches that statistically and spatially extend field observations using remotely sensed imagery, climatic data, and thematic maps of a wide range of surface and subsurface biophysical characteristics. The data fusion approach generated medium-resolution (30-m pixels) maps of near-surface (within 1 m) permafrost, active-layer thickness, and associated uncertainty estimates throughout mainland Alaska. Our calibrated models (overall test accuracy of ~85%) were used to quantify changes in permafrost distribution under varying future climate scenarios assuming no other changes in biophysical factors. Models indicate that near-surface permafrost underlies 38% of mainland Alaska and that near-surface permafrost will disappear on 16 to 24% of the landscape by the end of the 21st Century. Simulations suggest that near-surface permafrost degradation is more probable in central regions of Alaska than more northerly regions. Taken together, these results have obvious implications for potential remobilization of frozen soil carbon pools under warmer temperatures. Additionally, warmer and drier conditions may increase fire activity and severity, which may exacerbate rates of permafrost thaw and carbon remobilization relative to climate alone. The mapping of permafrost distribution across Alaska is important for land-use planning, environmental assessments, and a wide-array of geophysical studies.

  9. Conditional Density Approximations with Mixtures of Polynomials

    DEFF Research Database (Denmark)

    Varando, Gherardo; López-Cruz, Pedro L.; Nielsen, Thomas Dyhre

    2015-01-01

    Mixtures of polynomials (MoPs) are a non-parametric density estimation technique especially designed for hybrid Bayesian networks with continuous and discrete variables. Algorithms to learn one- and multi-dimensional (marginal) MoPs from data have recently been proposed. In this paper we introduce...... two methods for learning MoP approximations of conditional densities from data. Both approaches are based on learning MoP approximations of the joint density and the marginal density of the conditioning variables, but they differ as to how the MoP approximation of the quotient of the two densities...

  10. Dynamic estimator for determining operating conditions in an internal combustion engine

    Science.gov (United States)

    Hellstrom, Erik; Stefanopoulou, Anna; Jiang, Li; Larimore, Jacob

    2016-01-05

    Methods and systems are provided for estimating engine performance information for a combustion cycle of an internal combustion engine. Estimated performance information for a previous combustion cycle is retrieved from memory. The estimated performance information includes an estimated value of at least one engine performance variable. Actuator settings applied to engine actuators are also received. The performance information for the current combustion cycle is then estimated based, at least in part, on the estimated performance information for the previous combustion cycle and the actuator settings applied during the previous combustion cycle. The estimated performance information for the current combustion cycle is then stored to the memory to be used in estimating performance information for a subsequent combustion cycle.

  11. Nonparametric bootstrap analysis with applications to demographic effects in demand functions.

    Science.gov (United States)

    Gozalo, P L

    1997-12-01

    "A new bootstrap proposal, labeled smooth conditional moment (SCM) bootstrap, is introduced for independent but not necessarily identically distributed data, where the classical bootstrap procedure fails.... A good example of the benefits of using nonparametric and bootstrap methods is the area of empirical demand analysis. In particular, we will be concerned with their application to the study of two important topics: what are the most relevant effects of household demographic variables on demand behavior, and to what extent present parametric specifications capture these effects." excerpt

  12. Nonparametric method for failures detection and localization in the actuating subsystem of aircraft control system

    Science.gov (United States)

    Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

    2018-02-01

    In this paper we design a nonparametric method for failures detection and localization in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on algebraic solvability conditions for the aircraft model identification problem. This makes it possible to significantly increase the efficiency of detection and localization problem solution by completely eliminating errors, associated with aircraft model uncertainties.

  13. Risk estimation using probability machines

    Science.gov (United States)

    2014-01-01

    Background Logistic regression has been the de facto, and often the only, model used in the description and analysis of relationships between a binary outcome and observed features. It is widely used to obtain the conditional probabilities of the outcome given predictors, as well as predictor effect size estimates using conditional odds ratios. Results We show how statistical learning machines for binary outcomes, provably consistent for the nonparametric regression problem, can be used to provide both consistent conditional probability estimation and conditional effect size estimates. Effect size estimates from learning machines leverage our understanding of counterfactual arguments central to the interpretation of such estimates. We show that, if the data generating model is logistic, we can recover accurate probability predictions and effect size estimates with nearly the same efficiency as a correct logistic model, both for main effects and interactions. We also propose a method using learning machines to scan for possible interaction effects quickly and efficiently. Simulations using random forest probability machines are presented. Conclusions The models we propose make no assumptions about the data structure, and capture the patterns in the data by just specifying the predictors involved and not any particular model structure. So they do not run the same risks of model mis-specification and the resultant estimation biases as a logistic model. This methodology, which we call a “risk machine”, will share properties from the statistical machine that it is derived from. PMID:24581306

  14. Testing for constant nonparametric effects in general semiparametric regression models with interactions

    KAUST Repository

    Wei, Jiawei; Carroll, Raymond J.; Maity, Arnab

    2011-01-01

    We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work

  15. Nonparametric Identification of Glucose-Insulin Process in IDDM Patient with Multi-meal Disturbance

    Science.gov (United States)

    Bhattacharjee, A.; Sutradhar, A.

    2012-12-01

    Modern close loop control for blood glucose level in a diabetic patient necessarily uses an explicit model of the process. A fixed parameter full order or reduced order model does not characterize the inter-patient and intra-patient parameter variability. This paper deals with a frequency domain nonparametric identification of the nonlinear glucose-insulin process in an insulin dependent diabetes mellitus patient that captures the process dynamics in presence of uncertainties and parameter variations. An online frequency domain kernel estimation method has been proposed that uses the input-output data from the 19th order first principle model of the patient in intravenous route. Volterra equations up to second order kernels with extended input vector for a Hammerstein model are solved online by adaptive recursive least square (ARLS) algorithm. The frequency domain kernels are estimated using the harmonic excitation input data sequence from the virtual patient model. A short filter memory length of M = 2 was found sufficient to yield acceptable accuracy with lesser computation time. The nonparametric models are useful for closed loop control, where the frequency domain kernels can be directly used as the transfer function. The validation results show good fit both in frequency and time domain responses with nominal patient as well as with parameter variations.

  16. Improved nonparametric inference for multiple correlated periodic sequences

    KAUST Repository

    Sun, Ying

    2013-08-26

    This paper proposes a cross-validation method for estimating the period as well as the values of multiple correlated periodic sequences when data are observed at evenly spaced time points. The period of interest is estimated conditional on the other correlated sequences. An alternative method for period estimation based on Akaike\\'s information criterion is also discussed. The improvement of the period estimation performance is investigated both theoretically and by simulation. We apply the multivariate cross-validation method to the temperature data obtained from multiple ice cores, investigating the periodicity of the El Niño effect. Our methodology is also illustrated by estimating patients\\' cardiac cycle from different physiological signals, including arterial blood pressure, electrocardiography, and fingertip plethysmograph.

  17. Estimation of radiating conditions in the reservoirs located close uranium mining of regions of Kazakhstan

    International Nuclear Information System (INIS)

    Bakhtin, M.; Kazymbet, P.; Akhmetova, Z.

    2010-01-01

    For the first time by the analysis of capacity of an equivalent doze of scales - radiations, the maintenance radionuclide and heavy metals in water, ground adjournment and hydrobionts the objective estimation of a radioecological condition of reservoirs in places of extraction, processing and warehousing of uranium ores Akmolinsk of area is given. It is shown, that the investigated reservoirs differ among themselves with a weak, average and high mineralization of water. These circumstances can influence essentially behaviour radionuclides at their hit in a reservoir, and consequently, and on radiating conditions arising at it. Capacity of an equivalent doze of scales - radiations in a coastal part of the majority of the investigated reservoirs corresponds to background values ( 2 ) and beta particles (4,75-4,93 part./mines x sm 2 ) also is marked. The analysis of a radioecological situation in river system Aksu has shown, that its basic components - river water, ground adjournment, water plants and fishes test radiating loading: concentration 238 U in water, ground deposits, a cane and fabrics of the perch makes accordingly 0,66±0,21 Bk/l, 210±2,8 Bk/kg, 0,64±0,19 Bk/kg and 2,50±0,11 Bk/kg. Specific activity 226 Ra in water, ground adjournment, plants and fishes made accordingly 0,02±0,005 Bk/l, 32,20±0,45 Bk/kg, 0,78±0,05 Bk/kg and 2,41±0,31 Bk/kg. Complex radioecological conditions in river system 'Kutunguz' is caused by dump in the river of miner waters with mine 1. In river water concentration 238 U, 226 Ra, 210 Po, 230 Th and 210 Pb makes accordingly on the average - 4,54 Bk/l, 0,11 Bk/l, 2,50 Bk/l, 0,1 Bk/l and 0,37 Bk/l. If the maintenance specified radionuclides in a ground before dump of miner waters varied in limits from 33,1 Bk/kg up to 56,5 Bk/kg in places of dump of miner waters it makes in limits from 62,0 Bk/kg up to 122 Bk/kg, and is lower on a watercourse, in area of settlement B eseloe , in 27 km from a place of dumps - from 92,0 Bk/kg up

  18. FORMATION OF ESTIMATED CONDITIONS FOR LIFE CYCLE OF DEFORMATION WORK OF THE RAILWAY TRACK

    Directory of Open Access Journals (Sweden)

    I. O. Bondarenko

    2015-05-01

    Full Text Available Purpose.The purpose of this research is to substantiate the technical limits of the railway track (under reliability status for the formation the regulatory framework for reliability and functional safety of the railway track in Ukraine. Methodology.In order to achieve the goal of research analysis methods of the technical states of elements and trackforms that are typical of operation conditions of the railways in Ukraine were used. Findings.Technical states accordance of elements and trackforms to reliability status under existing regulations was defined. These conditions are based on the track assessments in accordance with the dimensional tape results. The status of each element of the track design affects its deformation work, but the rules are still absent that would connect state of track elements with the state of the track by estimation of the dimensional tape. The reasons on which the limits are not set were established. It was found out which researches are necessary to conduct for their installation. Originality. The classification of the reliability state of a railway track for permitted deviation at the track laying and maintenance was developed. The regulation importance the technical states of ballast section and subgrade for the developed classification was established. Practical value. Ukrzaliznytsia (UZ is a founding member of the Council for Railway Transport of the Commonwealth. This body issued interstate standard State Standard 32192-2013 «Reliability of railway equipment. Basic concepts, terms and definitions». On this basis developed a new interstate standard «Security functional of railway equipment. Terms and definitions». At the same time UZ is a member of the cooperation of railways in International Union of Railway Transport where rules with reliable and safe operation of railways are established in all transport branches. This study will help implement these standards on the railways of Ukraine, improve the

  19. Novel activity classification and occupancy estimation methods for intelligent HVAC (heating, ventilation and air conditioning) systems

    International Nuclear Information System (INIS)

    Rana, Rajib; Kusy, Brano; Wall, Josh; Hu, Wen

    2015-01-01

    Reductions in HVAC (heating, ventilation and air conditioning) energy consumption can be achieved by limiting heating in the winter or cooling in the summer. However, the resulting low thermal comfort of building occupants may lead to an override of the HVAC control, which revokes its original purpose. This has led to an increased interest in modeling and real-time tracking of location, activity, and thermal comfort of building occupants for HVAC energy management. While thermal comfort is well understood, it is difficult to measure in real-time environments where user context changes dynamically. Encouragingly, plethora of sensors available on smartphone unleashes the opportunity to measure user contexts in real-time. An important contextual information for measuring thermal comfort is Metabolism rate, which changes based on current physical activities. To measure physical activity, we develop an activity classifier, which achieves 10% higher accuracy compared to Support Vector Machine and k-Nearest Neighbor. Office occupancy is another contextual information for energy-efficient HVAC control. Most of the phone based occupancy estimation techniques will fail to determine occupancy when phones are left at desk while sitting or attending meetings. We propose a novel sensor fusion method to detect if a user is near the phone, which achieves more than 90% accuracy. Determining activity and occupancy our proposed algorithms can help maintaining thermal comfort while reducing HVAC energy consumptions. - Highlights: • We propose activity and occupancy detection for efficient HVAC control. • Activity classifier achieves 10% higher accuracy than SVM and kNN. • For occupancy detection we propose a novel sensor fusion method. • Using Weighted Majority Voting we fuse microphone and accelerometer data on phone. • We achieve more than 90% accuracy in detecting occupancy.

  20. A tool to estimate bar patterns and flow conditions in estuaries when limited data is available

    Science.gov (United States)

    Leuven, J.; Verhoeve, S.; Bruijns, A. J.; Selakovic, S.; van Dijk, W. M.; Kleinhans, M. G.

    2017-12-01

    The effects of human interventions, natural evolution of estuaries and rising sea-level on food security and flood safety are largely unknown. In addition, ecologists require quantified habitat area to study future evolution of estuaries, but they lack predictive capability of bathymetry and hydrodynamics. For example, crucial input required for ecological models are values of intertidal area, inundation time, peak flow velocities and salinity. While numerical models can reproduce these spatial patterns, their computational times are long and for each case a new model must be developed. Therefore, we developed a comprehensive set of relations that accurately predict the hydrodynamics and the patterns of channels and bars, using a combination of the empirical relations derived from approximately 50 estuaries and theory for bars and estuaries. The first step is to predict local tidal prisms, which is the tidal prism that flows through a given cross-section. Second, the channel geometry is predicted from tidal prism and hydraulic geometry relations. Subsequently, typical flow velocities can be estimated from the channel geometry and tidal prism. Then, an ideal estuary shape is fitted to the measured planform: the deviation from the ideal shape, which is defined as the excess width, gives a measure of the locations where tidal bars form and their summed width (Leuven et al., 2017). From excess width, typical hypsometries can be predicted per cross-section. In the last step, flow velocities are calculated for the full range of occurring depths and salinity is calculated based on the estuary shape. Here, we will present a prototype tool that predicts equilibrium bar patterns and typical flow conditions. The tool is easy to use because the only input required is the estuary outline and tidal amplitude. Therefore it can be used by policy makers and researchers from multiple disciplines, such as ecologists, geologists and hydrologists, for example for paleogeographic

  1. Bayesian nonparametric modeling for comparison of single-neuron firing intensities.

    Science.gov (United States)

    Kottas, Athanasios; Behseta, Sam

    2010-03-01

    We propose a fully inferential model-based approach to the problem of comparing the firing patterns of a neuron recorded under two distinct experimental conditions. The methodology is based on nonhomogeneous Poisson process models for the firing times of each condition with flexible nonparametric mixture prior models for the corresponding intensity functions. We demonstrate posterior inferences from a global analysis, which may be used to compare the two conditions over the entire experimental time window, as well as from a pointwise analysis at selected time points to detect local deviations of firing patterns from one condition to another. We apply our method on two neurons recorded from the primary motor cortex area of a monkey's brain while performing a sequence of reaching tasks.

  2. Optimization of Training Signal Transmission for Estimating MIMO Channel under Antenna Mutual Coupling Conditions

    Directory of Open Access Journals (Sweden)

    Xia Liu

    2010-01-01

    Full Text Available This paper reports investigations on the effect of antenna mutual coupling on performance of training-based Multiple-Input Multiple-Output (MIMO channel estimation. The influence of mutual coupling is assessed for two training-based channel estimation methods, Scaled Least Square (SLS and Minimum Mean Square Error (MMSE. It is shown that the accuracy of MIMO channel estimation is governed by the sum of eigenvalues of channel correlation matrix which in turn is influenced by the mutual coupling in transmitting and receiving array antennas. A water-filling-based procedure is proposed to optimize the training signal transmission to minimize the MIMO channel estimation errors.

  3. Maximum likelihood PSD estimation for speech enhancement in reverberant and noisy conditions

    DEFF Research Database (Denmark)

    Kuklasinski, Adam; Doclo, Simon; Jensen, Jesper

    2016-01-01

    of the estimator is in speech enhancement algorithms, such as the Multi-channel Wiener Filter (MWF) and the Minimum Variance Distortionless Response (MVDR) beamformer. We evaluate these two algorithms in a speech dereverberation task and compare the performance obtained using the proposed and a competing PSD...... estimator. Instrumental performance measures indicate an advantage of the proposed estimator over the competing one. In a speech intelligibility test all algorithms significantly improved the word intelligibility score. While the results suggest a minor advantage of using the proposed PSD estimator...

  4. Comparing nonparametric Bayesian tree priors for clonal reconstruction of tumors.

    Science.gov (United States)

    Deshwar, Amit G; Vembu, Shankar; Morris, Quaid

    2015-01-01

    Statistical machine learning methods, especially nonparametric Bayesian methods, have become increasingly popular to infer clonal population structure of tumors. Here we describe the treeCRP, an extension of the Chinese restaurant process (CRP), a popular construction used in nonparametric mixture models, to infer the phylogeny and genotype of major subclonal lineages represented in the population of cancer cells. We also propose new split-merge updates tailored to the subclonal reconstruction problem that improve the mixing time of Markov chains. In comparisons with the tree-structured stick breaking prior used in PhyloSub, we demonstrate superior mixing and running time using the treeCRP with our new split-merge procedures. We also show that given the same number of samples, TSSB and treeCRP have similar ability to recover the subclonal structure of a tumor…

  5. International Conference on Robust Rank-Based and Nonparametric Methods

    CERN Document Server

    McKean, Joseph

    2016-01-01

    The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaborated with Joseph McKean to develop underlying theory for these methods, obtain small sample corrections, and develop efficient algorithms for their computation. The papers cover the scope of the area, including robust nonparametric rank-based procedures through Bayesian and big data rank-based analyses. Areas of application include biostatistics and spatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably. These procedures generalize traditional Wilcoxon-type methods for one- and two-sample location problems. Research into these procedures has culminated in complete analyses for many of the models used in practice including linear, generalized linear, mixed, and nonlinear models. Settings are both multivariate and univariate. With the development of R packages in these areas, computation of these procedures is easily shared with r...

  6. Seismic Signal Compression Using Nonparametric Bayesian Dictionary Learning via Clustering

    Directory of Open Access Journals (Sweden)

    Xin Tian

    2017-06-01

    Full Text Available We introduce a seismic signal compression method based on nonparametric Bayesian dictionary learning method via clustering. The seismic data is compressed patch by patch, and the dictionary is learned online. Clustering is introduced for dictionary learning. A set of dictionaries could be generated, and each dictionary is used for one cluster’s sparse coding. In this way, the signals in one cluster could be well represented by their corresponding dictionaries. A nonparametric Bayesian dictionary learning method is used to learn the dictionaries, which naturally infers an appropriate dictionary size for each cluster. A uniform quantizer and an adaptive arithmetic coding algorithm are adopted to code the sparse coefficients. With comparisons to other state-of-the art approaches, the effectiveness of the proposed method could be validated in the experiments.

  7. Nonparametric identification of nonlinear dynamic systems using a synchronisation-based method

    Science.gov (United States)

    Kenderi, Gábor; Fidlin, Alexander

    2014-12-01

    The present study proposes an identification method for highly nonlinear mechanical systems that does not require a priori knowledge of the underlying nonlinearities to reconstruct arbitrary restoring force surfaces between degrees of freedom. This approach is based on the master-slave synchronisation between a dynamic model of the system as the slave and the real system as the master using measurements of the latter. As the model synchronises to the measurements, it becomes an observer of the real system. The optimal observer algorithm in a least-squares sense is given by the Kalman filter. Using the well-known state augmentation technique, the Kalman filter can be turned into a dual state and parameter estimator to identify parameters of a priori characterised nonlinearities. The paper proposes an extension of this technique towards nonparametric identification. A general system model is introduced by describing the restoring forces as bilateral spring-dampers with time-variant coefficients, which are estimated as augmented states. The estimation procedure is followed by an a posteriori statistical analysis to reconstruct noise-free restoring force characteristics using the estimated states and their estimated variances. Observability is provided using only one measured mechanical quantity per degree of freedom, which makes this approach less demanding in the number of necessary measurement signals compared with truly nonparametric solutions, which typically require displacement, velocity and acceleration signals. Additionally, due to the statistical rigour of the procedure, it successfully addresses signals corrupted by significant measurement noise. In the present paper, the method is described in detail, which is followed by numerical examples of one degree of freedom (1DoF) and 2DoF mechanical systems with strong nonlinearities of vibro-impact type to demonstrate the effectiveness of the proposed technique.

  8. Nonparametric Bayesian models through probit stick-breaking processes.

    Science.gov (United States)

    Rodríguez, Abel; Dunson, David B

    2011-03-01

    We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.

  9. Exact nonparametric inference for detection of nonlinear determinism

    OpenAIRE

    Luo, Xiaodong; Zhang, Jie; Small, Michael; Moroz, Irene

    2005-01-01

    We propose an exact nonparametric inference scheme for the detection of nonlinear determinism. The essential fact utilized in our scheme is that, for a linear stochastic process with jointly symmetric innovations, its ordinary least square (OLS) linear prediction error is symmetric about zero. Based on this viewpoint, a class of linear signed rank statistics, e.g. the Wilcoxon signed rank statistic, can be derived with the known null distributions from the prediction error. Thus one of the ad...

  10. Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data

    OpenAIRE

    CORNELIS A. LOS

    2004-01-01

    The efficiency of speculative markets, as represented by Fama's 1970 fair game model, is tested on weekly price index data of six Asian stock markets - Hong Kong, Indonesia, Malaysia, Singapore, Taiwan and Thailand - using Sherry's (1992) non-parametric methods. These scientific testing methods were originally developed to analyze the information processing efficiency of nervous systems. In particular, the stationarity and independence of the price innovations are tested over ten years, from ...

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

    KAUST Repository

    Cheng, Guang

    2014-02-01

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

  12. Comparison of Two Mechanistic Microbial Growth Models to Estimate Shelf Life of Perishable Food Package under Dynamic Temperature Conditions

    Directory of Open Access Journals (Sweden)

    Dong Sun Lee

    2014-01-01

    Full Text Available Two mechanistic microbial growth models (Huang’s model and model of Baranyi and Roberts given in differential and integrated equation forms were compared in predicting the microbial growth and shelf life under dynamic temperature storage and distribution conditions. Literatures consistently reporting the microbial growth data under constant and changing temperature conditions were selected to obtain the primary model parameters, set up the secondary models, and apply them to predict the microbial growth and shelf life under fluctuating temperatures. When evaluated by general estimation behavior, bias factor, accuracy factor, and root-mean-square error, Huang’s model was comparable to Baranyi and Roberts’ model in the capability to estimate microbial growth under dynamic temperature conditions. Its simple form of single differential equation incorporating directly the growth rate and lag time may work as an advantage to be used in online shelf life estimation by using the electronic device.

  13. A generalized L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality

    OpenAIRE

    2009-01-01

    Abstract A kernel estimator of the conditional quantile is defined for a scalar response variable given a covariate taking values in a semi-metric space. The approach generalizes the median?s L1-norm estimator. The almost complete consistency and asymptotic normality are stated. correspondance: Corresponding author. Tel: +33 320 964 933; fax: +33 320 964 704. (Lemdani, Mohamed) (Laksaci, Ali) mohamed.lemdani@univ-lill...

  14. Critical headway estimation under uncertainty and non-ideal communication conditions

    NARCIS (Netherlands)

    Kester, L.J.H.M.; Willigen, W. van; Jongh, J.F.C.M de

    2014-01-01

    This article proposes a safety check extension to Adaptive Cruise Control systems where the critical headway time is estimated in real-time. This critical headway time estimate enables automated reaction to crisis circumstances such as when a preceding vehicle performs an emergency brake. We discuss

  15. Computational Intelligence in Software Cost Estimation: Evolving Conditional Sets of Effort Value Ranges

    OpenAIRE

    Papatheocharous, Efi; Andreou, Andreas S.

    2008-01-01

    In this approach we aimed at addressing the problem of large variances found in available historical data that are used in software cost estimation. Project data is expensive to collect, manage and maintain. Therefore, if we wish to lower the dependence of the estimation to

  16. Human circadian phase estimation from signals collected in ambulatory conditions using an autoregressive model

    NARCIS (Netherlands)

    Gil, Enrique A; Aubert, Xavier L; Møst, Els I S; Beersma, Domien G M

    Phase estimation of the human circadian rhythm is a topic that has been explored using various modeling approaches. The current models range from physiological to mathematical, all attempting to estimate the circadian phase from different physiological or behavioral signals. Here, we have focused on

  17. Semi-parametric estimation of random effects in a logistic regression model using conditional inference

    DEFF Research Database (Denmark)

    Petersen, Jørgen Holm

    2016-01-01

    This paper describes a new approach to the estimation in a logistic regression model with two crossed random effects where special interest is in estimating the variance of one of the effects while not making distributional assumptions about the other effect. A composite likelihood is studied...

  18. Statistical estimate of factors influence on sorption of Mo(Ⅵ) ions by tin hydroxide in dynamic conditions

    International Nuclear Information System (INIS)

    Parshutkin, V.V.; Granovskiy, Yu.V.; Prozorovskaya, Z.N.

    1986-01-01

    Present work is devoted to statistical estimate of factors influence on sorption of Mo(Ⅵ) ions by tin hydroxide in dynamic conditions. The influence of different factors on the process of sorption of Co(Ⅵ) ions by cryo-granular tin hydroxide in dynamic conditions is studied and optimal conditions of their extraction from aqueous solutions are considered. It is defined that factors significant affect the sorption process in dynamic conditions are: concentration of Mo(Ⅵ) ions in solution; the mass of sorbent; the rate of transmission of solution through the layer of sorbent; concentration of SO 4 2- ions in solution.

  19. Examining the nonparametric effect of drivers' age in rear-end accidents through an additive logistic regression model.

    Science.gov (United States)

    Ma, Lu; Yan, Xuedong

    2014-06-01

    This study seeks to inspect the nonparametric characteristics connecting the age of the driver to the relative risk of being an at-fault vehicle, in order to discover a more precise and smooth pattern of age impact, which has commonly been neglected in past studies. Records of drivers in two-vehicle rear-end collisions are selected from the general estimates system (GES) 2011 dataset. These extracted observations in fact constitute inherently matched driver pairs under certain matching variables including weather conditions, pavement conditions and road geometry design characteristics that are shared by pairs of drivers in rear-end accidents. The introduced data structure is able to guarantee that the variance of the response variable will not depend on the matching variables and hence provides a high power of statistical modeling. The estimation results exhibit a smooth cubic spline function for examining the nonlinear relationship between the age of the driver and the log odds of being at fault in a rear-end accident. The results are presented with respect to the main effect of age, the interaction effect between age and sex, and the effects of age under different scenarios of pre-crash actions by the leading vehicle. Compared to the conventional specification in which age is categorized into several predefined groups, the proposed method is more flexible and able to produce quantitatively explicit results. First, it confirms the U-shaped pattern of the age effect, and further shows that the risks of young and old drivers change rapidly with age. Second, the interaction effects between age and sex show that female and male drivers behave differently in rear-end accidents. Third, it is found that the pattern of age impact varies according to the type of pre-crash actions exhibited by the leading vehicle. Copyright © 2014 Elsevier Ltd. All rights reserved.

  20. Prediction of the optimum hybridization conditions of dot-blot-SNP analysis using estimated melting temperature of oligonucleotide probes.

    Science.gov (United States)

    Shiokai, Sachiko; Kitashiba, Hiroyasu; Nishio, Takeshi

    2010-08-01

    Although the dot-blot-SNP technique is a simple cost-saving technique suitable for genotyping of many plant individuals, optimization of hybridization and washing conditions for each SNP marker requires much time and labor. For prediction of the optimum hybridization conditions for each probe, we compared T (m) values estimated from nucleotide sequences using the DINAMelt web server, measured T (m) values, and hybridization conditions yielding allele-specific signals. The estimated T (m) values were comparable to the measured T (m) values with small differences of less than 3 degrees C for most of the probes. There were differences of approximately 14 degrees C between the specific signal detection conditions and estimated T (m) values. Change of one level of SSC concentrations of 0.1, 0.2, 0.5, and 1.0x SSC corresponded to a difference of approximately 5 degrees C in optimum signal detection temperature. Increasing the sensitivity of signal detection by shortening the exposure time to X-ray film changed the optimum hybridization condition for specific signal detection. Addition of competitive oligonucleotides to the hybridization mixture increased the suitable hybridization conditions by 1.8. Based on these results, optimum hybridization conditions for newly produced dot-blot-SNP markers will become predictable.

  1. Rice yield estimation based on weather conditions and on technological level of production systems in Brazil

    Directory of Open Access Journals (Sweden)

    José Eduardo Boffino de Almeida Monteiro

    2013-02-01

    Full Text Available The objective of this work was to evaluate an estimation system for rice yield in Brazil, based on simple agrometeorological models and on the technological level of production systems. This estimation system incorporates the conceptual basis proposed by Doorenbos & Kassam for potential and attainable yields with empirical adjusts for maximum yield and crop sensitivity to water deficit, considering five categories of rice yield. Rice yield was estimated from 2000/2001 to 2007/2008, and compared to IBGE yield data. Regression analyses between model estimates and data from IBGE surveys resulted in significant coefficients of determination, with less dispersion in the South than in the North and Northeast regions of the country. Index of model efficiency (E1' ranged from 0.01 in the lower yield classes to 0.45 in higher ones, and mean absolute error ranged from 58 to 250 kg ha‑1, respectively.

  2. Methodology to estimate parameters of an excitation system based on experimental conditions

    Energy Technology Data Exchange (ETDEWEB)

    Saavedra-Montes, A.J. [Carrera 80 No 65-223, Bloque M8 oficina 113, Escuela de Mecatronica, Universidad Nacional de Colombia, Medellin (Colombia); Calle 13 No 100-00, Escuela de Ingenieria Electrica y Electronica, Universidad del Valle, Cali, Valle (Colombia); Ramirez-Scarpetta, J.M. [Calle 13 No 100-00, Escuela de Ingenieria Electrica y Electronica, Universidad del Valle, Cali, Valle (Colombia); Malik, O.P. [2500 University Drive N.W., Electrical and Computer Engineering Department, University of Calgary, Calgary, Alberta (Canada)

    2011-01-15

    A methodology to estimate the parameters of a potential-source controlled rectifier excitation system model is presented in this paper. The proposed parameter estimation methodology is based on the characteristics of the excitation system. A comparison of two pseudo random binary signals, two sampling periods for each one, and three estimation algorithms is also presented. Simulation results from an excitation control system model and experimental results from an excitation system of a power laboratory setup are obtained. To apply the proposed methodology, the excitation system parameters are identified at two different levels of the generator saturation curve. The results show that it is possible to estimate the parameters of the standard model of an excitation system, recording two signals and the system operating in closed loop with the generator. The normalized sum of squared error obtained with experimental data is below 10%, and with simulation data is below 5%. (author)

  3. Non-parametric transformation for data correlation and integration: From theory to practice

    Energy Technology Data Exchange (ETDEWEB)

    Datta-Gupta, A.; Xue, Guoping; Lee, Sang Heon [Texas A& M Univ., College Station, TX (United States)

    1997-08-01

    The purpose of this paper is two-fold. First, we introduce the use of non-parametric transformations for correlating petrophysical data during reservoir characterization. Such transformations are completely data driven and do not require a priori functional relationship between response and predictor variables which is the case with traditional multiple regression. The transformations are very general, computationally efficient and can easily handle mixed data types for example, continuous variables such as porosity, permeability and categorical variables such as rock type, lithofacies. The power of the non-parametric transformation techniques for data correlation has been illustrated through synthetic and field examples. Second, we utilize these transformations to propose a two-stage approach for data integration during heterogeneity characterization. The principal advantages of our approach over traditional cokriging or cosimulation methods are: (1) it does not require a linear relationship between primary and secondary data, (2) it exploits the secondary information to its fullest potential by maximizing the correlation between the primary and secondary data, (3) it can be easily applied to cases where several types of secondary or soft data are involved, and (4) it significantly reduces variance function calculations and thus, greatly facilitates non-Gaussian cosimulation. We demonstrate the data integration procedure using synthetic and field examples. The field example involves estimation of pore-footage distribution using well data and multiple seismic attributes.

  4. Comparison of Parametric and Nonparametric Methods for Analyzing the Bias of a Numerical Model

    Directory of Open Access Journals (Sweden)

    Isaac Mugume

    2016-01-01

    Full Text Available Numerical models are presently applied in many fields for simulation and prediction, operation, or research. The output from these models normally has both systematic and random errors. The study compared January 2015 temperature data for Uganda as simulated using the Weather Research and Forecast model with actual observed station temperature data to analyze the bias using parametric (the root mean square error (RMSE, the mean absolute error (MAE, mean error (ME, skewness, and the bias easy estimate (BES and nonparametric (the sign test, STM methods. The RMSE normally overestimates the error compared to MAE. The RMSE and MAE are not sensitive to direction of bias. The ME gives both direction and magnitude of bias but can be distorted by extreme values while the BES is insensitive to extreme values. The STM is robust for giving the direction of bias; it is not sensitive to extreme values but it does not give the magnitude of bias. The graphical tools (such as time series and cumulative curves show the performance of the model with time. It is recommended to integrate parametric and nonparametric methods along with graphical methods for a comprehensive analysis of bias of a numerical model.

  5. Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification.

    Science.gov (United States)

    Fan, Jianqing; Feng, Yang; Jiang, Jiancheng; Tong, Xin

    We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifiers, we use the ratio estimates to transform the original feature measurements. Subsequently, penalized logistic regression is invoked, taking as input the newly transformed or augmented features. This procedure trains models equipped with local complexity and global simplicity, thereby avoiding the curse of dimensionality while creating a flexible nonlinear decision boundary. The resulting method is called Feature Augmentation via Nonparametrics and Selection (FANS). We motivate FANS by generalizing the Naive Bayes model, writing the log ratio of joint densities as a linear combination of those of marginal densities. It is related to generalized additive models, but has better interpretability and computability. Risk bounds are developed for FANS. In numerical analysis, FANS is compared with competing methods, so as to provide a guideline on its best application domain. Real data analysis demonstrates that FANS performs very competitively on benchmark email spam and gene expression data sets. Moreover, FANS is implemented by an extremely fast algorithm through parallel computing.

  6. ENERGY AND PROTEIN REQUIREMENTS OF GROWING PELIBUEY SHEEP UNDER TROPICAL CONDITIONS ESTIMATED FROM A LITERATURE DATABASE ANALYSES

    Directory of Open Access Journals (Sweden)

    Fernando Duarte

    2012-01-01

    Full Text Available Data from previous studies were used to estimate the metabolizable energy and protein requirements for maintenance and growth and basal metabolism energy requirement of male Pelibuey sheep under tropical conditions were estimated. In addition, empty body weight and mature weight of males and female Pelibuey sheep were also estimated. Basal metabolism energy requirements were estimated with the Cornell Net Carbohydrate and Protein System – Sheep (CNCPS-S model using the a1 factor of the maintenance equation. Mature weight was estimated to be 69 kg for males and 45 kg for females. Empty body weight was estimated to be 81% of live weight. Metabolizable energy and protein requirements for growth were 0.106 Mcal MEm/kg LW0.75 and 2.4 g MP/kg LW0.75 for males. The collected information did not allowed appropriate estimation of female requirements. The basal metabolism energy requirement was estimated to be 0.039 Mcal MEm/kg LW0.75. Energy requirements for basal metabolism were lower in Pelibuey sheep than those reported for wool breeds even though their total requirements were similar.

  7. Estimation methods of deformational behaviours of RC beams under the unrestrained condition at elevated temperatures

    International Nuclear Information System (INIS)

    Kanezu, Tsutomu; Nakano, Takehiro; Endo, Tatsumi

    1986-01-01

    The estimation methods of free deformations of reinforced concrete (RC) beams at elevated temperatures are investigated based on the concepts of ACI's and CEB/FIP's formulas, which are well used to estimate the flexural deformations of RC beams at normal temperature. Conclusions derived from the study are as follows. 1. Features of free deformations of RC beams. (i) The ratios of the average compressive strains on the top fiber of RC beams to the calculated ones at the cracked section show the inclinations that the ratios once drop after cracking and then remain constant according to temperature rises. (ii) Average compressive strains might be estimated by the average of the calculated strains at the perfect bond section and the cracked section of RC beam. (iii) The ratios of the average tensile strains on the level of reinforcements to the calculated ones at the cracked section are inclined to approach the value of 1.0 monotonically according to temperature rises. The changes of the average tensile strains are caused by the deterioration of bond strength and cracking due to the increase of the differences of expansive strains between reinforcement and concrete. 2. Estimation methods of free deformations of RC beams. (i) In order to estimate the free deformations of RC beams at elevated temperatures, the basic concepts of ACI's and CEB/FIP's formulas are adopted, which are well used to estimate the M-φ relations of RC beams at normal temperature. (ii) It was confirmed that the suggested formulas are able to estimate the free deformations of RC beams, that is, the longitudinal deformation and the curvature, at elevated temperatures. (author)

  8. Genetic Parameters for Body condition score, Body weigth, Milk yield and Fertility estimated using random regression models

    NARCIS (Netherlands)

    Berry, D.P.; Buckley, F.; Dillon, P.; Evans, R.D.; Rath, M.; Veerkamp, R.F.

    2003-01-01

    Genetic (co)variances between body condition score (BCS), body weight (BW), milk yield, and fertility were estimated using a random regression animal model extended to multivariate analysis. The data analyzed included 81,313 BCS observations, 91,937 BW observations, and 100,458 milk test-day yields

  9. Response of TLD badge for the estimation of exposure conditions in diagnostic x-ray departments - use of lead aprons

    International Nuclear Information System (INIS)

    Pradhan, A.S.; Chatterjee, S.; Bakshi, A.K.

    2002-01-01

    The present study was undertaken to ascertain the conditions of exposure of the TLD badge and to evaluate the inaccuracy involved in the estimation of dose received by the worker using an averaged lead apron transmission factor for the use of the badge above lead apron

  10. An estimate of conditioned waste arisings to the years 2000 and 2010 for the Department of Energy power generation scenarios

    International Nuclear Information System (INIS)

    Fairclough, M.P.; Moore, D.C.; Tymons, B.J.

    1984-09-01

    An estimate of conditioned waste arisings to the years 2000 and 2010 has been made using evidence presented at the Sizewell 'B' public enquiry. The method of calculation has been based on the rate of arisings per GWe year and the power programmes of the Department of Energy. (author)

  11. NONPARAMETRIC IDENTIFICATION FOR NONLINEAR AUTOREGRESSIVE TIMESERIES MODELS: CONVERGENCE RATES

    Institute of Scientific and Technical Information of China (English)

    LUZUDI; CHENGPING

    1999-01-01

    In this paper the optimal convergence rates of estimators ba~ed on kernel approach fornonlinear AR model are investigated in the sense of Stone[17'1a]. By combining the mixingproperty of the stationary solution with the characteristics of the model itself, the restrictiveconditions in the literature which are not easy to be satisfied by the nonlinear AR model axeremoved, and the mild conditions are obtained to guarantee the optimal ratea of the estimatorof autoregTession function. In addition: the strongly coasistent estimator of the ~riance ofwhite noise is also constructed.

  12. Estimation of Filling and Afterload Conditions by Pump Intrinsic Parameters in a Pulsatile Total Artificial Heart.

    Science.gov (United States)

    Cuenca-Navalon, Elena; Laumen, Marco; Finocchiaro, Thomas; Steinseifer, Ulrich

    2016-07-01

    A physiological control algorithm is being developed to ensure an optimal physiological interaction between the ReinHeart total artificial heart (TAH) and the circulatory system. A key factor for that is the long-term, accurate determination of the hemodynamic state of the cardiovascular system. This study presents a method to determine estimation models for predicting hemodynamic parameters (pump chamber filling and afterload) from both left and right cardiovascular circulations. The estimation models are based on linear regression models that correlate filling and afterload values with pump intrinsic parameters derived from measured values of motor current and piston position. Predictions for filling lie in average within 5% from actual values, predictions for systemic afterload (AoPmean , AoPsys ) and mean pulmonary afterload (PAPmean ) lie in average within 9% from actual values. Predictions for systolic pulmonary afterload (PAPsys ) present an average deviation of 14%. The estimation models show satisfactory prediction and confidence intervals and are thus suitable to estimate hemodynamic parameters. This method and derived estimation models are a valuable alternative to implanted sensors and are an essential step for the development of a physiological control algorithm for a fully implantable TAH. Copyright © 2015 International Center for Artificial Organs and Transplantation and Wiley Periodicals, Inc.

  13. Temperature dependent power capability estimation of lithium-ion batteries for hybrid electric vehicles

    International Nuclear Information System (INIS)

    Zheng, Fangdan; Jiang, Jiuchun; Sun, Bingxiang; Zhang, Weige; Pecht, Michael

    2016-01-01

    The power capability of lithium-ion batteries affects the safety and reliability of hybrid electric vehicles and the estimate of power by battery management systems provides operating information for drivers. In this paper, lithium ion manganese oxide batteries are studied to illustrate the temperature dependency of power capability and an operating map of power capability is presented. Both parametric and non-parametric models are established in conditions of temperature, state of charge, and cell resistance to estimate the power capability. Six cells were tested and used for model development, training, and validation. Three samples underwent hybrid pulse power characterization tests at varied temperatures and were used for model parameter identification and model training. The other three were used for model validation. By comparison, the mean absolute error of the parametric model is about 29 W, and that of the non-parametric model is around 20 W. The mean relative errors of two models are 0.076 and 0.397, respectively. The parametric model has a higher accuracy in low temperature and state of charge conditions, while the non-parametric model has better estimation result in high temperature and state of charge conditions. Thus, two models can be utilized together to achieve a higher accuracy of power capability estimation. - Highlights: • The temperature dependency of power capability of lithium-ion battery is investigated. • The parametric and non-parametric power capability estimation models are proposed. • An exponential function is put forward to compensate the effects of temperature. • A comparative study on the accuracy of two models using statistical metrics is presented.

  14. Boundary conditions estimation of scoop dosimeter for primary sorting during earthworks

    International Nuclear Information System (INIS)

    Batij, V.G.; Pravdivyj, A.A.; Stoyanov, A.I.

    2005-01-01

    Simple method of radioactive waste first separation using collimated dosimeter, which is placed on boom of power shovel, is proposed, and separation process mathematic modeling for boundary conditions definition of sorting under 'Ukryttya' object high gamma background condition are carry out

  15. Estimating the Probability of Traditional Copying, Conditional on Answer-Copying Statistics.

    Science.gov (United States)

    Allen, Jeff; Ghattas, Andrew

    2016-06-01

    Statistics for detecting copying on multiple-choice tests produce p values measuring the probability of a value at least as large as that observed, under the null hypothesis of no copying. The posterior probability of copying is arguably more relevant than the p value, but cannot be derived from Bayes' theorem unless the population probability of copying and probability distribution of the answer-copying statistic under copying are known. In this article, the authors develop an estimator for the posterior probability of copying that is based on estimable quantities and can be used with any answer-copying statistic. The performance of the estimator is evaluated via simulation, and the authors demonstrate how to apply the formula using actual data. Potential uses, generalizability to other types of cheating, and limitations of the approach are discussed.

  16. Estimation of stream conditions in tributaries of the Klamath River, northern California

    Science.gov (United States)

    Manhard, Christopher V.; Som, Nicholas A.; Jones, Edward C.; Perry, Russell W.

    2018-01-01

    Because of their critical ecological role, stream temperature and discharge are requisite inputs for models of salmonid population dynamics. Coho Salmon inhabiting the Klamath Basin spend much of their freshwater life cycle inhabiting tributaries, but environmental data are often absent or only seasonally available at these locations. To address this information gap, we constructed daily averaged water temperature models that used simulated meteorological data to estimate daily tributary temperatures, and we used flow differentials recorded on the mainstem Klamath River to estimate daily tributary discharge. Observed temperature data were available for fourteen of the major salmon bearing tributaries, which enabled estimation of tributary-specific model parameters at those locations. Water temperature data from six mid-Klamath Basin tributaries were used to estimate a global set of parameters for predicting water temperatures in the remaining tributaries. The resulting parameter sets were used to simulate water temperatures for each of 75 tributaries from 1980-2015. Goodness-of-fit statistics computed from a cross-validation analysis demonstrated a high precision of the tributary-specific models in predicting temperature in unobserved years and of the global model in predicting temperatures in unobserved streams. Klamath River discharge has been monitored by four gages that broadly intersperse the 292 kilometers from the Iron Gate Dam to the Klamath River mouth. These gages defined the upstream and downstream margins of three reaches. Daily discharge of tributaries within a reach was estimated from 1980-2015 based on drainage-area proportionate allocations of the discharge differential between the upstream and downstream margin. Comparisons with measured discharge on Indian Creek, a moderate-sized tributary with naturally regulated flows, revealed that the estimates effectively approximated both the variability and magnitude of discharge.

  17. Estimation of the total absorbed dose by quartz in retrospective conditions

    International Nuclear Information System (INIS)

    Correcher, V.; Delgado, A.

    2003-01-01

    The estimation of the total absorbed dose is of great interest in areas affected by a radiological accident when no conventional dosimetric systems are available. This paper reports about the usual methodology employed in dose reconstruction from the thermoluminescence (TL) properties of natural quartz, extracted from selected ceramic materials (12 bricks) picked up in the Chernobyl area. It has been possible to evaluate doses under 50mGy after more than 11 years later since the radiological accident happened. The main advance of this fact is the reduction of the commonly accepted limit dose estimation more than 20 times employing luminescence methods. (Author) 11 refs

  18. Experimental study on the plant state estimation for the condition-based maintenance

    International Nuclear Information System (INIS)

    Harada, J. I.; Takahashi, M.; Kitamura, M.; Wakabayashi, T.

    2006-01-01

    A framework of maintenance support system based on the plant state estimation using diverse methods has been proposed and the validity of the plant state estimation methods has been experimentally evaluated. The focus has been set on the construction of the BN for the objective system with the scale and complexity as same as real world systems. Another focus has been set on the other functions for maintenance support system such as signal processing tool and similarity matching. The validity of the proposed inference method has been confirmed through numerical experiments. (authors)

  19. MODERN APPROACHES TO INTELLECTUAL PROPERTY COST ESTIMATION UNDER CRISIS CONDITIONS FROM CONSUMER QUALITY PRESERVATION VIEWPOINT

    Directory of Open Access Journals (Sweden)

    I. N. Alexandrov

    2011-01-01

    Full Text Available Various intellectual property (IP estimation approaches and innovations in this field are discussed. Problem situations and «bottlenecks» in the economic mechanism of transformation of innovations into useful products and services are defined. Main international IP evaluation methods are described, particular attention being paid to «Quick Inside» program defined as latest generation global expert system. IP income and expense evaluation methods used in domestic practice are discussed. Possibility of using the Black-Scholes optional model to estimate costs of non-material assets is studied.

  20. Performance of non-parametric algorithms for spatial mapping of tropical forest structure

    Directory of Open Access Journals (Sweden)

    Liang Xu

    2016-08-01

    Full Text Available Abstract Background Mapping tropical forest structure is a critical requirement for accurate estimation of emissions and removals from land use activities. With the availability of a wide range of remote sensing imagery of vegetation characteristics from space, development of finer resolution and more accurate maps has advanced in recent years. However, the mapping accuracy relies heavily on the quality of input layers, the algorithm chosen, and the size and quality of inventory samples for calibration and validation. Results By using airborne lidar data as the “truth” and focusing on the mean canopy height (MCH as a key structural parameter, we test two commonly-used non-parametric techniques of maximum entropy (ME and random forest (RF for developing maps over a study site in Central Gabon. Results of mapping show that both approaches have improved accuracy with more input layers in mapping canopy height at 100 m (1-ha pixels. The bias-corrected spatial models further improve estimates for small and large trees across the tails of height distributions with a trade-off in increasing overall mean squared error that can be readily compensated by increasing the sample size. Conclusions A significant improvement in tropical forest mapping can be achieved by weighting the number of inventory samples against the choice of image layers and the non-parametric algorithms. Without future satellite observations with better sensitivity to forest biomass, the maps based on existing data will remain slightly biased towards the mean of the distribution and under and over estimating the upper and lower tails of the distribution.

  1. A semi-nonparametric mixture model for selecting functionally consistent proteins.

    Science.gov (United States)

    Yu, Lianbo; Doerge, Rw

    2010-09-28

    High-throughput technologies have led to a new era of proteomics. Although protein microarray experiments are becoming more common place there are a variety of experimental and statistical issues that have yet to be addressed, and that will carry over to new high-throughput technologies unless they are investigated. One of the largest of these challenges is the selection of functionally consistent proteins. We present a novel semi-nonparametric mixture model for classifying proteins as consistent or inconsistent while controlling the false discovery rate and the false non-discovery rate. The performance of the proposed approach is compared to current methods via simulation under a variety of experimental conditions. We provide a statistical method for selecting functionally consistent proteins in the context of protein microarray experiments, but the proposed semi-nonparametric mixture model method can certainly be generalized to solve other mixture data problems. The main advantage of this approach is that it provides the posterior probability of consistency for each protein.

  2. Influence of temporally variable groundwater flow conditions on point measurements and contaminant mass flux estimations

    DEFF Research Database (Denmark)

    Rein, Arno; Bauer, S; Dietrich, P

    2009-01-01

    Monitoring of contaminant concentrations, e.g., for the estimation of mass discharge or contaminant degradation rates. often is based on point measurements at observation wells. In addition to the problem, that point measurements may not be spatially representative. a further complication may ari...

  3. Estimation of N2O emission factors for soils depending on environmental conditions and crop management

    NARCIS (Netherlands)

    Lesschen, J.P.; Velthof, G.L.

    2009-01-01

    Nitrous oxide (N2O) contributes 8% to anthropogenic global warming, of which about one third are direct emissions of agricultural soils. These N2O emissions are often estimated using the default IPCC 2006 emission factor of 1% of the amount of N applied for mineral fertilizer, manure and crop

  4. Conditional estimation of exponential random graph models from snowball sampling designs

    NARCIS (Netherlands)

    Pattison, Philippa E.; Robins, Garry L.; Snijders, Tom A. B.; Wang, Peng

    2013-01-01

    A complete survey of a network in a large population may be prohibitively difficult and costly. So it is important to estimate models for networks using data from various network sampling designs, such as link-tracing designs. We focus here on snowball sampling designs, designs in which the members

  5. Human Estimation of Slope, Distance, and Height of Terrain in Simulated Lunar Conditions

    National Research Council Canada - National Science Library

    Oravetz, Christopher

    2009-01-01

    .... These unique lunar conditions are expected to affect human perception: the lack of an atmosphere, the non-Lambertian regolith reflectance properties, the lack of familiar objects, and the physiological effects of reduced gravity...

  6. Estimation of the conditioning and storage costs of low- and intermediate-level solid radioactive wastes

    International Nuclear Information System (INIS)

    Lo Moro, A.; Panciatici, G.

    1977-01-01

    The conditioning and storage costs of low- and intermediate-level solid radioactive wastes are analyzed. The cost of direct labour is assumed as the reference cost for their computation and the storage cost is considered as resulting from the contract cost ''una tantum'' and from the leasing cost. As an example, the cost trends are reported, relevant to the solution adopted at CAMEN (conditioning in concrete containers and storage on concrete open-air bed)

  7. STATCAT, Statistical Analysis of Parametric and Non-Parametric Data

    International Nuclear Information System (INIS)

    David, Hugh

    1990-01-01

    1 - Description of program or function: A suite of 26 programs designed to facilitate the appropriate statistical analysis and data handling of parametric and non-parametric data, using classical and modern univariate and multivariate methods. 2 - Method of solution: Data is read entry by entry, using a choice of input formats, and the resultant data bank is checked for out-of- range, rare, extreme or missing data. The completed STATCAT data bank can be treated by a variety of descriptive and inferential statistical methods, and modified, using other standard programs as required

  8. A Bayesian nonparametric approach to causal inference on quantiles.

    Science.gov (United States)

    Xu, Dandan; Daniels, Michael J; Winterstein, Almut G

    2018-02-25

    We propose a Bayesian nonparametric approach (BNP) for causal inference on quantiles in the presence of many confounders. In particular, we define relevant causal quantities and specify BNP models to avoid bias from restrictive parametric assumptions. We first use Bayesian additive regression trees (BART) to model the propensity score and then construct the distribution of potential outcomes given the propensity score using a Dirichlet process mixture (DPM) of normals model. We thoroughly evaluate the operating characteristics of our approach and compare it to Bayesian and frequentist competitors. We use our approach to answer an important clinical question involving acute kidney injury using electronic health records. © 2018, The International Biometric Society.

  9. Categorical and nonparametric data analysis choosing the best statistical technique

    CERN Document Server

    Nussbaum, E Michael

    2014-01-01

    Featuring in-depth coverage of categorical and nonparametric statistics, this book provides a conceptual framework for choosing the most appropriate type of test in various research scenarios. Class tested at the University of Nevada, the book's clear explanations of the underlying assumptions, computer simulations, and Exploring the Concept boxes help reduce reader anxiety. Problems inspired by actual studies provide meaningful illustrations of the techniques. The underlying assumptions of each test and the factors that impact validity and statistical power are reviewed so readers can explain

  10. Nonparametric statistics a step-by-step approach

    CERN Document Server

    Corder, Gregory W

    2014-01-01

    "…a very useful resource for courses in nonparametric statistics in which the emphasis is on applications rather than on theory.  It also deserves a place in libraries of all institutions where introductory statistics courses are taught."" -CHOICE This Second Edition presents a practical and understandable approach that enhances and expands the statistical toolset for readers. This book includes: New coverage of the sign test and the Kolmogorov-Smirnov two-sample test in an effort to offer a logical and natural progression to statistical powerSPSS® (Version 21) software and updated screen ca

  11. Conditions for the existence of control functions in nonseparable simultaneous equations models

    OpenAIRE

    Blundell, Richard; Matzkin, Rosa L.

    2010-01-01

    The control function approach (Heckman and Robb (1985)) in a system of linear simultaneous equations provides a convenient procedure to estimate one of the functions in the system using reduced form residuals from the other functions as additional regressors. The conditions on the structural system under which this procedure can be used in nonlinear and nonparametric simultaneous equations has thus far been unknown. In this note, we define a new property of functions called control function s...

  12. Dose-response curve estimation: a semiparametric mixture approach.

    Science.gov (United States)

    Yuan, Ying; Yin, Guosheng

    2011-12-01

    In the estimation of a dose-response curve, parametric models are straightforward and efficient but subject to model misspecifications; nonparametric methods are robust but less efficient. As a compromise, we propose a semiparametric approach that combines the advantages of parametric and nonparametric curve estimates. In a mixture form, our estimator takes a weighted average of the parametric and nonparametric curve estimates, in which a higher weight is assigned to the estimate with a better model fit. When the parametric model assumption holds, the semiparametric curve estimate converges to the parametric estimate and thus achieves high efficiency; when the parametric model is misspecified, the semiparametric estimate converges to the nonparametric estimate and remains consistent. We also consider an adaptive weighting scheme to allow the weight to vary according to the local fit of the models. We conduct extensive simulation studies to investigate the performance of the proposed methods and illustrate them with two real examples. © 2011, The International Biometric Society.

  13. Signal Conditioning for the Kalman Filter: Application to Satellite Attitude Estimation with Magnetometer and Sun Sensors.

    Science.gov (United States)

    Esteban, Segundo; Girón-Sierra, Jose M; Polo, Óscar R; Angulo, Manuel

    2016-10-31

    Most satellites use an on-board attitude estimation system, based on available sensors. In the case of low-cost satellites, which are of increasing interest, it is usual to use magnetometers and Sun sensors. A Kalman filter is commonly recommended for the estimation, to simultaneously exploit the information from sensors and from a mathematical model of the satellite motion. It would be also convenient to adhere to a quaternion representation. This article focuses on some problems linked to this context. The state of the system should be represented in observable form. Singularities due to alignment of measured vectors cause estimation problems. Accommodation of the Kalman filter originates convergence difficulties. The article includes a new proposal that solves these problems, not needing changes in the Kalman filter algorithm. In addition, the article includes assessment of different errors, initialization values for the Kalman filter; and considers the influence of the magnetic dipole moment perturbation, showing how to handle it as part of the Kalman filter framework.

  14. Signal Conditioning for the Kalman Filter: Application to Satellite Attitude Estimation with Magnetometer and Sun Sensors

    Directory of Open Access Journals (Sweden)

    Segundo Esteban

    2016-10-01

    Full Text Available Most satellites use an on-board attitude estimation system, based on available sensors. In the case of low-cost satellites, which are of increasing interest, it is usual to use magnetometers and Sun sensors. A Kalman filter is commonly recommended for the estimation, to simultaneously exploit the information from sensors and from a mathematical model of the satellite motion. It would be also convenient to adhere to a quaternion representation. This article focuses on some problems linked to this context. The state of the system should be represented in observable form. Singularities due to alignment of measured vectors cause estimation problems. Accommodation of the Kalman filter originates convergence difficulties. The article includes a new proposal that solves these problems, not needing changes in the Kalman filter algorithm. In addition, the article includes assessment of different errors, initialization values for the Kalman filter; and considers the influence of the magnetic dipole moment perturbation, showing how to handle it as part of the Kalman filter framework.

  15. Bayesian nonparametric areal wombling for small-scale maps with an application to urinary bladder cancer data from Connecticut.

    Science.gov (United States)

    Guhaniyogi, Rajarshi

    2017-11-10

    With increasingly abundant spatial data in the form of case counts or rates combined over areal regions (eg, ZIP codes, census tracts, or counties), interest turns to formal identification of difference "boundaries," or barriers on the map, in addition to the estimated statistical map itself. "Boundary" refers to a border that describes vastly disparate outcomes in the adjacent areal units, perhaps caused by latent risk factors. This article focuses on developing a model-based statistical tool, equipped to identify difference boundaries in maps with a small number of areal units, also referred to as small-scale maps. This article proposes a novel and robust nonparametric boundary detection rule based on nonparametric Dirichlet processes, later referred to as Dirichlet process wombling (DPW) rule, by employing Dirichlet process-based mixture models for small-scale maps. Unlike the recently proposed nonparametric boundary detection rules based on false discovery rates, the DPW rule is free of ad hoc parameters, computationally simple, and readily implementable in freely available software for public health practitioners such as JAGS and OpenBUGS and yet provides statistically interpretable boundary detection in small-scale wombling. We offer a detailed simulation study and an application of our proposed approach to a urinary bladder cancer incidence rates dataset between 1990 and 2012 in the 8 counties in Connecticut. Copyright © 2017 John Wiley & Sons, Ltd.

  16. Bilirubin glucuronidation revisited: proper assay conditions to estimate enzyme kinetics with recombinant UGT1A1.

    Science.gov (United States)

    Zhou, Jin; Tracy, Timothy S; Remmel, Rory P

    2010-11-01

    Bilirubin, an end product of heme catabolism, is primarily eliminated via glucuronic acid conjugation by UGT1A1. Impaired bilirubin conjugation, caused by inhibition of UGT1A1, can result in clinical consequences, including jaundice and kernicterus. Thus, evaluation of the ability of new drug candidates to inhibit UGT1A1-catalyzed bilirubin glucuronidation in vitro has become common practice. However, the instability of bilirubin and its glucuronides presents substantial technical challenges to conduct in vitro bilirubin glucuronidation assays. Furthermore, because bilirubin can be diglucuronidated through a sequential reaction, establishment of initial rate conditions can be problematic. To address these issues, a robust high-performance liquid chromatography assay to measure both bilirubin mono- and diglucuronide conjugates was developed, and the incubation conditions for bilirubin glucuronidation by human embryonic kidney 293-expressed UGT1A1 were carefully characterized. Our results indicated that bilirubin glucuronidation should be assessed at very low protein concentrations (0.05 mg/ml protein) and over a short incubation time (5 min) to assure initial rate conditions. Under these conditions, bilirubin total glucuronide formation exhibited a hyperbolic (Michaelis-Menten) kinetic profile with a K(m) of ∼0.2 μM. In addition, under these initial rate conditions, the relative proportions between the total monoglucuronide and the diglucuronide product were constant across the range of bilirubin concentration evaluated (0.05-2 μM), with the monoglucuronide being the predominant species (∼70%). In conclusion, establishment of appropriate incubation conditions (i.e., very low protein concentrations and short incubation times) is necessary to properly characterize the kinetics of bilirubin glucuronidation in a recombinant UGT1A1 system.

  17. The Diffusion of Flexibility: Estimating the Incidence of Low-Regulated Working Conditions

    Directory of Open Access Journals (Sweden)

    Michael Allvin

    2013-09-01

    Full Text Available The purpose of this study is to determine the actual occurrences of flexible working conditions and to demonstrate an instrument for their assessment. Flexibility is discussed as a concept and defined in terms of deregulation of work, and a corresponding increase in self-government and ambiguity. Using empirical data from a national survey of the Swedish labor force, the results show that almost half (47% of the jobs on the Swedish labor market can be characterized as low, or even unregulated. This means that almost half of the Swedish work force is subjected to working conditions involving a nonnegligible requirement for self-government.

  18. A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion

    Directory of Open Access Journals (Sweden)

    Xiaoqian Zhu

    2014-01-01

    Full Text Available It is generally accepted that the choice of severity distribution in loss distribution approach has a significant effect on the operational risk capital estimation. However, the usually used parametric approaches with predefined distribution assumption might be not able to fit the severity distribution accurately. The objective of this paper is to propose a nonparametric operational risk modeling approach based on Cornish-Fisher expansion. In this approach, the samples of severity are generated by Cornish-Fisher expansion and then used in the Monte Carlo simulation to sketch the annual operational loss distribution. In the experiment, the proposed approach is employed to calculate the operational risk capital charge for the overall Chinese banking. The experiment dataset is the most comprehensive operational risk dataset in China as far as we know. The results show that the proposed approach is able to use the information of high order moments and might be more effective and stable than the usually used parametric approach.

  19. Parametric, nonparametric and parametric modelling of a chaotic circuit time series

    Science.gov (United States)

    Timmer, J.; Rust, H.; Horbelt, W.; Voss, H. U.

    2000-09-01

    The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type of model, or both. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a chaotic circuit where we obtain an extremely accurate reconstruction of the observed attractor.

  20. A non-parametric consistency test of the ΛCDM model with Planck CMB data

    Energy Technology Data Exchange (ETDEWEB)

    Aghamousa, Amir; Shafieloo, Arman [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of); Hamann, Jan, E-mail: amir@aghamousa.com, E-mail: jan.hamann@unsw.edu.au, E-mail: shafieloo@kasi.re.kr [School of Physics, The University of New South Wales, Sydney NSW 2052 (Australia)

    2017-09-01

    Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a consistency test between a given data set and a specific model by looking for structures in the residuals of the data with respect to the model's best-fit. Applying this formalism to the Planck temperature and polarisation power spectrum measurements, we test their global consistency with the predictions of the base ΛCDM model. Our results do not show any serious inconsistencies, lending further support to the interpretation of the base ΛCDM model as cosmology's gold standard.

  1. REGRES: A FORTRAN-77 program to calculate nonparametric and ``structural'' parametric solutions to bivariate regression equations

    Science.gov (United States)

    Rock, N. M. S.; Duffy, T. R.

    REGRES allows a range of regression equations to be calculated for paired sets of data values in which both variables are subject to error (i.e. neither is the "independent" variable). Nonparametric regressions, based on medians of all possible pairwise slopes and intercepts, are treated in detail. Estimated slopes and intercepts are output, along with confidence limits, Spearman and Kendall rank correlation coefficients. Outliers can be rejected with user-determined stringency. Parametric regressions can be calculated for any value of λ (the ratio of the variances of the random errors for y and x)—including: (1) major axis ( λ = 1); (2) reduced major axis ( λ = variance of y/variance of x); (3) Y on Xλ = infinity; or (4) X on Y ( λ = 0) solutions. Pearson linear correlation coefficients also are output. REGRES provides an alternative to conventional isochron assessment techniques where bivariate normal errors cannot be assumed, or weighting methods are inappropriate.

  2. The estimation of time-varying risks in asset pricing modelling using B-Spline method

    Science.gov (United States)

    Nurjannah; Solimun; Rinaldo, Adji

    2017-12-01

    Asset pricing modelling has been extensively studied in the past few decades to explore the risk-return relationship. The asset pricing literature typically assumed a static risk-return relationship. However, several studies found few anomalies in the asset pricing modelling which captured the presence of the risk instability. The dynamic model is proposed to offer a better model. The main problem highlighted in the dynamic model literature is that the set of conditioning information is unobservable and therefore some assumptions have to be made. Hence, the estimation requires additional assumptions about the dynamics of risk. To overcome this problem, the nonparametric estimators can also be used as an alternative for estimating risk. The flexibility of the nonparametric setting avoids the problem of misspecification derived from selecting a functional form. This paper investigates the estimation of time-varying asset pricing model using B-Spline, as one of nonparametric approach. The advantages of spline method is its computational speed and simplicity, as well as the clarity of controlling curvature directly. The three popular asset pricing models will be investigated namely CAPM (Capital Asset Pricing Model), Fama-French 3-factors model and Carhart 4-factors model. The results suggest that the estimated risks are time-varying and not stable overtime which confirms the risk instability anomaly. The results is more pronounced in Carhart’s 4-factors model.

  3. Bayesian nonparametric dictionary learning for compressed sensing MRI.

    Science.gov (United States)

    Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

    2014-12-01

    We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

  4. 1st Conference of the International Society for Nonparametric Statistics

    CERN Document Server

    Lahiri, S; Politis, Dimitris

    2014-01-01

    This volume is composed of peer-reviewed papers that have developed from the First Conference of the International Society for NonParametric Statistics (ISNPS). This inaugural conference took place in Chalkidiki, Greece, June 15-19, 2012. It was organized with the co-sponsorship of the IMS, the ISI, and other organizations. M.G. Akritas, S.N. Lahiri, and D.N. Politis are the first executive committee members of ISNPS, and the editors of this volume. ISNPS has a distinguished Advisory Committee that includes Professors R.Beran, P.Bickel, R. Carroll, D. Cook, P. Hall, R. Johnson, B. Lindsay, E. Parzen, P. Robinson, M. Rosenblatt, G. Roussas, T. SubbaRao, and G. Wahba. The Charting Committee of ISNPS consists of more than 50 prominent researchers from all over the world.   The chapters in this volume bring forth recent advances and trends in several areas of nonparametric statistics. In this way, the volume facilitates the exchange of research ideas, promotes collaboration among researchers from all over the wo...

  5. Nonparametric Analyses of Log-Periodic Precursors to Financial Crashes

    Science.gov (United States)

    Zhou, Wei-Xing; Sornette, Didier

    We apply two nonparametric methods to further test the hypothesis that log-periodicity characterizes the detrended price trajectory of large financial indices prior to financial crashes or strong corrections. The term "parametric" refers here to the use of the log-periodic power law formula to fit the data; in contrast, "nonparametric" refers to the use of general tools such as Fourier transform, and in the present case the Hilbert transform and the so-called (H, q)-analysis. The analysis using the (H, q)-derivative is applied to seven time series ending with the October 1987 crash, the October 1997 correction and the April 2000 crash of the Dow Jones Industrial Average (DJIA), the Standard & Poor 500 and Nasdaq indices. The Hilbert transform is applied to two detrended price time series in terms of the ln(tc-t) variable, where tc is the time of the crash. Taking all results together, we find strong evidence for a universal fundamental log-frequency f=1.02±0.05 corresponding to the scaling ratio λ=2.67±0.12. These values are in very good agreement with those obtained in earlier works with different parametric techniques. This note is extracted from a long unpublished report with 58 figures available at , which extensively describes the evidence we have accumulated on these seven time series, in particular by presenting all relevant details so that the reader can judge for himself or herself the validity and robustness of the results.

  6. An expert system for diagnostics and estimation of steam turbine components condition

    Science.gov (United States)

    Murmansky, B. E.; Aronson, K. E.; Brodov, Yu. M.

    2017-11-01

    The report describes an expert system of probability type for diagnostics and state estimation of steam turbine technological subsystems components. The expert system is based on Bayes’ theorem and permits to troubleshoot the equipment components, using expert experience, when there is a lack of baseline information on the indicators of turbine operation. Within a unified approach the expert system solves the problems of diagnosing the flow steam path of the turbine, bearings, thermal expansion system, regulatory system, condensing unit, the systems of regenerative feed-water and hot water heating. The knowledge base of the expert system for turbine unit rotors and bearings contains a description of 34 defects and of 104 related diagnostic features that cause a change in its vibration state. The knowledge base for the condensing unit contains 12 hypotheses and 15 evidence (indications); the procedures are also designated for 20 state parameters estimation. Similar knowledge base containing the diagnostic features and faults hypotheses are formulated for other technological subsystems of turbine unit. With the necessary initial information available a number of problems can be solved within the expert system for various technological subsystems of steam turbine unit: for steam flow path it is the correlation and regression analysis of multifactor relationship between the vibration parameters variations and the regime parameters; for system of thermal expansions it is the evaluation of force acting on the longitudinal keys depending on the temperature state of the turbine cylinder; for condensing unit it is the evaluation of separate effect of the heat exchange surface contamination and of the presence of air in condenser steam space on condenser thermal efficiency performance, as well as the evaluation of term for condenser cleaning and for tube system replacement and so forth. With a lack of initial information the expert system enables to formulate a diagnosis

  7. Model-Based Load Estimation for Predictive Condition Monitoring of Wind Turbines

    DEFF Research Database (Denmark)

    Perisic, Nevena; Pederen, Bo Juul; Grunnet, Jacob Deleuran

    signal is performed online, and a Load Indicator Signal (LIS) is formulated as a ratio between current estimated accumulated fatigue loads and its expected value based only on a priori knowledge (WTG dynamics and wind climate). LOT initialisation is based on a priori knowledge and can be obtained using...... programme for pre-maintenance actions. The performance of LOT is demonstrated by applying it to one of the most critical WTG components, the gearbox. Model-based load CMS for gearbox requires only standard WTG SCADA data. Direct measuring of gearbox fatigue loads requires high cost and low reliability...... measurement equipment. Thus, LOT can significantly reduce the price of load monitoring....

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

    African Journals Online (AJOL)

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

  9. A hybrid pareto mixture for conditional asymmetric fat-tailed distributions.

    Science.gov (United States)

    Carreau, Julie; Bengio, Yoshua

    2009-07-01

    In many cases, we observe some variables X that contain predictive information over a scalar variable of interest Y , with (X,Y) pairs observed in a training set. We can take advantage of this information to estimate the conditional density p(Y|X = x). In this paper, we propose a conditional mixture model with hybrid Pareto components to estimate p(Y|X = x). The hybrid Pareto is a Gaussian whose upper tail has been replaced by a generalized Pareto tail. A third parameter, in addition to the location and spread parameters of the Gaussian, controls the heaviness of the upper tail. Using the hybrid Pareto in a mixture model results in a nonparametric estimator that can adapt to multimodality, asymmetry, and heavy tails. A conditional density estimator is built by modeling the parameters of the mixture estimator as functions of X. We use a neural network to implement these functions. Such conditional density estimators have important applications in many domains such as finance and insurance. We show experimentally that this novel approach better models the conditional density in terms of likelihood, compared to competing algorithms: conditional mixture models with other types of components and a classical kernel-based nonparametric model.

  10. A Novel Strain-Based Method to Estimate Tire Conditions Using Fuzzy Logic for Intelligent Tires

    Directory of Open Access Journals (Sweden)

    Daniel Garcia-Pozuelo

    2017-02-01

    Full Text Available The so-called intelligent tires are one of the most promising research fields for automotive engineers. These tires are equipped with sensors which provide information about vehicle dynamics. Up to now, the commercial intelligent tires only provide information about inflation pressure and their contribution to stability control systems is currently very limited. Nowadays one of the major problems for intelligent tire development is how to embed feasible and low cost sensors to obtain reliable information such as inflation pressure, vertical load or rolling speed. These parameters provide key information for vehicle dynamics characterization. In this paper, we propose a novel algorithm based on fuzzy logic to estimate the mentioned parameters by means of a single strain-based system. Experimental tests have been carried out in order to prove the suitability and durability of the proposed on-board strain sensor system, as well as its low cost advantages, and the accuracy of the obtained estimations by means of fuzzy logic.

  11. Estimation of the Hiroshima bomb yield and weather conditions at the time of the bomb

    International Nuclear Information System (INIS)

    Tajima, Eizo

    1984-01-01

    The results of the survey made immediately after the bombings in Hiroshima and Nagasaki were compiled in Collection of Reports on the Investigation of the Atomic Bomb Casualties published in 1953. Much valuable information for the reassessment of dose are included in this document. One of the major problems to be solved for the dose reassessment is the yield of the Hiroshima bomb. Two articles with relatively detailed description were selected, and the estimation of the yield was attempted, based on them. The data on roof tile melting were used for the purpose. Assuming the yield of the Nagasaki bomb as 22 kt, the yield of the Hiroshima bomb was given as 12.4 kt. By the experiment using the charred state of cypress boards, the total radiant energy from the bomb was calculated as 4.6 x 10 12 cal, and the yield of the Hiroshima bomb was estimated as 14.2 kt and 13.2 kt. The true value is likely between 12 and 13 kt. The vapor pressure at the time of bombing significantly affected the neutron spectrum. On the day of bombing, Japan was covered by hot, humid maritime air mass, namely summer monsoon pattern. The air density and water vapor content in the atmosphere were determined by the Japan Weather Association, and compared with the data of Dr. Kerr et al. (Kako, I.)

  12. Estimation of the risks of stochastic effects attributable to the radiological conditions in Tbilisi

    International Nuclear Information System (INIS)

    Vepkhvadze, N.R.; Gelashvili, K.D.; Kiladze, N.A.

    1997-01-01

    Radiation background in Tbilisi City has been studied; collective and annual average statistic dozes have been ascertained, parameters of stochastic effects' (cancerogenic, genetic) risks caused by low dozes of ionizing radiation have been calculated. From 21 cases of total risk 7 are stipulated by genetic defects, 14 - by lethal malignant tumor. The conclusion is that we should not expect important changes in health condition of population caused by existing in Tbilisi City radiation background. (author)

  13. Estimation of the Tool Condition by Applying the Wavelet Transform to Acoustic Emission Signals

    International Nuclear Information System (INIS)

    Gomez, M. P.; Piotrkowski, R.; Ruzzante, J. E.; D'Attellis, C. E.

    2007-01-01

    This work follows the search of parameters to evaluate the tool condition in machining processes. The selected sensing technique is acoustic emission and it is applied to a turning process of steel samples. The obtained signals are studied using the wavelet transformation. The tool wear level is quantified as a percentage of the final wear specified by the Standard ISO 3685. The amplitude and relevant scale obtained of acoustic emission signals could be related with the wear level

  14. A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns

    OpenAIRE

    Köksal, Bülent

    2009-01-01

    We compare more than 1000 different volatility models in terms of their fit to the historical ISE-100 Index data and their forecasting performance of the conditional variance in an out-of-sample setting. Exponential GARCH model of Nelson (1991) with “constant mean, t-distribution, one lag moving average term” specification achieves the best overall performance for modeling the ISE-100 return volatility. The t-distribution seems to characterize the distribution of the heavy tailed returns bett...

  15. Degradation and performance evaluation of PV module in desert climate conditions with estimate uncertainty in measuring

    Directory of Open Access Journals (Sweden)

    Fezzani Amor

    2017-01-01

    Full Text Available The performance of photovoltaic (PV module is affected by outdoor conditions. Outdoor testing consists installing a module, and collecting electrical performance data and climatic data over a certain period of time. It can also include the study of long-term performance under real work conditions. Tests are operated in URAER located in desert region of Ghardaïa (Algeria characterized by high irradiation and temperature levels. The degradation of PV module with temperature and time exposure to sunlight contributes significantly to the final output from the module, as the output reduces each year. This paper presents a comparative study of different methods to evaluate the degradation of PV module after a long term exposure of more than 12 years in desert region and calculates uncertainties in measuring. Firstly, this evaluation uses three methods: Visual inspection, data given by Solmetric PVA-600 Analyzer translated at Standard Test Condition (STC and based on the investigation results of the translation equations as ICE 60891. Secondly, the degradation rates calculated for all methods. Finally, a comparison between a degradation rates given by Solmetric PVA-600 analyzer, calculated by simulation model and calculated by two methods (ICE 60891 procedures 1, 2. We achieved a detailed uncertainty study in order to improve the procedure and measurement instrument.

  16. Estimating time-varying conditional correlations between stock and foreign exchange markets

    Science.gov (United States)

    Tastan, Hüseyin

    2006-02-01

    This study explores the dynamic interaction between stock market returns and changes in nominal exchange rates. Many financial variables are known to exhibit fat tails and autoregressive variance structure. It is well-known that unconditional covariance and correlation coefficients also vary significantly over time and multivariate generalized autoregressive model (MGARCH) is able to capture the time-varying variance-covariance matrix for stock market returns and changes in exchange rates. The model is applied to daily Euro-Dollar exchange rates and two stock market indexes from the US economy: Dow-Jones Industrial Average Index and S&P500 Index. The news impact surfaces are also drawn based on the model estimates to see the effects of idiosyncratic shocks in respective markets.

  17. Stochastic Estimation Methods for Induction Motor Transient Thermal Monitoring Under Non Linear Condition

    Directory of Open Access Journals (Sweden)

    Mellah HACEN

    2012-08-01

    Full Text Available The induction machine, because of its robustness and low-cost, is commonly used in the industry. Nevertheless, as every type of electrical machine, this machine suffers of some limitations. The most important one is the working temperature which is the dimensioning parameter for the definition of the nominal working point and the machine lifetime. Due to a strong demand concerning thermal monitoring methods appeared in the industry sector. In this context, the adding of temperature sensors is not acceptable and the studied methods tend to use sensorless approaches such as observators or parameters estimators like the extended Kalman Filter (EKF. Then the important criteria are reliability, computational cost ad real time implementation.

  18. Mapping land water and energy balance relations through conditional sampling of remote sensing estimates of atmospheric forcing and surface states

    Science.gov (United States)

    Farhadi, Leila; Entekhabi, Dara; Salvucci, Guido

    2016-04-01

    In this study, we develop and apply a mapping estimation capability for key unknown parameters that link the surface water and energy balance equations. The method is applied to the Gourma region in West Africa. The accuracy of the estimation method at point scale was previously examined using flux tower data. In this study, the capability is scaled to be applicable with remotely sensed data products and hence allow mapping. Parameters of the system are estimated through a process that links atmospheric forcing (precipitation and incident radiation), surface states, and unknown parameters. Based on conditional averaging of land surface temperature and moisture states, respectively, a single objective function is posed that measures moisture and temperature-dependent errors solely in terms of observed forcings and surface states. This objective function is minimized with respect to parameters to identify evapotranspiration and drainage models and estimate water and energy balance flux components. The uncertainty of the estimated parameters (and associated statistical confidence limits) is obtained through the inverse of Hessian of the objective function, which is an approximation of the covariance matrix. This calibration-free method is applied to the mesoscale region of Gourma in West Africa using multiplatform remote sensing data. The retrievals are verified against tower-flux field site data and physiographic characteristics of the region. The focus is to find the functional form of the evaporative fraction dependence on soil moisture, a key closure function for surface and subsurface heat and moisture dynamics, using remote sensing data.

  19. Semiparametric estimation of covariance matrices for longitudinal data.

    Science.gov (United States)

    Fan, Jianqing; Wu, Yichao

    2008-12-01

    Estimation of longitudinal data covariance structure poses significant challenges because the data are usually collected at irregular time points. A viable semiparametric model for covariance matrices was proposed in Fan, Huang and Li (2007) that allows one to estimate the variance function nonparametrically and to estimate the correlation function parametrically via aggregating information from irregular and sparse data points within each subject. However, the asymptotic properties of their quasi-maximum likelihood estimator (QMLE) of parameters in the covariance model are largely unknown. In the current work, we address this problem in the context of more general models for the conditional mean function including parametric, nonparametric, or semi-parametric. We also consider the possibility of rough mean regression function and introduce the difference-based method to reduce biases in the context of varying-coefficient partially linear mean regression models. This provides a more robust estimator of the covariance function under a wider range of situations. Under some technical conditions, consistency and asymptotic normality are obtained for the QMLE of the parameters in the correlation function. Simulation studies and a real data example are used to illustrate the proposed approach.

  20. Near-infrared Raman spectroscopy for estimating biochemical changes associated with different pathological conditions of cervix

    Science.gov (United States)

    Daniel, Amuthachelvi; Prakasarao, Aruna; Ganesan, Singaravelu

    2018-02-01

    The molecular level changes associated with oncogenesis precede the morphological changes in cells and tissues. Hence molecular level diagnosis would promote early diagnosis of the disease. Raman spectroscopy is capable of providing specific spectral signature of various biomolecules present in the cells and tissues under various pathological conditions. The aim of this work is to develop a non-linear multi-class statistical methodology for discrimination of normal, neoplastic and malignant cells/tissues. The tissues were classified as normal, pre-malignant and malignant by employing Principal Component Analysis followed by Artificial Neural Network (PC-ANN). The overall accuracy achieved was 99%. Further, to get an insight into the quantitative biochemical composition of the normal, neoplastic and malignant tissues, a linear combination of the major biochemicals by non-negative least squares technique was fit to the measured Raman spectra of the tissues. This technique confirms the changes in the major biomolecules such as lipids, nucleic acids, actin, glycogen and collagen associated with the different pathological conditions. To study the efficacy of this technique in comparison with histopathology, we have utilized Principal Component followed by Linear Discriminant Analysis (PC-LDA) to discriminate the well differentiated, moderately differentiated and poorly differentiated squamous cell carcinoma with an accuracy of 94.0%. And the results demonstrated that Raman spectroscopy has the potential to complement the good old technique of histopathology.

  1. Performances of non-parametric statistics in sensitivity analysis and parameter ranking

    International Nuclear Information System (INIS)

    Saltelli, A.

    1987-01-01

    Twelve parametric and non-parametric sensitivity analysis techniques are compared in the case of non-linear model responses. The test models used are taken from the long-term risk analysis for the disposal of high level radioactive waste in a geological formation. They describe the transport of radionuclides through a set of engineered and natural barriers from the repository to the biosphere and to man. The output data from these models are the dose rates affecting the maximum exposed individual of a critical group at a given point in time. All the techniques are applied to the output from the same Monte Carlo simulations, where a modified version of Latin Hypercube method is used for the sample selection. Hypothesis testing is systematically applied to quantify the degree of confidence in the results given by the various sensitivity estimators. The estimators are ranked according to their robustness and stability, on the basis of two test cases. The conclusions are that no estimator can be considered the best from all points of view and recommend the use of more than just one estimator in sensitivity analysis

  2. [Do we always correctly interpret the results of statistical nonparametric tests].

    Science.gov (United States)

    Moczko, Jerzy A

    2014-01-01

    Mann-Whitney, Wilcoxon, Kruskal-Wallis and Friedman tests create a group of commonly used tests to analyze the results of clinical and laboratory data. These tests are considered to be extremely flexible and their asymptotic relative efficiency exceeds 95 percent. Compared with the corresponding parametric tests they do not require checking the fulfillment of the conditions such as the normality of data distribution, homogeneity of variance, the lack of correlation means and standard deviations, etc. They can be used both in the interval and or-dinal scales. The article presents an example Mann-Whitney test, that does not in any case the choice of these four nonparametric tests treated as a kind of gold standard leads to correct inference.

  3. A Nonparametric, Multiple Imputation-Based Method for the Retrospective Integration of Data Sets

    Science.gov (United States)

    Carrig, Madeline M.; Manrique-Vallier, Daniel; Ranby, Krista W.; Reiter, Jerome P.; Hoyle, Rick H.

    2015-01-01

    Complex research questions often cannot be addressed adequately with a single data set. One sensible alternative to the high cost and effort associated with the creation of large new data sets is to combine existing data sets containing variables related to the constructs of interest. The goal of the present research was to develop a flexible, broadly applicable approach to the integration of disparate data sets that is based on nonparametric multiple imputation and the collection of data from a convenient, de novo calibration sample. We demonstrate proof of concept for the approach by integrating three existing data sets containing items related to the extent of problematic alcohol use and associations with deviant peers. We discuss both necessary conditions for the approach to work well and potential strengths and weaknesses of the method compared to other data set integration approaches. PMID:26257437

  4. A nonparametric mean-variance smoothing method to assess Arabidopsis cold stress transcriptional regulator CBF2 overexpression microarray data.

    Science.gov (United States)

    Hu, Pingsha; Maiti, Tapabrata

    2011-01-01

    Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request.

  5. Performance analysis of the lineal model for estimating the maximum power of a HCPV module in different climate conditions

    Science.gov (United States)

    Fernández, Eduardo F.; Almonacid, Florencia; Sarmah, Nabin; Mallick, Tapas; Sanchez, Iñigo; Cuadra, Juan M.; Soria-Moya, Alberto; Pérez-Higueras, Pedro

    2014-09-01

    A model based on easily obtained atmospheric parameters and on a simple lineal mathematical expression has been developed at the Centre of Advanced Studies in Energy and Environment in southern Spain. The model predicts the maximum power of a HCPV module as a function of direct normal irradiance, air temperature and air mass. Presently, the proposed model has only been validated in southern Spain and its performance in locations with different atmospheric conditions still remains unknown. In order to address this issue, several HCPV modules have been measured in two different locations with different climate conditions than the south of Spain: the Environment and Sustainability Institute in southern UK and the National Renewable Energy Center in northern Spain. Results show that the model has an adequate match between actual and estimated data with a RMSE lower than 3.9% at locations with different climate conditions.

  6. Novel Application of Density Estimation Techniques in Muon Ionization Cooling Experiment

    Energy Technology Data Exchange (ETDEWEB)

    Mohayai, Tanaz Angelina [IIT, Chicago; Snopok, Pavel [IIT, Chicago; Neuffer, David [Fermilab; Rogers, Chris [Rutherford

    2017-10-12

    The international Muon Ionization Cooling Experiment (MICE) aims to demonstrate muon beam ionization cooling for the first time and constitutes a key part of the R&D towards a future neutrino factory or muon collider. Beam cooling reduces the size of the phase space volume occupied by the beam. Non-parametric density estimation techniques allow very precise calculation of the muon beam phase-space density and its increase as a result of cooling. These density estimation techniques are investigated in this paper and applied in order to estimate the reduction in muon beam size in MICE under various conditions.

  7. Artificial neural networks based estimation of optical parameters by diffuse reflectance imaging under in vitro conditions

    Directory of Open Access Journals (Sweden)

    Mahmut Ozan Gökkan

    2017-01-01

    Full Text Available Optical parameters (properties of tissue-mimicking phantoms are determined through noninvasive optical imaging. Objective of this study is to decompose obtained diffuse reflectance into these optical properties such as absorption and scattering coefficients. To do so, transmission spectroscopy is firstly used to measure the coefficients via an experimental setup. Next, the optical properties of each characterized phantom are input for Monte Carlo (MC simulations to get diffuse reflectance. Also, a surface image for each single phantom with its known optical properties is obliquely captured due to reflectance-based geometrical setup using CMOS camera that is positioned at 5∘ angle to the phantoms. For the illumination of light, a laser light source at 633nm wavelength is preferred, because optical properties of different components in a biological tissue on that wavelength are nonoverlapped. During in vitro measurements, we prepared 30 different mixture samples adding clinoleic intravenous lipid emulsion (CILE and evans blue (EB dye into a distilled water. Finally, all obtained diffuse reflectance values are used to estimate the optical coefficients by artificial neural networks (ANNs in inverse modeling. For a biological tissue it is found that the simulated and measured values in our results are in good agreement.

  8. Estimating Regional Scale Hydroclimatic Risk Conditions from the Soil Moisture Active-Passive (SMAP Satellite

    Directory of Open Access Journals (Sweden)

    Catherine Champagne

    2018-04-01

    Full Text Available Satellite soil moisture is a critical variable for identifying susceptibility to hydroclimatic risks such as drought, dryness, and excess moisture. Satellite soil moisture data from the Soil Moisture Active/Passive (SMAP mission was used to evaluate the sensitivity to hydroclimatic risk events in Canada. The SMAP soil moisture data sets in general capture relative moisture trends with the best estimates from the passive-only derived soil moisture and little difference between the data at different spatial resolutions. In general, SMAP data sets overestimated the magnitude of moisture at the wet extremes of wetting events. A soil moisture difference from average (SMDA was calculated from SMAP and historical Soil Moisture and Ocean Salinity (SMOS data showed a relatively good delineation of hydroclimatic risk events, although caution must be taken due to the large variability in the data within risk categories. Satellite soil moisture data sets are more sensitive to short term water shortages than longer term water deficits. This was not improved by adding “memory” to satellite soil moisture indices to improve the sensitivity of the data to drought, and there is a large variability in satellite soil moisture values with the same drought severity rating.

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

    Science.gov (United States)

    Wedemeyer, Gary A.; Nelson, Nancy C.

    1975-01-01

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

  10. Extreme Sea Conditions in Shallow Water: Estimation based on in-situ measurements

    Science.gov (United States)

    Le Crom, Izan; Saulnier, Jean-Baptiste

    2013-04-01

    The design of marine renewable energy devices and components is based, among others, on the assessment of the environmental extreme conditions (winds, currents, waves, and water level) that must be combined together in order to evaluate the maximal loads on a floating/fixed structure, and on the anchoring system over a determined return period. Measuring devices are generally deployed at sea over relatively short durations (a few months to a few years), typically when describing water free surface elevation, and extrapolation methods based on hindcast data (and therefore on wave simulation models) have to be used. How to combine, in a realistic way, the action of the different loads (winds and waves for instance) and which correlation of return periods should be used are highly topical issues. However, the assessment of the extreme condition itself remains a not-fully-solved, crucial, and sensitive task. Above all in shallow water, extreme wave height, Hmax, is the most significant contribution in the dimensioning process of EMR devices. As a case study, existing methodologies for deep water have been applied to SEMREV, the French marine energy test site. The interest of this study, especially at this location, goes beyond the simple application to SEMREV's WEC and floating wind turbines deployment as it could also be extended to the Banc de Guérande offshore wind farm that are planned close by. More generally to pipes and communication cables as it is a redundant problematic. The paper will first present the existing measurements (wave and wind on site), the prediction chain that has been developed via wave models, the extrapolation methods applied to hindcast data, and will try to formulate recommendations for improving this assessment in shallow water.

  11. Global estimation of areas with suitable environmental conditions for mariculture species.

    Directory of Open Access Journals (Sweden)

    Muhammed A Oyinlola

    Full Text Available Aquaculture has grown rapidly over the last three decades expanding at an average annual growth rate of 5.8% (2005-2014, down from 8.8% achieved between 1980 and 2010. The sector now produces 44% of total food fish production. Increasing demand and consumption from a growing global population are driving further expansion of both inland and marine aquaculture (i.e., mariculture, including marine species farmed on land. However, the growth of mariculture is dependent on the availability of suitable farming areas for new facilities, particularly for open farming practices that rely on the natural oceanic environmental parameters such as temperature, oxygen, chlorophyll etc. In this study, we estimated the marine areas within the exclusive economic zones of all countries that were suitable for potential open ocean mariculture activities. To this end, we quantify the environmental niche and inferred the global habitat suitability index (HSI of the 102 most farmed marine species using four species distribution models. The average weighted HSI across the four models suggests that 72,000,000 km2 of ocean are to be environmentally suitable to farm one or more species. About 92% of the predicted area (66,000,000 km2 is environmentally suitable for farming finfish, 43% (31,000,000 km2 for molluscs and 54% (39,000,000 km2 for crustaceans. These predictions do not consider technological feasibility that can limit crustaceans farming in open waters. Suitable mariculture areas along the Atlantic coast of South America and West Africa appear to be most under-utilized for farming. Our results suggest that factors other than environmental considerations such as the lack of socio-economic and technological capacity, as well as aqua feed supply are currently limiting the potential for mariculture expansion in many areas.

  12. Generative Temporal Modelling of Neuroimaging - Decomposition and Nonparametric Testing

    DEFF Research Database (Denmark)

    Hald, Ditte Høvenhoff

    The goal of this thesis is to explore two improvements for functional magnetic resonance imaging (fMRI) analysis; namely our proposed decomposition method and an extension to the non-parametric testing framework. Analysis of fMRI allows researchers to investigate the functional processes...... of the brain, and provides insight into neuronal coupling during mental processes or tasks. The decomposition method is a Gaussian process-based independent components analysis (GPICA), which incorporates a temporal dependency in the sources. A hierarchical model specification is used, featuring both...... instantaneous and convolutive mixing, and the inferred temporal patterns. Spatial maps are seen to capture smooth and localized stimuli-related components, and often identifiable noise components. The implementation is freely available as a GUI/SPM plugin, and we recommend using GPICA as an additional tool when...

  13. Spurious Seasonality Detection: A Non-Parametric Test Proposal

    Directory of Open Access Journals (Sweden)

    Aurelio F. Bariviera

    2018-01-01

    Full Text Available This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test uncovers the fact that the so-called “day-of-the-week” effect is partly an artifact of the hidden correlation structure of the data. We present simulations based on artificial time series as well. While time series generated with long memory are prone to exhibit daily seasonality, pure white noise signals exhibit no pattern preference. Since ours is a non-parametric test, it requires no assumptions about the distribution of returns, so that it could be a practical alternative to conventional econometric tests. We also made an exhaustive application of the here-proposed technique to 83 stock indexes around the world. Finally, the paper highlights the relevance of symbolic analysis in economic time series studies.

  14. Debt and growth: A non-parametric approach

    Science.gov (United States)

    Brida, Juan Gabriel; Gómez, David Matesanz; Seijas, Maria Nela

    2017-11-01

    In this study, we explore the dynamic relationship between public debt and economic growth by using a non-parametric approach based on data symbolization and clustering methods. The study uses annual data of general government consolidated gross debt-to-GDP ratio and gross domestic product for sixteen countries between 1977 and 2015. Using symbolic sequences, we introduce a notion of distance between the dynamical paths of different countries. Then, a Minimal Spanning Tree and a Hierarchical Tree are constructed from time series to help detecting the existence of groups of countries sharing similar economic performance. The main finding of the study appears for the period 2008-2016 when several countries surpassed the 90% debt-to-GDP threshold. During this period, three groups (clubs) of countries are obtained: high, mid and low indebted countries, suggesting that the employed debt-to-GDP threshold drives economic dynamics for the selected countries.

  15. Multi-Directional Non-Parametric Analysis of Agricultural Efficiency

    DEFF Research Database (Denmark)

    Balezentis, Tomas

    This thesis seeks to develop methodologies for assessment of agricultural efficiency and employ them to Lithuanian family farms. In particular, we focus on three particular objectives throughout the research: (i) to perform a fully non-parametric analysis of efficiency effects, (ii) to extend...... to the Multi-Directional Efficiency Analysis approach when the proposed models were employed to analyse empirical data of Lithuanian family farm performance, we saw substantial differences in efficiencies associated with different inputs. In particular, assets appeared to be the least efficiently used input...... relative to labour, intermediate consumption and land (in some cases land was not treated as a discretionary input). These findings call for further research on relationships among financial structure, investment decisions, and efficiency in Lithuanian family farms. Application of different techniques...

  16. Estimate of the economic impact of mastitis: A case study in a Holstein dairy herd under tropical conditions.

    Science.gov (United States)

    Guimarães, Juliana L B; Brito, Maria A V P; Lange, Carla C; Silva, Márcio R; Ribeiro, João B; Mendonça, Letícia C; Mendonça, Juliana F M; Souza, Guilherme N

    2017-07-01

    The aim of this study was to estimate the economic impact of mastitis at the herd level and the weight (percent) of the components of this impact in a Holstein dairy herd under tropical conditions. Three estimates of the economic impact of mastitis were performed. In estimates 1 and 2 the real production and economic indices from February 2011 to January 2012 were considered. In the estimate 1, indices for mastitis classified as ideal were considered, whereas in the estimate 2, the mastitis indices used were those recorded at the farm and at Holstein Cattle Association of Minas Gerais State database (real indices). Ideal mastitis indices were bulk milk somatic cell counts less than 250,000 cells/mL, incidence of clinical mastitis less than 25 cases/100 cows/year, number of culls due to udder health problems less than 5% and the percentage of cows with somatic cell counts greater than 200,000 cells/mL less than 20%. Considering the ideal indices of mastitis, the economic impact was US$19,132.35. The three main components of the economic impact were culling cows (39.4%) and the reduction in milk production due to subclinical and clinical mastitis (32.3% and 18.2%, respectively). Estimate 2 using real mastitis indices showed an economic impact of US$61,623.13 and the reduction in milk production due to mastitis (77.7%) and milk disposal (14.0%) were the most relevant components. The real impact of culling cows was approximately 16 times less than the weight that was considered ideal, indicating that this procedure could have been more frequently adopted. The reduction in milk production was 27.2% higher than the reduction in Estimate 1, indicating a need to control and prevent mastitis. The estimate 3 considered the same indices as estimate 2, but for the period from February 2012 to January 2013. Its economic impact was US$91,552.69. During this period, 161 treatments of cows with an intramammary antibiotic were performed to eliminate Streptococcus agalactiae, and

  17. Hyperspectral image segmentation using a cooperative nonparametric approach

    Science.gov (United States)

    Taher, Akar; Chehdi, Kacem; Cariou, Claude

    2013-10-01

    In this paper a new unsupervised nonparametric cooperative and adaptive hyperspectral image segmentation approach is presented. The hyperspectral images are partitioned band by band in parallel and intermediate classification results are evaluated and fused, to get the final segmentation result. Two unsupervised nonparametric segmentation methods are used in parallel cooperation, namely the Fuzzy C-means (FCM) method, and the Linde-Buzo-Gray (LBG) algorithm, to segment each band of the image. The originality of the approach relies firstly on its local adaptation to the type of regions in an image (textured, non-textured), and secondly on the introduction of several levels of evaluation and validation of intermediate segmentation results before obtaining the final partitioning of the image. For the management of similar or conflicting results issued from the two classification methods, we gradually introduced various assessment steps that exploit the information of each spectral band and its adjacent bands, and finally the information of all the spectral bands. In our approach, the detected textured and non-textured regions are treated separately from feature extraction step, up to the final classification results. This approach was first evaluated on a large number of monocomponent images constructed from the Brodatz album. Then it was evaluated on two real applications using a respectively multispectral image for Cedar trees detection in the region of Baabdat (Lebanon) and a hyperspectral image for identification of invasive and non invasive vegetation in the region of Cieza (Spain). A correct classification rate (CCR) for the first application is over 97% and for the second application the average correct classification rate (ACCR) is over 99%.

  18. Improving salt marsh digital elevation model accuracy with full-waveform lidar and nonparametric predictive modeling

    Science.gov (United States)

    Rogers, Jeffrey N.; Parrish, Christopher E.; Ward, Larry G.; Burdick, David M.

    2018-03-01

    Salt marsh vegetation tends to increase vertical uncertainty in light detection and ranging (lidar) derived elevation data, often causing the data to become ineffective for analysis of topographic features governing tidal inundation or vegetation zonation. Previous attempts at improving lidar data collected in salt marsh environments range from simply computing and subtracting the global elevation bias to more complex methods such as computing vegetation-specific, constant correction factors. The vegetation specific corrections can be used along with an existing habitat map to apply separate corrections to different areas within a study site. It is hypothesized here that correcting salt marsh lidar data by applying location-specific, point-by-point corrections, which are computed from lidar waveform-derived features, tidal-datum based elevation, distance from shoreline and other lidar digital elevation model based variables, using nonparametric regression will produce better results. The methods were developed and tested using full-waveform lidar and ground truth for three marshes in Cape Cod, Massachusetts, U.S.A. Five different model algorithms for nonparametric regression were evaluated, with TreeNet's stochastic gradient boosting algorithm consistently producing better regression and classification results. Additionally, models were constructed to predict the vegetative zone (high marsh and low marsh). The predictive modeling methods used in this study estimated ground elevation with a mean bias of 0.00 m and a standard deviation of 0.07 m (0.07 m root mean square error). These methods appear very promising for correction of salt marsh lidar data and, importantly, do not require an existing habitat map, biomass measurements, or image based remote sensing data such as multi/hyperspectral imagery.

  19. Nonparametric test of consistency between cosmological models and multiband CMB measurements

    Energy Technology Data Exchange (ETDEWEB)

    Aghamousa, Amir [Asia Pacific Center for Theoretical Physics, Pohang, Gyeongbuk 790-784 (Korea, Republic of); Shafieloo, Arman, E-mail: amir@apctp.org, E-mail: shafieloo@kasi.re.kr [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of)

    2015-06-01

    We present a novel approach to test the consistency of the cosmological models with multiband CMB data using a nonparametric approach. In our analysis we calibrate the REACT (Risk Estimation and Adaptation after Coordinate Transformation) confidence levels associated with distances in function space (confidence distances) based on the Monte Carlo simulations in order to test the consistency of an assumed cosmological model with observation. To show the applicability of our algorithm, we confront Planck 2013 temperature data with concordance model of cosmology considering two different Planck spectra combination. In order to have an accurate quantitative statistical measure to compare between the data and the theoretical expectations, we calibrate REACT confidence distances and perform a bias control using many realizations of the data. Our results in this work using Planck 2013 temperature data put the best fit ΛCDM model at 95% (∼ 2σ) confidence distance from the center of the nonparametric confidence set while repeating the analysis excluding the Planck 217 × 217 GHz spectrum data, the best fit ΛCDM model shifts to 70% (∼ 1σ) confidence distance. The most prominent features in the data deviating from the best fit ΛCDM model seems to be at low multipoles  18 < ℓ < 26 at greater than 2σ, ℓ ∼ 750 at ∼1 to 2σ and ℓ ∼ 1800 at greater than 2σ level. Excluding the 217×217 GHz spectrum the feature at ℓ ∼ 1800 becomes substantially less significance at ∼1 to 2σ confidence level. Results of our analysis based on the new approach we propose in this work are in agreement with other analysis done using alternative methods.

  20. Estimating sea-level allowances for Atlantic Canada under conditions of uncertain sea-level rise

    Directory of Open Access Journals (Sweden)

    B. Greenan

    2015-03-01

    Full Text Available This paper documents the methodology of computing sea-level rise allowances for Atlantic Canada in the 21st century under conditions of uncertain sea-level rise. The sea-level rise allowances are defined as the amount by which an asset needs to be raised in order to maintain the same likelihood of future flooding events as that site has experienced in the recent past. The allowances are determined by combination of the statistics of present tides and storm surges (storm tides and the regional projections of sea-level rise and associated uncertainty. Tide-gauge data for nine sites from the Canadian Atlantic coast are used to derive the scale parameters of present sea-level extremes using the Gumbel distribution function. The allowances in the 21st century, with respect to the year 1990, were computed for the Intergovernmental Panel on Climate Change (IPCC A1FI emission scenario. For Atlantic Canada, the allowances are regionally variable and, for the period 1990–2050, range between –13 and 38 cm while, for the period 1990–2100, they range between 7 and 108 cm. The negative allowances in the northern Gulf of St. Lawrence region are caused by land uplift due to glacial isostatic adjustment (GIA.

  1. Detection of UV Pulse from Insulators and Application in Estimating the Conditions of Insulators

    Science.gov (United States)

    Wang, Jingang; Chong, Junlong; Yang, Jie

    2014-10-01

    Solar radiation in the band of 240-280 nm is absorbed by the ozone layer in the atmosphere, and corona discharges from high-voltage apparatus emit in air mainly in the 230-405 nm range of ultraviolet (UV), so the band of 240-280 nm is called UV Solar Blind Band. When the insulators in a string deteriorate or are contaminated, the voltage distribution along the string will change, which causes the electric fields in the vicinity of insulators change and corona discharge intensifies. An UV pulse detection method to check the conditions of insulators is presented based on detecting the UV pulse among the corona discharge, then it can be confirmed that whether there exist faulty insulators and whether the surface contamination of insulators is severe for the safe operation of power systems. An UV-I Insulator Detector has been developed, and both laboratory tests and field tests have been carried out which demonstrates the practical viability of UV-I Insulator Detector for online monitoring.

  2. Conditions of deep magma chamber beneath Fuji volcano estimated from high- P experiments

    Science.gov (United States)

    Asano, K.; Takahashi, E.; Hamada, M.; Ushioda, M.; Suzuki, T.

    2012-12-01

    Fuji volcano, the largest in volume and eruption rate in Japan, is located at the center of Honshu, where North America, Eurasia and Philippine Sea plates meets. Because of the significance of Fuji volcano both in tectonic settings and potential volcanic hazard (particularly after the M9 earthquake in 2011), precise knowledge on its magma feeding system is essentially important. Composition of magma erupted from Fuji volcano in the last 100ky is predominantly basalt (SiO2=50-52wt%, FeO/MgO=1.5-3.0). Total lack of silica-rich magma (basaltic andesite and andesite) which are always present in other nearby volcanoes (e.g., Hakone, Izu-Oshima, see Fig.1) is an important petrologic feature of Fuji volcano. Purpose of this study is to constrain the depth of magma chamber of Fuji volcano and explain its silica-nonenrichment trend. High pressure melting experiments were carried out using two IHPVs at the Magma Factory, Tokyo Institute of Technology (SMC-5000 and SMC-8600, Tomiya et al., 2010). Basalt scoria Tr-1 which represents the final ejecta of Hoei eruption in AD1707, was adopted as a starting material. At 4kbar, temperature conditions were 1050, 1100 and 1150C, and H2O contents were 1.3, 2.7 and 4.7 wt.%, respectively. At 7kbar, temperature conditions were 1075, 1100 and 1125C, and H2O contents were 1.0, 1.1, 3.6 and 6.3wt.%, respectively. The fO2 was controlled at NNO buffer. At 4kbar, crystallization sequence at 3 wt% H2O is magnetite, plagioclase, clinopyroxene and finally orthopyroxene. At 7 kbar, and ~3 wt% H2O, the three minerals (opx, cpx, pl) appears simultaneously near the liquidus. Compositional trend of melt at 4 kbar and 7 kbar are shown with arrows in Fig.1. Because of the dominant crystallization of silica-rich opx at 7 kbar, composition of melt stays in the range SiO2=50-52wt% as predicted by Fujii (2007). Absence of silica-rich rocks in Fuji volcano may be explained by the tectonic setting of the volcano. Because Fuji volcano locates on the plate

  3. Diagnosis of Heat Exchanger Tube Failure in Fossil Fuel Boilers Through Estimation of Steady State Operating Conditions

    International Nuclear Information System (INIS)

    Herszage, A.; Toren, M.

    1998-01-01

    Estimation of operating conditions for fossil fuel boiler heat exchangers is often required due to changes in working conditions, design modifications and especially for monitoring performance and failure diagnosis. Regular heat exchangers in fossil fuel boilers are composed of tube banks through which water or steam flow, while hot combustion (flue) gases flow outside the tubes. This work presents a top-down approach to operating conditions estimation based on field measurements. An example for a 350 MW unit superheater is thoroughly discussed. Integral calculations based on measurements for all unit heat exchangers (reheaters, superheaters) were performed first. Based on these calculations a scheme of integral conservation equations (lumped parameter) was then formulated at the single tube level. Steady state temperatures of superheater tube walls were obtained as a main output, and were compared to the maximum allowable operating temperatures of the tubes material. A combined lumped parameter - CFD (Computational Fluid Dynamics, FLUENT code) approach constitutes an efficient tool in certain cases. A brief report of such a case is given for another unit superheater. We conclude that steady state evaluations based on both integral and detailed simulations are a valuable monitoring and diagnosis tool for the power generation industry

  4. Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan

    Directory of Open Access Journals (Sweden)

    Muhammad Aslam

    2007-07-01

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

  5. Foreign transfers and tropical deforestation : what terms of conditionality

    NARCIS (Netherlands)

    Soest, Daan van; Lensink, Robert

    1997-01-01

    The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. The nonparametric spot interest rate process is estimated from the observed short-term interest

  6. APLIKASI SPLINE ESTIMATOR TERBOBOT

    Directory of Open Access Journals (Sweden)

    I Nyoman Budiantara

    2001-01-01

    Full Text Available We considered the nonparametric regression model : Zj = X(tj + ej, j = 1,2,…,n, where X(tj is the regression curve. The random error ej are independently distributed normal with a zero mean and a variance s2/bj, bj > 0. The estimation of X obtained by minimizing a Weighted Least Square. The solution of this optimation is a Weighted Spline Polynomial. Further, we give an application of weigted spline estimator in nonparametric regression. Abstract in Bahasa Indonesia : Diberikan model regresi nonparametrik : Zj = X(tj + ej, j = 1,2,…,n, dengan X (tj kurva regresi dan ej sesatan random yang diasumsikan berdistribusi normal dengan mean nol dan variansi s2/bj, bj > 0. Estimasi kurva regresi X yang meminimumkan suatu Penalized Least Square Terbobot, merupakan estimator Polinomial Spline Natural Terbobot. Selanjutnya diberikan suatu aplikasi estimator spline terbobot dalam regresi nonparametrik. Kata kunci: Spline terbobot, Regresi nonparametrik, Penalized Least Square.

  7. Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci.

    Science.gov (United States)

    Yap, John Stephen; Fan, Jianqing; Wu, Rongling

    2009-12-01

    Estimation of the covariance structure of longitudinal processes is a fundamental prerequisite for the practical deployment of functional mapping designed to study the genetic regulation and network of quantitative variation in dynamic complex traits. We present a nonparametric approach for estimating the covariance structure of a quantitative trait measured repeatedly at a series of time points. Specifically, we adopt Huang et al.'s (2006, Biometrika 93, 85-98) approach of invoking the modified Cholesky decomposition and converting the problem into modeling a sequence of regressions of responses. A regularized covariance estimator is obtained using a normal penalized likelihood with an L(2) penalty. This approach, embedded within a mixture likelihood framework, leads to enhanced accuracy, precision, and flexibility of functional mapping while preserving its biological relevance. Simulation studies are performed to reveal the statistical properties and advantages of the proposed method. A real example from a mouse genome project is analyzed to illustrate the utilization of the methodology. The new method will provide a useful tool for genome-wide scanning for the existence and distribution of quantitative trait loci underlying a dynamic trait important to agriculture, biology, and health sciences.

  8. Nonparametric Forecasting for Biochar Utilization in Poyang Lake Eco-Economic Zone in China

    Directory of Open Access Journals (Sweden)

    Meng-Shiuh Chang

    2014-01-01

    Full Text Available Agriculture is the least profitable industry in China. However, even with large financial subsidies from the government, farmers’ living standards have had no significant impact so far due to the historical, geographical, climatic factors. The study examines and quantifies the net economic and environmental benefits by utilizing biochar as a soil amendment in eleven counties in the Poyang Lake Eco-Economic Zone. A nonparametric kernel regression model is employed to estimate the relation between the scaled environmental and economic factors, which are determined as regression variables. In addition, the partial linear and single index regression models are used for comparison. In terms of evaluations of mean squared errors, the kernel estimator, exceeding the other estimators, is employed to forecast benefits of using biochar under various scenarios. The results indicate that biochar utilization can potentially increase farmers’ income if rice is planted and the net economic benefits can be achieved up to ¥114,900. The net economic benefits are higher when the pyrolysis plant is built in the south of Poyang Lake Eco-Economic Zone than when it is built in the north as the southern land is relatively barren, and biochar can save more costs on irrigation and fertilizer use.

  9. Non-parametric tests of productive efficiency with errors-in-variables

    NARCIS (Netherlands)

    Kuosmanen, T.K.; Post, T.; Scholtes, S.

    2007-01-01

    We develop a non-parametric test of productive efficiency that accounts for errors-in-variables, following the approach of Varian. [1985. Nonparametric analysis of optimizing behavior with measurement error. Journal of Econometrics 30(1/2), 445-458]. The test is based on the general Pareto-Koopmans

  10. A heteroskedastic error covariance matrix estimator using a first-order conditional autoregressive Markov simulation for deriving asympotical efficient estimates from ecological sampled Anopheles arabiensis aquatic habitat covariates

    Directory of Open Access Journals (Sweden)

    Githure John I

    2009-09-01

    values from the spatial configuration matrices were then used to define expectations for prior distributions using a Markov chain Monte Carlo (MCMC algorithm. A set of posterior means were defined in WinBUGS 1.4.3®. After the model had converged, samples from the conditional distributions were used to summarize the posterior distribution of the parameters. Thereafter, a spatial residual trend analyses was used to evaluate variance uncertainty propagation in the model using an autocovariance error matrix. Results By specifying coefficient estimates in a Bayesian framework, the covariate number of tillers was found to be a significant predictor, positively associated with An. arabiensis aquatic habitats. The spatial filter models accounted for approximately 19% redundant locational information in the ecological sampled An. arabiensis aquatic habitat data. In the residual error estimation model there was significant positive autocorrelation (i.e., clustering of habitats in geographic space based on log-transformed larval/pupal data and the sampled covariate depth of habitat. Conclusion An autocorrelation error covariance matrix and a spatial filter analyses can prioritize mosquito control strategies by providing a computationally attractive and feasible description of variance uncertainty estimates for correctly identifying clusters of prolific An. arabiensis aquatic habitats based on larval/pupal productivity.

  11. Value Premium and Country Risk as Dimensions to Estimate Conditional Returns: a Study of the Brazilian Market

    Directory of Open Access Journals (Sweden)

    Lilian de Castro Medeiros

    2015-01-01

    Full Text Available Asset pricing is a widely explored theme in the financial literature. Nevertheless, the phenomenon of value premium is still controversial, since although easily detected in developed and emerging markets, little is know about the economic forces that explain its existence. In this context, this article examines value premium in the Brazilian market and investigates the influence of the country risk variable as an additional risk factor for estimating conditional returns in this market not captured by value premium. For that, we employ a five-factor model, formulated by adding the country risk factor to the model of Carhart (1997. We apply the statistical procedure adopted by Fama & French (1993 to the period between 1994 and 2012, with data on nonfinancial companies listed on the BM&FBovespa. The results confirm the existence of value premium in the Brazilian market, and country risk and value premium together are significant factors to explain conditional returns.

  12. Radiation Dose Estimates in Indian Adults in Normal and Pathological Conditions due to 99Tcm-Labelled Radiopharmaceuticals

    International Nuclear Information System (INIS)

    Tyagi, K.; Jain, S.C.; Jain, P.C.

    2001-01-01

    ICRP Publications 53, 62 and 80 give organ dose coefficients and effective doses to ICRP Reference Man and Child from established nuclear medicine procedures. However, an average Indian adult differs significantly from the ICRP Reference Man as regards anatomical, physiological and metabolic characteristics, and is also considered to have different tissue weighting factors (called here risk factors). The masses of total body and most organs are significantly lower for the Indian adult than for his ICRP counterpart (e.g. body mass 52 and 70 kg respectively). Similarly, the risk factors are lower by 20-30% for 8 out of the 13 organs and 30-60% higher for 3 organs. In the present study, available anatomical data of Indians and their risk factors have been utilised to estimate the radiation doses from administration of commonly used 99 Tc m -labelled radiopharmaceuticals under normal and certain pathological conditions. The following pathological conditions have been considered for phosphates/phosphonates - high bone uptake and severely impaired kidney function; IDA - parenchymal liver disease, occlusion of cystic duct, and occlusion of bile duct; DTPA - abnormal renal function; large colloids - early to intermediate diffuse parenchymal liver disease, intermediate to advanced parenchymal liver disease; small colloids - early to intermediate parenchymal liver disease, intermediate to advanced parenchymal liver disease; and MAG3 - abnormal renal function, acute unilateral renal blockage. The estimated 'effective doses' to Indian adults are 14-21% greater than the ICRP value from administration of the same activity of radiopharmaceutical under normal physiological conditions based on anatomical considerations alone, because of the smaller organ masses for the Indian; for some pathological conditions the effective doses are 11-22% more. When tissue risk factors are considered in addition to anatomical considerations, the estimated effective doses are still found to be

  13. Comparison of estimated core body temperature measured with the BioHarness and rectal temperature under several heat stress conditions.

    Science.gov (United States)

    Seo, Yongsuk; DiLeo, Travis; Powell, Jeffrey B; Kim, Jung-Hyun; Roberge, Raymond J; Coca, Aitor

    2016-08-01

    Monitoring and measuring core body temperature is important to prevent or minimize physiological strain and cognitive dysfunction for workers such as first responders (e.g., firefighters) and military personnel. The purpose of this study is to compare estimated core body temperature (Tco-est), determined by heart rate (HR) data from a wearable chest strap physiology monitor, to standard rectal thermometry (Tre) under different conditions.  Tco-est and Tre measurements were obtained in thermoneutral and heat stress conditions (high temperature and relative humidity) during four different experiments including treadmill exercise, cycling exercise, passive heat stress, and treadmill exercise while wearing personal protective equipment (PPE).  Overall, the mean Tco-est did not differ significantly from Tre across the four conditions. During exercise at low-moderate work rates under heat stress conditions, Tco-est was consistently higher than Tre at all-time points. Tco-est underestimated temperature compared to Tre at rest in heat stress conditions and at a low work rate under heat stress while wearing PPE. The mean differences between the two measurements ranged from -0.1 ± 0.4 to 0.3 ± 0.4°C and Tco-est correlated well with HR (r = 0.795 - 0.849) and mean body temperature (r = 0.637 - 0.861).  These results indicate that, the comparison of Tco-est to Tre may result in over- or underestimation which could possibly lead to heat-related illness during monitoring in certain conditions. Modifications to the current algorithm should be considered to address such issues.

  14. Conditional estimation of local pooled dispersion parameter in small-sample RNA-Seq data improves differential expression test.

    Science.gov (United States)

    Gim, Jungsoo; Won, Sungho; Park, Taesung

    2016-10-01

    High throughput sequencing technology in transcriptomics studies contribute to the understanding of gene regulation mechanism and its cellular function, but also increases a need for accurate statistical methods to assess quantitative differences between experiments. Many methods have been developed to account for the specifics of count data: non-normality, a dependence of the variance on the mean, and small sample size. Among them, the small number of samples in typical experiments is still a challenge. Here we present a method for differential analysis of count data, using conditional estimation of local pooled dispersion parameters. A comprehensive evaluation of our proposed method in the aspect of differential gene expression analysis using both simulated and real data sets shows that the proposed method is more powerful than other existing methods while controlling the false discovery rates. By introducing conditional estimation of local pooled dispersion parameters, we successfully overcome the limitation of small power and enable a powerful quantitative analysis focused on differential expression test with the small number of samples.

  15. Improving Estimation of Evapotranspiration under Water-Limited Conditions Based on SEBS and MODIS Data in Arid Regions

    Directory of Open Access Journals (Sweden)

    Chunlin Huang

    2015-12-01

    Full Text Available This study proposes a method for improving the estimation of surface turbulent fluxes in surface energy balance system (SEBS model under water stress conditions using MODIS data. The normalized difference water index (NDWI as an indicator of water stress is integrated into SEBS. To investigate the feasibility of the new approach, the desert-oasis region in the middle reaches of the Heihe River Basin (HRB is selected as the study area. The proposed model is calibrated with meteorological and flux data over 2008–2011 at the Yingke station and is verified with data from 16 stations of the Heihe Watershed Allied Telemetry Experimental Research (HiWATER project in 2012. The results show that soil moisture significantly affects evapotranspiration (ET under water stress conditions in the study area. Adding the NDWI in SEBS can significantly improve the estimations of surface turbulent fluxes in water-limited regions, especially for spare vegetation cover area. The daily ET maps generated by the new model also show improvements in drylands with low ET values. This study demonstrates that integrating the NDWI into SEBS as an indicator of water stress is an effective way to improve the assessment of the regional ET in semi-arid and arid regions.

  16. Efficacy of bi-component cocrystals and simple binary eutectics screening using heat of mixing estimated under super cooled conditions.

    Science.gov (United States)

    Cysewski, Piotr

    2016-07-01

    The values of excess heat characterizing sets of 493 simple binary eutectic mixtures and 965 cocrystals were estimated under super cooled liquid condition. The application of a confusion matrix as a predictive analytical tool was applied for distinguishing between the two subsets. Among seven considered levels of computations the BP-TZVPD-FINE approach was found to be the most precise in terms of the lowest percentage of misclassified positive cases. Also much less computationally demanding AM1 and PM7 semiempirical quantum chemistry methods are likewise worth considering for estimation of the heat of mixing values. Despite intrinsic limitations of the approach of modeling miscibility in the solid state, based on components affinities in liquids under super cooled conditions, it is possible to define adequate criterions for classification of coformers pairs as simple binary eutectics or cocrystals. The predicted precision has been found as 12.8% what is quite accepted, bearing in mind simplicity of the approach. However, tuning theoretical screening to such precision implies the exclusion of many positive cases and this wastage exceeds 31% of cocrystals classified as false negatives. Copyright © 2016 Elsevier Inc. All rights reserved.

  17. Estimating Housing Vacancy Rate in Qingdao City with Npp-Viirs Nighttime Light and Geographical National Conditions Monitoring Data

    Science.gov (United States)

    Niu, X.

    2018-04-01

    Accompanying China's rapid urbanization in recent decades, especially in the new millennium, the housing problem has become one of the most important issues. The estimation and analysis of housing vacancy rate (HVR) can assist decision-making in solving this puzzle. It is particularly significant to government departments. This paper proposed a practical model for estimating the HVR in Qingdao city using NPP-VIIRS nighttime light composed data, Geographic National Conditions Monitoring data (GNCMD) and resident population distribution data. The main steps are: Firstly, pre-process the data, and finally forming a series of data sets with 500*500 grid as the basic unit; Secondly, select 400 grids of different types within the city as sample grids for SVM training, and establish a reasonable HVR model; Thirdly, using the model to estimate HVR in Qingdao and employing spatial statistical analysis methods to reveal the spatial differentiation pattern of HVR in this city; Finally test the accuracy of the model with two different methods. The results conclude that HVR in the southeastern coastal area of Qingdao city is relatively low and the low-low clusters distributed in patches. Simultaneously, in other regions it shows the tendency of the low value accumulation in the downtown area and the increasing trend towards the outer suburbs. Meanwhile the suburban and scenery regions by the side of the sea and mountains are likely to be the most vacant part of the city.

  18. Evaluating the condition of a mangrove forest of the Mexican Pacific based on an estimated leaf area index mapping approach.

    Science.gov (United States)

    Kovacs, J M; King, J M L; Flores de Santiago, F; Flores-Verdugo, F

    2009-10-01

    Given the alarming global rates of mangrove forest loss it is important that resource managers have access to updated information regarding both the extent and condition of their mangrove forests. Mexican mangroves in particular have been identified as experiencing an exceptional high annual rate of loss. However, conflicting studies, using remote sensing techniques, of the current state of many of these forests may be hindering all efforts to conserve and manage what remains. Focusing on one such system, the Teacapán-Agua Brava-Las Haciendas estuarine-mangrove complex of the Mexican Pacific, an attempt was made to develop a rapid method of mapping the current condition of the mangroves based on estimated LAI. Specifically, using an AccuPAR LP-80 Ceptometer, 300 indirect in situ LAI measurements were taken at various sites within the black mangrove (Avicennia germinans) dominated forests of the northern section of this system. From this sample, 225 measurements were then used to develop linear regression models based on their relationship with corresponding values derived from QuickBird very high resolution optical satellite data. Specifically, regression analyses of the in situ LAI with both the normalized difference vegetation index (NDVI) and the simple ration (SR) vegetation index revealed significant positive relationships [LAI versus NDVI (R (2) = 0.63); LAI versus SR (R (2) = 0.68)]. Moreover, using the remaining sample, further examination of standard errors and of an F test of the residual variances indicated little difference between the two models. Based on the NDVI model, a map of estimated mangrove LAI was then created. Excluding the dead mangrove areas (i.e. LAI = 0), which represented 40% of the total 30.4 km(2) of mangrove area identified in the scene, a mean estimated LAI value of 2.71 was recorded. By grouping the healthy fringe mangrove with the healthy riverine mangrove and by grouping the dwarf mangrove together with the poor condition

  19. Glaucoma Monitoring in a Clinical Setting Glaucoma Progression Analysis vs Nonparametric Progression Analysis in the Groningen Longitudinal Glaucoma Study

    NARCIS (Netherlands)

    Wesselink, Christiaan; Heeg, Govert P.; Jansonius, Nomdo M.

    Objective: To compare prospectively 2 perimetric progression detection algorithms for glaucoma, the Early Manifest Glaucoma Trial algorithm (glaucoma progression analysis [GPA]) and a nonparametric algorithm applied to the mean deviation (MD) (nonparametric progression analysis [NPA]). Methods:

  20. Notes on the Implementation of Non-Parametric Statistics within the Westinghouse Realistic Large Break LOCA Evaluation Model (ASTRUM)

    International Nuclear Information System (INIS)

    Frepoli, Cesare; Oriani, Luca

    2006-01-01

    In recent years, non-parametric or order statistics methods have been widely used to assess the impact of the uncertainties within Best-Estimate LOCA evaluation models. The bounding of the uncertainties is achieved with a direct Monte Carlo sampling of the uncertainty attributes, with the minimum trial number selected to 'stabilize' the estimation of the critical output values (peak cladding temperature (PCT), local maximum oxidation (LMO), and core-wide oxidation (CWO A non-parametric order statistics uncertainty analysis was recently implemented within the Westinghouse Realistic Large Break LOCA evaluation model, also referred to as 'Automated Statistical Treatment of Uncertainty Method' (ASTRUM). The implementation or interpretation of order statistics in safety analysis is not fully consistent within the industry. This has led to an extensive public debate among regulators and researchers which can be found in the open literature. The USNRC-approved Westinghouse method follows a rigorous implementation of the order statistics theory, which leads to the execution of 124 simulations within a Large Break LOCA analysis. This is a solid approach which guarantees that a bounding value (at 95% probability) of the 95 th percentile for each of the three 10 CFR 50.46 ECCS design acceptance criteria (PCT, LMO and CWO) is obtained. The objective of this paper is to provide additional insights on the ASTRUM statistical approach, with a more in-depth analysis of pros and cons of the order statistics and of the Westinghouse approach in the implementation of this statistical methodology. (authors)