Regression Models For Multivariate Count Data.
Zhang, Yiwen; Zhou, Hua; Zhou, Jin; Sun, Wei
2017-01-01
Data with multivariate count responses frequently occur in modern applications. The commonly used multinomial-logit model is limiting due to its restrictive mean-variance structure. For instance, analyzing count data from the recent RNA-seq technology by the multinomial-logit model leads to serious errors in hypothesis testing. The ubiquity of over-dispersion and complicated correlation structures among multivariate counts calls for more flexible regression models. In this article, we study some generalized linear models that incorporate various correlation structures among the counts. Current literature lacks a treatment of these models, partly due to the fact that they do not belong to the natural exponential family. We study the estimation, testing, and variable selection for these models in a unifying framework. The regression models are compared on both synthetic and real RNA-seq data.
Preliminary Multivariable Cost Model for Space Telescopes
Stahl, H. Philip
2010-01-01
Parametric cost models are routinely used to plan missions, compare concepts and justify technology investments. Previously, the authors published two single variable cost models based on 19 flight missions. The current paper presents the development of a multi-variable space telescopes cost model. The validity of previously published models are tested. Cost estimating relationships which are and are not significant cost drivers are identified. And, interrelationships between variables are explored
DEFF Research Database (Denmark)
Silvennoinen, Annastiina; Teräsvirta, Timo
This article contains a review of multivariate GARCH models. Most common GARCH models are presented and their properties considered. This also includes nonparametric and semiparametric models. Existing specification and misspecification tests are discussed. Finally, there is an empirical example...
The value of multivariate model sophistication
DEFF Research Database (Denmark)
Rombouts, Jeroen; Stentoft, Lars; Violante, Francesco
2014-01-01
We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ in their spec....... In addition to investigating the value of model sophistication in terms of dollar losses directly, we also use the model confidence set approach to statistically infer the set of models that delivers the best pricing performances.......We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ...
Multivariate covariance generalized linear models
DEFF Research Database (Denmark)
Bonat, W. H.; Jørgensen, Bent
2016-01-01
are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions......We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...
Multivariate analysis: models and method
International Nuclear Information System (INIS)
Sanz Perucha, J.
1990-01-01
Data treatment techniques are increasingly used since computer methods result of wider access. Multivariate analysis consists of a group of statistic methods that are applied to study objects or samples characterized by multiple values. A final goal is decision making. The paper describes the models and methods of multivariate analysis
Multivariate generalized linear mixed models using R
Berridge, Damon Mark
2011-01-01
Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...
Multivariate Receptor Models for Spatially Correlated Multipollutant Data
Jun, Mikyoung; Park, Eun Sug
2013-01-01
The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air
AN APPLICATION OF FUNCTIONAL MULTIVARIATE REGRESSION MODEL TO MULTICLASS CLASSIFICATION
Krzyśko, Mirosław; Smaga, Łukasz
2017-01-01
In this paper, the scale response functional multivariate regression model is considered. By using the basis functions representation of functional predictors and regression coefficients, this model is rewritten as a multivariate regression model. This representation of the functional multivariate regression model is used for multiclass classification for multivariate functional data. Computational experiments performed on real labelled data sets demonstrate the effectiveness of the proposed ...
A "Model" Multivariable Calculus Course.
Beckmann, Charlene E.; Schlicker, Steven J.
1999-01-01
Describes a rich, investigative approach to multivariable calculus. Introduces a project in which students construct physical models of surfaces that represent real-life applications of their choice. The models, along with student-selected datasets, serve as vehicles to study most of the concepts of the course from both continuous and discrete…
Fractional and multivariable calculus model building and optimization problems
Mathai, A M
2017-01-01
This textbook presents a rigorous approach to multivariable calculus in the context of model building and optimization problems. This comprehensive overview is based on lectures given at five SERC Schools from 2008 to 2012 and covers a broad range of topics that will enable readers to understand and create deterministic and nondeterministic models. Researchers, advanced undergraduate, and graduate students in mathematics, statistics, physics, engineering, and biological sciences will find this book to be a valuable resource for finding appropriate models to describe real-life situations. The first chapter begins with an introduction to fractional calculus moving on to discuss fractional integrals, fractional derivatives, fractional differential equations and their solutions. Multivariable calculus is covered in the second chapter and introduces the fundamentals of multivariable calculus (multivariable functions, limits and continuity, differentiability, directional derivatives and expansions of multivariable ...
A new multivariate zero-adjusted Poisson model with applications to biomedicine.
Liu, Yin; Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen
2018-05-25
Recently, although advances were made on modeling multivariate count data, existing models really has several limitations: (i) The multivariate Poisson log-normal model (Aitchison and Ho, ) cannot be used to fit multivariate count data with excess zero-vectors; (ii) The multivariate zero-inflated Poisson (ZIP) distribution (Li et al., 1999) cannot be used to model zero-truncated/deflated count data and it is difficult to apply to high-dimensional cases; (iii) The Type I multivariate zero-adjusted Poisson (ZAP) distribution (Tian et al., 2017) could only model multivariate count data with a special correlation structure for random components that are all positive or negative. In this paper, we first introduce a new multivariate ZAP distribution, based on a multivariate Poisson distribution, which allows the correlations between components with a more flexible dependency structure, that is some of the correlation coefficients could be positive while others could be negative. We then develop its important distributional properties, and provide efficient statistical inference methods for multivariate ZAP model with or without covariates. Two real data examples in biomedicine are used to illustrate the proposed methods. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Multivariate Receptor Models for Spatially Correlated Multipollutant Data
Jun, Mikyoung
2013-08-01
The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air pollutant data measured at a single monitoring site or measurements of a single pollutant collected at multiple monitoring sites. Despite the growing availability of multipollutant data collected from multiple monitoring sites, there has not yet been any attempt to incorporate spatial dependence that may exist in such data into multivariate receptor modeling. We propose a spatial statistics extension of multivariate receptor models that enables us to incorporate spatial dependence into estimation of source composition profiles and contributions given the prespecified number of sources and the model identification conditions. The proposed method yields more precise estimates of source profiles by accounting for spatial dependence in the estimation. More importantly, it enables predictions of source contributions at unmonitored sites as well as when there are missing values at monitoring sites. The method is illustrated with simulated data and real multipollutant data collected from eight monitoring sites in Harris County, Texas. Supplementary materials for this article, including data and R code for implementing the methods, are available online on the journal web site. © 2013 Copyright Taylor and Francis Group, LLC.
A Range-Based Multivariate Model for Exchange Rate Volatility
B. Tims (Ben); R.J. Mahieu (Ronald)
2003-01-01
textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are
Sparse Linear Identifiable Multivariate Modeling
DEFF Research Database (Denmark)
Henao, Ricardo; Winther, Ole
2011-01-01
and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable......In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully...
Ecological prediction with nonlinear multivariate time-frequency functional data models
Yang, Wen-Hsi; Wikle, Christopher K.; Holan, Scott H.; Wildhaber, Mark L.
2013-01-01
Time-frequency analysis has become a fundamental component of many scientific inquiries. Due to improvements in technology, the amount of high-frequency signals that are collected for ecological and other scientific processes is increasing at a dramatic rate. In order to facilitate the use of these data in ecological prediction, we introduce a class of nonlinear multivariate time-frequency functional models that can identify important features of each signal as well as the interaction of signals corresponding to the response variable of interest. Our methodology is of independent interest and utilizes stochastic search variable selection to improve model selection and performs model averaging to enhance prediction. We illustrate the effectiveness of our approach through simulation and by application to predicting spawning success of shovelnose sturgeon in the Lower Missouri River.
A Range-Based Multivariate Model for Exchange Rate Volatility
Tims, Ben; Mahieu, Ronald
2003-01-01
textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are interpreted as the underlying currency specific components. Due to the normality of logarithmic volatilities the model can be estimated conveniently with standard Kalman filter techniques. Our resu...
Regularized multivariate regression models with skew-t error distributions
Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi
2014-01-01
We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both
Ranking multivariate GARCH models by problem dimension
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2010-01-01
textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. The two most widely known and used are the Scalar BEKK model of Engle and Kroner (1995) and Ding and Engle (2001), and the DCC model of Engle (2002). Some recent research has begun to
Collision prediction models using multivariate Poisson-lognormal regression.
El-Basyouny, Karim; Sayed, Tarek
2009-07-01
This paper advocates the use of multivariate Poisson-lognormal (MVPLN) regression to develop models for collision count data. The MVPLN approach presents an opportunity to incorporate the correlations across collision severity levels and their influence on safety analyses. The paper introduces a new multivariate hazardous location identification technique, which generalizes the univariate posterior probability of excess that has been commonly proposed and applied in the literature. In addition, the paper presents an alternative approach for quantifying the effect of the multivariate structure on the precision of expected collision frequency. The MVPLN approach is compared with the independent (separate) univariate Poisson-lognormal (PLN) models with respect to model inference, goodness-of-fit, identification of hot spots and precision of expected collision frequency. The MVPLN is modeled using the WinBUGS platform which facilitates computation of posterior distributions as well as providing a goodness-of-fit measure for model comparisons. The results indicate that the estimates of the extra Poisson variation parameters were considerably smaller under MVPLN leading to higher precision. The improvement in precision is due mainly to the fact that MVPLN accounts for the correlation between the latent variables representing property damage only (PDO) and injuries plus fatalities (I+F). This correlation was estimated at 0.758, which is highly significant, suggesting that higher PDO rates are associated with higher I+F rates, as the collision likelihood for both types is likely to rise due to similar deficiencies in roadway design and/or other unobserved factors. In terms of goodness-of-fit, the MVPLN model provided a superior fit than the independent univariate models. The multivariate hazardous location identification results demonstrated that some hazardous locations could be overlooked if the analysis was restricted to the univariate models.
Modeling Covariance Breakdowns in Multivariate GARCH
Jin, Xin; Maheu, John M
2014-01-01
This paper proposes a flexible way of modeling dynamic heterogeneous covariance breakdowns in multivariate GARCH (MGARCH) models. During periods of normal market activity, volatility dynamics are governed by an MGARCH specification. A covariance breakdown is any significant temporary deviation of the conditional covariance matrix from its implied MGARCH dynamics. This is captured through a flexible stochastic component that allows for changes in the conditional variances, covariances and impl...
Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models
Price, Larry R.
2012-01-01
The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
DEFF Research Database (Denmark)
Christiansen, Charlotte
2005-01-01
The paper introduces and estimates a multivariate level-GARCH model for the long rate and the term-structure spread where the conditional volatility is proportional to the ãth power of the variable itself (level effects) and the conditional covariance matrix evolves according to a multivariate GA...... and the level model. GARCH effects are more important than level effects. The results are robust to the maturity of the interest rates. Udgivelsesdato: MAY...
Multivariate Non-Symmetric Stochastic Models for Spatial Dependence Models
Haslauer, C. P.; Bárdossy, A.
2017-12-01
A copula based multivariate framework allows more flexibility to describe different kind of dependences than what is possible using models relying on the confining assumption of symmetric Gaussian models: different quantiles can be modelled with a different degree of dependence; it will be demonstrated how this can be expected given process understanding. maximum likelihood based multivariate quantitative parameter estimation yields stable and reliable results; not only improved results in cross-validation based measures of uncertainty are obtained but also a more realistic spatial structure of uncertainty compared to second order models of dependence; as much information as is available is included in the parameter estimation: incorporation of censored measurements (e.g., below detection limit, or ones that are above the sensitive range of the measurement device) yield to more realistic spatial models; the proportion of true zeros can be jointly estimated with and distinguished from censored measurements which allow estimates about the age of a contaminant in the system; secondary information (categorical and on the rational scale) has been used to improve the estimation of the primary variable; These copula based multivariate statistical techniques are demonstrated based on hydraulic conductivity observations at the Borden (Canada) site, the MADE site (USA), and a large regional groundwater quality data-set in south-west Germany. Fields of spatially distributed K were simulated with identical marginal simulation, identical second order spatial moments, yet substantially differing solute transport characteristics when numerical tracer tests were performed. A statistical methodology is shown that allows the delineation of a boundary layer separating homogenous parts of a spatial data-set. The effects of this boundary layer (macro structure) and the spatial dependence of K (micro structure) on solute transport behaviour is shown.
Bayesian Inference of a Multivariate Regression Model
Directory of Open Access Journals (Sweden)
Marick S. Sinay
2014-01-01
Full Text Available We explore Bayesian inference of a multivariate linear regression model with use of a flexible prior for the covariance structure. The commonly adopted Bayesian setup involves the conjugate prior, multivariate normal distribution for the regression coefficients and inverse Wishart specification for the covariance matrix. Here we depart from this approach and propose a novel Bayesian estimator for the covariance. A multivariate normal prior for the unique elements of the matrix logarithm of the covariance matrix is considered. Such structure allows for a richer class of prior distributions for the covariance, with respect to strength of beliefs in prior location hyperparameters, as well as the added ability, to model potential correlation amongst the covariance structure. The posterior moments of all relevant parameters of interest are calculated based upon numerical results via a Markov chain Monte Carlo procedure. The Metropolis-Hastings-within-Gibbs algorithm is invoked to account for the construction of a proposal density that closely matches the shape of the target posterior distribution. As an application of the proposed technique, we investigate a multiple regression based upon the 1980 High School and Beyond Survey.
MacNab, Ying C
2016-08-01
This paper concerns with multivariate conditional autoregressive models defined by linear combination of independent or correlated underlying spatial processes. Known as linear models of coregionalization, the method offers a systematic and unified approach for formulating multivariate extensions to a broad range of univariate conditional autoregressive models. The resulting multivariate spatial models represent classes of coregionalized multivariate conditional autoregressive models that enable flexible modelling of multivariate spatial interactions, yielding coregionalization models with symmetric or asymmetric cross-covariances of different spatial variation and smoothness. In the context of multivariate disease mapping, for example, they facilitate borrowing strength both over space and cross variables, allowing for more flexible multivariate spatial smoothing. Specifically, we present a broadened coregionalization framework to include order-dependent, order-free, and order-robust multivariate models; a new class of order-free coregionalized multivariate conditional autoregressives is introduced. We tackle computational challenges and present solutions that are integral for Bayesian analysis of these models. We also discuss two ways of computing deviance information criterion for comparison among competing hierarchical models with or without unidentifiable prior parameters. The models and related methodology are developed in the broad context of modelling multivariate data on spatial lattice and illustrated in the context of multivariate disease mapping. The coregionalization framework and related methods also present a general approach for building spatially structured cross-covariance functions for multivariate geostatistics. © The Author(s) 2016.
Multivariate Option Pricing Using Dynamic Copula Models
van den Goorbergh, R.W.J.; Genest, C.; Werker, B.J.M.
2003-01-01
This paper examines the behavior of multivariate option prices in the presence of association between the underlying assets.Parametric families of copulas offering various alternatives to the normal dependence structure are used to model this association, which is explicitly assumed to vary over
A multivariate model for predicting segmental body composition.
Tian, Simiao; Mioche, Laurence; Denis, Jean-Baptiste; Morio, Béatrice
2013-12-01
The aims of the present study were to propose a multivariate model for predicting simultaneously body, trunk and appendicular fat and lean masses from easily measured variables and to compare its predictive capacity with that of the available univariate models that predict body fat percentage (BF%). The dual-energy X-ray absorptiometry (DXA) dataset (52% men and 48% women) with White, Black and Hispanic ethnicities (1999-2004, National Health and Nutrition Examination Survey) was randomly divided into three sub-datasets: a training dataset (TRD), a test dataset (TED); a validation dataset (VAD), comprising 3835, 1917 and 1917 subjects. For each sex, several multivariate prediction models were fitted from the TRD using age, weight, height and possibly waist circumference. The most accurate model was selected from the TED and then applied to the VAD and a French DXA dataset (French DB) (526 men and 529 women) to assess the prediction accuracy in comparison with that of five published univariate models, for which adjusted formulas were re-estimated using the TRD. Waist circumference was found to improve the prediction accuracy, especially in men. For BF%, the standard error of prediction (SEP) values were 3.26 (3.75) % for men and 3.47 (3.95)% for women in the VAD (French DB), as good as those of the adjusted univariate models. Moreover, the SEP values for the prediction of body and appendicular lean masses ranged from 1.39 to 2.75 kg for both the sexes. The prediction accuracy was best for age < 65 years, BMI < 30 kg/m2 and the Hispanic ethnicity. The application of our multivariate model to large populations could be useful to address various public health issues.
A joint model for multivariate hierarchical semicontinuous data with replications.
Kassahun-Yimer, Wondwosen; Albert, Paul S; Lipsky, Leah M; Nansel, Tonja R; Liu, Aiyi
2017-01-01
Longitudinal data are often collected in biomedical applications in such a way that measurements on more than one response are taken from a given subject repeatedly overtime. For some problems, these multiple profiles need to be modeled jointly to get insight on the joint evolution and/or association of these responses over time. In practice, such longitudinal outcomes may have many zeros that need to be accounted for in the analysis. For example, in dietary intake studies, as we focus on in this paper, some food components are eaten daily by almost all subjects, while others are consumed episodically, where individuals have time periods where they do not eat these components followed by periods where they do. These episodically consumed foods need to be adequately modeled to account for the many zeros that are encountered. In this paper, we propose a joint model to analyze multivariate hierarchical semicontinuous data characterized by many zeros and more than one replicate observations at each measurement occasion. This approach allows for different probability mechanisms for describing the zero behavior as compared with the mean intake given that the individual consumes the food. To deal with the potentially large number of multivariate profiles, we use a pairwise model fitting approach that was developed in the context of multivariate Gaussian random effects models with large number of multivariate components. The novelty of the proposed approach is that it incorporates: (1) multivariate, possibly correlated, response variables; (2) within subject correlation resulting from repeated measurements taken from each subject; (3) many zero observations; (4) overdispersion; and (5) replicate measurements at each visit time.
Simulation research on multivariable fuzzy model predictive control of nuclear power plant
International Nuclear Information System (INIS)
Su Jie
2012-01-01
To improve the dynamic control capabilities of the nuclear power plant, the algorithm of the multivariable nonlinear predictive control based on the fuzzy model was applied in the main parameters control of the nuclear power plant, including control structure and the design of controller in the base of expounding the math model of the turbine and the once-through steam generator. The simulation results show that the respond of the change of the gas turbine speed and the steam pressure under the algorithm of multivariable fuzzy model predictive control is faster than that under the PID control algorithm, and the output value of the gas turbine speed and the steam pressure under the PID control algorithm is 3%-5% more than that under the algorithm of multi-variable fuzzy model predictive control. So it shows that the algorithm of multi-variable fuzzy model predictive control can control the output of the main parameters of the nuclear power plant well and get better control effect. (author)
Multivariate zero-inflated modeling with latent predictors: Modeling feedback behavior
Fox, Gerardus J.A.
2013-01-01
In educational studies, the use of computer-based assessments leads to the collection of multiple outcomes to assess student performance. The student-specific outcomes are correlated and often measured in different scales, such as continuous and count outcomes. A multivariate zero-inflated model
Preliminary Multi-Variable Parametric Cost Model for Space Telescopes
Stahl, H. Philip; Hendrichs, Todd
2010-01-01
This slide presentation reviews creating a preliminary multi-variable cost model for the contract costs of making a space telescope. There is discussion of the methodology for collecting the data, definition of the statistical analysis methodology, single variable model results, testing of historical models and an introduction of the multi variable models.
Various forms of indexing HDMR for modelling multivariate classification problems
Energy Technology Data Exchange (ETDEWEB)
Aksu, Çağrı [Bahçeşehir University, Information Technologies Master Program, Beşiktaş, 34349 İstanbul (Turkey); Tunga, M. Alper [Bahçeşehir University, Software Engineering Department, Beşiktaş, 34349 İstanbul (Turkey)
2014-12-10
The Indexing HDMR method was recently developed for modelling multivariate interpolation problems. The method uses the Plain HDMR philosophy in partitioning the given multivariate data set into less variate data sets and then constructing an analytical structure through these partitioned data sets to represent the given multidimensional problem. Indexing HDMR makes HDMR be applicable to classification problems having real world data. Mostly, we do not know all possible class values in the domain of the given problem, that is, we have a non-orthogonal data structure. However, Plain HDMR needs an orthogonal data structure in the given problem to be modelled. In this sense, the main idea of this work is to offer various forms of Indexing HDMR to successfully model these real life classification problems. To test these different forms, several well-known multivariate classification problems given in UCI Machine Learning Repository were used and it was observed that the accuracy results lie between 80% and 95% which are very satisfactory.
Multivariate statistical modelling based on generalized linear models
Fahrmeir, Ludwig
1994-01-01
This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of m...
Model Checking Multivariate State Rewards
DEFF Research Database (Denmark)
Nielsen, Bo Friis; Nielson, Flemming; Nielson, Hanne Riis
2010-01-01
We consider continuous stochastic logics with state rewards that are interpreted over continuous time Markov chains. We show how results from multivariate phase type distributions can be used to obtain higher-order moments for multivariate state rewards (including covariance). We also generalise...
Modelling the Covariance Structure in Marginal Multivariate Count Models
DEFF Research Database (Denmark)
Bonat, W. H.; Olivero, J.; Grande-Vega, M.
2017-01-01
The main goal of this article is to present a flexible statistical modelling framework to deal with multivariate count data along with longitudinal and repeated measures structures. The covariance structure for each response variable is defined in terms of a covariance link function combined...... be used to indicate whether there was statistical evidence of a decline in blue duikers and other species hunted during the study period. Determining whether observed drops in the number of animals hunted are indeed true is crucial to assess whether species depletion effects are taking place in exploited...... with a matrix linear predictor involving known matrices. In order to specify the joint covariance matrix for the multivariate response vector, the generalized Kronecker product is employed. We take into account the count nature of the data by means of the power dispersion function associated with the Poisson...
Multivariate operational risk: dependence modelling with Lévy copulas
Böcker, K. and Klüppelberg, C.
2015-01-01
Simultaneous modelling of operational risks occurring in different event type/business line cells poses the challenge for operational risk quantification. Invoking the new concept of L´evy copulas for dependence modelling yields simple approximations of high quality for multivariate operational VAR.
The multivariate supOU stochastic volatility model
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Stelzer, Robert
Using positive semidefinite supOU (superposition of Ornstein-Uhlenbeck type) processes to describe the volatility, we introduce a multivariate stochastic volatility model for financial data which is capable of modelling long range dependence effects. The finiteness of moments and the second order...... structure of the volatility, the log returns, as well as their "squares" are discussed in detail. Moreover, we give several examples in which long memory effects occur and study how the model as well as the simple Ornstein-Uhlenbeck type stochastic volatility model behave under linear transformations....... In particular, the models are shown to be preserved under invertible linear transformations. Finally, we discuss how (sup)OU stochastic volatility models can be combined with a factor modelling approach....
Ozkan, L.; Bombois, X.J.A.; Ludlage, J.H.A.; Rojas, C.R.; Hjalmarsson, H.; Moden, P.E.; Lundh, M.; Backx, A.C.P.M.; Van den Hof, P.M.J.
2016-01-01
Model-based operation support technology such as Model Predictive Control (MPC) is a proven and accepted technology for multivariable and constrained large scale control problems in process industry. Despite the growing number of successful implementations, the low level of operational efficiency of
A multivariate time series approach to modeling and forecasting demand in the emergency department.
Jones, Spencer S; Evans, R Scott; Allen, Todd L; Thomas, Alun; Haug, Peter J; Welch, Shari J; Snow, Gregory L
2009-02-01
The goals of this investigation were to study the temporal relationships between the demands for key resources in the emergency department (ED) and the inpatient hospital, and to develop multivariate forecasting models. Hourly data were collected from three diverse hospitals for the year 2006. Descriptive analysis and model fitting were carried out using graphical and multivariate time series methods. Multivariate models were compared to a univariate benchmark model in terms of their ability to provide out-of-sample forecasts of ED census and the demands for diagnostic resources. Descriptive analyses revealed little temporal interaction between the demand for inpatient resources and the demand for ED resources at the facilities considered. Multivariate models provided more accurate forecasts of ED census and of the demands for diagnostic resources. Our results suggest that multivariate time series models can be used to reliably forecast ED patient census; however, forecasts of the demands for diagnostic resources were not sufficiently reliable to be useful in the clinical setting.
Robust Ranking of Multivariate GARCH Models by Problem Dimension
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2012-01-01
textabstractDuring the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. We provide an empirical comparison of alternative MGARCH models,
Validation of models with multivariate output
International Nuclear Information System (INIS)
Rebba, Ramesh; Mahadevan, Sankaran
2006-01-01
This paper develops metrics for validating computational models with experimental data, considering uncertainties in both. A computational model may generate multiple response quantities and the validation experiment might yield corresponding measured values. Alternatively, a single response quantity may be predicted and observed at different spatial and temporal points. Model validation in such cases involves comparison of multiple correlated quantities. Multiple univariate comparisons may give conflicting inferences. Therefore, aggregate validation metrics are developed in this paper. Both classical and Bayesian hypothesis testing are investigated for this purpose, using multivariate analysis. Since, commonly used statistical significance tests are based on normality assumptions, appropriate transformations are investigated in the case of non-normal data. The methodology is implemented to validate an empirical model for energy dissipation in lap joints under dynamic loading
Crane cabins' interior space multivariate anthropometric modeling.
Essdai, Ahmed; Spasojević Brkić, Vesna K; Golubović, Tamara; Brkić, Aleksandar; Popović, Vladimir
2018-01-01
Previous research has shown that today's crane cabins fail to meet the needs of a large proportion of operators. Performance and financial losses and effects on safety should not be overlooked as well. The first aim of this survey is to model the crane cabin interior space using up-to-date crane operator anthropometric data and to compare the multivariate and univariate method anthropometric models. The second aim of the paper is to define the crane cabin interior space dimensions that enable anthropometric convenience. To facilitate the cabin design, the anthropometric dimensions of 64 crane operators in the first sample and 19 more in the second sample were collected in Serbia. The multivariate anthropometric models, spanning 95% of the population on the basis of a set of 8 anthropometric dimensions, have been developed. The percentile method was also used on the same set of data. The dimensions of the interior space, necessary for the accommodation of the crane operator, are 1174×1080×1865 mm. The percentiles results for the 5th and 95th model are within the obtained dimensions. The results of this study may prove useful to crane cabin designers in eliminating anthropometric inconsistencies and improving the health of operators, but can also aid in improving the safety, performance and financial results of the companies where crane cabins operate.
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Probabilistic, Multivariable Flood Loss Modeling on the Mesoscale with BT-FLEMO.
Kreibich, Heidi; Botto, Anna; Merz, Bruno; Schröter, Kai
2017-04-01
Flood loss modeling is an important component for risk analyses and decision support in flood risk management. Commonly, flood loss models describe complex damaging processes by simple, deterministic approaches like depth-damage functions and are associated with large uncertainty. To improve flood loss estimation and to provide quantitative information about the uncertainty associated with loss modeling, a probabilistic, multivariable Bagging decision Tree Flood Loss Estimation MOdel (BT-FLEMO) for residential buildings was developed. The application of BT-FLEMO provides a probability distribution of estimated losses to residential buildings per municipality. BT-FLEMO was applied and validated at the mesoscale in 19 municipalities that were affected during the 2002 flood by the River Mulde in Saxony, Germany. Validation was undertaken on the one hand via a comparison with six deterministic loss models, including both depth-damage functions and multivariable models. On the other hand, the results were compared with official loss data. BT-FLEMO outperforms deterministic, univariable, and multivariable models with regard to model accuracy, although the prediction uncertainty remains high. An important advantage of BT-FLEMO is the quantification of prediction uncertainty. The probability distribution of loss estimates by BT-FLEMO well represents the variation range of loss estimates of the other models in the case study. © 2016 Society for Risk Analysis.
A simplified parsimonious higher order multivariate Markov chain model
Wang, Chao; Yang, Chuan-sheng
2017-09-01
In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
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...
Critical elements on fitting the Bayesian multivariate Poisson Lognormal model
Zamzuri, Zamira Hasanah binti
2015-10-01
Motivated by a problem on fitting multivariate models to traffic accident data, a detailed discussion of the Multivariate Poisson Lognormal (MPL) model is presented. This paper reveals three critical elements on fitting the MPL model: the setting of initial estimates, hyperparameters and tuning parameters. These issues have not been highlighted in the literature. Based on simulation studies conducted, we have shown that to use the Univariate Poisson Model (UPM) estimates as starting values, at least 20,000 iterations are needed to obtain reliable final estimates. We also illustrated the sensitivity of the specific hyperparameter, which if it is not given extra attention, may affect the final estimates. The last issue is regarding the tuning parameters where they depend on the acceptance rate. Finally, a heuristic algorithm to fit the MPL model is presented. This acts as a guide to ensure that the model works satisfactorily given any data set.
Bayesian Modeling of Air Pollution Extremes Using Nested Multivariate Max-Stable Processes
Vettori, Sabrina; Huser, Raphaë l; Genton, Marc G.
2018-01-01
Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial dependence properties of air pollution extremes, we introduce a new class of multivariate max-stable processes. Our proposed model admits a hierarchical tree-based formulation, in which the data are conditionally independent given some latent nested $\\alpha$-stable random factors. The hierarchical structure facilitates Bayesian inference and offers a convenient and interpretable characterization. We fit this nested multivariate max-stable model to the maxima of air pollution concentrations and temperatures recorded at a number of sites in the Los Angeles area, showing that the proposed model succeeds in capturing their complex tail dependence structure.
Bayesian Modeling of Air Pollution Extremes Using Nested Multivariate Max-Stable Processes
Vettori, Sabrina
2018-03-18
Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial dependence properties of air pollution extremes, we introduce a new class of multivariate max-stable processes. Our proposed model admits a hierarchical tree-based formulation, in which the data are conditionally independent given some latent nested $\\\\alpha$-stable random factors. The hierarchical structure facilitates Bayesian inference and offers a convenient and interpretable characterization. We fit this nested multivariate max-stable model to the maxima of air pollution concentrations and temperatures recorded at a number of sites in the Los Angeles area, showing that the proposed model succeeds in capturing their complex tail dependence structure.
A tridiagonal parsimonious higher order multivariate Markov chain model
Wang, Chao; Yang, Chuan-sheng
2017-09-01
In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Markov chain modeling for stock markets
Maskawa, Jun-ichi
2003-06-01
We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.
Models and Inference for Multivariate Spatial Extremes
Vettori, Sabrina
2017-12-07
The development of flexible and interpretable statistical methods is necessary in order to provide appropriate risk assessment measures for extreme events and natural disasters. In this thesis, we address this challenge by contributing to the developing research field of Extreme-Value Theory. We initially study the performance of existing parametric and non-parametric estimators of extremal dependence for multivariate maxima. As the dimensionality increases, non-parametric estimators are more flexible than parametric methods but present some loss in efficiency that we quantify under various scenarios. We introduce a statistical tool which imposes the required shape constraints on non-parametric estimators in high dimensions, significantly improving their performance. Furthermore, by embedding the tree-based max-stable nested logistic distribution in the Bayesian framework, we develop a statistical algorithm that identifies the most likely tree structures representing the data\\'s extremal dependence using the reversible jump Monte Carlo Markov Chain method. A mixture of these trees is then used for uncertainty assessment in prediction through Bayesian model averaging. The computational complexity of full likelihood inference is significantly decreased by deriving a recursive formula for the nested logistic model likelihood. The algorithm performance is verified through simulation experiments which also compare different likelihood procedures. Finally, we extend the nested logistic representation to the spatial framework in order to jointly model multivariate variables collected across a spatial region. This situation emerges often in environmental applications but is not often considered in the current literature. Simulation experiments show that the new class of multivariate max-stable processes is able to detect both the cross and inner spatial dependence of a number of extreme variables at a relatively low computational cost, thanks to its Bayesian hierarchical
Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits
DEFF Research Database (Denmark)
Pimentel Maia, Rafael; Madsen, Per; Labouriau, Rodrigo
2014-01-01
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented co...... applications. The methods presented are implemented in such a way that large and complex quantitative genetic data can be analyzed......A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...... concentrates on longevity studies. The framework presented allows to combine models based on continuous time with models based on discrete time in a joint analysis. The continuous time models are approximations of the frailty model in which the hazard function will be assumed to be piece-wise constant...
Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits
DEFF Research Database (Denmark)
Pimentel Maia, Rafael; Madsen, Per; Labouriau, Rodrigo
2013-01-01
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented co...... applications. The methods presented are implemented in such a way that large and complex quantitative genetic data can be analyzed......A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...... concentrates on longevity studies. The framework presented allows to combine models based on continuous time with models based on discrete time in a joint analysis. The continuous time models are approximations of the frailty model in which the hazard function will be assumed to be piece-wise constant...
Wind Speed Prediction Using a Univariate ARIMA Model and a Multivariate NARX Model
Directory of Open Access Journals (Sweden)
Erasmo Cadenas
2016-02-01
Full Text Available Two on step ahead wind speed forecasting models were compared. A univariate model was developed using a linear autoregressive integrated moving average (ARIMA. This method’s performance is well studied for a large number of prediction problems. The other is a multivariate model developed using a nonlinear autoregressive exogenous artificial neural network (NARX. This uses the variables: barometric pressure, air temperature, wind direction and solar radiation or relative humidity, as well as delayed wind speed. Both models were developed from two databases from two sites: an hourly average measurements database from La Mata, Oaxaca, Mexico, and a ten minute average measurements database from Metepec, Hidalgo, Mexico. The main objective was to compare the impact of the various meteorological variables on the performance of the multivariate model of wind speed prediction with respect to the high performance univariate linear model. The NARX model gave better results with improvements on the ARIMA model of between 5.5% and 10. 6% for the hourly database and of between 2.3% and 12.8% for the ten minute database for mean absolute error and mean squared error, respectively.
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
Martin Burda; Artem Prokhorov
2012-01-01
Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in estimating nonparametric distributions of latent variables. However, these models have been rarely applied in more than one dimension. Indeed, the multivariate case suffers from the curse of dimensionality, with a rapidly increas...
Multivariate Product-Shot-noise Cox Point Process Models
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Mateu, Jorge
We introduce a new multivariate product-shot-noise Cox process which is useful for model- ing multi-species spatial point patterns with clustering intra-specific interactions and neutral, negative or positive inter-specific interactions. The auto and cross pair correlation functions of the process...... can be obtained in closed analytical forms and approximate simulation of the process is straightforward. We use the proposed process to model interactions within and among five tree species in the Barro Colorado Island plot....
Multivariable modeling of pressure vessel and piping J-R data
International Nuclear Information System (INIS)
Eason, E.D.; Wright, J.E.; Nelson, E.E.
1991-05-01
Multivariable models were developed for predicting J-R curves from available data, such as material chemistry, radiation exposure, temperature, and Charpy V-notch energy. The present work involved collection of public test data, application of advanced pattern recognition tools, and calibration of improved multivariable models. Separate models were fitted for different material groups, including RPV welds, Linde 80 welds, RPV base metals, piping welds, piping base metals, and the combined database. Three different types of models were developed, involving different combinations of variables that might be available for applications: a Charpy model, a preirradiation Charpy model, and a copper-fluence model. In general, the best results were obtained with the preirradiation Charpy model. The copper-fluence model is recommended only if Charpy data are unavailable, and then only for Linde 80 welds. Relatively good fits were obtained, capable of predicting the values of J for pressure vessel steels to with a standard deviation of 13--18% over the range of test data. The models were qualified for predictive purposes by demonstrating their ability to predict validation data not used for fitting. 20 refs., 45 figs., 16 tabs
DEFF Research Database (Denmark)
Ørregård Nielsen, Morten
2015-01-01
the multivariate non-cointegrated fractional autoregressive integrated moving average (ARIMA) model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge...
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2011-01-01
textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. In this paper, we provide an empirical comparison of a set of models,
Multivariable Parametric Cost Model for Ground Optical Telescope Assembly
Stahl, H. Philip; Rowell, Ginger Holmes; Reese, Gayle; Byberg, Alicia
2005-01-01
A parametric cost model for ground-based telescopes is developed using multivariable statistical analysis of both engineering and performance parameters. While diameter continues to be the dominant cost driver, diffraction-limited wavelength is found to be a secondary driver. Other parameters such as radius of curvature are examined. The model includes an explicit factor for primary mirror segmentation and/or duplication (i.e., multi-telescope phased-array systems). Additionally, single variable models Based on aperture diameter are derived.
Multivariable Parametric Cost Model for Ground Optical: Telescope Assembly
Stahl, H. Philip; Rowell, Ginger Holmes; Reese, Gayle; Byberg, Alicia
2004-01-01
A parametric cost model for ground-based telescopes is developed using multi-variable statistical analysis of both engineering and performance parameters. While diameter continues to be the dominant cost driver, diffraction limited wavelength is found to be a secondary driver. Other parameters such as radius of curvature were examined. The model includes an explicit factor for primary mirror segmentation and/or duplication (i.e. multi-telescope phased-array systems). Additionally, single variable models based on aperture diameter were derived.
Energy Technology Data Exchange (ETDEWEB)
Bardon, B
1995-01-31
Rapid Thermal Processing (RTP) technology is a delicate field to the control engineer. Its compatibility to single-wafer processing is well suited for performing thermal steps in the state-of-the-art integrated circuit (IC) manufacturing. Control of the wafer temperature during the processing is essential. The main problem in the scalar (SISO) approach is due to the steady-state temperature uniformity. A solution to this problem is to vary the spatial energy flux distribution radiating to the wafer. To achieve this requirement, one approach is the use a multivariable (MIMO) control law to manipulate independently the different lamps banks. Thermal process are highly non linear and distributed in nature. Besides, these non-linearities implies process dynamics variations. In this work, after physically describing our process about a reference value of the power and temperature, we present an off-line identification procedure (in the aim of devising a linear multivariable model) using input/output data for different reference values from real experiences and multi-variable least square algorithm. Afterwards, particular attention is devoted to the structure parameter determination of the linear model. Based on the linear model, a multivariable PID controller is designed. The controller coupled with the least mean square identification algorithm is tested under real conditions. The performances of the MIMO adaptive controller is also evaluated in tracking as well as in regulation. (author) refs.
Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input
Addo, Peter Martey
2014-01-01
This study defines a multivariate Self--Exciting Threshold Autoregressive with eXogenous input (MSETARX) models and present an estimation procedure for the parameters. The conditions for stationarity of the nonlinear MSETARX models is provided. In particular, the efficiency of an adaptive parameter estimation algorithm and LSE (least squares estimate) algorithm for this class of models is then provided via simulations.
Multivariate statistical analysis a high-dimensional approach
Serdobolskii, V
2000-01-01
In the last few decades the accumulation of large amounts of in formation in numerous applications. has stimtllated an increased in terest in multivariate analysis. Computer technologies allow one to use multi-dimensional and multi-parametric models successfully. At the same time, an interest arose in statistical analysis with a de ficiency of sample data. Nevertheless, it is difficult to describe the recent state of affairs in applied multivariate methods as satisfactory. Unimprovable (dominating) statistical procedures are still unknown except for a few specific cases. The simplest problem of estimat ing the mean vector with minimum quadratic risk is unsolved, even for normal distributions. Commonly used standard linear multivari ate procedures based on the inversion of sample covariance matrices can lead to unstable results or provide no solution in dependence of data. Programs included in standard statistical packages cannot process 'multi-collinear data' and there are no theoretical recommen ...
Parameter Estimation in Probit Model for Multivariate Multinomial Response Using SMLE
Directory of Open Access Journals (Sweden)
Jaka Nugraha
2012-02-01
Full Text Available In the research field of transportation, market research and politics, often involving the response of the multinomial multivariate observations. In this paper, we discused a modeling of multivariate multinomial responses using probit model. The estimated parameters were calculated using Maximum Likelihood Estimations (MLE based on the GHK simulation. method known as Simulated Maximum Likelihood Estimations (SMLE. Likelihood function on the Probit model contains probability values that must be resolved by simulation. By using the GHK simulation algorithm, the estimator equation has been obtained for the parameters in the model Probit Keywords : Probit Model, Newton-Raphson Iteration, GHK simulator, MLE, simulated log-likelihood
ALONSO ABAD, Ariel; Rodriguez, O.; TIBALDI, Fabian; CORTINAS ABRAHANTES, Jose
2002-01-01
In medical studies the categorical endpoints are quite often. Even though nowadays some models for handling this multicategorical variables have been developed their use is not common. This work shows an application of the Multivariate Generalized Linear Models to the analysis of Clinical Trials data. After a theoretical introduction models for ordinal and nominal responses are applied and the main results are discussed. multivariate analysis; multivariate logistic regression; multicategor...
Univariate and Multivariate Specification Search Indices in Covariance Structure Modeling.
Hutchinson, Susan R.
1993-01-01
Simulated population data were used to compare relative performances of the modification index and C. Chou and P. M. Bentler's Lagrange multiplier test (a multivariate generalization of a modification index) for four levels of model misspecification. Both indices failed to recover the true model except at the lowest level of misspecification. (SLD)
Multivariate moment closure techniques for stochastic kinetic models
International Nuclear Information System (INIS)
Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.
2015-01-01
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs
Multivariate moment closure techniques for stochastic kinetic models
Energy Technology Data Exchange (ETDEWEB)
Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)
2015-09-07
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.
Multivariate analysis with LISREL
Jöreskog, Karl G; Y Wallentin, Fan
2016-01-01
This book traces the theory and methodology of multivariate statistical analysis and shows how it can be conducted in practice using the LISREL computer program. It presents not only the typical uses of LISREL, such as confirmatory factor analysis and structural equation models, but also several other multivariate analysis topics, including regression (univariate, multivariate, censored, logistic, and probit), generalized linear models, multilevel analysis, and principal component analysis. It provides numerous examples from several disciplines and discusses and interprets the results, illustrated with sections of output from the LISREL program, in the context of the example. The book is intended for masters and PhD students and researchers in the social, behavioral, economic and many other sciences who require a basic understanding of multivariate statistical theory and methods for their analysis of multivariate data. It can also be used as a textbook on various topics of multivariate statistical analysis.
Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter
Azevedo, J.M.; Koopman, S.J.; Rua, A.
2006-01-01
This article proposes a multivariate bandpass filter based on the trend plus cycle decomposition model. The underlying multivariate dynamic factor model relies on specific formulations for trend and cycle components and produces smooth business cycle indicators with bandpass filter properties.
Optimal model-free prediction from multivariate time series
Runge, Jakob; Donner, Reik V.; Kurths, Jürgen
2015-05-01
Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation.
Multivariate time series modeling of selected childhood diseases in ...
African Journals Online (AJOL)
This paper is focused on modeling the five most prevalent childhood diseases in Akwa Ibom State using a multivariate approach to time series. An aggregate of 78,839 reported cases of malaria, upper respiratory tract infection (URTI), Pneumonia, anaemia and tetanus were extracted from five randomly selected hospitals in ...
Identification of multivariate models for noise analysis of nuclear plant
International Nuclear Information System (INIS)
Zwingelstein, G.C.; Upadhyaya, B.R.
1979-01-01
During the normal operation of a pressurized water reactor, neutron noise analysis with multivariate autoregressive procedures in a valuable diagnostic tool to extract dynamic characteristics for incipient failure detection. The first part of the paper will describe in details the equations for estimating the multivariate autoregressive model matrices and the structure of various matrices. The matrices are estimated by solving a set of matrix operations, called Yule-Walker equations. The selection of optimal model order will also be discussed. Once the optimal parameter set is obtained, simple and fast calculations are used to determine the auto power spectral density, cross spectra, coherence function, phase. In addition the spectra may be decomposed into components being contributed from different noise sources. An application using neutron flux data collected on a nuclear plant will illustrate the efficiency of the method
Nonparametric Bayes Modeling of Multivariate Categorical Data.
Dunson, David B; Xing, Chuanhua
2012-01-01
Modeling of multivariate unordered categorical (nominal) data is a challenging problem, particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure. Commonly used approaches rely on the incorporation of latent Gaussian random variables or parametric latent class models. The goal of this article is to develop a nonparametric Bayes approach, which defines a prior with full support on the space of distributions for multiple unordered categorical variables. This support condition ensures that we are not restricting the dependence structure a priori. We show this can be accomplished through a Dirichlet process mixture of product multinomial distributions, which is also a convenient form for posterior computation. Methods for nonparametric testing of violations of independence are proposed, and the methods are applied to model positional dependence within transcription factor binding motifs.
Modeling a multivariable reactor and on-line model predictive control.
Yu, D W; Yu, D L
2005-10-01
A nonlinear first principle model is developed for a laboratory-scaled multivariable chemical reactor rig in this paper and the on-line model predictive control (MPC) is implemented to the rig. The reactor has three variables-temperature, pH, and dissolved oxygen with nonlinear dynamics-and is therefore used as a pilot system for the biochemical industry. A nonlinear discrete-time model is derived for each of the three output variables and their model parameters are estimated from the real data using an adaptive optimization method. The developed model is used in a nonlinear MPC scheme. An accurate multistep-ahead prediction is obtained for MPC, where the extended Kalman filter is used to estimate system unknown states. The on-line control is implemented and a satisfactory tracking performance is achieved. The MPC is compared with three decentralized PID controllers and the advantage of the nonlinear MPC over the PID is clearly shown.
Method for statistical data analysis of multivariate observations
Gnanadesikan, R
1997-01-01
A practical guide for multivariate statistical techniques-- now updated and revised In recent years, innovations in computer technology and statistical methodologies have dramatically altered the landscape of multivariate data analysis. This new edition of Methods for Statistical Data Analysis of Multivariate Observations explores current multivariate concepts and techniques while retaining the same practical focus of its predecessor. It integrates methods and data-based interpretations relevant to multivariate analysis in a way that addresses real-world problems arising in many areas of inte
Continuous multivariate exponential extension
International Nuclear Information System (INIS)
Block, H.W.
1975-01-01
The Freund-Weinman multivariate exponential extension is generalized to the case of nonidentically distributed marginal distributions. A fatal shock model is given for the resulting distribution. Results in the bivariate case and the concept of constant multivariate hazard rate lead to a continuous distribution related to the multivariate exponential distribution (MVE) of Marshall and Olkin. This distribution is shown to be a special case of the extended Freund-Weinman distribution. A generalization of the bivariate model of Proschan and Sullo leads to a distribution which contains both the extended Freund-Weinman distribution and the MVE
MULTIVARIATE MODEL FOR CORPORATE BANKRUPTCY PREDICTION IN ROMANIA
Daniel BRÎNDESCU – OLARIU
2016-01-01
The current paper proposes a methodology for bankruptcy prediction applicable for Romanian companies. Low bankruptcy frequencies registered in the past have limited the importance of bankruptcy prediction in Romania. The changes in the economic environment brought by the economic crisis, as well as by the entrance in the European Union, make the availability of performing bankruptcy assessment tools more important than ever before. The proposed methodology is centred on a multivariate model, ...
Regularized multivariate regression models with skew-t error distributions
Chen, Lianfu
2014-06-01
We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both the regression coefficient and inverse scale matrices simultaneously. The sparsity is introduced through penalizing the negative log-likelihood by adding L1-penalties on the entries of the two matrices. Taking advantage of the hierarchical representation of skew-t distributions, and using the expectation conditional maximization (ECM) algorithm, we reduce the problem to penalized normal likelihood and develop a procedure to minimize the ensuing objective function. Using a simulation study the performance of the method is assessed, and the methodology is illustrated using a real data set with a 24-dimensional response vector. © 2014 Elsevier B.V.
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang
2010-07-01
We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root- n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.
Multivariable robust adaptive controller using reduced-order model
Directory of Open Access Journals (Sweden)
Wei Wang
1990-04-01
Full Text Available In this paper a multivariable robust adaptive controller is presented for a plant with bounded disturbances and unmodeled dynamics due to plant-model order mismatches. The robust stability of the closed-loop system is achieved by using the normalization technique and the least squares parameter estimation scheme with dead zones. The weighting polynomial matrices are incorporated into the control law, so that the open-loop unstable or/and nonminimum phase plants can be handled.
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco
innovation for a Laplace innovation assumption improves the pricing in a smaller way. Apart from investigating directly the value of model sophistication in terms of dollar losses, we also use the model condence set approach to statistically infer the set of models that delivers the best pricing performance.......We assess the predictive accuracy of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set 248 multivariate models that differer...
Multivariate strategies in functional magnetic resonance imaging
DEFF Research Database (Denmark)
Hansen, Lars Kai
2007-01-01
We discuss aspects of multivariate fMRI modeling, including the statistical evaluation of multivariate models and means for dimensional reduction. In a case study we analyze linear and non-linear dimensional reduction tools in the context of a `mind reading' predictive multivariate fMRI model....
Multivariate modelling of endophenotypes associated with the metabolic syndrome in Chinese twins
DEFF Research Database (Denmark)
Pang, Z; Zhang, D; Li, S
2010-01-01
AIMS/HYPOTHESIS: The common genetic and environmental effects on endophenotypes related to the metabolic syndrome have been investigated using bivariate and multivariate twin models. This paper extends the pairwise analysis approach by introducing independent and common pathway models to Chinese...
Multivariate Calibration Models for Sorghum Composition using Near-Infrared Spectroscopy
Energy Technology Data Exchange (ETDEWEB)
Wolfrum, E.; Payne, C.; Stefaniak, T.; Rooney, W.; Dighe, N.; Bean, B.; Dahlberg, J.
2013-03-01
NREL developed calibration models based on near-infrared (NIR) spectroscopy coupled with multivariate statistics to predict compositional properties relevant to cellulosic biofuels production for a variety of sorghum cultivars. A robust calibration population was developed in an iterative fashion. The quality of models developed using the same sample geometry on two different types of NIR spectrometers and two different sample geometries on the same spectrometer did not vary greatly.
Music Genre Classification using the multivariate AR feature integration model
DEFF Research Database (Denmark)
Ahrendt, Peter; Meng, Anders
2005-01-01
informative decisions about musical genre. For the MIREX music genre contest several authors derive long time features based either on statistical moments and/or temporal structure in the short time features. In our contribution we model a segment (1.2 s) of short time features (texture) using a multivariate...... autoregressive model. Other authors have applied simpler statistical models such as the mean-variance model, which also has been included in several of this years MIREX submissions, see e.g. Tzanetakis (2005); Burred (2005); Bergstra et al. (2005); Lidy and Rauber (2005)....
Modeling rainfall-runoff relationship using multivariate GARCH model
Modarres, R.; Ouarda, T. B. M. J.
2013-08-01
The traditional hydrologic time series approaches are used for modeling, simulating and forecasting conditional mean of hydrologic variables but neglect their time varying variance or the second order moment. This paper introduces the multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH) modeling approach to show how the variance-covariance relationship between hydrologic variables varies in time. These approaches are also useful to estimate the dynamic conditional correlation between hydrologic variables. To illustrate the novelty and usefulness of MGARCH models in hydrology, two major types of MGARCH models, the bivariate diagonal VECH and constant conditional correlation (CCC) models are applied to show the variance-covariance structure and cdynamic correlation in a rainfall-runoff process. The bivariate diagonal VECH-GARCH(1,1) and CCC-GARCH(1,1) models indicated both short-run and long-run persistency in the conditional variance-covariance matrix of the rainfall-runoff process. The conditional variance of rainfall appears to have a stronger persistency, especially long-run persistency, than the conditional variance of streamflow which shows a short-lived drastic increasing pattern and a stronger short-run persistency. The conditional covariance and conditional correlation coefficients have different features for each bivariate rainfall-runoff process with different degrees of stationarity and dynamic nonlinearity. The spatial and temporal pattern of variance-covariance features may reflect the signature of different physical and hydrological variables such as drainage area, topography, soil moisture and ground water fluctuations on the strength, stationarity and nonlinearity of the conditional variance-covariance for a rainfall-runoff process.
Multivariate Heteroscedasticity Models for Functional Brain Connectivity
Directory of Open Access Journals (Sweden)
Christof Seiler
2017-12-01
Full Text Available Functional brain connectivity is the co-occurrence of brain activity in different areas during resting and while doing tasks. The data of interest are multivariate timeseries measured simultaneously across brain parcels using resting-state fMRI (rfMRI. We analyze functional connectivity using two heteroscedasticity models. Our first model is low-dimensional and scales linearly in the number of brain parcels. Our second model scales quadratically. We apply both models to data from the Human Connectome Project (HCP comparing connectivity between short and conventional sleepers. We find stronger functional connectivity in short than conventional sleepers in brain areas consistent with previous findings. This might be due to subjects falling asleep in the scanner. Consequently, we recommend the inclusion of average sleep duration as a covariate to remove unwanted variation in rfMRI studies. A power analysis using the HCP data shows that a sample size of 40 detects 50% of the connectivity at a false discovery rate of 20%. We provide implementations using R and the probabilistic programming language Stan.
Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price
Directory of Open Access Journals (Sweden)
Kaijian He
2016-04-01
Full Text Available Recent empirical studies reveal evidence of the co-existence of heterogeneous data characteristics distinguishable by time scale in the movement crude oil prices. In this paper we propose a new multivariate Empirical Mode Decomposition (EMD-based model to take advantage of these heterogeneous characteristics of the price movement and model them in the crude oil markets. Empirical studies in benchmark crude oil markets confirm that more diverse heterogeneous data characteristics can be revealed and modeled in the projected time delayed domain. The proposed model demonstrates the superior performance compared to the benchmark models.
The NLS-Based Nonlinear Grey Multivariate Model for Forecasting Pollutant Emissions in China
Directory of Open Access Journals (Sweden)
Ling-Ling Pei
2018-03-01
Full Text Available The relationship between pollutant discharge and economic growth has been a major research focus in environmental economics. To accurately estimate the nonlinear change law of China’s pollutant discharge with economic growth, this study establishes a transformed nonlinear grey multivariable (TNGM (1, N model based on the nonlinear least square (NLS method. The Gauss–Seidel iterative algorithm was used to solve the parameters of the TNGM (1, N model based on the NLS basic principle. This algorithm improves the precision of the model by continuous iteration and constantly approximating the optimal regression coefficient of the nonlinear model. In our empirical analysis, the traditional grey multivariate model GM (1, N and the NLS-based TNGM (1, N models were respectively adopted to forecast and analyze the relationship among wastewater discharge per capita (WDPC, and per capita emissions of SO2 and dust, alongside GDP per capita in China during the period 1996–2015. Results indicated that the NLS algorithm is able to effectively help the grey multivariable model identify the nonlinear relationship between pollutant discharge and economic growth. The results show that the NLS-based TNGM (1, N model presents greater precision when forecasting WDPC, SO2 emissions and dust emissions per capita, compared to the traditional GM (1, N model; WDPC indicates a growing tendency aligned with the growth of GDP, while the per capita emissions of SO2 and dust reduce accordingly.
Modelling world gold prices and USD foreign exchange relationship using multivariate GARCH model
Ping, Pung Yean; Ahmad, Maizah Hura Binti
2014-12-01
World gold price is a popular investment commodity. The series have often been modeled using univariate models. The objective of this paper is to show that there is a co-movement between gold price and USD foreign exchange rate. Using the effect of the USD foreign exchange rate on the gold price, a model that can be used to forecast future gold prices is developed. For this purpose, the current paper proposes a multivariate GARCH (Bivariate GARCH) model. Using daily prices of both series from 01.01.2000 to 05.05.2014, a causal relation between the two series understudied are found and a bivariate GARCH model is produced.
Hierarchical Hidden Markov Models for Multivariate Integer-Valued Time-Series
DEFF Research Database (Denmark)
Catania, Leopoldo; Di Mari, Roberto
2018-01-01
We propose a new flexible dynamic model for multivariate nonnegative integer-valued time-series. Observations are assumed to depend on the realization of two additional unobserved integer-valued stochastic variables which control for the time-and cross-dependence of the data. An Expectation......-Maximization algorithm for maximum likelihood estimation of the model's parameters is derived. We provide conditional and unconditional (cross)-moments implied by the model, as well as the limiting distribution of the series. A Monte Carlo experiment investigates the finite sample properties of our estimation...
Multivariate Max-Stable Spatial Processes
Genton, Marc G.
2014-01-06
Analysis of spatial extremes is currently based on univariate processes. Max-stable processes allow the spatial dependence of extremes to be modelled and explicitly quantified, they are therefore widely adopted in applications. For a better understanding of extreme events of real processes, such as environmental phenomena, it may be useful to study several spatial variables simultaneously. To this end, we extend some theoretical results and applications of max-stable processes to the multivariate setting to analyze extreme events of several variables observed across space. In particular, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. Then, we define a Poisson process construction in the multivariate setting and introduce multivariate versions of the Smith Gaussian extremevalue, the Schlather extremal-Gaussian and extremal-t, and the BrownResnick models. Inferential aspects of those models based on composite likelihoods are developed. We present results of various Monte Carlo simulations and of an application to a dataset of summer daily temperature maxima and minima in Oklahoma, U.S.A., highlighting the utility of working with multivariate models in contrast to the univariate case. Based on joint work with Simone Padoan and Huiyan Sang.
Multivariate Max-Stable Spatial Processes
Genton, Marc G.
2014-01-01
Analysis of spatial extremes is currently based on univariate processes. Max-stable processes allow the spatial dependence of extremes to be modelled and explicitly quantified, they are therefore widely adopted in applications. For a better understanding of extreme events of real processes, such as environmental phenomena, it may be useful to study several spatial variables simultaneously. To this end, we extend some theoretical results and applications of max-stable processes to the multivariate setting to analyze extreme events of several variables observed across space. In particular, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. Then, we define a Poisson process construction in the multivariate setting and introduce multivariate versions of the Smith Gaussian extremevalue, the Schlather extremal-Gaussian and extremal-t, and the BrownResnick models. Inferential aspects of those models based on composite likelihoods are developed. We present results of various Monte Carlo simulations and of an application to a dataset of summer daily temperature maxima and minima in Oklahoma, U.S.A., highlighting the utility of working with multivariate models in contrast to the univariate case. Based on joint work with Simone Padoan and Huiyan Sang.
McKinney, Cliff; Renk, Kimberly
2008-01-01
Although parent-adolescent interactions have been examined, relevant variables have not been integrated into a multivariate model. As a result, this study examined a multivariate model of parent-late adolescent gender dyads in an attempt to capture important predictors in late adolescents' important and unique transition to adulthood. The sample…
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
DEFF Research Database (Denmark)
Halbleib, Roxana; Voev, Valeri
2011-01-01
This paper analyzes the forecast accuracy of the multivariate realized volatility model introduced by Chiriac and Voev (2010), subject to different degrees of model parametrization and economic evaluation criteria. Bymodelling the Cholesky factors of the covariancematrices, the model generates......, regardless of the type of utility function or return distribution, would be better-off from using this model than from using some standard approaches....
Identification of Civil Engineering Structures using Multivariate ARMAV and RARMAV Models
DEFF Research Database (Denmark)
Kirkegaard, Poul Henning; Andersen, P.; Brincker, Rune
This paper presents how to make system identification of civil engineering structures using multivariate auto-regressive moving-average vector (ARMAV) models. Further, the ARMAV technique is extended to a recursive technique (RARMAV). The ARMAV model is used to identify measured stationary data....... The results show the usefulness of the approaches for identification of civil engineering structures excited by natural excitation...
Emulating facial biomechanics using multivariate partial least squares surrogate models
Martens, Harald; Wu, Tim; Hunter, Peter; Mithraratne, Kumar
2014-01-01
This is the author’s final, accepted and refereed manuscript to the article. Locked until 2015-05-06 A detailed biomechanical model of the human face driven by a network of muscles is a useful tool in relating the muscle activities to facial deformations. However, lengthy computational times often hinder its applications in practical settings. The objective of this study is to replace precise but computationally demanding biomechanical model by a much faster multivariate meta-mode...
International Nuclear Information System (INIS)
Wopken, Kim; Bijl, Hendrik P.; Schaaf, Arjen van der; Laan, Hans Paul van der; Chouvalova, Olga; Steenbakkers, Roel J.H.M.; Doornaert, Patricia; Slotman, Ben J.; Oosting, Sjoukje F.; Christianen, Miranda E.M.C.; Laan, Bernard F.A.M. van der; Roodenburg, Jan L.N.; René Leemans, C.; Verdonck-de Leeuw, Irma M.; Langendijk, Johannes A.
2014-01-01
Background and purpose: Curative radiotherapy/chemo-radiotherapy for head and neck cancer (HNC) may result in severe acute and late side effects, including tube feeding dependence. The purpose of this prospective cohort study was to develop a multivariable normal tissue complication probability (NTCP) model for tube feeding dependence 6 months (TUBE M6 ) after definitive radiotherapy, radiotherapy plus cetuximab or concurrent chemoradiation based on pre-treatment and treatment characteristics. Materials and methods: The study included 355 patients with HNC. TUBE M6 was scored prospectively in a standard follow-up program. To design the prediction model, the penalized learning method LASSO was used, with TUBE M6 as the endpoint. Results: The prevalence of TUBE M6 was 10.7%. The multivariable model with the best performance consisted of the variables: advanced T-stage, moderate to severe weight loss at baseline, accelerated radiotherapy, chemoradiation, radiotherapy plus cetuximab, the mean dose to the superior and inferior pharyngeal constrictor muscle, to the contralateral parotid gland and to the cricopharyngeal muscle. Conclusions: We developed a multivariable NTCP model for TUBE M6 to identify patients at risk for tube feeding dependence. The dosimetric variables can be used to optimize radiotherapy treatment planning aiming at prevention of tube feeding dependence and to estimate the benefit of new radiation technologies
Multivariable control system for dynamic PEM fuel cell model
International Nuclear Information System (INIS)
Tanislav, Vasile; Carcadea, Elena; Capris, Catalin; Culcer, Mihai; Raceanu, Mircea
2010-01-01
Full text: The main objective of this work was to develop a multivariable control system of robust type for a PEM fuel cells assembly. The system will be used in static and mobile applications for different values of power, generated by a fuel cell assembly of up to 10 kW. Intermediate steps were accomplished: a study of a multivariable control strategy for a PEM fuel cell assembly; a mathematic modeling of mass and heat transfer inside of fuel cell assembly, defining the response function to hydrogen and oxygen/air mass flow and inlet pressure changes; a testing stand for fuel cell assembly; experimental determinations of transient response for PEM fuel cell assembly, and more others. To define the multivariable control system for a PEM fuel cell assembly the parameters describing the system were established. Also, there were defined the generic mass and energy balance equations as functions of derivative of m i , in and m i , out , representing the mass going into and out from the fuel cell, while Q in is the enthalpy and Q out is the enthalpy of the unused reactant gases and heat produced by the product, Q dis is the heat dissipated to the surroundings, Q c is the heat taken away from the stack by active cooling and W el is the electricity generated. (authors)
A Cyber-Attack Detection Model Based on Multivariate Analyses
Sakai, Yuto; Rinsaka, Koichiro; Dohi, Tadashi
In the present paper, we propose a novel cyber-attack detection model based on two multivariate-analysis methods to the audit data observed on a host machine. The statistical techniques used here are the well-known Hayashi's quantification method IV and cluster analysis method. We quantify the observed qualitative audit event sequence via the quantification method IV, and collect similar audit event sequence in the same groups based on the cluster analysis. It is shown in simulation experiments that our model can improve the cyber-attack detection accuracy in some realistic cases where both normal and attack activities are intermingled.
Rotation in the dynamic factor modeling of multivariate stationary time series.
Molenaar, P.C.M.; Nesselroade, J.R.
2001-01-01
A special rotation procedure is proposed for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white
M. Asai (Manabu); M.J. McAleer (Michael)
2016-01-01
textabstractThe paper derives a Multivariate Asymmetric Long Memory conditional volatility model with Exogenous Variables (X), or the MALMX model, with dynamic conditional correlations, appropriate regularity conditions, and associated asymptotic theory. This enables checking of internal consistency
Preliminary Multi-Variable Cost Model for Space Telescopes
Stahl, H. Philip; Hendrichs, Todd
2010-01-01
Parametric cost models are routinely used to plan missions, compare concepts and justify technology investments. This paper reviews the methodology used to develop space telescope cost models; summarizes recently published single variable models; and presents preliminary results for two and three variable cost models. Some of the findings are that increasing mass reduces cost; it costs less per square meter of collecting aperture to build a large telescope than a small telescope; and technology development as a function of time reduces cost at the rate of 50% per 17 years.
Zubia-Olaskoaga, Felix; Maraví-Poma, Enrique; Urreta-Barallobre, Iratxe; Ramírez-Puerta, María-Rosario; Mourelo-Fariña, Mónica; Marcos-Neira, María-Pilar; García-García, Miguel Ángel
2018-03-01
Development and validation of a multivariate prediction model for patients with acute pancreatitis (AP) admitted in Intensive Care Units (ICU). A prospective multicenter observational study, in 1 year period, in 46 international ICUs (EPAMI study). adults admitted to an ICU with AP and at least one organ failure. Development of a multivariate prediction model, using the worst data of the stay in ICU, based in multivariate analysis, simple imputation in a development cohort. The model was validated in another cohort. 374 patients were included (mortality of 28.9%). Variables with statistical significance in multivariate analysis were age, no alcoholic and no biliary etiology, development of shock, development of respiratory failure, need of continuous renal replacement therapy, and intra-abdominal pressure. The model created with these variables presented an AUC of ROC curve of 0.90 (CI 95% 0.81-0.94) in the validation cohort. We developed a multivariable prediction model, and AP cases could be classified as low mortality risk (between 2 and 9.5 points, mortality of 1.35%), moderate mortality risk (between 10 and 12.5 points, 28.92% of mortality), and high mortality risk (13 points of more, mortality of 88.37%). Our model presented better AUC of ROC curve than APACHE II (0.91 vs 0.80) and SOFA in the first 24 h (0.91 vs 0.79). We developed and validated a multivariate prediction model, which can be applied in any moment of the stay in ICU, with better discriminatory power than APACHE II and SOFA in the first 24 h. Copyright © 2018 IAP and EPC. Published by Elsevier B.V. All rights reserved.
Algorithm of Dynamic Model Structural Identification of the Multivariable Plant
Directory of Open Access Journals (Sweden)
Л.М. Блохін
2004-02-01
Full Text Available The new algorithm of dynamic model structural identification of the multivariable stabilized plant with observable and unobservable disturbances in the regular operating modes is offered in this paper. With the help of the offered algorithm it is possible to define the “perturbed” models of dynamics not only of the plant, but also the dynamics characteristics of observable and unobservable casual disturbances taking into account the absence of correlation between themselves and control inputs with the unobservable perturbations.
Clustering Multivariate Time Series Using Hidden Markov Models
Directory of Open Access Journals (Sweden)
Shima Ghassempour
2014-03-01
Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.
2014-01-01
Background Before considering whether to use a multivariable (diagnostic or prognostic) prediction model, it is essential that its performance be evaluated in data that were not used to develop the model (referred to as external validation). We critically appraised the methodological conduct and reporting of external validation studies of multivariable prediction models. Methods We conducted a systematic review of articles describing some form of external validation of one or more multivariable prediction models indexed in PubMed core clinical journals published in 2010. Study data were extracted in duplicate on design, sample size, handling of missing data, reference to the original study developing the prediction models and predictive performance measures. Results 11,826 articles were identified and 78 were included for full review, which described the evaluation of 120 prediction models. in participant data that were not used to develop the model. Thirty-three articles described both the development of a prediction model and an evaluation of its performance on a separate dataset, and 45 articles described only the evaluation of an existing published prediction model on another dataset. Fifty-seven percent of the prediction models were presented and evaluated as simplified scoring systems. Sixteen percent of articles failed to report the number of outcome events in the validation datasets. Fifty-four percent of studies made no explicit mention of missing data. Sixty-seven percent did not report evaluating model calibration whilst most studies evaluated model discrimination. It was often unclear whether the reported performance measures were for the full regression model or for the simplified models. Conclusions The vast majority of studies describing some form of external validation of a multivariable prediction model were poorly reported with key details frequently not presented. The validation studies were characterised by poor design, inappropriate handling
A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series
Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony D.
2011-01-01
Structural equation models are increasingly used as a modeling tool for multivariate time series data in the social and behavioral sciences. Standard error estimators of SEM models, originally developed for independent data, require modifications to accommodate the fact that time series data are inherently dependent. In this article, we extend a…
Roldán, J. B.; Miranda, E.; González-Cordero, G.; García-Fernández, P.; Romero-Zaliz, R.; González-Rodelas, P.; Aguilera, A. M.; González, M. B.; Jiménez-Molinos, F.
2018-01-01
A multivariate analysis of the parameters that characterize the reset process in Resistive Random Access Memory (RRAM) has been performed. The different correlations obtained can help to shed light on the current components that contribute in the Low Resistance State (LRS) of the technology considered. In addition, a screening method for the Quantum Point Contact (QPC) current component is presented. For this purpose, the second derivative of the current has been obtained using a novel numerical method which allows determining the QPC model parameters. Once the procedure is completed, a whole Resistive Switching (RS) series of thousands of curves is studied by means of a genetic algorithm. The extracted QPC parameter distributions are characterized in depth to get information about the filamentary pathways associated with LRS in the low voltage conduction regime.
Probabilistic, multi-variate flood damage modelling using random forests and Bayesian networks
Kreibich, Heidi; Schröter, Kai
2015-04-01
Decisions on flood risk management and adaptation are increasingly based on risk analyses. Such analyses are associated with considerable uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention recently, they are hardly applied in flood damage assessments. Most of the damage models usually applied in standard practice have in common that complex damaging processes are described by simple, deterministic approaches like stage-damage functions. This presentation will show approaches for probabilistic, multi-variate flood damage modelling on the micro- and meso-scale and discuss their potential and limitations. Reference: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64. Schröter, K., Kreibich, H., Vogel, K., Riggelsen, C., Scherbaum, F., Merz, B. (2014): How useful are complex flood damage models? - Water Resources Research, 50, 4, p. 3378-3395.
Lehermeier, Christina; Schön, Chris-Carolin; de Los Campos, Gustavo
2015-09-01
Plant breeding populations exhibit varying levels of structure and admixture; these features are likely to induce heterogeneity of marker effects across subpopulations. Traditionally, structure has been dealt with as a potential confounder, and various methods exist to "correct" for population stratification. However, these methods induce a mean correction that does not account for heterogeneity of marker effects. The animal breeding literature offers a few recent studies that consider modeling genetic heterogeneity in multibreed data, using multivariate models. However, these methods have received little attention in plant breeding where population structure can have different forms. In this article we address the problem of analyzing data from heterogeneous plant breeding populations, using three approaches: (a) a model that ignores population structure [A-genome-based best linear unbiased prediction (A-GBLUP)], (b) a stratified (i.e., within-group) analysis (W-GBLUP), and (c) a multivariate approach that uses multigroup data and accounts for heterogeneity (MG-GBLUP). The performance of the three models was assessed on three different data sets: a diversity panel of rice (Oryza sativa), a maize (Zea mays L.) half-sib panel, and a wheat (Triticum aestivum L.) data set that originated from plant breeding programs. The estimated genomic correlations between subpopulations varied from null to moderate, depending on the genetic distance between subpopulations and traits. Our assessment of prediction accuracy features cases where ignoring population structure leads to a parsimonious more powerful model as well as others where the multivariate and stratified approaches have higher predictive power. In general, the multivariate approach appeared slightly more robust than either the A- or the W-GBLUP. Copyright © 2015 by the Genetics Society of America.
A generalized multivariate regression model for modelling ocean wave heights
Wang, X. L.; Feng, Y.; Swail, V. R.
2012-04-01
In this study, a generalized multivariate linear regression model is developed to represent the relationship between 6-hourly ocean significant wave heights (Hs) and the corresponding 6-hourly mean sea level pressure (MSLP) fields. The model is calibrated using the ERA-Interim reanalysis of Hs and MSLP fields for 1981-2000, and is validated using the ERA-Interim reanalysis for 2001-2010 and ERA40 reanalysis of Hs and MSLP for 1958-2001. The performance of the fitted model is evaluated in terms of Pierce skill score, frequency bias index, and correlation skill score. Being not normally distributed, wave heights are subjected to a data adaptive Box-Cox transformation before being used in the model fitting. Also, since 6-hourly data are being modelled, lag-1 autocorrelation must be and is accounted for. The models with and without Box-Cox transformation, and with and without accounting for autocorrelation, are inter-compared in terms of their prediction skills. The fitted MSLP-Hs relationship is then used to reconstruct historical wave height climate from the 6-hourly MSLP fields taken from the Twentieth Century Reanalysis (20CR, Compo et al. 2011), and to project possible future wave height climates using CMIP5 model simulations of MSLP fields. The reconstructed and projected wave heights, both seasonal means and maxima, are subject to a trend analysis that allows for non-linear (polynomial) trends.
Can multivariate models based on MOAKS predict OA knee pain? Data from the Osteoarthritis Initiative
Luna-Gómez, Carlos D.; Zanella-Calzada, Laura A.; Galván-Tejada, Jorge I.; Galván-Tejada, Carlos E.; Celaya-Padilla, José M.
2017-03-01
Osteoarthritis is the most common rheumatic disease in the world. Knee pain is the most disabling symptom in the disease, the prediction of pain is one of the targets in preventive medicine, this can be applied to new therapies or treatments. Using the magnetic resonance imaging and the grading scales, a multivariate model based on genetic algorithms is presented. Using a predictive model can be useful to associate minor structure changes in the joint with the future knee pain. Results suggest that multivariate models can be predictive with future knee chronic pain. All models; T0, T1 and T2, were statistically significant, all p values were 0.60.
Rotation in the Dynamic Factor Modeling of Multivariate Stationary Time Series.
Molenaar, Peter C. M.; Nesselroade, John R.
2001-01-01
Proposes a special rotation procedure for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white noise, into a univariate moving-average.…
A multivariable model for predicting the frictional behaviour and hydration of the human skin.
Veijgen, N K; van der Heide, E; Masen, M A
2013-08-01
The frictional characteristics of skin-object interactions are important when handling objects, in the assessment of perception and comfort of products and materials and in the origins and prevention of skin injuries. In this study, based on statistical methods, a quantitative model is developed that describes the friction behaviour of human skin as a function of the subject characteristics, contact conditions, the properties of the counter material as well as environmental conditions. Although the frictional behaviour of human skin is a multivariable problem, in literature the variables that are associated with skin friction have been studied using univariable methods. In this work, multivariable models for the static and dynamic coefficients of friction as well as for the hydration of the skin are presented. A total of 634 skin-friction measurements were performed using a recently developed tribometer. Using a statistical analysis, previously defined potential influential variables were linked to the static and dynamic coefficient of friction and to the hydration of the skin, resulting in three predictive quantitative models that descibe the friction behaviour and the hydration of human skin respectively. Increased dynamic coefficients of friction were obtained from older subjects, on the index finger, with materials with a higher surface energy at higher room temperatures, whereas lower dynamic coefficients of friction were obtained at lower skin temperatures, on the temple with rougher contact materials. The static coefficient of friction increased with higher skin hydration, increasing age, on the index finger, with materials with a higher surface energy and at higher ambient temperatures. The hydration of the skin was associated with the skin temperature, anatomical location, presence of hair on the skin and the relative air humidity. Predictive models have been derived for the static and dynamic coefficient of friction using a multivariable approach. These
Nonstationary multivariate modeling of cerebral autoregulation during hypercapnia.
Kostoglou, Kyriaki; Debert, Chantel T; Poulin, Marc J; Mitsis, Georgios D
2014-05-01
We examined the time-varying characteristics of cerebral autoregulation and hemodynamics during a step hypercapnic stimulus by using recursively estimated multivariate (two-input) models which quantify the dynamic effects of mean arterial blood pressure (ABP) and end-tidal CO2 tension (PETCO2) on middle cerebral artery blood flow velocity (CBFV). Beat-to-beat values of ABP and CBFV, as well as breath-to-breath values of PETCO2 during baseline and sustained euoxic hypercapnia were obtained in 8 female subjects. The multiple-input, single-output models used were based on the Laguerre expansion technique, and their parameters were updated using recursive least squares with multiple forgetting factors. The results reveal the presence of nonstationarities that confirm previously reported effects of hypercapnia on autoregulation, i.e. a decrease in the MABP phase lead, and suggest that the incorporation of PETCO2 as an additional model input yields less time-varying estimates of dynamic pressure autoregulation obtained from single-input (ABP-CBFV) models. Copyright © 2013 IPEM. Published by Elsevier Ltd. All rights reserved.
Improvement of a Robotic Manipulator Model Based on Multivariate Residual Modeling
Directory of Open Access Journals (Sweden)
Serge Gale
2017-07-01
Full Text Available A new method is presented for extending a dynamic model of a six degrees of freedom robotic manipulator. A non-linear multivariate calibration of input–output training data from several typical motion trajectories is carried out with the aim of predicting the model systematic output error at time (t + 1 from known input reference up till and including time (t. A new partial least squares regression (PLSR based method, nominal PLSR with interactions was developed and used to handle, unmodelled non-linearities. The performance of the new method is compared with least squares (LS. Different cross-validation schemes were compared in order to assess the sampling of the state space based on conventional trajectories. The method developed in the paper can be used as fault monitoring mechanism and early warning system for sensor failure. The results show that the suggested methods improves trajectory tracking performance of the robotic manipulator by extending the initial dynamic model of the manipulator.
Wahid, A.; Putra, I. G. E. P.
2018-03-01
Dimethyl ether (DME) as an alternative clean energy has attracted a growing attention in the recent years. DME production via reactive distillation has potential for capital cost and energy requirement savings. However, combination of reaction and distillation on a single column makes reactive distillation process a very complex multivariable system with high non-linearity of process and strong interaction between process variables. This study investigates a multivariable model predictive control (MPC) based on two-point temperature control strategy for the DME reactive distillation column to maintain the purities of both product streams. The process model is estimated by a first order plus dead time model. The DME and water purity is maintained by controlling a stage temperature in rectifying and stripping section, respectively. The result shows that the model predictive controller performed faster responses compared to conventional PI controller that are showed by the smaller ISE values. In addition, the MPC controller is able to handle the loop interactions well.
Up-scaling of multi-variable flood loss models from objects to land use units at the meso-scale
Kreibich, Heidi; Schröter, Kai; Merz, Bruno
2016-05-01
Flood risk management increasingly relies on risk analyses, including loss modelling. Most of the flood loss models usually applied in standard practice have in common that complex damaging processes are described by simple approaches like stage-damage functions. Novel multi-variable models significantly improve loss estimation on the micro-scale and may also be advantageous for large-scale applications. However, more input parameters also reveal additional uncertainty, even more in upscaling procedures for meso-scale applications, where the parameters need to be estimated on a regional area-wide basis. To gain more knowledge about challenges associated with the up-scaling of multi-variable flood loss models the following approach is applied: Single- and multi-variable micro-scale flood loss models are up-scaled and applied on the meso-scale, namely on basis of ATKIS land-use units. Application and validation is undertaken in 19 municipalities, which were affected during the 2002 flood by the River Mulde in Saxony, Germany by comparison to official loss data provided by the Saxon Relief Bank (SAB).In the meso-scale case study based model validation, most multi-variable models show smaller errors than the uni-variable stage-damage functions. The results show the suitability of the up-scaling approach, and, in accordance with micro-scale validation studies, that multi-variable models are an improvement in flood loss modelling also on the meso-scale. However, uncertainties remain high, stressing the importance of uncertainty quantification. Thus, the development of probabilistic loss models, like BT-FLEMO used in this study, which inherently provide uncertainty information are the way forward.
Warton, David I; Thibaut, Loïc; Wang, Yi Alice
2017-01-01
Bootstrap methods are widely used in statistics, and bootstrapping of residuals can be especially useful in the regression context. However, difficulties are encountered extending residual resampling to regression settings where residuals are not identically distributed (thus not amenable to bootstrapping)-common examples including logistic or Poisson regression and generalizations to handle clustered or multivariate data, such as generalised estimating equations. We propose a bootstrap method based on probability integral transform (PIT-) residuals, which we call the PIT-trap, which assumes data come from some marginal distribution F of known parametric form. This method can be understood as a type of "model-free bootstrap", adapted to the problem of discrete and highly multivariate data. PIT-residuals have the key property that they are (asymptotically) pivotal. The PIT-trap thus inherits the key property, not afforded by any other residual resampling approach, that the marginal distribution of data can be preserved under PIT-trapping. This in turn enables the derivation of some standard bootstrap properties, including second-order correctness of pivotal PIT-trap test statistics. In multivariate data, bootstrapping rows of PIT-residuals affords the property that it preserves correlation in data without the need for it to be modelled, a key point of difference as compared to a parametric bootstrap. The proposed method is illustrated on an example involving multivariate abundance data in ecology, and demonstrated via simulation to have improved properties as compared to competing resampling methods.
Multivariate pluvial flood damage models
International Nuclear Information System (INIS)
Van Ootegem, Luc; Verhofstadt, Elsy; Van Herck, Kristine; Creten, Tom
2015-01-01
Depth–damage-functions, relating the monetary flood damage to the depth of the inundation, are commonly used in the case of fluvial floods (floods caused by a river overflowing). We construct four multivariate damage models for pluvial floods (caused by extreme rainfall) by differentiating on the one hand between ground floor floods and basement floods and on the other hand between damage to residential buildings and damage to housing contents. We do not only take into account the effect of flood-depth on damage, but also incorporate the effects of non-hazard indicators (building characteristics, behavioural indicators and socio-economic variables). By using a Tobit-estimation technique on identified victims of pluvial floods in Flanders (Belgium), we take into account the effect of cases of reported zero damage. Our results show that the flood depth is an important predictor of damage, but with a diverging impact between ground floor floods and basement floods. Also non-hazard indicators are important. For example being aware of the risk just before the water enters the building reduces content damage considerably, underlining the importance of warning systems and policy in this case of pluvial floods. - Highlights: • Prediction of damage of pluvial floods using also non-hazard information • We include ‘no damage cases’ using a Tobit model. • The damage of flood depth is stronger for ground floor than for basement floods. • Non-hazard indicators are especially important for content damage. • Potential gain of policies that increase awareness of flood risks
Multivariate pluvial flood damage models
Energy Technology Data Exchange (ETDEWEB)
Van Ootegem, Luc [HIVA — University of Louvain (Belgium); SHERPPA — Ghent University (Belgium); Verhofstadt, Elsy [SHERPPA — Ghent University (Belgium); Van Herck, Kristine; Creten, Tom [HIVA — University of Louvain (Belgium)
2015-09-15
Depth–damage-functions, relating the monetary flood damage to the depth of the inundation, are commonly used in the case of fluvial floods (floods caused by a river overflowing). We construct four multivariate damage models for pluvial floods (caused by extreme rainfall) by differentiating on the one hand between ground floor floods and basement floods and on the other hand between damage to residential buildings and damage to housing contents. We do not only take into account the effect of flood-depth on damage, but also incorporate the effects of non-hazard indicators (building characteristics, behavioural indicators and socio-economic variables). By using a Tobit-estimation technique on identified victims of pluvial floods in Flanders (Belgium), we take into account the effect of cases of reported zero damage. Our results show that the flood depth is an important predictor of damage, but with a diverging impact between ground floor floods and basement floods. Also non-hazard indicators are important. For example being aware of the risk just before the water enters the building reduces content damage considerably, underlining the importance of warning systems and policy in this case of pluvial floods. - Highlights: • Prediction of damage of pluvial floods using also non-hazard information • We include ‘no damage cases’ using a Tobit model. • The damage of flood depth is stronger for ground floor than for basement floods. • Non-hazard indicators are especially important for content damage. • Potential gain of policies that increase awareness of flood risks.
On the interpretation of weight vectors of linear models in multivariate neuroimaging.
Haufe, Stefan; Meinecke, Frank; Görgen, Kai; Dähne, Sven; Haynes, John-Dylan; Blankertz, Benjamin; Bießmann, Felix
2014-02-15
The increase in spatiotemporal resolution of neuroimaging devices is accompanied by a trend towards more powerful multivariate analysis methods. Often it is desired to interpret the outcome of these methods with respect to the cognitive processes under study. Here we discuss which methods allow for such interpretations, and provide guidelines for choosing an appropriate analysis for a given experimental goal: For a surgeon who needs to decide where to remove brain tissue it is most important to determine the origin of cognitive functions and associated neural processes. In contrast, when communicating with paralyzed or comatose patients via brain-computer interfaces, it is most important to accurately extract the neural processes specific to a certain mental state. These equally important but complementary objectives require different analysis methods. Determining the origin of neural processes in time or space from the parameters of a data-driven model requires what we call a forward model of the data; such a model explains how the measured data was generated from the neural sources. Examples are general linear models (GLMs). Methods for the extraction of neural information from data can be considered as backward models, as they attempt to reverse the data generating process. Examples are multivariate classifiers. Here we demonstrate that the parameters of forward models are neurophysiologically interpretable in the sense that significant nonzero weights are only observed at channels the activity of which is related to the brain process under study. In contrast, the interpretation of backward model parameters can lead to wrong conclusions regarding the spatial or temporal origin of the neural signals of interest, since significant nonzero weights may also be observed at channels the activity of which is statistically independent of the brain process under study. As a remedy for the linear case, we propose a procedure for transforming backward models into forward
Preference learning with evolutionary Multivariate Adaptive Regression Spline model
DEFF Research Database (Denmark)
Abou-Zleikha, Mohamed; Shaker, Noor; Christensen, Mads Græsbøll
2015-01-01
This paper introduces a novel approach for pairwise preference learning through combining an evolutionary method with Multivariate Adaptive Regression Spline (MARS). Collecting users' feedback through pairwise preferences is recommended over other ranking approaches as this method is more appealing...... for function approximation as well as being relatively easy to interpret. MARS models are evolved based on their efficiency in learning pairwise data. The method is tested on two datasets that collectively provide pairwise preference data of five cognitive states expressed by users. The method is analysed...
Modeling multivariate time series on manifolds with skew radial basis functions.
Jamshidi, Arta A; Kirby, Michael J
2011-01-01
We present an approach for constructing nonlinear empirical mappings from high-dimensional domains to multivariate ranges. We employ radial basis functions and skew radial basis functions for constructing a model using data that are potentially scattered or sparse. The algorithm progresses iteratively, adding a new function at each step to refine the model. The placement of the functions is driven by a statistical hypothesis test that accounts for correlation in the multivariate range variables. The test is applied on training and validation data and reveals nonstatistical or geometric structure when it fails. At each step, the added function is fit to data contained in a spatiotemporally defined local region to determine the parameters--in particular, the scale of the local model. The scale of the function is determined by the zero crossings of the autocorrelation function of the residuals. The model parameters and the number of basis functions are determined automatically from the given data, and there is no need to initialize any ad hoc parameters save for the selection of the skew radial basis functions. Compactly supported skew radial basis functions are employed to improve model accuracy, order, and convergence properties. The extension of the algorithm to higher-dimensional ranges produces reduced-order models by exploiting the existence of correlation in the range variable data. Structure is tested not just in a single time series but between all pairs of time series. We illustrate the new methodologies using several illustrative problems, including modeling data on manifolds and the prediction of chaotic time series.
Up-scaling of multi-variable flood loss models from objects to land use units at the meso-scale
Directory of Open Access Journals (Sweden)
H. Kreibich
2016-05-01
Full Text Available Flood risk management increasingly relies on risk analyses, including loss modelling. Most of the flood loss models usually applied in standard practice have in common that complex damaging processes are described by simple approaches like stage-damage functions. Novel multi-variable models significantly improve loss estimation on the micro-scale and may also be advantageous for large-scale applications. However, more input parameters also reveal additional uncertainty, even more in upscaling procedures for meso-scale applications, where the parameters need to be estimated on a regional area-wide basis. To gain more knowledge about challenges associated with the up-scaling of multi-variable flood loss models the following approach is applied: Single- and multi-variable micro-scale flood loss models are up-scaled and applied on the meso-scale, namely on basis of ATKIS land-use units. Application and validation is undertaken in 19 municipalities, which were affected during the 2002 flood by the River Mulde in Saxony, Germany by comparison to official loss data provided by the Saxon Relief Bank (SAB.In the meso-scale case study based model validation, most multi-variable models show smaller errors than the uni-variable stage-damage functions. The results show the suitability of the up-scaling approach, and, in accordance with micro-scale validation studies, that multi-variable models are an improvement in flood loss modelling also on the meso-scale. However, uncertainties remain high, stressing the importance of uncertainty quantification. Thus, the development of probabilistic loss models, like BT-FLEMO used in this study, which inherently provide uncertainty information are the way forward.
Multivariate Frequency-Severity Regression Models in Insurance
Directory of Open Access Journals (Sweden)
Edward W. Frees
2016-02-01
Full Text Available In insurance and related industries including healthcare, it is common to have several outcome measures that the analyst wishes to understand using explanatory variables. For example, in automobile insurance, an accident may result in payments for damage to one’s own vehicle, damage to another party’s vehicle, or personal injury. It is also common to be interested in the frequency of accidents in addition to the severity of the claim amounts. This paper synthesizes and extends the literature on multivariate frequency-severity regression modeling with a focus on insurance industry applications. Regression models for understanding the distribution of each outcome continue to be developed yet there now exists a solid body of literature for the marginal outcomes. This paper contributes to this body of literature by focusing on the use of a copula for modeling the dependence among these outcomes; a major advantage of this tool is that it preserves the body of work established for marginal models. We illustrate this approach using data from the Wisconsin Local Government Property Insurance Fund. This fund offers insurance protection for (i property; (ii motor vehicle; and (iii contractors’ equipment claims. In addition to several claim types and frequency-severity components, outcomes can be further categorized by time and space, requiring complex dependency modeling. We find significant dependencies for these data; specifically, we find that dependencies among lines are stronger than the dependencies between the frequency and average severity within each line.
Multivariate Birnbaum-Saunders Distributions: Modelling and Applications
Directory of Open Access Journals (Sweden)
Robert G. Aykroyd
2018-03-01
Full Text Available Since its origins and numerous applications in material science, the Birnbaum–Saunders family of distributions has now found widespread uses in some areas of the applied sciences such as agriculture, environment and medicine, as well as in quality control, among others. It is able to model varied data behaviour and hence provides a flexible alternative to the most usual distributions. The family includes Birnbaum–Saunders and log-Birnbaum–Saunders distributions in univariate and multivariate versions. There are now well-developed methods for estimation and diagnostics that allow in-depth analyses. This paper gives a detailed review of existing methods and of relevant literature, introducing properties and theoretical results in a systematic way. To emphasise the range of suitable applications, full analyses are included of examples based on regression and diagnostics in material science, spatial data modelling in agricultural engineering and control charts for environmental monitoring. However, potential future uses in new areas such as business, economics, finance and insurance are also discussed. This work is presented to provide a full tool-kit of novel statistical models and methods to encourage other researchers to implement them in these new areas. It is expected that the methods will have the same positive impact in the new areas as they have had elsewhere.
Implementing Modifed Burg Algorithms in Multivariate Subset Autoregressive Modeling
Directory of Open Access Journals (Sweden)
A. Alexandre Trindade
2003-02-01
Full Text Available The large number of parameters in subset vector autoregressive models often leads one to procure fast, simple, and efficient alternatives or precursors to maximum likelihood estimation. We present the solution of the multivariate subset Yule-Walker equations as one such alternative. In recent work, Brockwell, Dahlhaus, and Trindade (2002, show that the Yule-Walker estimators can actually be obtained as a special case of a general recursive Burg-type algorithm. We illustrate the structure of this Algorithm, and discuss its implementation in a high-level programming language. Applications of the Algorithm in univariate and bivariate modeling are showcased in examples. Univariate and bivariate versions of the Algorithm written in Fortran 90 are included in the appendix, and their use illustrated.
Directory of Open Access Journals (Sweden)
J. C. Ochoa-Rivera
2002-01-01
Full Text Available A model for multivariate streamflow generation is presented, based on a multilayer feedforward neural network. The structure of the model results from two components, the neural network (NN deterministic component and a random component which is assumed to be normally distributed. It is from this second component that the model achieves the ability to incorporate effectively the uncertainty associated with hydrological processes, making it valuable as a practical tool for synthetic generation of streamflow series. The NN topology and the corresponding analytical explicit formulation of the model are described in detail. The model is calibrated with a series of monthly inflows to two reservoir sites located in the Tagus River basin (Spain, while validation is performed through estimation of a set of statistics that is relevant for water resources systems planning and management. Among others, drought and storage statistics are computed and compared for both the synthetic and historical series. The performance of the NN-based model was compared to that of a standard autoregressive AR(2 model. Results show that NN represents a promising modelling alternative for simulation purposes, with interesting potential in the context of water resources systems management and optimisation. Keywords: neural networks, perceptron multilayer, error backpropagation, hydrological scenario generation, multivariate time-series..
Fuzzy multivariable control of domestic heat pumps
International Nuclear Information System (INIS)
Underwood, C.P.
2015-01-01
Poor control has been identified as one of the reasons why recent field trials of domestic heat pumps in the UK have produced disappointing results. Most of the technology in use today uses a thermostatically-controlled fixed speed compressor with a mechanical expansion device. This article investigates improved control of these heat pumps through the design and evaluation of a new multivariable fuzzy logic control system utilising a variable speed compressor drive with capacity control linked through to evaporator superheat control. A new dynamic thermal model of a domestic heat pump validated using experimental data forms the basis of the work. The proposed control system is evaluated using median and extreme daily heating demand profiles for a typical UK house compared with a basic thermostatically-controlled alternative. Results show good tracking of the heating temperature and superheat control variables, reduced cycling and an improvement in performance averaging 20%. - Highlights: • A new dynamic model of a domestic heat pump is developed and validated. • A new multivariable fuzzy logic heat pump control system is developed/reported. • The fuzzy controller regulates both plant capacity and evaporator superheat degree. • Thermal buffer storage is also considered as well as compressor cycling. • The new controller shows good variable tracking and a reduction in energy of 20%.
Emulating facial biomechanics using multivariate partial least squares surrogate models.
Wu, Tim; Martens, Harald; Hunter, Peter; Mithraratne, Kumar
2014-11-01
A detailed biomechanical model of the human face driven by a network of muscles is a useful tool in relating the muscle activities to facial deformations. However, lengthy computational times often hinder its applications in practical settings. The objective of this study is to replace precise but computationally demanding biomechanical model by a much faster multivariate meta-model (surrogate model), such that a significant speedup (to real-time interactive speed) can be achieved. Using a multilevel fractional factorial design, the parameter space of the biomechanical system was probed from a set of sample points chosen to satisfy maximal rank optimality and volume filling. The input-output relationship at these sampled points was then statistically emulated using linear and nonlinear, cross-validated, partial least squares regression models. It was demonstrated that these surrogate models can mimic facial biomechanics efficiently and reliably in real-time. Copyright © 2014 John Wiley & Sons, Ltd.
Multivariate meta-analysis: Potential and promise
Jackson, Dan; Riley, Richard; White, Ian R
2011-01-01
The multivariate random effects model is a generalization of the standard univariate model. Multivariate meta-analysis is becoming more commonly used and the techniques and related computer software, although continually under development, are now in place. In order to raise awareness of the multivariate methods, and discuss their advantages and disadvantages, we organized a one day ‘Multivariate meta-analysis’ event at the Royal Statistical Society. In addition to disseminating the most recent developments, we also received an abundance of comments, concerns, insights, critiques and encouragement. This article provides a balanced account of the day's discourse. By giving others the opportunity to respond to our assessment, we hope to ensure that the various view points and opinions are aired before multivariate meta-analysis simply becomes another widely used de facto method without any proper consideration of it by the medical statistics community. We describe the areas of application that multivariate meta-analysis has found, the methods available, the difficulties typically encountered and the arguments for and against the multivariate methods, using four representative but contrasting examples. We conclude that the multivariate methods can be useful, and in particular can provide estimates with better statistical properties, but also that these benefits come at the price of making more assumptions which do not result in better inference in every case. Although there is evidence that multivariate meta-analysis has considerable potential, it must be even more carefully applied than its univariate counterpart in practice. Copyright © 2011 John Wiley & Sons, Ltd. PMID:21268052
Forecasting of municipal solid waste quantity in a developing country using multivariate grey models
International Nuclear Information System (INIS)
Intharathirat, Rotchana; Abdul Salam, P.; Kumar, S.; Untong, Akarapong
2015-01-01
Highlights: • Grey model can be used to forecast MSW quantity accurately with the limited data. • Prediction interval overcomes the uncertainty of MSW forecast effectively. • A multivariate model gives accuracy associated with factors affecting MSW quantity. • Population, urbanization, employment and household size play role for MSW quantity. - Abstract: In order to plan, manage and use municipal solid waste (MSW) in a sustainable way, accurate forecasting of MSW generation and composition plays a key role. It is difficult to carry out the reliable estimates using the existing models due to the limited data available in the developing countries. This study aims to forecast MSW collected in Thailand with prediction interval in long term period by using the optimized multivariate grey model which is the mathematical approach. For multivariate models, the representative factors of residential and commercial sectors affecting waste collected are identified, classified and quantified based on statistics and mathematics of grey system theory. Results show that GMC (1, 5), the grey model with convolution integral, is the most accurate with the least error of 1.16% MAPE. MSW collected would increase 1.40% per year from 43,435–44,994 tonnes per day in 2013 to 55,177–56,735 tonnes per day in 2030. This model also illustrates that population density is the most important factor affecting MSW collected, followed by urbanization, proportion employment and household size, respectively. These mean that the representative factors of commercial sector may affect more MSW collected than that of residential sector. Results can help decision makers to develop the measures and policies of waste management in long term period
Forecasting of municipal solid waste quantity in a developing country using multivariate grey models
Energy Technology Data Exchange (ETDEWEB)
Intharathirat, Rotchana, E-mail: rotchana.in@gmail.com [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Abdul Salam, P., E-mail: salam@ait.ac.th [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Kumar, S., E-mail: kumar@ait.ac.th [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Untong, Akarapong, E-mail: akarapong_un@hotmail.com [School of Tourism Development, Maejo University, Chiangmai (Thailand)
2015-05-15
Highlights: • Grey model can be used to forecast MSW quantity accurately with the limited data. • Prediction interval overcomes the uncertainty of MSW forecast effectively. • A multivariate model gives accuracy associated with factors affecting MSW quantity. • Population, urbanization, employment and household size play role for MSW quantity. - Abstract: In order to plan, manage and use municipal solid waste (MSW) in a sustainable way, accurate forecasting of MSW generation and composition plays a key role. It is difficult to carry out the reliable estimates using the existing models due to the limited data available in the developing countries. This study aims to forecast MSW collected in Thailand with prediction interval in long term period by using the optimized multivariate grey model which is the mathematical approach. For multivariate models, the representative factors of residential and commercial sectors affecting waste collected are identified, classified and quantified based on statistics and mathematics of grey system theory. Results show that GMC (1, 5), the grey model with convolution integral, is the most accurate with the least error of 1.16% MAPE. MSW collected would increase 1.40% per year from 43,435–44,994 tonnes per day in 2013 to 55,177–56,735 tonnes per day in 2030. This model also illustrates that population density is the most important factor affecting MSW collected, followed by urbanization, proportion employment and household size, respectively. These mean that the representative factors of commercial sector may affect more MSW collected than that of residential sector. Results can help decision makers to develop the measures and policies of waste management in long term period.
Optimal non-periodic inspection for a multivariate degradation model
Barker, C.T.; Newby, M.J.
2009-01-01
We address the problem of determining inspection and maintenance strategy for a system whose state is described by a multivariate stochastic process. We relax and extend the usual approaches. The system state is a multivariate stochastic process, decisions are based on a performance measure defined
DEFF Research Database (Denmark)
Silvennoinen, Annastiina; Teräsvirta, Timo
In this paper we propose a multivariate GARCH model with a time-varying conditional correlation structure. The new Double Smooth Transition Conditional Correlation GARCH model extends the Smooth Transition Conditional Correlation GARCH model of Silvennoinen and Ter¨asvirta (2005) by including...... another variable according to which the correlations change smoothly between states of constant correlations. A Lagrange multiplier test is derived to test the constancy of correlations against the DSTCC-GARCH model, and another one to test for another transition in the STCC-GARCH framework. In addition......, other specification tests, with the aim of aiding the model building procedure, are considered. Analytical expressions for the test statistics and the required derivatives are provided. The model is applied to a selection of world stock indices, and it is found that time is an important factor affecting...
MULTIVARIATE MODEL FOR CORPORATE BANKRUPTCY PREDICTION IN ROMANIA
Directory of Open Access Journals (Sweden)
Daniel BRÎNDESCU – OLARIU
2016-06-01
Full Text Available The current paper proposes a methodology for bankruptcy prediction applicable for Romanian companies. Low bankruptcy frequencies registered in the past have limited the importance of bankruptcy prediction in Romania. The changes in the economic environment brought by the economic crisis, as well as by the entrance in the European Union, make the availability of performing bankruptcy assessment tools more important than ever before. The proposed methodology is centred on a multivariate model, developed through discriminant analysis. Financial ratios are employed as explanatory variables within the model. The study has included 53,252 yearly financial statements from the period 2007 – 2010, with the state of the companies being monitored until the end of 2012. It thus employs the largest sample ever used in Romanian research in the field of bankruptcy prediction, not targeting high levels of accuracy over isolated samples, but reliability and ease of use over the entire population.
Wang, Chao; Yang, Chuan-sheng
2017-09-01
In this paper, we present a simplified parsimonious higher-order multivariate Markov chain model with new convergence condition. (TPHOMMCM-NCC). Moreover, estimation method of the parameters in TPHOMMCM-NCC is give. Numerical experiments illustrate the effectiveness of TPHOMMCM-NCC.
Multivariate longitudinal data analysis with mixed effects hidden Markov models.
Raffa, Jesse D; Dubin, Joel A
2015-09-01
Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.
Cannon, Alex J.
2018-01-01
Most bias correction algorithms used in climatology, for example quantile mapping, are applied to univariate time series. They neglect the dependence between different variables. Those that are multivariate often correct only limited measures of joint dependence, such as Pearson or Spearman rank correlation. Here, an image processing technique designed to transfer colour information from one image to another—the N-dimensional probability density function transform—is adapted for use as a multivariate bias correction algorithm (MBCn) for climate model projections/predictions of multiple climate variables. MBCn is a multivariate generalization of quantile mapping that transfers all aspects of an observed continuous multivariate distribution to the corresponding multivariate distribution of variables from a climate model. When applied to climate model projections, changes in quantiles of each variable between the historical and projection period are also preserved. The MBCn algorithm is demonstrated on three case studies. First, the method is applied to an image processing example with characteristics that mimic a climate projection problem. Second, MBCn is used to correct a suite of 3-hourly surface meteorological variables from the Canadian Centre for Climate Modelling and Analysis Regional Climate Model (CanRCM4) across a North American domain. Components of the Canadian Forest Fire Weather Index (FWI) System, a complicated set of multivariate indices that characterizes the risk of wildfire, are then calculated and verified against observed values. Third, MBCn is used to correct biases in the spatial dependence structure of CanRCM4 precipitation fields. Results are compared against a univariate quantile mapping algorithm, which neglects the dependence between variables, and two multivariate bias correction algorithms, each of which corrects a different form of inter-variable correlation structure. MBCn outperforms these alternatives, often by a large margin
A primer of multivariate statistics
Harris, Richard J
2014-01-01
Drawing upon more than 30 years of experience in working with statistics, Dr. Richard J. Harris has updated A Primer of Multivariate Statistics to provide a model of balance between how-to and why. This classic text covers multivariate techniques with a taste of latent variable approaches. Throughout the book there is a focus on the importance of describing and testing one's interpretations of the emergent variables that are produced by multivariate analysis. This edition retains its conversational writing style while focusing on classical techniques. The book gives the reader a feel for why
The Dirichlet-Multinomial Model for Multivariate Randomized Response Data and Small Samples
Avetisyan, Marianna; Fox, Jean-Paul
2012-01-01
In survey sampling the randomized response (RR) technique can be used to obtain truthful answers to sensitive questions. Although the individual answers are masked due to the RR technique, individual (sensitive) response rates can be estimated when observing multivariate response data. The beta-binomial model for binary RR data will be generalized…
DEFF Research Database (Denmark)
Bladt, Mogens; Nielsen, Bo Friis
2012-01-01
Laplace transform. In a longer perspective stochastic and statistical analysis for MVME will in particular apply to any of the previously defined distributions. Multivariate gamma distributions have been used in a variety of fields like hydrology, [11], [10], [6], space (wind modeling) [9] reliability [3......Numerous definitions of multivariate exponential and gamma distributions can be retrieved from the literature [4]. These distribtuions belong to the class of Multivariate Matrix-- Exponetial Distributions (MVME) whenever their joint Laplace transform is a rational function. The majority...... of these distributions further belongs to an important subclass of MVME distributions [5, 1] where the multivariate random vector can be interpreted as a number of simultaneously collected rewards during sojourns in a the states of a Markov chain with one absorbing state, the rest of the states being transient. We...
Denis Valle; Benjamin Baiser; Christopher W. Woodall; Robin Chazdon; Jerome. Chave
2014-01-01
We propose a novel multivariate method to analyse biodiversity data based on the Latent Dirichlet Allocation (LDA) model. LDA, a probabilistic model, reduces assemblages to sets of distinct component communities. It produces easily interpretable results, can represent abrupt and gradual changes in composition, accommodates missing data and allows for coherent estimates...
Estimation of Seismic Wavelets Based on the Multivariate Scale Mixture of Gaussians Model
Directory of Open Access Journals (Sweden)
Jing-Huai Gao
2009-12-01
Full Text Available This paper proposes a new method for estimating seismic wavelets. Suppose a seismic wavelet can be modeled by a formula with three free parameters (scale, frequency and phase. We can transform the estimation of the wavelet into determining these three parameters. The phase of the wavelet is estimated by constant-phase rotation to the seismic signal, while the other two parameters are obtained by the Higher-order Statistics (HOS (fourth-order cumulant matching method. In order to derive the estimator of the Higher-order Statistics (HOS, the multivariate scale mixture of Gaussians (MSMG model is applied to formulating the multivariate joint probability density function (PDF of the seismic signal. By this way, we can represent HOS as a polynomial function of second-order statistics to improve the anti-noise performance and accuracy. In addition, the proposed method can work well for short time series.
Shao, Q; Rowe, R C; York, P
2007-06-01
This study has investigated an artificial intelligence technology - model trees - as a modelling tool applied to an immediate release tablet formulation database. The modelling performance was compared with artificial neural networks that have been well established and widely applied in the pharmaceutical product formulation fields. The predictability of generated models was validated on unseen data and judged by correlation coefficient R(2). Output from the model tree analyses produced multivariate linear equations which predicted tablet tensile strength, disintegration time, and drug dissolution profiles of similar quality to neural network models. However, additional and valuable knowledge hidden in the formulation database was extracted from these equations. It is concluded that, as a transparent technology, model trees are useful tools to formulators.
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri
We introduce a multivariate GARCH model that utilizes and models realized measures of volatility and covolatility. The realized measures extract information contained in high-frequency data that is particularly beneficial during periods with variation in volatility and covolatility. Applying the ...
Lourenço, Vera; Herdling, Thorsten; Reich, Gabriele; Menezes, José C; Lochmann, Dirk
2011-08-01
A set of 192 fluid bed granulation batches at industrial scale were in-line monitored using microwave resonance technology (MRT) to determine moisture, temperature and density of the granules. Multivariate data analysis techniques such as multiway partial least squares (PLS), multiway principal component analysis (PCA) and multivariate batch control charts were applied onto collected batch data sets. The combination of all these techniques, along with off-line particle size measurements, led to significantly increased process understanding. A seasonality effect could be put into evidence that impacted further processing through its influence on the final granule size. Moreover, it was demonstrated by means of a PLS that a relation between the particle size and the MRT measurements can be quantitatively defined, highlighting a potential ability of the MRT sensor to predict information about the final granule size. This study has contributed to improve a fluid bed granulation process, and the process knowledge obtained shows that the product quality can be built in process design, following Quality by Design (QbD) and Process Analytical Technology (PAT) principles. Copyright © 2011. Published by Elsevier B.V.
International Nuclear Information System (INIS)
Weathers, J.B.; Luck, R.; Weathers, J.W.
2009-01-01
The complexity of mathematical models used by practicing engineers is increasing due to the growing availability of sophisticated mathematical modeling tools and ever-improving computational power. For this reason, the need to define a well-structured process for validating these models against experimental results has become a pressing issue in the engineering community. This validation process is partially characterized by the uncertainties associated with the modeling effort as well as the experimental results. The net impact of the uncertainties on the validation effort is assessed through the 'noise level of the validation procedure', which can be defined as an estimate of the 95% confidence uncertainty bounds for the comparison error between actual experimental results and model-based predictions of the same quantities of interest. Although general descriptions associated with the construction of the noise level using multivariate statistics exists in the literature, a detailed procedure outlining how to account for the systematic and random uncertainties is not available. In this paper, the methodology used to derive the covariance matrix associated with the multivariate normal pdf based on random and systematic uncertainties is examined, and a procedure used to estimate this covariance matrix using Monte Carlo analysis is presented. The covariance matrices are then used to construct approximate 95% confidence constant probability contours associated with comparison error results for a practical example. In addition, the example is used to show the drawbacks of using a first-order sensitivity analysis when nonlinear local sensitivity coefficients exist. Finally, the example is used to show the connection between the noise level of the validation exercise calculated using multivariate and univariate statistics.
Energy Technology Data Exchange (ETDEWEB)
Weathers, J.B. [Shock, Noise, and Vibration Group, Northrop Grumman Shipbuilding, P.O. Box 149, Pascagoula, MS 39568 (United States)], E-mail: James.Weathers@ngc.com; Luck, R. [Department of Mechanical Engineering, Mississippi State University, 210 Carpenter Engineering Building, P.O. Box ME, Mississippi State, MS 39762-5925 (United States)], E-mail: Luck@me.msstate.edu; Weathers, J.W. [Structural Analysis Group, Northrop Grumman Shipbuilding, P.O. Box 149, Pascagoula, MS 39568 (United States)], E-mail: Jeffrey.Weathers@ngc.com
2009-11-15
The complexity of mathematical models used by practicing engineers is increasing due to the growing availability of sophisticated mathematical modeling tools and ever-improving computational power. For this reason, the need to define a well-structured process for validating these models against experimental results has become a pressing issue in the engineering community. This validation process is partially characterized by the uncertainties associated with the modeling effort as well as the experimental results. The net impact of the uncertainties on the validation effort is assessed through the 'noise level of the validation procedure', which can be defined as an estimate of the 95% confidence uncertainty bounds for the comparison error between actual experimental results and model-based predictions of the same quantities of interest. Although general descriptions associated with the construction of the noise level using multivariate statistics exists in the literature, a detailed procedure outlining how to account for the systematic and random uncertainties is not available. In this paper, the methodology used to derive the covariance matrix associated with the multivariate normal pdf based on random and systematic uncertainties is examined, and a procedure used to estimate this covariance matrix using Monte Carlo analysis is presented. The covariance matrices are then used to construct approximate 95% confidence constant probability contours associated with comparison error results for a practical example. In addition, the example is used to show the drawbacks of using a first-order sensitivity analysis when nonlinear local sensitivity coefficients exist. Finally, the example is used to show the connection between the noise level of the validation exercise calculated using multivariate and univariate statistics.
An Exact Confidence Region in Multivariate Calibration
Mathew, Thomas; Kasala, Subramanyam
1994-01-01
In the multivariate calibration problem using a multivariate linear model, an exact confidence region is constructed. It is shown that the region is always nonempty and is invariant under nonsingular transformations.
Energy consumption and economic growth in New Zealand: Results of trivariate and multivariate models
International Nuclear Information System (INIS)
Bartleet, Matthew; Gounder, Rukmani
2010-01-01
This study examines the energy consumption-growth nexus in New Zealand. Causal linkages between energy and macroeconomic variables are investigated using trivariate demand-side and multivariate production models. Long run and short run relationships are estimated for the period 1960-2004. The estimated results of demand model reveal a long run relationship between energy consumption, real GDP and energy prices. The short run results indicate that real GDP Granger-causes energy consumption without feedback, consistent with the proposition that energy demand is a derived demand. Energy prices are found to be significant for energy consumption outcomes. Production model results indicate a long run relationship between real GDP, energy consumption and employment. The Granger-causality is found from real GDP to energy consumption, providing additional evidence to support the neoclassical proposition that energy consumption in New Zealand is fundamentally driven by economic activities. Inclusion of capital in the multivariate production model shows short run causality from capital to energy consumption. Also, changes in real GDP and employment have significant predictive power for changes in real capital.
Matrix-based introduction to multivariate data analysis
Adachi, Kohei
2016-01-01
This book enables readers who may not be familiar with matrices to understand a variety of multivariate analysis procedures in matrix forms. Another feature of the book is that it emphasizes what model underlies a procedure and what objective function is optimized for fitting the model to data. The author believes that the matrix-based learning of such models and objective functions is the fastest way to comprehend multivariate data analysis. The text is arranged so that readers can intuitively capture the purposes for which multivariate analysis procedures are utilized: plain explanations of the purposes with numerical examples precede mathematical descriptions in almost every chapter. This volume is appropriate for undergraduate students who already have studied introductory statistics. Graduate students and researchers who are not familiar with matrix-intensive formulations of multivariate data analysis will also find the book useful, as it is based on modern matrix formulations with a special emphasis on ...
Multivariate max-stable spatial processes
Genton, Marc G.; Padoan, S. A.; Sang, H.
2015-01-01
Max-stable processes allow the spatial dependence of extremes to be modelled and quantified, so they are widely adopted in applications. For a better understanding of extremes, it may be useful to study several variables simultaneously. To this end, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. We define a Poisson process construction and introduce multivariate versions of the Smith Gaussian extreme-value, the Schlather extremal-Gaussian and extremal-t, and the Brown–Resnick models. We develop inference for the models based on composite likelihoods. We present results of Monte Carlo simulations and an application to daily maximum wind speed and wind gust.
Multivariate max-stable spatial processes
Genton, Marc G.
2015-02-11
Max-stable processes allow the spatial dependence of extremes to be modelled and quantified, so they are widely adopted in applications. For a better understanding of extremes, it may be useful to study several variables simultaneously. To this end, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. We define a Poisson process construction and introduce multivariate versions of the Smith Gaussian extreme-value, the Schlather extremal-Gaussian and extremal-t, and the Brown–Resnick models. We develop inference for the models based on composite likelihoods. We present results of Monte Carlo simulations and an application to daily maximum wind speed and wind gust.
R.W. Wingbermühle (Roel); E. van Trijffel (Emiel); Nelissen, P.M. (Paul M.); B.W. Koes (Bart); A.P. Verhagen (Arianne)
2017-01-01
markdownabstractQuestion: Which multivariable prognostic model(s) for recovery in people with neck pain can be used in primary care? Design: Systematic review of studies evaluating multivariable prognostic models. Participants: People with non-specific neck pain presenting at primary care.
Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models.
Nortey, Ezekiel Nn; Ngoh, Delali D; Doku-Amponsah, Kwabena; Ofori-Boateng, Kenneth
2015-01-01
This paper was aimed at investigating the volatility and conditional relationship among inflation rates, exchange rates and interest rates as well as to construct a model using multivariate GARCH DCC and BEKK models using Ghana data from January 1990 to December 2013. The study revealed that the cumulative depreciation of the cedi to the US dollar from 1990 to 2013 is 7,010.2% and the yearly weighted depreciation of the cedi to the US dollar for the period is 20.4%. There was evidence that, the fact that inflation rate was stable, does not mean that exchange rates and interest rates are expected to be stable. Rather, when the cedi performs well on the forex, inflation rates and interest rates react positively and become stable in the long run. The BEKK model is robust to modelling and forecasting volatility of inflation rates, exchange rates and interest rates. The DCC model is robust to model the conditional and unconditional correlation among inflation rates, exchange rates and interest rates. The BEKK model, which forecasted high exchange rate volatility for the year 2014, is very robust for modelling the exchange rates in Ghana. The mean equation of the DCC model is also robust to forecast inflation rates in Ghana.
Xu, Min; Zhang, Lei; Yue, Hong-Shui; Pang, Hong-Wei; Ye, Zheng-Liang; Ding, Li
2017-10-01
To establish an on-line monitoring method for extraction process of Schisandrae Chinensis Fructus, the formula medicinal material of Yiqi Fumai lyophilized injection by combining near infrared spectroscopy with multi-variable data analysis technology. The multivariate statistical process control (MSPC) model was established based on 5 normal batches in production and 2 test batches were monitored by PC scores, DModX and Hotelling T2 control charts. The results showed that MSPC model had a good monitoring ability for the extraction process. The application of the MSPC model to actual production process could effectively achieve on-line monitoring for extraction process of Schisandrae Chinensis Fructus, and can reflect the change of material properties in the production process in real time. This established process monitoring method could provide reference for the application of process analysis technology in the process quality control of traditional Chinese medicine injections. Copyright© by the Chinese Pharmaceutical Association.
Models and analysis for multivariate failure time data
Shih, Joanna Huang
The goal of this research is to develop and investigate models and analytic methods for multivariate failure time data. We compare models in terms of direct modeling of the margins, flexibility of dependency structure, local vs. global measures of association, and ease of implementation. In particular, we study copula models, and models produced by right neutral cumulative hazard functions and right neutral hazard functions. We examine the changes of association over time for families of bivariate distributions induced from these models by displaying their density contour plots, conditional density plots, correlation curves of Doksum et al, and local cross ratios of Oakes. We know that bivariate distributions with same margins might exhibit quite different dependency structures. In addition to modeling, we study estimation procedures. For copula models, we investigate three estimation procedures. the first procedure is full maximum likelihood. The second procedure is two-stage maximum likelihood. At stage 1, we estimate the parameters in the margins by maximizing the marginal likelihood. At stage 2, we estimate the dependency structure by fixing the margins at the estimated ones. The third procedure is two-stage partially parametric maximum likelihood. It is similar to the second procedure, but we estimate the margins by the Kaplan-Meier estimate. We derive asymptotic properties for these three estimation procedures and compare their efficiency by Monte-Carlo simulations and direct computations. For models produced by right neutral cumulative hazards and right neutral hazards, we derive the likelihood and investigate the properties of the maximum likelihood estimates. Finally, we develop goodness of fit tests for the dependency structure in the copula models. We derive a test statistic and its asymptotic properties based on the test of homogeneity of Zelterman and Chen (1988), and a graphical diagnostic procedure based on the empirical Bayes approach. We study the
Development of multivariate NTCP models for radiation-induced hypothyroidism: a comparative analysis
International Nuclear Information System (INIS)
Cella, Laura; Liuzzi, Raffaele; Conson, Manuel; D’Avino, Vittoria; Salvatore, Marco; Pacelli, Roberto
2012-01-01
Hypothyroidism is a frequent late side effect of radiation therapy of the cervical region. Purpose of this work is to develop multivariate normal tissue complication probability (NTCP) models for radiation-induced hypothyroidism (RHT) and to compare them with already existing NTCP models for RHT. Fifty-three patients treated with sequential chemo-radiotherapy for Hodgkin’s lymphoma (HL) were retrospectively reviewed for RHT events. Clinical information along with thyroid gland dose distribution parameters were collected and their correlation to RHT was analyzed by Spearman’s rank correlation coefficient (Rs). Multivariate logistic regression method using resampling methods (bootstrapping) was applied to select model order and parameters for NTCP modeling. Model performance was evaluated through the area under the receiver operating characteristic curve (AUC). Models were tested against external published data on RHT and compared with other published NTCP models. If we express the thyroid volume exceeding X Gy as a percentage (V x (%)), a two-variable NTCP model including V 30 (%) and gender resulted to be the optimal predictive model for RHT (Rs = 0.615, p < 0.001. AUC = 0.87). Conversely, if absolute thyroid volume exceeding X Gy (V x (cc)) was analyzed, an NTCP model based on 3 variables including V 30 (cc), thyroid gland volume and gender was selected as the most predictive model (Rs = 0.630, p < 0.001. AUC = 0.85). The three-variable model performs better when tested on an external cohort characterized by large inter-individuals variation in thyroid volumes (AUC = 0.914, 95% CI 0.760–0.984). A comparable performance was found between our model and that proposed in the literature based on thyroid gland mean dose and volume (p = 0.264). The absolute volume of thyroid gland exceeding 30 Gy in combination with thyroid gland volume and gender provide an NTCP model for RHT with improved prediction capability not only within our patient population but also in an
Reduced Multivariate Polynomial Model for Manufacturing Costs Estimation of Piping Elements
Directory of Open Access Journals (Sweden)
Nibaldo Rodriguez
2013-01-01
Full Text Available This paper discusses the development and evaluation of an estimation model of manufacturing costs of piping elements through the application of a Reduced Multivariate Polynomial (RMP. The model allows obtaining accurate estimations, even when enough and adequate information is not available. This situation typically occurs in the early stages of the design process of industrial products. The experimental evaluations show that the approach is capable, with a low complexity, of reducing uncertainties and to predict costs with significant precision. Comparisons with a neural network showed also that the RMP performs better considering a set of classical performance measures with the corresponding lower complexity and higher accuracy.
A multivariate fall risk assessment model for VHA nursing homes using the minimum data set.
French, Dustin D; Werner, Dennis C; Campbell, Robert R; Powell-Cope, Gail M; Nelson, Audrey L; Rubenstein, Laurence Z; Bulat, Tatjana; Spehar, Andrea M
2007-02-01
The purpose of this study was to develop a multivariate fall risk assessment model beyond the current fall Resident Assessment Protocol (RAP) triggers for nursing home residents using the Minimum Data Set (MDS). Retrospective, clustered secondary data analysis. National Veterans Health Administration (VHA) long-term care nursing homes (N = 136). The study population consisted of 6577 national VHA nursing home residents who had an annual assessment during FY 2005, identified from the MDS, as well as an earlier annual or admission assessment within a 1-year look-back period. A dichotomous multivariate model of nursing home residents coded with a fall on selected fall risk characteristics from the MDS, estimated with general estimation equations (GEE). There were 17 170 assessments corresponding to 6577 long-term care nursing home residents. The increased odds ratio (OR) of being classified as a faller relative to the omitted "dependent" category of activities of daily living (ADL) ranged from OR = 1.35 for "limited" ADL category up to OR = 1.57 for "extensive-2" ADL (P canes, walkers, or crutches, or the use of wheelchairs increases the odds of being a faller (OR = 1.17, P falls in long-term care settings. The model incorporated an ADL index and adjusted for case mix by including only long-term care nursing home residents. The study offers clinicians practical estimates by combining multiple univariate MDS elements in an empirically based, multivariate fall risk assessment model.
Hidden Markov latent variable models with multivariate longitudinal data.
Song, Xinyuan; Xia, Yemao; Zhu, Hongtu
2017-03-01
Cocaine addiction is chronic and persistent, and has become a major social and health problem in many countries. Existing studies have shown that cocaine addicts often undergo episodic periods of addiction to, moderate dependence on, or swearing off cocaine. Given its reversible feature, cocaine use can be formulated as a stochastic process that transits from one state to another, while the impacts of various factors, such as treatment received and individuals' psychological problems on cocaine use, may vary across states. This article develops a hidden Markov latent variable model to study multivariate longitudinal data concerning cocaine use from a California Civil Addict Program. The proposed model generalizes conventional latent variable models to allow bidirectional transition between cocaine-addiction states and conventional hidden Markov models to allow latent variables and their dynamic interrelationship. We develop a maximum-likelihood approach, along with a Monte Carlo expectation conditional maximization (MCECM) algorithm, to conduct parameter estimation. The asymptotic properties of the parameter estimates and statistics for testing the heterogeneity of model parameters are investigated. The finite sample performance of the proposed methodology is demonstrated by simulation studies. The application to cocaine use study provides insights into the prevention of cocaine use. © 2016, The International Biometric Society.
Inference of reactive transport model parameters using a Bayesian multivariate approach
Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick
2014-08-01
Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.
Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models
Liang, Yuli
2015-01-01
This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. We derive two covariance structures under two different invariance restrictions. The obtained covariance structures reflect both circularity and exchangeability present in the data....
Exploring the potential of multivariate depth-damage and rainfall-damage models
DEFF Research Database (Denmark)
van Ootegem, Luc; van Herck, K.; Creten, T.
2018-01-01
In Europe, floods are among the natural catastrophes that cause the largest economic damage. This article explores the potential of two distinct types of multivariate flood damage models: ‘depth-damage’ models and ‘rainfall-damage’ models. We use survey data of 346 Flemish households that were...... victim of pluvial floods complemented with rainfall data from both rain gauges and weather radars. In the econometrical analysis, a Tobit estimation technique is used to deal with the issue of zero damage observations. The results show that in the ‘depth-damage’ models flood depth has a significant...... impact on the damage. In the ‘rainfall-damage’ models there is a significant impact of rainfall accumulation on the damage when using the gauge rainfall data as predictor, but not when using the radar rainfall data. Finally, non-hazard indicators are found to be important for explaining pluvial flood...
Multivariate Analysis and Machine Learning in Cerebral Palsy Research.
Zhang, Jing
2017-01-01
Cerebral palsy (CP), a common pediatric movement disorder, causes the most severe physical disability in children. Early diagnosis in high-risk infants is critical for early intervention and possible early recovery. In recent years, multivariate analytic and machine learning (ML) approaches have been increasingly used in CP research. This paper aims to identify such multivariate studies and provide an overview of this relatively young field. Studies reviewed in this paper have demonstrated that multivariate analytic methods are useful in identification of risk factors, detection of CP, movement assessment for CP prediction, and outcome assessment, and ML approaches have made it possible to automatically identify movement impairments in high-risk infants. In addition, outcome predictors for surgical treatments have been identified by multivariate outcome studies. To make the multivariate and ML approaches useful in clinical settings, further research with large samples is needed to verify and improve these multivariate methods in risk factor identification, CP detection, movement assessment, and outcome evaluation or prediction. As multivariate analysis, ML and data processing technologies advance in the era of Big Data of this century, it is expected that multivariate analysis and ML will play a bigger role in improving the diagnosis and treatment of CP to reduce mortality and morbidity rates, and enhance patient care for children with CP.
Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.
2018-05-01
Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.
Multivariable control in nuclear power stations
International Nuclear Information System (INIS)
Parent, M.; McMorran, P.D.
1982-11-01
Multivariable methods have the potential to improve the control of large systems such as nuclear power stations. Linear-quadratic optimal control is a multivariable method based on the minimization of a cost function. A related technique leads to the Kalman filter for estimation of plant state from noisy measurements. A design program for optimal control and Kalman filtering has been developed as part of a computer-aided design package for multivariable control systems. The method is demonstrated on a model of a nuclear steam generator, and simulated results are presented
Molenaar, P.C.M.
1987-01-01
Outlines a frequency domain analysis of the dynamic factor model and proposes a solution to the problem of constructing a causal filter of lagged factor loadings. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic
Directory of Open Access Journals (Sweden)
Yang Yu
2013-01-01
Full Text Available Based on a brief review on current harmonics generation mechanism for grid-connected inverter under distorted grid voltage, the harmonic disturbances and uncertain items are immersed into the original state-space differential equation of grid-connected inverter. A new algorithm of global current harmonic rejection based on nonlinear backstepping control with multivariable internal model principle is proposed for grid-connected inverter with exogenous disturbances and uncertainties. A type of multivariable internal model for a class of nonlinear harmonic disturbances is constructed. Based on application of backstepping control law of the nominal system, a multivariable adaptive state feedback controller combined with multivariable internal model and adaptive control law is designed to guarantee the closed-loop system globally uniformly bounded, which is proved by a constructed Lyapunov function. The presented algorithm extends rejection of nonlinear single-input systems to multivariable globally defined normal form, the correctness and effectiveness of which are verified by the simulation results.
International Nuclear Information System (INIS)
Bwo-Nung Huang; National Chia-Yi University; Hwang, M.J.; Hsiao-Ping Peng
2005-01-01
This paper applies the multivariate threshold model to investigate the impacts of an oil price change and its volatility on economic activities (changes in industrial production and real stock returns). The statistical test on the existence of a threshold effect indicates that a threshold value does exist. Using monthly data of the US, Canada, and Japan during the period from 1970 to 2002, we conclude: (i) the optimal threshold level seems to vary according to how an economy depends on imported oil and the attitude towards adopting energy-saving technology; (ii) an oil price change or its volatility has a limited impact on the economies if the change is below the threshold levels; (iii) if the change is above threshold levels, it appears that the change in oil price better explains macroeconomic variables than the volatility of the oil price; and (iv) if the change is above threshold levels, a change in oil price or its volatility explains the model better than the real interest rate. (author)
Meeker, Daniella; Jiang, Xiaoqian; Matheny, Michael E; Farcas, Claudiu; D'Arcy, Michel; Pearlman, Laura; Nookala, Lavanya; Day, Michele E; Kim, Katherine K; Kim, Hyeoneui; Boxwala, Aziz; El-Kareh, Robert; Kuo, Grace M; Resnic, Frederic S; Kesselman, Carl; Ohno-Machado, Lucila
2015-11-01
Centralized and federated models for sharing data in research networks currently exist. To build multivariate data analysis for centralized networks, transfer of patient-level data to a central computation resource is necessary. The authors implemented distributed multivariate models for federated networks in which patient-level data is kept at each site and data exchange policies are managed in a study-centric manner. The objective was to implement infrastructure that supports the functionality of some existing research networks (e.g., cohort discovery, workflow management, and estimation of multivariate analytic models on centralized data) while adding additional important new features, such as algorithms for distributed iterative multivariate models, a graphical interface for multivariate model specification, synchronous and asynchronous response to network queries, investigator-initiated studies, and study-based control of staff, protocols, and data sharing policies. Based on the requirements gathered from statisticians, administrators, and investigators from multiple institutions, the authors developed infrastructure and tools to support multisite comparative effectiveness studies using web services for multivariate statistical estimation in the SCANNER federated network. The authors implemented massively parallel (map-reduce) computation methods and a new policy management system to enable each study initiated by network participants to define the ways in which data may be processed, managed, queried, and shared. The authors illustrated the use of these systems among institutions with highly different policies and operating under different state laws. Federated research networks need not limit distributed query functionality to count queries, cohort discovery, or independently estimated analytic models. Multivariate analyses can be efficiently and securely conducted without patient-level data transport, allowing institutions with strict local data storage
Multivariate Process Control with Autocorrelated Data
DEFF Research Database (Denmark)
Kulahci, Murat
2011-01-01
As sensor and computer technology continues to improve, it becomes a normal occurrence that we confront with high dimensional data sets. As in many areas of industrial statistics, this brings forth various challenges in statistical process control and monitoring. This new high dimensional data...... often exhibit not only cross-‐correlation among the quality characteristics of interest but also serial dependence as a consequence of high sampling frequency and system dynamics. In practice, the most common method of monitoring multivariate data is through what is called the Hotelling’s T2 statistic....... In this paper, we discuss the effect of autocorrelation (when it is ignored) on multivariate control charts based on these methods and provide some practical suggestions and remedies to overcome this problem....
Multivariate Analysis and Machine Learning in Cerebral Palsy Research
Directory of Open Access Journals (Sweden)
Jing Zhang
2017-12-01
Full Text Available Cerebral palsy (CP, a common pediatric movement disorder, causes the most severe physical disability in children. Early diagnosis in high-risk infants is critical for early intervention and possible early recovery. In recent years, multivariate analytic and machine learning (ML approaches have been increasingly used in CP research. This paper aims to identify such multivariate studies and provide an overview of this relatively young field. Studies reviewed in this paper have demonstrated that multivariate analytic methods are useful in identification of risk factors, detection of CP, movement assessment for CP prediction, and outcome assessment, and ML approaches have made it possible to automatically identify movement impairments in high-risk infants. In addition, outcome predictors for surgical treatments have been identified by multivariate outcome studies. To make the multivariate and ML approaches useful in clinical settings, further research with large samples is needed to verify and improve these multivariate methods in risk factor identification, CP detection, movement assessment, and outcome evaluation or prediction. As multivariate analysis, ML and data processing technologies advance in the era of Big Data of this century, it is expected that multivariate analysis and ML will play a bigger role in improving the diagnosis and treatment of CP to reduce mortality and morbidity rates, and enhance patient care for children with CP.
Kim, Sungduk; Chen, Ming-Hui; Ibrahim, Joseph G; Shah, Arvind K; Lin, Jianxin
2013-10-15
In this paper, we propose a class of Box-Cox transformation regression models with multidimensional random effects for analyzing multivariate responses for individual patient data in meta-analysis. Our modeling formulation uses a multivariate normal response meta-analysis model with multivariate random effects, in which each response is allowed to have its own Box-Cox transformation. Prior distributions are specified for the Box-Cox transformation parameters as well as the regression coefficients in this complex model, and the deviance information criterion is used to select the best transformation model. Because the model is quite complex, we develop a novel Monte Carlo Markov chain sampling scheme to sample from the joint posterior of the parameters. This model is motivated by a very rich dataset comprising 26 clinical trials involving cholesterol-lowering drugs where the goal is to jointly model the three-dimensional response consisting of low density lipoprotein cholesterol (LDL-C), high density lipoprotein cholesterol (HDL-C), and triglycerides (TG) (LDL-C, HDL-C, TG). Because the joint distribution of (LDL-C, HDL-C, TG) is not multivariate normal and in fact quite skewed, a Box-Cox transformation is needed to achieve normality. In the clinical literature, these three variables are usually analyzed univariately; however, a multivariate approach would be more appropriate because these variables are correlated with each other. We carry out a detailed analysis of these data by using the proposed methodology. Copyright © 2013 John Wiley & Sons, Ltd.
Kim, Sungduk; Chen, Ming-Hui; Ibrahim, Joseph G.; Shah, Arvind K.; Lin, Jianxin
2013-01-01
In this paper, we propose a class of Box-Cox transformation regression models with multidimensional random effects for analyzing multivariate responses for individual patient data (IPD) in meta-analysis. Our modeling formulation uses a multivariate normal response meta-analysis model with multivariate random effects, in which each response is allowed to have its own Box-Cox transformation. Prior distributions are specified for the Box-Cox transformation parameters as well as the regression coefficients in this complex model, and the Deviance Information Criterion (DIC) is used to select the best transformation model. Since the model is quite complex, a novel Monte Carlo Markov chain (MCMC) sampling scheme is developed to sample from the joint posterior of the parameters. This model is motivated by a very rich dataset comprising 26 clinical trials involving cholesterol lowering drugs where the goal is to jointly model the three dimensional response consisting of Low Density Lipoprotein Cholesterol (LDL-C), High Density Lipoprotein Cholesterol (HDL-C), and Triglycerides (TG) (LDL-C, HDL-C, TG). Since the joint distribution of (LDL-C, HDL-C, TG) is not multivariate normal and in fact quite skewed, a Box-Cox transformation is needed to achieve normality. In the clinical literature, these three variables are usually analyzed univariately: however, a multivariate approach would be more appropriate since these variables are correlated with each other. A detailed analysis of these data is carried out using the proposed methodology. PMID:23580436
Multivariate survival analysis and competing risks
Crowder, Martin J
2012-01-01
Multivariate Survival Analysis and Competing Risks introduces univariate survival analysis and extends it to the multivariate case. It covers competing risks and counting processes and provides many real-world examples, exercises, and R code. The text discusses survival data, survival distributions, frailty models, parametric methods, multivariate data and distributions, copulas, continuous failure, parametric likelihood inference, and non- and semi-parametric methods. There are many books covering survival analysis, but very few that cover the multivariate case in any depth. Written for a graduate-level audience in statistics/biostatistics, this book includes practical exercises and R code for the examples. The author is renowned for his clear writing style, and this book continues that trend. It is an excellent reference for graduate students and researchers looking for grounding in this burgeoning field of research.
Matos, Larissa A.; Bandyopadhyay, Dipankar; Castro, Luis M.; Lachos, Victor H.
2015-01-01
In biomedical studies on HIV RNA dynamics, viral loads generate repeated measures that are often subjected to upper and lower detection limits, and hence these responses are either left- or right-censored. Linear and non-linear mixed-effects censored (LMEC/NLMEC) models are routinely used to analyse these longitudinal data, with normality assumptions for the random effects and residual errors. However, the derived inference may not be robust when these underlying normality assumptions are questionable, especially the presence of outliers and thick-tails. Motivated by this, Matos et al. (2013b) recently proposed an exact EM-type algorithm for LMEC/NLMEC models using a multivariate Student’s-t distribution, with closed-form expressions at the E-step. In this paper, we develop influence diagnostics for LMEC/NLMEC models using the multivariate Student’s-t density, based on the conditional expectation of the complete data log-likelihood. This partially eliminates the complexity associated with the approach of Cook (1977, 1986) for censored mixed-effects models. The new methodology is illustrated via an application to a longitudinal HIV dataset. In addition, a simulation study explores the accuracy of the proposed measures in detecting possible influential observations for heavy-tailed censored data under different perturbation and censoring schemes. PMID:26190871
DEFF Research Database (Denmark)
Hansen, T.
The purpose of this Ph.D. thesis is twofold: The first purpose is to devise a new method for application of multivariable controllers in boiler control systems in which they act as optional process optimizing extensions to conventional control systems and in such a way that the safety measures...... mentioned, the concept is applicable to new as well as existing plants. The seccond purpose is to suggest specific methods for experimental modelling and multivariable controller design which are possible to use under the conceptual framework, implement them and test them in a boiler application....
Applied multivariate statistical analysis
Härdle, Wolfgang Karl
2015-01-01
Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added. All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior. All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate ...
Postma, Erik; Siitari, Heli; Schwabl, Hubert; Richner, Heinz; Tschirren, Barbara
2014-03-01
Egg components are important mediators of prenatal maternal effects in birds and other oviparous species. Because different egg components can have opposite effects on offspring phenotype, selection is expected to favour their mutual adjustment, resulting in a significant covariation between egg components within and/or among clutches. Here we tested for such correlations between maternally derived yolk immunoglobulins and yolk androgens in great tit (Parus major) eggs using a multivariate mixed-model approach. We found no association between yolk immunoglobulins and yolk androgens within clutches, indicating that within clutches the two egg components are deposited independently. Across clutches, however, there was a significant negative relationship between yolk immunoglobulins and yolk androgens, suggesting that selection has co-adjusted their deposition. Furthermore, an experimental manipulation of ectoparasite load affected patterns of covariance among egg components. Yolk immunoglobulins are known to play an important role in nestling immune defence shortly after hatching, whereas yolk androgens, although having growth-enhancing effects under many environmental conditions, can be immunosuppressive. We therefore speculate that variation in the risk of parasitism may play an important role in shaping optimal egg composition and may lead to the observed pattern of yolk immunoglobulin and yolk androgen deposition across clutches. More generally, our case study exemplifies how multivariate mixed-model methodology presents a flexible tool to not only quantify, but also test patterns of (co)variation across different organisational levels and environments, allowing for powerful hypothesis testing in ecophysiology.
Multivariate missing data in hydrology - Review and applications
Ben Aissia, Mohamed-Aymen; Chebana, Fateh; Ouarda, Taha B. M. J.
2017-12-01
Water resources planning and management require complete data sets of a number of hydrological variables, such as flood peaks and volumes. However, hydrologists are often faced with the problem of missing data (MD) in hydrological databases. Several methods are used to deal with the imputation of MD. During the last decade, multivariate approaches have gained popularity in the field of hydrology, especially in hydrological frequency analysis (HFA). However, treating the MD remains neglected in the multivariate HFA literature whereas the focus has been mainly on the modeling component. For a complete analysis and in order to optimize the use of data, MD should also be treated in the multivariate setting prior to modeling and inference. Imputation of MD in the multivariate hydrological framework can have direct implications on the quality of the estimation. Indeed, the dependence between the series represents important additional information that can be included in the imputation process. The objective of the present paper is to highlight the importance of treating MD in multivariate hydrological frequency analysis by reviewing and applying multivariate imputation methods and by comparing univariate and multivariate imputation methods. An application is carried out for multiple flood attributes on three sites in order to evaluate the performance of the different methods based on the leave-one-out procedure. The results indicate that, the performance of imputation methods can be improved by adopting the multivariate setting, compared to mean substitution and interpolation methods, especially when using the copula-based approach.
A short note on multivariate dependence modeling
Czech Academy of Sciences Publication Activity Database
Bína, V.; Jiroušek, Radim
2013-01-01
Roč. 49, č. 3 (2013), s. 420-432 ISSN 0023-5954 Grant - others:GA ČR(CZ) GAP403/12/2175 Program:GA Institutional support: RVO:67985556 Keywords : multivariate distribution * dependence * copula Subject RIV: IN - Informatics, Computer Science Impact factor: 0.563, year: 2013 http://library.utia.cas.cz/separaty/2014/MTR/jirousek-0427848.pdf
Multivariate Bias Correction Procedures for Improving Water Quality Predictions from the SWAT Model
Arumugam, S.; Libera, D.
2017-12-01
Water quality observations are usually not available on a continuous basis for longer than 1-2 years at a time over a decadal period given the labor requirements making calibrating and validating mechanistic models difficult. Further, any physical model predictions inherently have bias (i.e., under/over estimation) and require post-simulation techniques to preserve the long-term mean monthly attributes. This study suggests a multivariate bias-correction technique and compares to a common technique in improving the performance of the SWAT model in predicting daily streamflow and TN loads across the southeast based on split-sample validation. The approach is a dimension reduction technique, canonical correlation analysis (CCA) that regresses the observed multivariate attributes with the SWAT model simulated values. The common approach is a regression based technique that uses an ordinary least squares regression to adjust model values. The observed cross-correlation between loadings and streamflow is better preserved when using canonical correlation while simultaneously reducing individual biases. Additionally, canonical correlation analysis does a better job in preserving the observed joint likelihood of observed streamflow and loadings. These procedures were applied to 3 watersheds chosen from the Water Quality Network in the Southeast Region; specifically, watersheds with sufficiently large drainage areas and number of observed data points. The performance of these two approaches are compared for the observed period and over a multi-decadal period using loading estimates from the USGS LOADEST model. Lastly, the CCA technique is applied in a forecasting sense by using 1-month ahead forecasts of P & T from ECHAM4.5 as forcings in the SWAT model. Skill in using the SWAT model for forecasting loadings and streamflow at the monthly and seasonal timescale is also discussed.
Golay, Jean; Kanevski, Mikhaïl
2013-04-01
The present research deals with the exploration and modeling of a complex dataset of 200 measurement points of sediment pollution by heavy metals in Lake Geneva. The fundamental idea was to use multivariate Artificial Neural Networks (ANN) along with geostatistical models and tools in order to improve the accuracy and the interpretability of data modeling. The results obtained with ANN were compared to those of traditional geostatistical algorithms like ordinary (co)kriging and (co)kriging with an external drift. Exploratory data analysis highlighted a great variety of relationships (i.e. linear, non-linear, independence) between the 11 variables of the dataset (i.e. Cadmium, Mercury, Zinc, Copper, Titanium, Chromium, Vanadium and Nickel as well as the spatial coordinates of the measurement points and their depth). Then, exploratory spatial data analysis (i.e. anisotropic variography, local spatial correlations and moving window statistics) was carried out. It was shown that the different phenomena to be modeled were characterized by high spatial anisotropies, complex spatial correlation structures and heteroscedasticity. A feature selection procedure based on General Regression Neural Networks (GRNN) was also applied to create subsets of variables enabling to improve the predictions during the modeling phase. The basic modeling was conducted using a Multilayer Perceptron (MLP) which is a workhorse of ANN. MLP models are robust and highly flexible tools which can incorporate in a nonlinear manner different kind of high-dimensional information. In the present research, the input layer was made of either two (spatial coordinates) or three neurons (when depth as auxiliary information could possibly capture an underlying trend) and the output layer was composed of one (univariate MLP) to eight neurons corresponding to the heavy metals of the dataset (multivariate MLP). MLP models with three input neurons can be referred to as Artificial Neural Networks with EXternal
Multivariate Methods for Meta-Analysis of Genetic Association Studies.
Dimou, Niki L; Pantavou, Katerina G; Braliou, Georgia G; Bagos, Pantelis G
2018-01-01
Multivariate meta-analysis of genetic association studies and genome-wide association studies has received a remarkable attention as it improves the precision of the analysis. Here, we review, summarize and present in a unified framework methods for multivariate meta-analysis of genetic association studies and genome-wide association studies. Starting with the statistical methods used for robust analysis and genetic model selection, we present in brief univariate methods for meta-analysis and we then scrutinize multivariate methodologies. Multivariate models of meta-analysis for a single gene-disease association studies, including models for haplotype association studies, multiple linked polymorphisms and multiple outcomes are discussed. The popular Mendelian randomization approach and special cases of meta-analysis addressing issues such as the assumption of the mode of inheritance, deviation from Hardy-Weinberg Equilibrium and gene-environment interactions are also presented. All available methods are enriched with practical applications and methodologies that could be developed in the future are discussed. Links for all available software implementing multivariate meta-analysis methods are also provided.
International Nuclear Information System (INIS)
Baskaran, Ramesh; Managi, Shunsuke; Bendig, Mirko
2013-01-01
The growing demand for electricity in New Zealand has led to the construction of new hydro-dams or power stations that have had environmental, social and cultural effects. These effects may drive increases in electricity prices, as such prices reflect the cost of running existing power stations as well as building new ones. This study uses Canterbury and Central Otago as case studies because both regions face similar issues in building new hydro-dams and ever-increasing electricity prices that will eventually prompt households to buy power at higher prices. One way for households to respond to these price changes is to generate their own electricity through microgeneration technologies (MGT). The objective of this study is to investigate public perception and preferences regarding MGT and to analyze the factors that influence people’s decision to adopt such new technologies in New Zealand. The study uses a multivariate probit approach to examine households’ willingness to adopt any one MGT system or a combination of the MGT systems. Our findings provide valuable information for policy makers and marketers who wish to promote effective microgeneration technologies. - Highlights: ► We examine New Zealand households’ awareness level for microgeneration technologies (MGT) and empirically explore the factors that determine people’s willingness to adopt for MGT. ► The households are interested and willing to adopt the MGT systems. ► Noticeable heterogeneity exists between groups of households in adopting the MGT. ► No significant regional difference exists in promoting solar hot water policies. ► Public and private sectors incentives are important in promoting the MGT
Djorgovski, S. G.
1994-01-01
We developed a package to process and analyze the data from the digital version of the Second Palomar Sky Survey. This system, called SKICAT, incorporates the latest in machine learning and expert systems software technology, in order to classify the detected objects objectively and uniformly, and facilitate handling of the enormous data sets from digital sky surveys and other sources. The system provides a powerful, integrated environment for the manipulation and scientific investigation of catalogs from virtually any source. It serves three principal functions: image catalog construction, catalog management, and catalog analysis. Through use of the GID3* Decision Tree artificial induction software, SKICAT automates the process of classifying objects within CCD and digitized plate images. To exploit these catalogs, the system also provides tools to merge them into a large, complex database which may be easily queried and modified when new data or better methods of calibrating or classifying become available. The most innovative feature of SKICAT is the facility it provides to experiment with and apply the latest in machine learning technology to the tasks of catalog construction and analysis. SKICAT provides a unique environment for implementing these tools for any number of future scientific purposes. Initial scientific verification and performance tests have been made using galaxy counts and measurements of galaxy clustering from small subsets of the survey data, and a search for very high redshift quasars. All of the tests were successful and produced new and interesting scientific results. Attachments to this report give detailed accounts of the technical aspects of the SKICAT system, and of some of the scientific results achieved to date. We also developed a user-friendly package for multivariate statistical analysis of small and moderate-size data sets, called STATPROG. The package was tested extensively on a number of real scientific applications and has
Djorgovski, S. George
1994-01-01
We developed a package to process and analyze the data from the digital version of the Second Palomar Sky Survey. This system, called SKICAT, incorporates the latest in machine learning and expert systems software technology, in order to classify the detected objects objectively and uniformly, and facilitate handling of the enormous data sets from digital sky surveys and other sources. The system provides a powerful, integrated environment for the manipulation and scientific investigation of catalogs from virtually any source. It serves three principal functions: image catalog construction, catalog management, and catalog analysis. Through use of the GID3* Decision Tree artificial induction software, SKICAT automates the process of classifying objects within CCD and digitized plate images. To exploit these catalogs, the system also provides tools to merge them into a large, complete database which may be easily queried and modified when new data or better methods of calibrating or classifying become available. The most innovative feature of SKICAT is the facility it provides to experiment with and apply the latest in machine learning technology to the tasks of catalog construction and analysis. SKICAT provides a unique environment for implementing these tools for any number of future scientific purposes. Initial scientific verification and performance tests have been made using galaxy counts and measurements of galaxy clustering from small subsets of the survey data, and a search for very high redshift quasars. All of the tests were successful, and produced new and interesting scientific results. Attachments to this report give detailed accounts of the technical aspects for multivariate statistical analysis of small and moderate-size data sets, called STATPROG. The package was tested extensively on a number of real scientific applications, and has produced real, published results.
Web-Based Tools for Modelling and Analysis of Multivariate Data: California Ozone Pollution Activity
Dinov, Ivo D.; Christou, Nicolas
2011-01-01
This article presents a hands-on web-based activity motivated by the relation between human health and ozone pollution in California. This case study is based on multivariate data collected monthly at 20 locations in California between 1980 and 2006. Several strategies and tools for data interrogation and exploratory data analysis, model fitting…
Scale and shape mixtures of multivariate skew-normal distributions
Arellano-Valle, Reinaldo B.
2018-02-26
We introduce a broad and flexible class of multivariate distributions obtained by both scale and shape mixtures of multivariate skew-normal distributions. We present the probabilistic properties of this family of distributions in detail and lay down the theoretical foundations for subsequent inference with this model. In particular, we study linear transformations, marginal distributions, selection representations, stochastic representations and hierarchical representations. We also describe an EM-type algorithm for maximum likelihood estimation of the parameters of the model and demonstrate its implementation on a wind dataset. Our family of multivariate distributions unifies and extends many existing models of the literature that can be seen as submodels of our proposal.
Drunk driving detection based on classification of multivariate time series.
Li, Zhenlong; Jin, Xue; Zhao, Xiaohua
2015-09-01
This paper addresses the problem of detecting drunk driving based on classification of multivariate time series. First, driving performance measures were collected from a test in a driving simulator located in the Traffic Research Center, Beijing University of Technology. Lateral position and steering angle were used to detect drunk driving. Second, multivariate time series analysis was performed to extract the features. A piecewise linear representation was used to represent multivariate time series. A bottom-up algorithm was then employed to separate multivariate time series. The slope and time interval of each segment were extracted as the features for classification. Third, a support vector machine classifier was used to classify driver's state into two classes (normal or drunk) according to the extracted features. The proposed approach achieved an accuracy of 80.0%. Drunk driving detection based on the analysis of multivariate time series is feasible and effective. The approach has implications for drunk driving detection. Copyright © 2015 Elsevier Ltd and National Safety Council. All rights reserved.
Determination of sulfamethoxazole and trimethoprim mixtures by multivariate electronic spectroscopy
Cordeiro, Gilcélia A.; Peralta-Zamora, Patricio; Nagata, Noemi; Pontarollo, Roberto
2008-01-01
In this work a multivariate spectroscopic methodology is proposed for quantitative determination of sulfamethoxazole and trimethoprim in pharmaceutical associations. The multivariate model was developed by partial least-squares regression, using twenty synthetic mixtures and the spectral region between 190 and 350 nm. In the validation stage, which involved the analysis of five synthetic mixtures, prediction errors lower that 3% were observed. The predictive capacity of the multivariate model...
International Nuclear Information System (INIS)
Yu, P.
2008-01-01
More recently, advanced synchrotron radiation-based bioanalytical technique (SRFTIRM) has been applied as a novel non-invasive analysis tool to study molecular, functional group and biopolymer chemistry, nutrient make-up and structural conformation in biomaterials. This novel synchrotron technique, taking advantage of bright synchrotron light (which is million times brighter than sunlight), is capable of exploring the biomaterials at molecular and cellular levels. However, with the synchrotron RFTIRM technique, a large number of molecular spectral data are usually collected. The objective of this article was to illustrate how to use two multivariate statistical techniques: (1) agglomerative hierarchical cluster analysis (AHCA) and (2) principal component analysis (PCA) and two advanced multicomponent modeling methods: (1) Gaussian and (2) Lorentzian multi-component peak modeling for molecular spectrum analysis of bio-tissues. The studies indicated that the two multivariate analyses (AHCA, PCA) are able to create molecular spectral corrections by including not just one intensity or frequency point of a molecular spectrum, but by utilizing the entire spectral information. Gaussian and Lorentzian modeling techniques are able to quantify spectral omponent peaks of molecular structure, functional group and biopolymer. By application of these four statistical methods of the multivariate techniques and Gaussian and Lorentzian modeling, inherent molecular structures, functional group and biopolymer onformation between and among biological samples can be quantified, discriminated and classified with great efficiency.
Multivariate pattern dependence.
Directory of Open Access Journals (Sweden)
Stefano Anzellotti
2017-11-01
Full Text Available When we perform a cognitive task, multiple brain regions are engaged. Understanding how these regions interact is a fundamental step to uncover the neural bases of behavior. Most research on the interactions between brain regions has focused on the univariate responses in the regions. However, fine grained patterns of response encode important information, as shown by multivariate pattern analysis. In the present article, we introduce and apply multivariate pattern dependence (MVPD: a technique to study the statistical dependence between brain regions in humans in terms of the multivariate relations between their patterns of responses. MVPD characterizes the responses in each brain region as trajectories in region-specific multidimensional spaces, and models the multivariate relationship between these trajectories. We applied MVPD to the posterior superior temporal sulcus (pSTS and to the fusiform face area (FFA, using a searchlight approach to reveal interactions between these seed regions and the rest of the brain. Across two different experiments, MVPD identified significant statistical dependence not detected by standard functional connectivity. Additionally, MVPD outperformed univariate connectivity in its ability to explain independent variance in the responses of individual voxels. In the end, MVPD uncovered different connectivity profiles associated with different representational subspaces of FFA: the first principal component of FFA shows differential connectivity with occipital and parietal regions implicated in the processing of low-level properties of faces, while the second and third components show differential connectivity with anterior temporal regions implicated in the processing of invariant representations of face identity.
Analysis of multi-species point patterns using multivariate log Gaussian Cox processes
DEFF Research Database (Denmark)
Waagepetersen, Rasmus; Guan, Yongtao; Jalilian, Abdollah
Multivariate log Gaussian Cox processes are flexible models for multivariate point patterns. However, they have so far only been applied in bivariate cases. In this paper we move beyond the bivariate case in order to model multi-species point patterns of tree locations. In particular we address t...... of the data. The selected number of common latent fields provides an index of complexity of the multivariate covariance structure. Hierarchical clustering is used to identify groups of species with similar patterns of dependence on the common latent fields.......Multivariate log Gaussian Cox processes are flexible models for multivariate point patterns. However, they have so far only been applied in bivariate cases. In this paper we move beyond the bivariate case in order to model multi-species point patterns of tree locations. In particular we address...... the problems of identifying parsimonious models and of extracting biologically relevant information from the fitted models. The latent multivariate Gaussian field is decomposed into components given in terms of random fields common to all species and components which are species specific. This allows...
Multivariate performance reliability prediction in real-time
International Nuclear Information System (INIS)
Lu, S.; Lu, H.; Kolarik, W.J.
2001-01-01
This paper presents a technique for predicting system performance reliability in real-time considering multiple failure modes. The technique includes on-line multivariate monitoring and forecasting of selected performance measures and conditional performance reliability estimates. The performance measures across time are treated as a multivariate time series. A state-space approach is used to model the multivariate time series. Recursive forecasting is performed by adopting Kalman filtering. The predicted mean vectors and covariance matrix of performance measures are used for the assessment of system survival/reliability with respect to the conditional performance reliability. The technique and modeling protocol discussed in this paper provide a means to forecast and evaluate the performance of an individual system in a dynamic environment in real-time. The paper also presents an example to demonstrate the technique
Multivariate methods and forecasting with IBM SPSS statistics
Aljandali, Abdulkader
2017-01-01
This is the second of a two-part guide to quantitative analysis using the IBM SPSS Statistics software package; this volume focuses on multivariate statistical methods and advanced forecasting techniques. More often than not, regression models involve more than one independent variable. For example, forecasting methods are commonly applied to aggregates such as inflation rates, unemployment, exchange rates, etc., that have complex relationships with determining variables. This book introduces multivariate regression models and provides examples to help understand theory underpinning the model. The book presents the fundamentals of multivariate regression and then moves on to examine several related techniques that have application in business-orientated fields such as logistic and multinomial regression. Forecasting tools such as the Box-Jenkins approach to time series modeling are introduced, as well as exponential smoothing and naïve techniques. This part also covers hot topics such as Factor Analysis, Dis...
Multivariate Time Series Decomposition into Oscillation Components.
Matsuda, Takeru; Komaki, Fumiyasu
2017-08-01
Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.
Multivariate Regression Analysis and Slaughter Livestock,
AGRICULTURE, *ECONOMICS), (*MEAT, PRODUCTION), MULTIVARIATE ANALYSIS, REGRESSION ANALYSIS , ANIMALS, WEIGHT, COSTS, PREDICTIONS, STABILITY, MATHEMATICAL MODELS, STORAGE, BEEF, PORK, FOOD, STATISTICAL DATA, ACCURACY
Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel
2014-05-20
A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.
TMVA(Toolkit for Multivariate Analysis) new architectures design and implementation.
Zapata Mesa, Omar Andres
2016-01-01
Toolkit for Multivariate Analysis(TMVA) is a package in ROOT for machine learning algorithms for classification and regression of the events in the detectors. In TMVA, we are developing new high level algorithms to perform multivariate analysis as cross validation, hyper parameter optimization, variable importance etc... Almost all the algorithms are expensive and designed to process a huge amount of data. It is very important to implement the new technologies on parallel computing to reduce the processing times.
Applied multivariate statistics with R
Zelterman, Daniel
2015-01-01
This book brings the power of multivariate statistics to graduate-level practitioners, making these analytical methods accessible without lengthy mathematical derivations. Using the open source, shareware program R, Professor Zelterman demonstrates the process and outcomes for a wide array of multivariate statistical applications. Chapters cover graphical displays, linear algebra, univariate, bivariate and multivariate normal distributions, factor methods, linear regression, discrimination and classification, clustering, time series models, and additional methods. Zelterman uses practical examples from diverse disciplines to welcome readers from a variety of academic specialties. Those with backgrounds in statistics will learn new methods while they review more familiar topics. Chapters include exercises, real data sets, and R implementations. The data are interesting, real-world topics, particularly from health and biology-related contexts. As an example of the approach, the text examines a sample from the B...
Optimisation of Marine Boilers using Model-based Multivariable Control
DEFF Research Database (Denmark)
Solberg, Brian
Traditionally, marine boilers have been controlled using classical single loop controllers. To optimise marine boiler performance, reduce new installation time and minimise the physical dimensions of these large steel constructions, a more comprehensive and coherent control strategy is needed....... This research deals with the application of advanced control to a specific class of marine boilers combining well-known design methods for multivariable systems. This thesis presents contributions for modelling and control of the one-pass smoke tube marine boilers as well as for hybrid systems control. Much...... of the focus has been directed towards water level control which is complicated by the nature of the disturbances acting on the system as well as by low frequency sensor noise. This focus was motivated by an estimated large potential to minimise the boiler geometry by reducing water level fluctuations...
DEFF Research Database (Denmark)
Nielsen, Jan; Parner, Erik
2010-01-01
In this paper, we model multivariate time-to-event data by composite likelihood of pairwise frailty likelihoods and marginal hazards using natural cubic splines. Both right- and interval-censored data are considered. The suggested approach is applied on two types of family studies using the gamma...
Process analytical technology (PAT) for biopharmaceuticals
DEFF Research Database (Denmark)
Glassey, Jarka; Gernaey, Krist; Clemens, Christoph
2011-01-01
Process analytical technology (PAT), the regulatory initiative for building in quality to pharmaceutical manufacturing, has a great potential for improving biopharmaceutical production. The recommended analytical tools for building in quality, multivariate data analysis, mechanistic modeling, novel...
Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition
Directory of Open Access Journals (Sweden)
Md. Rabiul Islam
2012-01-01
Full Text Available This paper presents a subband approach to financial time series prediction. Multivariate empirical mode decomposition (MEMD is employed here for multiband representation of multichannel financial time series together. Autoregressive moving average (ARMA model is used in prediction of individual subband of any time series data. Then all the predicted subband signals are summed up to obtain the overall prediction. The ARMA model works better for stationary signal. With multiband representation, each subband becomes a band-limited (narrow band signal and hence better prediction is achieved. The performance of the proposed MEMD-ARMA model is compared with classical EMD, discrete wavelet transform (DWT, and with full band ARMA model in terms of signal-to-noise ratio (SNR and mean square error (MSE between the original and predicted time series. The simulation results show that the MEMD-ARMA-based method performs better than the other methods.
Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A.; van t Veld, Aart A.
2012-01-01
PURPOSE: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. METHODS AND MATERIALS: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator
Wang, Ming; Li, Zheng; Lee, Eun Young; Lewis, Mechelle M; Zhang, Lijun; Sterling, Nicholas W; Wagner, Daymond; Eslinger, Paul; Du, Guangwei; Huang, Xuemei
2017-09-25
It is challenging for current statistical models to predict clinical progression of Parkinson's disease (PD) because of the involvement of multi-domains and longitudinal data. Past univariate longitudinal or multivariate analyses from cross-sectional trials have limited power to predict individual outcomes or a single moment. The multivariate generalized linear mixed-effect model (GLMM) under the Bayesian framework was proposed to study multi-domain longitudinal outcomes obtained at baseline, 18-, and 36-month. The outcomes included motor, non-motor, and postural instability scores from the MDS-UPDRS, and demographic and standardized clinical data were utilized as covariates. The dynamic prediction was performed for both internal and external subjects using the samples from the posterior distributions of the parameter estimates and random effects, and also the predictive accuracy was evaluated based on the root of mean square error (RMSE), absolute bias (AB) and the area under the receiver operating characteristic (ROC) curve. First, our prediction model identified clinical data that were differentially associated with motor, non-motor, and postural stability scores. Second, the predictive accuracy of our model for the training data was assessed, and improved prediction was gained in particularly for non-motor (RMSE and AB: 2.89 and 2.20) compared to univariate analysis (RMSE and AB: 3.04 and 2.35). Third, the individual-level predictions of longitudinal trajectories for the testing data were performed, with ~80% observed values falling within the 95% credible intervals. Multivariate general mixed models hold promise to predict clinical progression of individual outcomes in PD. The data was obtained from Dr. Xuemei Huang's NIH grant R01 NS060722 , part of NINDS PD Biomarker Program (PDBP). All data was entered within 24 h of collection to the Data Management Repository (DMR), which is publically available ( https://pdbp.ninds.nih.gov/data-management ).
International Nuclear Information System (INIS)
Cella, Laura; Liuzzi, Raffaele; Conson, Manuel; D’Avino, Vittoria; Salvatore, Marco; Pacelli, Roberto
2013-01-01
Purpose: To establish a multivariate normal tissue complication probability (NTCP) model for radiation-induced asymptomatic heart valvular defects (RVD). Methods and Materials: Fifty-six patients treated with sequential chemoradiation therapy for Hodgkin lymphoma (HL) were retrospectively reviewed for RVD events. Clinical information along with whole heart, cardiac chambers, and lung dose distribution parameters was collected, and the correlations to RVD were analyzed by means of Spearman's rank correlation coefficient (Rs). For the selection of the model order and parameters for NTCP modeling, a multivariate logistic regression method using resampling techniques (bootstrapping) was applied. Model performance was evaluated using the area under the receiver operating characteristic curve (AUC). Results: When we analyzed the whole heart, a 3-variable NTCP model including the maximum dose, whole heart volume, and lung volume was shown to be the optimal predictive model for RVD (Rs = 0.573, P<.001, AUC = 0.83). When we analyzed the cardiac chambers individually, for the left atrium and for the left ventricle, an NTCP model based on 3 variables including the percentage volume exceeding 30 Gy (V30), cardiac chamber volume, and lung volume was selected as the most predictive model (Rs = 0.539, P<.001, AUC = 0.83; and Rs = 0.557, P<.001, AUC = 0.82, respectively). The NTCP values increase as heart maximum dose or cardiac chambers V30 increase. They also increase with larger volumes of the heart or cardiac chambers and decrease when lung volume is larger. Conclusions: We propose logistic NTCP models for RVD considering not only heart irradiation dose but also the combined effects of lung and heart volumes. Our study establishes the statistical evidence of the indirect effect of lung size on radio-induced heart toxicity
A trust region approach with multivariate Padé model for optimal circuit design
Abdel-Malek, Hany L.; Ebid, Shaimaa E. K.; Mohamed, Ahmed S. A.
2017-11-01
Since the optimization process requires a significant number of consecutive function evaluations, it is recommended to replace the function by an easily evaluated approximation model during the optimization process. The model suggested in this article is based on a multivariate Padé approximation. This model is constructed using data points of ?, where ? is the number of parameters. The model is updated over a sequence of trust regions. This model avoids the slow convergence of linear models of ? and has features of quadratic models that need interpolation data points of ?. The proposed approach is tested by applying it to several benchmark problems. Yield optimization using such a direct method is applied to some practical circuit examples. Minimax solution leads to a suitable initial point to carry out the yield optimization process. The yield is optimized by the proposed derivative-free method for active and passive filter examples.
multivariate time series modeling of selected childhood diseases
African Journals Online (AJOL)
2016-06-17
Jun 17, 2016 ... KEYWORDS: Multivariate Approach, Pre-whitening, Vector Time Series, .... Alternatively, the process may be written in mean adjusted form as .... The AIC criterion asymptotically over estimates the order with positive probability, whereas the BIC and HQC criteria ... has the same asymptotic distribution as Ǫ.
Wang, Yiyi; Kockelman, Kara M
2013-11-01
This work examines the relationship between 3-year pedestrian crash counts across Census tracts in Austin, Texas, and various land use, network, and demographic attributes, such as land use balance, residents' access to commercial land uses, sidewalk density, lane-mile densities (by roadway class), and population and employment densities (by type). The model specification allows for region-specific heterogeneity, correlation across response types, and spatial autocorrelation via a Poisson-based multivariate conditional auto-regressive (CAR) framework and is estimated using Bayesian Markov chain Monte Carlo methods. Least-squares regression estimates of walk-miles traveled per zone serve as the exposure measure. Here, the Poisson-lognormal multivariate CAR model outperforms an aspatial Poisson-lognormal multivariate model and a spatial model (without cross-severity correlation), both in terms of fit and inference. Positive spatial autocorrelation emerges across neighborhoods, as expected (due to latent heterogeneity or missing variables that trend in space, resulting in spatial clustering of crash counts). In comparison, the positive aspatial, bivariate cross correlation of severe (fatal or incapacitating) and non-severe crash rates reflects latent covariates that have impacts across severity levels but are more local in nature (such as lighting conditions and local sight obstructions), along with spatially lagged cross correlation. Results also suggest greater mixing of residences and commercial land uses is associated with higher pedestrian crash risk across different severity levels, ceteris paribus, presumably since such access produces more potential conflicts between pedestrian and vehicle movements. Interestingly, network densities show variable effects, and sidewalk provision is associated with lower severe-crash rates. Copyright © 2013 Elsevier Ltd. All rights reserved.
Technology Transfer Issues and a New Technology Transfer Model
Choi, Hee Jun
2009-01-01
The following are major issues that should be considered for efficient and effective technology transfer: conceptions of technology, technological activity and transfer, communication channels, factors affecting transfer, and models of transfer. In particular, a well-developed model of technology transfer could be used as a framework for…
Phillips, Joe Scutt; Patterson, Toby A; Leroy, Bruno; Pilling, Graham M; Nicol, Simon J
2015-07-01
Analysis of complex time-series data from ecological system study requires quantitative tools for objective description and classification. These tools must take into account largely ignored problems of bias in manual classification, autocorrelation, and noise. Here we describe a method using existing estimation techniques for multivariate-normal hidden Markov models (HMMs) to develop such a classification. We use high-resolution behavioral data from bio-loggers attached to free-roaming pelagic tuna as an example. Observed patterns are assumed to be generated by an unseen Markov process that switches between several multivariate-normal distributions. Our approach is assessed in two parts. The first uses simulation experiments, from which the ability of the HMM to estimate known parameter values is examined using artificial time series of data consistent with hypotheses about pelagic predator foraging ecology. The second is the application to time series of continuous vertical movement data from yellowfin and bigeye tuna taken from tuna tagging experiments. These data were compressed into summary metrics capturing the variation of patterns in diving behavior and formed into a multivariate time series used to estimate a HMM. Each observation was associated with covariate information incorporating the effect of day and night on behavioral switching. Known parameter values were well recovered by the HMMs in our simulation experiments, resulting in mean correct classification rates of 90-97%, although some variance-covariance parameters were estimated less accurately. HMMs with two distinct behavioral states were selected for every time series of real tuna data, predicting a shallow warm state, which was similar across all individuals, and a deep colder state, which was more variable. Marked diurnal behavioral switching was predicted, consistent with many previous empirical studies on tuna. HMMs provide easily interpretable models for the objective classification of
Ramseyer, Fabian; Kupper, Zeno; Caspar, Franz; Znoj, Hansjörg; Tschacher, Wolfgang
2014-10-01
Processes occurring in the course of psychotherapy are characterized by the simple fact that they unfold in time and that the multiple factors engaged in change processes vary highly between individuals (idiographic phenomena). Previous research, however, has neglected the temporal perspective by its traditional focus on static phenomena, which were mainly assessed at the group level (nomothetic phenomena). To support a temporal approach, the authors introduce time-series panel analysis (TSPA), a statistical methodology explicitly focusing on the quantification of temporal, session-to-session aspects of change in psychotherapy. TSPA-models are initially built at the level of individuals and are subsequently aggregated at the group level, thus allowing the exploration of prototypical models. TSPA is based on vector auto-regression (VAR), an extension of univariate auto-regression models to multivariate time-series data. The application of TSPA is demonstrated in a sample of 87 outpatient psychotherapy patients who were monitored by postsession questionnaires. Prototypical mechanisms of change were derived from the aggregation of individual multivariate models of psychotherapy process. In a 2nd step, the associations between mechanisms of change (TSPA) and pre- to postsymptom change were explored. TSPA allowed a prototypical process pattern to be identified, where patient's alliance and self-efficacy were linked by a temporal feedback-loop. Furthermore, therapist's stability over time in both mastery and clarification interventions was positively associated with better outcomes. TSPA is a statistical tool that sheds new light on temporal mechanisms of change. Through this approach, clinicians may gain insight into prototypical patterns of change in psychotherapy. PsycINFO Database Record (c) 2014 APA, all rights reserved.
Multivariate Local Polynomial Regression with Application to Shenzhen Component Index
Directory of Open Access Journals (Sweden)
Liyun Su
2011-01-01
Full Text Available This study attempts to characterize and predict stock index series in Shenzhen stock market using the concepts of multivariate local polynomial regression. Based on nonlinearity and chaos of the stock index time series, multivariate local polynomial prediction methods and univariate local polynomial prediction method, all of which use the concept of phase space reconstruction according to Takens' Theorem, are considered. To fit the stock index series, the single series changes into bivariate series. To evaluate the results, the multivariate predictor for bivariate time series based on multivariate local polynomial model is compared with univariate predictor with the same Shenzhen stock index data. The numerical results obtained by Shenzhen component index show that the prediction mean squared error of the multivariate predictor is much smaller than the univariate one and is much better than the existed three methods. Even if the last half of the training data are used in the multivariate predictor, the prediction mean squared error is smaller than the univariate predictor. Multivariate local polynomial prediction model for nonsingle time series is a useful tool for stock market price prediction.
van de Mheen, Lidewij; Schuit, Ewoud; Lim, Arianne C; Porath, Martina M; Papatsonis, Dimitri; Erwich, Jan J; van Eyck, Jim; van Oirschot, Charlotte M; Hummel, Piet; Duvekot, Johannes J; Hasaart, Tom H M; Groenwold, Rolf H H; Moons, Karl G M; de Groot, Christianne J M; Bruinse, Hein W; van Pampus, Maria G; Mol, Ben W J
2014-04-01
To develop a multivariable prognostic model for the risk of preterm delivery in women with multiple pregnancy that includes cervical length measurement at 16 to 21 weeks' gestation and other variables. We used data from a previous randomized trial. We assessed the association between maternal and pregnancy characteristics including cervical length measurement at 16 to 21 weeks' gestation and time to delivery using multivariable Cox regression modelling. Performance of the final model was assessed for the outcomes of preterm and very preterm delivery using calibration and discrimination measures. We studied 507 women, of whom 270 (53%) delivered models for preterm and very preterm delivery had a c-index of 0.68 (95% CI 0.63 to 0.72) and 0.68 (95% CI 0.62 to 0.75), respectively, and showed good calibration. In women with a multiple pregnancy, the risk of preterm delivery can be assessed with a multivariable model incorporating cervical length and other predictors.
Heggeseth, Brianna C; Jewell, Nicholas P
2013-07-20
Multivariate Gaussian mixtures are a class of models that provide a flexible parametric approach for the representation of heterogeneous multivariate outcomes. When the outcome is a vector of repeated measurements taken on the same subject, there is often inherent dependence between observations. However, a common covariance assumption is conditional independence-that is, given the mixture component label, the outcomes for subjects are independent. In this paper, we study, through asymptotic bias calculations and simulation, the impact of covariance misspecification in multivariate Gaussian mixtures. Although maximum likelihood estimators of regression and mixing probability parameters are not consistent under misspecification, they have little asymptotic bias when mixture components are well separated or if the assumed correlation is close to the truth even when the covariance is misspecified. We also present a robust standard error estimator and show that it outperforms conventional estimators in simulations and can indicate that the model is misspecified. Body mass index data from a national longitudinal study are used to demonstrate the effects of misspecification on potential inferences made in practice. Copyright © 2013 John Wiley & Sons, Ltd.
J Olive, David
2017-01-01
This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers. Instead of using exact theory based on the multivariate normal distribution, the simpler and more applicable large sample theory is given. The text develops among the first practical robust regression and robust multivariate location and dispersion estimators backed by theory. The robust techniques are illustrated for methods such as principal component analysis, canonical correlation analysis, and factor analysis. A simple way to bootstrap confidence regions is also provided. Much of the research on robust multivariate analysis in this book is being published for the first time. The text is suitable for a first course in Multivariate Statistical Analysis or a first course in Robust Statistics. This graduate text is also useful for people who are familiar with the traditional multivariate topics, but want to know more about handling data sets with...
2016-09-23
Sweller, J. (2005). Cognitive load theory and complex learning: Recent developments and future directions. Educational Psychology Review, 17(2), 147–177...Relationship between Team Performance and Joint Attention with Longitudinal Multivariate Mixed Models 5a. CONTRACT NUMBER FA8650-14-D-6501-0009 5b...Annual Meeting, 19-23 September 2016. 14. Previous research indicates that measures of joint attention provide unique insight into team cognition
Koopman, S.J.; Creal, D.D.
2010-01-01
We develop a flexible business cycle indicator that accounts for potential time variation in macroeconomic variables. The coincident economic indicator is based on a multivariate trend cycle decomposition model and is constructed from a moderate set of US macroeconomic time series. In particular, we
Displaying an Outlier in Multivariate Data | Gordor | Journal of ...
African Journals Online (AJOL)
... a multivariate data set is proposed. The technique involves the projection of the multidimensional data onto a single dimension called the outlier displaying component. When the observations are plotted on this component the outlier is appreciably revealed. Journal of Applied Science and Technology (JAST), Vol. 4, Nos.
Evtushenko, V. F.; Myshlyaev, L. P.; Makarov, G. V.; Ivushkin, K. A.; Burkova, E. V.
2016-10-01
The structure of multi-variant physical and mathematical models of control system is offered as well as its application for adjustment of automatic control system (ACS) of production facilities on the example of coal processing plant.
Directory of Open Access Journals (Sweden)
Abdolreza Yazdani-Chamzini
2017-12-01
Full Text Available Cost estimation is an essential issue in feasibility studies in civil engineering. Many different methods can be applied to modelling costs. These methods can be divided into several main groups: (1 artificial intelligence, (2 statistical methods, and (3 analytical methods. In this paper, the multivariate regression (MVR method, which is one of the most popular linear models, and the artificial neural network (ANN method, which is widely applied to solving different prediction problems with a high degree of accuracy, have been combined to provide a cost estimate model for a shovel machine. This hybrid methodology is proposed, taking the advantages of MVR and ANN models in linear and nonlinear modelling, respectively. In the proposed model, the unique advantages of the MVR model in linear modelling are used first to recognize the existing linear structure in data, and, then, the ANN for determining nonlinear patterns in preprocessed data is applied. The results with three indices indicate that the proposed model is efficient and capable of increasing the prediction accuracy.
The mixed linear model (MLM) is currently among the most advanced and flexible statistical modeling techniques and its use in tackling problems in plant pathology has begun surfacing in the literature. The longitudinal MLM is a multivariate extension that handles repeatedly measured data, such as r...
Saha, Ashirbani; Harowicz, Michael R; Wang, Weiyao; Mazurowski, Maciej A
2018-05-01
To determine whether multivariate machine learning models of algorithmically assessed magnetic resonance imaging (MRI) features from breast cancer patients are associated with Oncotype DX (ODX) test recurrence scores. A set of 261 female patients with invasive breast cancer, pre-operative dynamic contrast enhanced magnetic resonance (DCE-MR) images and available ODX score at our institution was identified. A computer algorithm extracted a comprehensive set of 529 features from the DCE-MR images of these patients. The set of patients was divided into a training set and a test set. Using the training set we developed two machine learning-based models to discriminate (1) high ODX scores from intermediate and low ODX scores, and (2) high and intermediate ODX scores from low ODX scores. The performance of these models was evaluated on the independent test set. High against low and intermediate ODX scores were predicted by the multivariate model with AUC 0.77 (95% CI 0.56-0.98, p replacement of ODX with imaging alone.
Directory of Open Access Journals (Sweden)
Shangli Zhang
2009-01-01
Full Text Available By using the methods of linear algebra and matrix inequality theory, we obtain the characterization of admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set. In the classes of homogeneous and general linear estimators, the necessary and suffcient conditions that the estimators of regression coeffcient function are admissible are established.
Business and technology integrated model
Noce, Irapuan; Carvalho, João Álvaro
2011-01-01
There is a growing interest in business modeling and architecture in the areas of management and information systems. One of the issues in the area is the lack of integration between the modeling techniques that are employed to support business development and those used for technology modeling. This paper proposes a modeling approach that is capable of integrating the modeling of the business and of the technology. By depicting the business model, the organization structure and the technolog...
Production optimisation in the petrochemical industry by hierarchical multivariate modelling
Energy Technology Data Exchange (ETDEWEB)
Andersson, Magnus; Furusjoe, Erik; Jansson, Aasa
2004-06-01
This project demonstrates the advantages of applying hierarchical multivariate modelling in the petrochemical industry in order to increase knowledge of the total process. The models indicate possible ways to optimise the process regarding the use of energy and raw material, which is directly linked to the environmental impact of the process. The refinery of Nynaes Refining AB (Goeteborg, Sweden) has acted as a demonstration site in this project. The models developed for the demonstration site resulted in: Detection of an unknown process disturbance and suggestions of possible causes; Indications on how to increase the yield in combination with energy savings; The possibility to predict product quality from on-line process measurements, making the results available at a higher frequency than customary laboratory analysis; Quantification of the gradually lowered efficiency of heat transfer in the furnace and increased fuel consumption as an effect of soot build-up on the furnace coils; Increased knowledge of the relation between production rate and the efficiency of the heat exchangers. This report is one of two reports from the project. It contains a technical discussion of the result with some degree of detail. A shorter and more easily accessible report is also available, see IVL report B1586-A.
Directory of Open Access Journals (Sweden)
Abdelfattah M. Selim
2018-03-01
Full Text Available Aim: The present cross-sectional study was conducted to determine the seroprevalence and potential risk factors associated with Bovine viral diarrhea virus (BVDV disease in cattle and buffaloes in Egypt, to model the potential risk factors associated with the disease using logistic regression (LR models, and to fit the best predictive model for the current data. Materials and Methods: A total of 740 blood samples were collected within November 2012-March 2013 from animals aged between 6 months and 3 years. The potential risk factors studied were species, age, sex, and herd location. All serum samples were examined with indirect ELIZA test for antibody detection. Data were analyzed with different statistical approaches such as Chi-square test, odds ratios (OR, univariable, and multivariable LR models. Results: Results revealed a non-significant association between being seropositive with BVDV and all risk factors, except for species of animal. Seroprevalence percentages were 40% and 23% for cattle and buffaloes, respectively. OR for all categories were close to one with the highest OR for cattle relative to buffaloes, which was 2.237. Likelihood ratio tests showed a significant drop of the -2LL from univariable LR to multivariable LR models. Conclusion: There was an evidence of high seroprevalence of BVDV among cattle as compared with buffaloes with the possibility of infection in different age groups of animals. In addition, multivariable LR model was proved to provide more information for association and prediction purposes relative to univariable LR models and Chi-square tests if we have more than one predictor.
Energy Technology Data Exchange (ETDEWEB)
Harris, Candace [Florida Agriculture & Mechanic Univ.; Profeta, Luisa [Alakai Defense Systems, Inc.; Akpovo, Codjo [Florida Agriculture & Mechanic Univ.; Stowe, Ashley [Y-12 National Security Complex, Oak Ridge, TN (United States); Johnson, Lewis [Florida Agriculture & Mechanic Univ.
2017-10-09
The psuedo univariate limit of detection was calculated to compare to the multivariate interval. ompared with results from the psuedounivariate LOD, the multivariate LOD includes other factors (i.e. signal uncertainties) and the reveals the significance in creating models that not only use the analyte’s emission line but also its entire molecular spectra.
Pleiotropy analysis of quantitative traits at gene level by multivariate functional linear models.
Wang, Yifan; Liu, Aiyi; Mills, James L; Boehnke, Michael; Wilson, Alexander F; Bailey-Wilson, Joan E; Xiong, Momiao; Wu, Colin O; Fan, Ruzong
2015-05-01
In genetics, pleiotropy describes the genetic effect of a single gene on multiple phenotypic traits. A common approach is to analyze the phenotypic traits separately using univariate analyses and combine the test results through multiple comparisons. This approach may lead to low power. Multivariate functional linear models are developed to connect genetic variant data to multiple quantitative traits adjusting for covariates for a unified analysis. Three types of approximate F-distribution tests based on Pillai-Bartlett trace, Hotelling-Lawley trace, and Wilks's Lambda are introduced to test for association between multiple quantitative traits and multiple genetic variants in one genetic region. The approximate F-distribution tests provide much more significant results than those of F-tests of univariate analysis and optimal sequence kernel association test (SKAT-O). Extensive simulations were performed to evaluate the false positive rates and power performance of the proposed models and tests. We show that the approximate F-distribution tests control the type I error rates very well. Overall, simultaneous analysis of multiple traits can increase power performance compared to an individual test of each trait. The proposed methods were applied to analyze (1) four lipid traits in eight European cohorts, and (2) three biochemical traits in the Trinity Students Study. The approximate F-distribution tests provide much more significant results than those of F-tests of univariate analysis and SKAT-O for the three biochemical traits. The approximate F-distribution tests of the proposed functional linear models are more sensitive than those of the traditional multivariate linear models that in turn are more sensitive than SKAT-O in the univariate case. The analysis of the four lipid traits and the three biochemical traits detects more association than SKAT-O in the univariate case. © 2015 WILEY PERIODICALS, INC.
Energy Technology Data Exchange (ETDEWEB)
Schoeling, L.G.
1993-09-01
This report describes the development and testing of the Kansas Technology Transfer Model (KTTM) which is to be utilized as a regional model for the development of other technology transfer programs for independent operators throughout oil-producing regions in the US. It describes the linkage of the regional model with a proposed national technology transfer plan, an evaluation technique for improving and assessing the model, and the methodology which makes it adaptable on a regional basis. The report also describes management concepts helpful in managing a technology transfer program. The original Tertiary Oil Recovery Project (TORP) activities, upon which the KTTM is based, were developed and tested for Kansas and have proved to be effective in assisting independent operators in utilizing technology. Through joint activities of TORP and the Kansas Geological Survey (KGS), the KTTM was developed and documented for application in other oil-producing regions. During the course of developing this model, twelve documents describing the implementation of the KTTM were developed as deliverables to DOE. These include: (1) a problem identification (PI) manual describing the format and results of six PI workshops conducted in different areas of Kansas, (2) three technology workshop participant manuals on advanced waterflooding, reservoir description, and personal computer applications, (3) three technology workshop instructor manuals which provides instructor material for all three workshops, (4) three technologies were documented as demonstration projects which included reservoir management, permeability modification, and utilization of a liquid-level acoustic measuring device, (5) a bibliography of all literature utilized in the documents, and (6) a document which describes the KTTM.
Multivariate linear models and repeated measurements revisited
DEFF Research Database (Denmark)
Dalgaard, Peter
2009-01-01
Methods for generalized analysis of variance based on multivariate normal theory have been known for many years. In a repeated measurements context, it is most often of interest to consider transformed responses, typically within-subject contrasts or averages. Efficiency considerations leads...... to sphericity assumptions, use of F tests and the Greenhouse-Geisser and Huynh-Feldt adjustments to compensate for deviations from sphericity. During a recent implementation of such methods in the R language, the general structure of such transformations was reconsidered, leading to a flexible specification...
International Nuclear Information System (INIS)
Rupšys, P.
2015-01-01
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE
Energy Technology Data Exchange (ETDEWEB)
Rupšys, P. [Aleksandras Stulginskis University, Studenų g. 11, Akademija, Kaunas district, LT – 53361 Lithuania (Lithuania)
2015-10-28
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.
An Analysis of Technology Acceptance in Turkey using Fuzzy Logic and Structural Equation Modelling
Directory of Open Access Journals (Sweden)
Bilgin Şenel
2011-12-01
Full Text Available Technology is in a constant progress in the way of satisfying increasing human needs. This fact will hold true for the years to come. However, the level of adaptation to technological advancements varies greatly across countries. The pace of adjustment is directly proportional to the importance attached to and the funds allocated for this purpose. Despite the abundance of technological investments in Turkey in recent years, there are only a few studies analyzing the current level of individual interest in technology. This study therefore aims to determine the technology acceptance of Turkish people by using the Technology Acceptance Model (TAM developed by Davis (1989 and to demonstrate the reasons to accept or not accept technology departing from the links between dimensions. While accomplishing this aim, Structural Equation Model (SEM that is a highly strong multivariable analysis technique that makes possible the evaluation of latent structures like psychosocial needs, and the Fuzzy Logic Theorem that provides strong and significant instruments for the measurement of ambiguities and provides the opportunity to meaningfully represent ambiguous concepts expressed in the natural language were used. According to the findings of this study, it was determined that the perceived ease of use is more influential in people’s acceptance of technology than the perceived usefulness is. It was also found that technology acceptance does not differ significantly at the statistical significance level of 0.05 with respect to the participants’ demographic characteristics (age, gender, education level, hometown etc.. In addition, analyses performed to define the relationships between the dimensions of the TAM yielded results that highly supported the TAM. In other words, the dimensions affect technology acceptance to positive and significant degrees
DEFF Research Database (Denmark)
Skjærbæk, P. S.; Nielsen, Søren R. K.; Kirkegaard, Poul Henning
1997-01-01
in the comparison. The data investigated are sampled from a laboratory model of a plane 6-storey, 2-bay RC-frame. The laboratory model is excited at the top storey where two different types of excitation where considered. In the first case the structure was excited in the first mode and in the second case......The scope of the paper is to apply multi-variate time-domain models for identification of eginfrequencies and mode shapes of a time- invariant model test Reinforced Concrete (RC) frame from measured decays. The frequencies and mode shapes of interest are the two lowest ones since they are normally...
DEFF Research Database (Denmark)
Skjærbæk, P. S.; Nielsen, Søren R. K.; Kirkegaard, Poul Henning
in the comparison. The data investigated are sampled from a laboratory model of a plane 6-storey, 2-bay RC-frame. The laboratory model is excited at the top storey where two different types of excitation where considered. In the first case the structure was excited in the first mode and in the second case......The scope of the paper is to apply multi-variate time-domain models for identification of eginfrequencies and mode shapes of a time- invariant model test Reinforced Concrete (RC) frame from measured decays. The frequencies and mode shapes of interest are the two lowest ones since they are normally...
Multivariable controller for a 600 MWe CANDU nuclear power plant
International Nuclear Information System (INIS)
Mensah, S.
1982-11-01
The problems of designing a multivariable regulator for a nuclear power station of the Gentilly-2 type are studied. A reduced model, G2LDM, linearized around steady state operating conditions, is derived from the non-linear model G2SIM. The resulting linear model is described by state-space equations. Good agreement is demonstrated between the transient responses of both models. Properties of G2LDM are assessed by performing controllability and observability tests, cyclicity and rank tests, and eigenanalysis. A comprehensive set of application-orinented algorithms which allow multivariable controller design with closed-loop pole-assignment techniques are implemented in a computer-aided design package via several modules. A general scheme for the implementation of a multivariable controller in G2SIM is designed, and simulation tests show satisfactory performance of the controller [fr
Directory of Open Access Journals (Sweden)
O. M. Pshinko
2016-12-01
. At this the control of separate elements is realized by the way of individual mental models construction and application of functioning processes. The procedure for evaluating of the prediction reliability based on multivariate linear extrapolation method was proposed. Practical value. The proposed method of strategic planning of the complex systems’ development based on rating models and developed information technology are representing the complex of automated tools to ensure effective economical and technological control of non-uniform sets of multiparameter objects. The new solutions of typical tasks of strategic planning and development of complex objects management procedure are implemented in the information technology of rating estimation (rating definition, sensitivity analysis, clustering, diagnostics, forecasting, resource allocation, multi-criteria analysis etc.. Application of the proposed information technology can automate the task of analysis and strategic planning of the administrative-territorial complexes. The technology can be used for monitoring, analysis, strategic planning and management of several complex system types simultaneously.
Zhou, Yan; Wang, Pei; Wang, Xianlong; Zhu, Ji; Song, Peter X-K
2017-01-01
The multivariate regression model is a useful tool to explore complex associations between two kinds of molecular markers, which enables the understanding of the biological pathways underlying disease etiology. For a set of correlated response variables, accounting for such dependency can increase statistical power. Motivated by integrative genomic data analyses, we propose a new methodology-sparse multivariate factor analysis regression model (smFARM), in which correlations of response variables are assumed to follow a factor analysis model with latent factors. This proposed method not only allows us to address the challenge that the number of association parameters is larger than the sample size, but also to adjust for unobserved genetic and/or nongenetic factors that potentially conceal the underlying response-predictor associations. The proposed smFARM is implemented by the EM algorithm and the blockwise coordinate descent algorithm. The proposed methodology is evaluated and compared to the existing methods through extensive simulation studies. Our results show that accounting for latent factors through the proposed smFARM can improve sensitivity of signal detection and accuracy of sparse association map estimation. We illustrate smFARM by two integrative genomics analysis examples, a breast cancer dataset, and an ovarian cancer dataset, to assess the relationship between DNA copy numbers and gene expression arrays to understand genetic regulatory patterns relevant to the disease. We identify two trans-hub regions: one in cytoband 17q12 whose amplification influences the RNA expression levels of important breast cancer genes, and the other in cytoband 9q21.32-33, which is associated with chemoresistance in ovarian cancer. © 2016 WILEY PERIODICALS, INC.
Shi, Wenwu; Pinto, Brian
2017-12-01
Melting and holding molten metals within crucibles accounts for a large portion of total energy demand in the resource-intensive nonferrous foundry industry. Multivariate mathematical modeling aided by detailed material characterization and advancements in crucible technologies can make a significant impact in the areas of cost-efficiency and carbon footprint reduction. Key thermal properties such as conductivity and specific heat capacity were studied to understand their influence on crucible furnace energy consumption during melting and holding processes. The effects of conductivity on thermal stresses and longevity of crucibles were also evaluated. With this information, accurate theoretical models using finite element analysis were developed to study total energy consumption and melting time. By applying these findings to recent crucible developments, considerable improvements in field performance were reported and documented as case studies in applications such as aluminum melting and holding.
Multivariate η-μ fading distribution with arbitrary correlation model
Ghareeb, Ibrahim; Atiani, Amani
2018-03-01
An extensive analysis for the multivariate ? distribution with arbitrary correlation is presented, where novel analytical expressions for the multivariate probability density function, cumulative distribution function and moment generating function (MGF) of arbitrarily correlated and not necessarily identically distributed ? power random variables are derived. Also, this paper provides exact-form expression for the MGF of the instantaneous signal-to-noise ratio at the combiner output in a diversity reception system with maximal-ratio combining and post-detection equal-gain combining operating in slow frequency nonselective arbitrarily correlated not necessarily identically distributed ?-fading channels. The average bit error probability of differentially detected quadrature phase shift keying signals with post-detection diversity reception system over arbitrarily correlated and not necessarily identical fading parameters ?-fading channels is determined by using the MGF-based approach. The effect of fading correlation between diversity branches, fading severity parameters and diversity level is studied.
Ford, Jon J; Richards BPhysio, Matt C; Surkitt BPhysio, Luke D; Chan BPhysio, Alexander Yp; Slater, Sarah L; Taylor, Nicholas F; Hahne, Andrew J
2018-05-28
To identify predictors for back pain, leg pain and activity limitation in patients with early persistent low back disorders. Prospective inception cohort study; Setting: primary care private physiotherapy clinics in Melbourne, Australia. 300 adults aged 18-65 years with low back and/or referred leg pain of ≥6-weeks and ≤6-months duration. Not applicable. Numerical rating scales for back pain and leg pain as well as the Oswestry Disability Scale. Prognostic factors included sociodemographics, treatment related factors, subjective/physical examination, subgrouping factors and standardized questionnaires. Univariate analysis followed by generalized estimating equations were used to develop a multivariate prognostic model for back pain, leg pain and activity limitation. Fifty-eight prognostic factors progressed to the multivariate stage where 15 showed significant (pduration, high multifidus tone, clinically determined inflammation, higher back and leg pain severity, lower lifting capacity, lower work capacity and higher pain drawing percentage coverage). The preliminary model identifying predictors of low back disorders explained up to 37% of the variance in outcome. This study evaluated a comprehensive range of prognostic factors reflective of both the biomedical and psychosocial domains of low back disorders. The preliminary multivariate model requires further validation before being considered for clinical use. Copyright © 2018. Published by Elsevier Inc.
Meléndez, E; Ortiz, M C; Sarabia, L A; Íñiguez, M; Puras, P
2013-01-25
The ripeness of grapes at the harvest time is one of the most important parameters for obtaining high quality red wines. Traditionally the decision of harvesting is to be taken only after analysing sugar concentration, titratable acidity and pH of the grape juice (technological maturity). However, these parameters only provide information about the pulp ripeness and overlook the real degree of skins and seeds maturities (phenolic maturity). Both maturities, technological and phenolic, are not simultaneously reached, on the contrary they tend to separate depending on several factors: grape variety, cultivar, adverse weather conditions, soil, water availability and cultural practices. Besides, this divergence is increasing as a consequence of the climate change (larger quantities of CO(2), less rain, and higher temperatures). 247 samples collected in vineyards representative of the qualified designation of origin Rioja from 2007 to 2011 have been analysed. Samples contain the four grape varieties usual in the elaboration of Rioja wines ('tempranillo', 'garnacha', 'mazuelo' and 'graciano'). The present study is the first systematic investigation on the maturity of grapes that includes the organoleptic evaluation of the degree of grapes maturity (sugars/acidity maturity, aromatic maturity of the pulp, aromatic maturity of the skins and tannins maturity) together with the values of the physicochemical parameters (probable alcohol degree, total acidity, pH, malic acid, K, total index polyphenolics, anthocyans, absorbances at 420, 520 and 620 nm, colour index and tartaric acid) determined over the same samples. A varimax rotation of the latent variables of a PLS model between the physicochemical variables and the mean of four sensory variables allows identifying both maturities. Besides, the position of the samples in the first plane defines the effect that the different factors exert on both phenolic and technological maturities. Copyright © 2012 Elsevier B.V. All
BN-FLEMOps pluvial - A probabilistic multi-variable loss estimation model for pluvial floods
Roezer, V.; Kreibich, H.; Schroeter, K.; Doss-Gollin, J.; Lall, U.; Merz, B.
2017-12-01
Pluvial flood events, such as in Copenhagen (Denmark) in 2011, Beijing (China) in 2012 or Houston (USA) in 2016, have caused severe losses to urban dwellings in recent years. These floods are caused by storm events with high rainfall rates well above the design levels of urban drainage systems, which lead to inundation of streets and buildings. A projected increase in frequency and intensity of heavy rainfall events in many areas and an ongoing urbanization may increase pluvial flood losses in the future. For an efficient risk assessment and adaptation to pluvial floods, a quantification of the flood risk is needed. Few loss models have been developed particularly for pluvial floods. These models usually use simple waterlevel- or rainfall-loss functions and come with very high uncertainties. To account for these uncertainties and improve the loss estimation, we present a probabilistic multi-variable loss estimation model for pluvial floods based on empirical data. The model was developed in a two-step process using a machine learning approach and a comprehensive database comprising 783 records of direct building and content damage of private households. The data was gathered through surveys after four different pluvial flood events in Germany between 2005 and 2014. In a first step, linear and non-linear machine learning algorithms, such as tree-based and penalized regression models were used to identify the most important loss influencing factors among a set of 55 candidate variables. These variables comprise hydrological and hydraulic aspects, early warning, precaution, building characteristics and the socio-economic status of the household. In a second step, the most important loss influencing variables were used to derive a probabilistic multi-variable pluvial flood loss estimation model based on Bayesian Networks. Two different networks were tested: a score-based network learned from the data and a network based on expert knowledge. Loss predictions are made
Directory of Open Access Journals (Sweden)
Luis Cláudio Lemos Correia
Full Text Available Abstract Background: Currently, there is no validated multivariate model to predict probability of obstructive coronary disease in patients with acute chest pain. Objective: To develop and validate a multivariate model to predict coronary artery disease (CAD based on variables assessed at admission to the coronary care unit (CCU due to acute chest pain. Methods: A total of 470 patients were studied, 370 utilized as the derivation sample and the subsequent 100 patients as the validation sample. As the reference standard, angiography was required to rule in CAD (stenosis ≥ 70%, while either angiography or a negative noninvasive test could be used to rule it out. As predictors, 13 baseline variables related to medical history, 14 characteristics of chest discomfort, and eight variables from physical examination or laboratory tests were tested. Results: The prevalence of CAD was 48%. By logistic regression, six variables remained independent predictors of CAD: age, male gender, relief with nitrate, signs of heart failure, positive electrocardiogram, and troponin. The area under the curve (AUC of this final model was 0.80 (95% confidence interval [95%CI] = 0.75 - 0.84 in the derivation sample and 0.86 (95%CI = 0.79 - 0.93 in the validation sample. Hosmer-Lemeshow's test indicated good calibration in both samples (p = 0.98 and p = 0.23, respectively. Compared with a basic model containing electrocardiogram and troponin, the full model provided an AUC increment of 0.07 in both derivation (p = 0.0002 and validation (p = 0.039 samples. Integrated discrimination improvement was 0.09 in both derivation (p < 0.001 and validation (p < 0.0015 samples. Conclusion: A multivariate model was derived and validated as an accurate tool for estimating the pretest probability of CAD in patients with acute chest pain.
MCKissick, Burnell T. (Technical Monitor); Plassman, Gerald E.; Mall, Gerald H.; Quagliano, John R.
2005-01-01
Linear multivariable regression models for predicting day and night Eddy Dissipation Rate (EDR) from available meteorological data sources are defined and validated. Model definition is based on a combination of 1997-2000 Dallas/Fort Worth (DFW) data sources, EDR from Aircraft Vortex Spacing System (AVOSS) deployment data, and regression variables primarily from corresponding Automated Surface Observation System (ASOS) data. Model validation is accomplished through EDR predictions on a similar combination of 1994-1995 Memphis (MEM) AVOSS and ASOS data. Model forms include an intercept plus a single term of fixed optimal power for each of these regression variables; 30-minute forward averaged mean and variance of near-surface wind speed and temperature, variance of wind direction, and a discrete cloud cover metric. Distinct day and night models, regressing on EDR and the natural log of EDR respectively, yield best performance and avoid model discontinuity over day/night data boundaries.
Zhang, Yong; Zhong, Miner; Geng, Nana; Jiang, Yunjian
2017-01-01
The market demand for electric vehicles (EVs) has increased in recent years. Suitable models are necessary to understand and forecast EV sales. This study presents a singular spectrum analysis (SSA) as a univariate time-series model and vector autoregressive model (VAR) as a multivariate model. Empirical results suggest that SSA satisfactorily indicates the evolving trend and provides reasonable results. The VAR model, which comprised exogenous parameters related to the market on a monthly basis, can significantly improve the prediction accuracy. The EV sales in China, which are categorized into battery and plug-in EVs, are predicted in both short term (up to December 2017) and long term (up to 2020), as statistical proofs of the growth of the Chinese EV industry.
Peramalan Multivariate untuk Menentukan Harga Emas Global
Directory of Open Access Journals (Sweden)
David Christian
2016-12-01
Full Text Available Gold is one of the most enticing commodities and a very popular way of investing. Gold’s price is allegedly influenced by another factors such as US Dollar, oil’s price, inflation rate, and stock exchange so that its model is not only affected by its value. The aim of this research is to determine the best forecasting model and influencing factors to gold’s price. This research reviews the univariate modeling as a benchmark and comparison to the multivariate one. Univariate time series is modeled using the ARIMA model which indicates that the fluctuation of the gold prices are following the white noise. Gold’s multivariate modeling is built using the Vector Error Correction Model with oil’s price, US Dollar and Dow Jones indices, and inflation rate as its predictors. Research’s result shows that the VECM model has been able to model the gold’s price well and all factors investigated are influencing gold’s price. US Dollar and oil’s price are negatively correlated with gold’s price as the inflation rate is positively correlated. Dow Jones Index is positively correlated with gold’s price only at its first two periods
Wingbermühle, Roel W; van Trijffel, Emiel; Nelissen, Paul M; Koes, Bart; Verhagen, Arianne P
2018-01-01
Which multivariable prognostic model(s) for recovery in people with neck pain can be used in primary care? Systematic review of studies evaluating multivariable prognostic models. People with non-specific neck pain presenting at primary care. Baseline characteristics of the participants. Recovery measured as pain reduction, reduced disability, or perceived recovery at short-term and long-term follow-up. Fifty-three publications were included, of which 46 were derivation studies, four were validation studies, and three concerned combined studies. The derivation studies presented 99 multivariate models, all of which were at high risk of bias. Three externally validated models generated usable models in low risk of bias studies. One predicted recovery in non-specific neck pain, while two concerned participants with whiplash-associated disorders (WAD). Discriminative ability of the non-specific neck pain model was area under the curve (AUC) 0.65 (95% CI 0.59 to 0.71). For the first WAD model, discriminative ability was AUC 0.85 (95% CI 0.79 to 0.91). For the second WAD model, specificity was 99% (95% CI 93 to 100) and sensitivity was 44% (95% CI 23 to 65) for prediction of non-recovery, and 86% (95% CI 73 to 94) and 55% (95% CI 41 to 69) for prediction of recovery, respectively. Initial Neck Disability Index scores and age were identified as consistent prognostic factors in these three models. Three externally validated models were found to be usable and to have low risk of bias, of which two showed acceptable discriminative properties for predicting recovery in people with neck pain. These three models need further validation and evaluation of their clinical impact before their broad clinical use can be advocated. PROSPERO CRD42016042204. [Wingbermühle RW, van Trijffel E, Nelissen PM, Koes B, Verhagen AP (2018) Few promising multivariable prognostic models exist for recovery of people with non-specific neck pain in musculoskeletal primary care: a systematic review
Weak convergence of marked point processes generated by crossings of multivariate jump processes
DEFF Research Database (Denmark)
Tamborrino, Massimiliano; Sacerdote, Laura; Jacobsen, Martin
2014-01-01
We consider the multivariate point process determined by the crossing times of the components of a multivariate jump process through a multivariate boundary, assuming to reset each component to an initial value after its boundary crossing. We prove that this point process converges weakly...... process converging to a multivariate Ornstein–Uhlenbeck process is discussed as a guideline for applying diffusion limits for jump processes. We apply our theoretical findings to neural network modeling. The proposed model gives a mathematical foundation to the generalization of the class of Leaky...
Analysis of Multivariate Experimental Data Using A Simplified Regression Model Search Algorithm
Ulbrich, Norbert Manfred
2013-01-01
A new regression model search algorithm was developed in 2011 that may be used to analyze both general multivariate experimental data sets and wind tunnel strain-gage balance calibration data. The new algorithm is a simplified version of a more complex search algorithm that was originally developed at the NASA Ames Balance Calibration Laboratory. The new algorithm has the advantage that it needs only about one tenth of the original algorithm's CPU time for the completion of a search. In addition, extensive testing showed that the prediction accuracy of math models obtained from the simplified algorithm is similar to the prediction accuracy of math models obtained from the original algorithm. The simplified algorithm, however, cannot guarantee that search constraints related to a set of statistical quality requirements are always satisfied in the optimized regression models. Therefore, the simplified search algorithm is not intended to replace the original search algorithm. Instead, it may be used to generate an alternate optimized regression model of experimental data whenever the application of the original search algorithm either fails or requires too much CPU time. Data from a machine calibration of NASA's MK40 force balance is used to illustrate the application of the new regression model search algorithm.
Duan, L L; Szczesniak, R D; Wang, X
2017-11-01
Modern environmental and climatological studies produce multiple outcomes at high spatial resolutions. Multivariate spatial modeling is an established means to quantify cross-correlation among outcomes. However, existing models typically suffer from poor computational efficiency and lack the flexibility to simultaneously estimate auto- and cross-covariance structures. In this article, we undertake a novel construction of covariance by utilizing spectral convolution and by imposing an inverted Wishart prior on the cross-correlation structure. The cross-correlation structure with this functional inverted Wishart prior flexibly accommodates not only positive but also weak or negative associations among outcomes while preserving spatial resolution. Furthermore, the proposed model is computationally efficient and produces easily interpretable results, including the individual autocovariances and full cross-correlation matrices, as well as a partial cross-correlation matrix reflecting the outcome correlation after excluding the effects caused by spatial convolution. The model is examined using simulated data sets under different scenarios. It is also applied to the data from the North American Regional Climate Change Assessment Program, examining long-term associations between surface outcomes for air temperature, pressure, humidity, and radiation, on the land area of the North American West Coast. Results and predictive performance are compared with findings from approaches using convolution only or coregionalization.
Duan, L. L.; Szczesniak, R. D.; Wang, X.
2018-01-01
Modern environmental and climatological studies produce multiple outcomes at high spatial resolutions. Multivariate spatial modeling is an established means to quantify cross-correlation among outcomes. However, existing models typically suffer from poor computational efficiency and lack the flexibility to simultaneously estimate auto- and cross-covariance structures. In this article, we undertake a novel construction of covariance by utilizing spectral convolution and by imposing an inverted Wishart prior on the cross-correlation structure. The cross-correlation structure with this functional inverted Wishart prior flexibly accommodates not only positive but also weak or negative associations among outcomes while preserving spatial resolution. Furthermore, the proposed model is computationally efficient and produces easily interpretable results, including the individual autocovariances and full cross-correlation matrices, as well as a partial cross-correlation matrix reflecting the outcome correlation after excluding the effects caused by spatial convolution. The model is examined using simulated data sets under different scenarios. It is also applied to the data from the North American Regional Climate Change Assessment Program, examining long-term associations between surface outcomes for air temperature, pressure, humidity, and radiation, on the land area of the North American West Coast. Results and predictive performance are compared with findings from approaches using convolution only or coregionalization. PMID:29576735
Transient multivariable sensor evaluation
Energy Technology Data Exchange (ETDEWEB)
Vilim, Richard B.; Heifetz, Alexander
2017-02-21
A method and system for performing transient multivariable sensor evaluation. The method and system includes a computer system for identifying a model form, providing training measurement data, generating a basis vector, monitoring system data from sensor, loading the system data in a non-transient memory, performing an estimation to provide desired data and comparing the system data to the desired data and outputting an alarm for a defective sensor.
Liu, Zitao; Hauskrecht, Milos
2017-11-01
Building of an accurate predictive model of clinical time series for a patient is critical for understanding of the patient condition, its dynamics, and optimal patient management. Unfortunately, this process is not straightforward. First, patient-specific variations are typically large and population-based models derived or learned from many different patients are often unable to support accurate predictions for each individual patient. Moreover, time series observed for one patient at any point in time may be too short and insufficient to learn a high-quality patient-specific model just from the patient's own data. To address these problems we propose, develop and experiment with a new adaptive forecasting framework for building multivariate clinical time series models for a patient and for supporting patient-specific predictions. The framework relies on the adaptive model switching approach that at any point in time selects the most promising time series model out of the pool of many possible models, and consequently, combines advantages of the population, patient-specific and short-term individualized predictive models. We demonstrate that the adaptive model switching framework is very promising approach to support personalized time series prediction, and that it is able to outperform predictions based on pure population and patient-specific models, as well as, other patient-specific model adaptation strategies.
Ferreira, Ana Paula A; Póvoa, Luciana C; Zanier, José F C; Ferreira, Arthur S
2017-02-01
The aim of this study was to develop and validate a multivariate prediction model, guided by palpation and personal information, for locating the seventh cervical spinous process (C7SP). A single-blinded, cross-sectional study at a primary to tertiary health care center was conducted for model development and temporal validation. One-hundred sixty participants were prospectively included for model development (n = 80) and time-split validation stages (n = 80). The C7SP was located using the thorax-rib static method (TRSM). Participants underwent chest radiography for assessment of the inner body structure located with TRSM and using radio-opaque markers placed over the skin. Age, sex, height, body mass, body mass index, and vertex-marker distance (D V-M ) were used to predict the distance from the C7SP to the vertex (D V-C7 ). Multivariate linear regression modeling, limits of agreement plot, histogram of residues, receiver operating characteristic curves, and confusion tables were analyzed. The multivariate linear prediction model for D V-C7 (in centimeters) was D V-C7 = 0.986D V-M + 0.018(mass) + 0.014(age) - 1.008. Receiver operating characteristic curves had better discrimination of D V-C7 (area under the curve = 0.661; 95% confidence interval = 0.541-0.782; P = .015) than D V-M (area under the curve = 0.480; 95% confidence interval = 0.345-0.614; P = .761), with respective cutoff points at 23.40 cm (sensitivity = 41%, specificity = 63%) and 24.75 cm (sensitivity = 69%, specificity = 52%). The C7SP was correctly located more often when using predicted D V-C7 in the validation sample than when using the TRSM in the development sample: n = 53 (66%) vs n = 32 (40%), P information. Copyright © 2016. Published by Elsevier Inc.
Update on Multi-Variable Parametric Cost Models for Ground and Space Telescopes
Stahl, H. Philip; Henrichs, Todd; Luedtke, Alexander; West, Miranda
2012-01-01
Parametric cost models can be used by designers and project managers to perform relative cost comparisons between major architectural cost drivers and allow high-level design trades; enable cost-benefit analysis for technology development investment; and, provide a basis for estimating total project cost between related concepts. This paper reports on recent revisions and improvements to our ground telescope cost model and refinements of our understanding of space telescope cost models. One interesting observation is that while space telescopes are 50X to 100X more expensive than ground telescopes, their respective scaling relationships are similar. Another interesting speculation is that the role of technology development may be different between ground and space telescopes. For ground telescopes, the data indicates that technology development tends to reduce cost by approximately 50% every 20 years. But for space telescopes, there appears to be no such cost reduction because we do not tend to re-fly similar systems. Thus, instead of reducing cost, 20 years of technology development may be required to enable a doubling of space telescope capability. Other findings include: mass should not be used to estimate cost; spacecraft and science instrument costs account for approximately 50% of total mission cost; and, integration and testing accounts for only about 10% of total mission cost.
Design of multivariable controller for a 600 MWe CANDU nuclear power plant
International Nuclear Information System (INIS)
Mensah, S.; McMorran, P.D.
1982-04-01
This paper reports the results of a case study on the design of a multivariable regulator for a nuclear power station of the Gentilly-2 type. In this study, a design model was derived by simplifying and linearizing equations in the G2SIM non-linear model. Open-loop simulation showed good agreement between transient responses of both models. After a critical review of multivariable design techniques, the authors explored pole shifting with output feedback. A comprehensive set of application-oriented algorithms for closed-loop pole shifting, implemented via modules in the MVPACK computer-aided design package were derived. A controller was designed for the linear model, then implemented on the non-linear simulation. After adjustment of controller gains, mainly in the dynanamic section of the feedback, simulation results showed that the performance of the multivariable controller on G2SIM is satisfactory. The results demonstrate the relative superiority of the multi-variable controller over the existing conventional controller
Nieto, Paulino José García; Antón, Juan Carlos Álvarez; Vilán, José Antonio Vilán; García-Gonzalo, Esperanza
2014-10-01
The aim of this research work is to build a regression model of the particulate matter up to 10 micrometers in size (PM10) by using the multivariate adaptive regression splines (MARS) technique in the Oviedo urban area (Northern Spain) at local scale. This research work explores the use of a nonparametric regression algorithm known as multivariate adaptive regression splines (MARS) which has the ability to approximate the relationship between the inputs and outputs, and express the relationship mathematically. In this sense, hazardous air pollutants or toxic air contaminants refer to any substance that may cause or contribute to an increase in mortality or serious illness, or that may pose a present or potential hazard to human health. To accomplish the objective of this study, the experimental dataset of nitrogen oxides (NOx), carbon monoxide (CO), sulfur dioxide (SO2), ozone (O3) and dust (PM10) were collected over 3 years (2006-2008) and they are used to create a highly nonlinear model of the PM10 in the Oviedo urban nucleus (Northern Spain) based on the MARS technique. One main objective of this model is to obtain a preliminary estimate of the dependence between PM10 pollutant in the Oviedo urban area at local scale. A second aim is to determine the factors with the greatest bearing on air quality with a view to proposing health and lifestyle improvements. The United States National Ambient Air Quality Standards (NAAQS) establishes the limit values of the main pollutants in the atmosphere in order to ensure the health of healthy people. Firstly, this MARS regression model captures the main perception of statistical learning theory in order to obtain a good prediction of the dependence among the main pollutants in the Oviedo urban area. Secondly, the main advantages of MARS are its capacity to produce simple, easy-to-interpret models, its ability to estimate the contributions of the input variables, and its computational efficiency. Finally, on the basis of
Fuchs, Julia; Cermak, Jan; Andersen, Hendrik
2017-04-01
This study aims at untangling the impacts of external dynamics and local conditions on cloud properties in the Southeast Atlantic (SEA) by combining satellite and reanalysis data using multivariate statistics. The understanding of clouds and their determinants at different scales is important for constraining the Earth's radiative budget, and thus prominent in climate-system research. In this study, SEA stratocumulus cloud properties are observed not only as the result of local environmental conditions but also as affected by external dynamics and spatial origins of air masses entering the study area. In order to assess to what extent cloud properties are impacted by aerosol concentration, air mass history, and meteorology, a multivariate approach is conducted using satellite observations of aerosol and cloud properties (MODIS, SEVIRI), information on aerosol species composition (MACC) and meteorological context (ERA-Interim reanalysis). To account for the often-neglected but important role of air mass origin, information on air mass history based on HYSPLIT modeling is included in the statistical model. This multivariate approach is intended to lead to a better understanding of the physical processes behind observed stratocumulus cloud properties in the SEA.
Boosted Multivariate Trees for Longitudinal Data
Pande, Amol; Li, Liang; Rajeswaran, Jeevanantham; Ehrlinger, John; Kogalur, Udaya B.; Blackstone, Eugene H.; Ishwaran, Hemant
2017-01-01
Machine learning methods provide a powerful approach for analyzing longitudinal data in which repeated measurements are observed for a subject over time. We boost multivariate trees to fit a novel flexible semi-nonparametric marginal model for longitudinal data. In this model, features are assumed to be nonparametric, while feature-time interactions are modeled semi-nonparametrically utilizing P-splines with estimated smoothing parameter. In order to avoid overfitting, we describe a relatively simple in sample cross-validation method which can be used to estimate the optimal boosting iteration and which has the surprising added benefit of stabilizing certain parameter estimates. Our new multivariate tree boosting method is shown to be highly flexible, robust to covariance misspecification and unbalanced designs, and resistant to overfitting in high dimensions. Feature selection can be used to identify important features and feature-time interactions. An application to longitudinal data of forced 1-second lung expiratory volume (FEV1) for lung transplant patients identifies an important feature-time interaction and illustrates the ease with which our method can find complex relationships in longitudinal data. PMID:29249866
Sunspot Cycle Prediction Using Multivariate Regression and Binary ...
Indian Academy of Sciences (India)
49
Multivariate regression model has been derived based on the available cycles 1 .... The flare index correlates well with various parameters of the solar activity. ...... 32) Sabarinath A and Anilkumar A K 2011 A stochastic prediction model for the.
Higher-order Multivariable Polynomial Regression to Estimate Human Affective States
Wei, Jie; Chen, Tong; Liu, Guangyuan; Yang, Jiemin
2016-03-01
From direct observations, facial, vocal, gestural, physiological, and central nervous signals, estimating human affective states through computational models such as multivariate linear-regression analysis, support vector regression, and artificial neural network, have been proposed in the past decade. In these models, linear models are generally lack of precision because of ignoring intrinsic nonlinearities of complex psychophysiological processes; and nonlinear models commonly adopt complicated algorithms. To improve accuracy and simplify model, we introduce a new computational modeling method named as higher-order multivariable polynomial regression to estimate human affective states. The study employs standardized pictures in the International Affective Picture System to induce thirty subjects’ affective states, and obtains pure affective patterns of skin conductance as input variables to the higher-order multivariable polynomial model for predicting affective valence and arousal. Experimental results show that our method is able to obtain efficient correlation coefficients of 0.98 and 0.96 for estimation of affective valence and arousal, respectively. Moreover, the method may provide certain indirect evidences that valence and arousal have their brain’s motivational circuit origins. Thus, the proposed method can serve as a novel one for efficiently estimating human affective states.
Energy Technology Data Exchange (ETDEWEB)
Joensson, S. [Man-Technology-Environment Research Centre, Department of Natural Sciences, Orebro University, 701 82 Orebro (Sweden)], E-mail: sofie.jonsson@nat.oru.se; Eriksson, L.A. [Department of Natural Sciences and Orebro Life Science Center, Orebro University, 701 82 Orebro (Sweden); Bavel, B. van [Man-Technology-Environment Research Centre, Department of Natural Sciences, Orebro University, 701 82 Orebro (Sweden)
2008-07-28
A multivariate model to characterise nitroaromatics and related compounds based on molecular descriptors was calculated. Descriptors were collected from literature and through empirical, semi-empirical and density functional theory-based calculations. Principal components were used to describe the distribution of the compounds in a multidimensional space. Four components described 76% of the variation in the dataset. PC1 separated the compounds due to molecular weight, PC2 separated the different isomers, PC3 arranged the compounds according to different functional groups such as nitrobenzoic acids, nitrobenzenes, nitrotoluenes and nitroesters and PC4 differentiated the compounds containing chlorine from other compounds. Quantitative structure-property relationship models were calculated using partial least squares (PLS) projection to latent structures to predict gas chromatographic (GC) retention times and the distribution between the water phase and air using solid-phase microextraction (SPME). GC retention time was found to be dependent on the presence of polar amine groups, electronic descriptors including highest occupied molecular orbital, dipole moments and the melting point. The model of GC retention time was good, but the precision was not precise enough for practical use. An important environmental parameter was measured using SPME, the distribution between headspace (air) and the water phase. This parameter was mainly dependent on Henry's law constant, vapour pressure, log P, content of hydroxyl groups and atmospheric OH rate constant. The predictive capacity of the model substantially improved when recalculating a model using these five descriptors only.
Complications from arteriovenous malformation radiosurgery: multivariate analysis and risk modeling
International Nuclear Information System (INIS)
Flickinger, John C.; Kondziolka, Douglas; Pollock, Bruce E.; Maitz, Ann H.; Lunsford, L. Dade
1997-01-01
Purpose/Objective: To assess the relationships of radiosurgery treatment parameters to the development of complications from radiosurgery for arteriovenous malformations (AVM). Methods and Materials: We evaluated follow-up imaging and clinical data in 307 AVM patients who received gamma knife radiosurgery at the University of Pittsburgh between 1987 and 1993. All patients had regular clinical or imaging follow up for a minimum of 2 years (range: 24-96 months, median = 44 months). Results: Post-radiosurgical imaging (PRI) changes developed in 30.5% of patients with regular follow-up magnetic resonance imaging, and were symptomatic in 10.7% of all patients at 7 years. PRI changes resolved within 3 years developed significantly less often (p = 0.0274) in patients with symptoms (52.8%) compared to asymptomatic patients (94.8%). The 7-year actuarial rate for developing persistent symptomatic PRI changes was 5.05%. Multivariate logistic regression modeling found that the 12 Gy volume was the only independent variable that correlated significantly with PRI changes (p < 0.0001) while symptomatic PRI changes were correlated with both 12 Gy volume (p = 0.0013) and AVM location (p 0.0066). Conclusion: Complications from AVM radiosurgery can be predicted with a statistical model relating the risks of developing symptomatic post-radiosurgical imaging changes to 12 Gy treatment volume and location
Bello, Alessandra; Bianchi, Federica; Careri, Maria; Giannetto, Marco; Mori, Giovanni; Musci, Marilena
2007-11-05
A new NIR method based on multivariate calibration for determination of ethanol in industrially packed wholemeal bread was developed and validated. GC-FID was used as reference method for the determination of actual ethanol concentration of different samples of wholemeal bread with proper content of added ethanol, ranging from 0 to 3.5% (w/w). Stepwise discriminant analysis was carried out on the NIR dataset, in order to reduce the number of original variables by selecting those that were able to discriminate between the samples of different ethanol concentrations. With the so selected variables a multivariate calibration model was then obtained by multiple linear regression. The prediction power of the linear model was optimized by a new "leave one out" method, so that the number of original variables resulted further reduced.
Directory of Open Access Journals (Sweden)
2016-12-01
Full Text Available This paper is on data analysis strategy in a complex, multidimensional, and dynamic domain. The focus is on the use of data mining techniques to explore the importance of multivariate structures; using climate variables which influences climate change. Techniques involved in data mining exercise vary according to the data structures. The multivariate analysis strategy considered here involved choosing an appropriate tool to analyze a process. Factor analysis is introduced into data mining technique in order to reveal the influencing impacts of factors involved as well as solving for multicolinearity effect among the variables. The temporal nature and multidimensionality of the target variables is revealed in the model using multidimensional regression estimates. The strategy of integrating the method of several statistical techniques, using climate variables in Nigeria was employed. R2 of 0.518 was obtained from the ordinary least square regression analysis carried out and the test was not significant at 5% level of significance. However, factor analysis regression strategy gave a good fit with R2 of 0.811 and the test was significant at 5% level of significance. Based on this study, model building should go beyond the usual confirmatory data analysis (CDA, rather it should be complemented with exploratory data analysis (EDA in order to achieve a desired result.
Business Model Discovery by Technology Entrepreneurs
Directory of Open Access Journals (Sweden)
Steven Muegge
2012-04-01
Full Text Available Value creation and value capture are central to technology entrepreneurship. The ways in which a particular firm creates and captures value are the foundation of that firm's business model, which is an explanation of how the business delivers value to a set of customers at attractive profits. Despite the deep conceptual link between business models and technology entrepreneurship, little is known about the processes by which technology entrepreneurs produce successful business models. This article makes three contributions to partially address this knowledge gap. First, it argues that business model discovery by technology entrepreneurs can be, and often should be, disciplined by both intention and structure. Second, it provides a tool for disciplined business model discovery that includes an actionable process and a worksheet for describing a business model in a form that is both concise and explicit. Third, it shares preliminary results and lessons learned from six technology entrepreneurs applying a disciplined process to strengthen or reinvent the business models of their own nascent technology businesses.
Multivariate statistical methods a primer
Manly, Bryan FJ
2004-01-01
THE MATERIAL OF MULTIVARIATE ANALYSISExamples of Multivariate DataPreview of Multivariate MethodsThe Multivariate Normal DistributionComputer ProgramsGraphical MethodsChapter SummaryReferencesMATRIX ALGEBRAThe Need for Matrix AlgebraMatrices and VectorsOperations on MatricesMatrix InversionQuadratic FormsEigenvalues and EigenvectorsVectors of Means and Covariance MatricesFurther Reading Chapter SummaryReferencesDISPLAYING MULTIVARIATE DATAThe Problem of Displaying Many Variables in Two DimensionsPlotting index VariablesThe Draftsman's PlotThe Representation of Individual Data P:ointsProfiles o
Fully conditional specification in multivariate imputation
van Buuren, S.; Brand, J. P.L.; Groothuis-Oudshoorn, C. G.M.; Rubin, D. B.
2006-01-01
The use of the Gibbs sampler with fully conditionally specified models, where the distribution of each variable given the other variables is the starting point, has become a popular method to create imputations in incomplete multivariate data. The theoretical weakness of this approach is that the
Technology Learning Ratios in Global Energy Models
International Nuclear Information System (INIS)
Varela, M.
2001-01-01
The process of introduction of a new technology supposes that while its production and utilisation increases, also its operation improves and its investment costs and production decreases. The accumulation of experience and learning of a new technology increase in parallel with the increase of its market share. This process is represented by the technological learning curves and the energy sector is not detached from this process of substitution of old technologies by new ones. The present paper carries out a brief revision of the main energy models that include the technology dynamics (learning). The energy scenarios, developed by global energy models, assume that the characteristics of the technologies are variables with time. But this trend is incorporated in a exogenous way in these energy models, that is to say, it is only a time function. This practice is applied to the cost indicators of the technology such as the specific investment costs or to the efficiency of the energy technologies. In the last years, the new concept of endogenous technological learning has been integrated within these global energy models. This paper examines the concept of technological learning in global energy models. It also analyses the technological dynamics of the energy system including the endogenous modelling of the process of technological progress. Finally, it makes a comparison of several of the most used global energy models (MARKAL, MESSAGE and ERIS) and, more concretely, about the use these models make of the concept of technological learning. (Author) 17 refs
Collins, Gary S; Reitsma, Johannes B; Altman, Douglas G; Moons, Karel G M
2015-06-01
Prediction models are developed to aid health care providers in estimating the probability or risk that a specific disease or condition is present (diagnostic models) or that a specific event will occur in the future (prognostic models), to inform their decision making. However, the overwhelming evidence shows that the quality of reporting of prediction model studies is poor. Only with full and clear reporting of information on all aspects of a prediction model can risk of bias and potential usefulness of prediction models be adequately assessed. The Transparent Reporting of a multivariable prediction model for Individual Prognosis Or Diagnosis (TRIPOD) Initiative developed a set of recommendations for the reporting of studies developing, validating, or updating a prediction model, whether for diagnostic or prognostic purposes. This article describes how the TRIPOD Statement was developed. An extensive list of items based on a review of the literature was created, which was reduced after a Web-based survey and revised during a 3-day meeting in June 2011 with methodologists, health care professionals, and journal editors. The list was refined during several meetings of the steering group and in e-mail discussions with the wider group of TRIPOD contributors. The resulting TRIPOD Statement is a checklist of 22 items, deemed essential for transparent reporting of a prediction model study. The TRIPOD Statement aims to improve the transparency of the reporting of a prediction model study regardless of the study methods used. The TRIPOD Statement is best used in conjunction with the TRIPOD explanation and elaboration document. To aid the editorial process and readers of prediction model studies, it is recommended that authors include a completed checklist in their submission (also available at www.tripod-statement.org). The Transparent Reporting of a multivariable prediction model for Individual Prognosis Or Diagnosis (TRIPOD) Initiative developed a set of recommendations
Business Models and Technological Innovation
Baden-Fuller, Charles; Haefliger, Stefan
2013-01-01
Business models are fundamentally linked with technological innovation, yet the business model construct is essentially separable from technology. We define the business model as a system that solves the problem of identifying who is (or are) the customer(s), engaging with their needs, delivering satisfaction, and monetizing the value. The framework depicts the business model system as a model containing cause and effect relationships, and it provides a basis for classification. We formulate ...
Directory of Open Access Journals (Sweden)
Carlos E. Galván-Tejada
2017-02-01
Full Text Available Breast cancer is an important global health problem, and the most common type of cancer among women. Late diagnosis significantly decreases the survival rate of the patient; however, using mammography for early detection has been demonstrated to be a very important tool increasing the survival rate. The purpose of this paper is to obtain a multivariate model to classify benign and malignant tumor lesions using a computer-assisted diagnosis with a genetic algorithm in training and test datasets from mammography image features. A multivariate search was conducted to obtain predictive models with different approaches, in order to compare and validate results. The multivariate models were constructed using: Random Forest, Nearest centroid, and K-Nearest Neighbor (K-NN strategies as cost function in a genetic algorithm applied to the features in the BCDR public databases. Results suggest that the two texture descriptor features obtained in the multivariate model have a similar or better prediction capability to classify the data outcome compared with the multivariate model composed of all the features, according to their fitness value. This model can help to reduce the workload of radiologists and present a second opinion in the classification of tumor lesions.
Galván-Tejada, Carlos E; Zanella-Calzada, Laura A; Galván-Tejada, Jorge I; Celaya-Padilla, José M; Gamboa-Rosales, Hamurabi; Garza-Veloz, Idalia; Martinez-Fierro, Margarita L
2017-02-14
Breast cancer is an important global health problem, and the most common type of cancer among women. Late diagnosis significantly decreases the survival rate of the patient; however, using mammography for early detection has been demonstrated to be a very important tool increasing the survival rate. The purpose of this paper is to obtain a multivariate model to classify benign and malignant tumor lesions using a computer-assisted diagnosis with a genetic algorithm in training and test datasets from mammography image features. A multivariate search was conducted to obtain predictive models with different approaches, in order to compare and validate results. The multivariate models were constructed using: Random Forest, Nearest centroid, and K-Nearest Neighbor (K-NN) strategies as cost function in a genetic algorithm applied to the features in the BCDR public databases. Results suggest that the two texture descriptor features obtained in the multivariate model have a similar or better prediction capability to classify the data outcome compared with the multivariate model composed of all the features, according to their fitness value. This model can help to reduce the workload of radiologists and present a second opinion in the classification of tumor lesions.
Forecasting multivariate volatility in larger dimensions: some practical issues
Adam E Clements; Ayesha Scott; Annastiina Silvennoinen
2012-01-01
The importance of covariance modelling has long been recognised in the field of portfolio management and large dimensional multivariate problems are increasingly becoming the focus of research. This paper provides a straightforward and commonsense approach toward investigating whether simpler moving average based correlation forecasting methods have equal predictive accuracy as their more complex multivariate GARCH counterparts for large dimensional problems. We find simpler forecasting techn...
International Nuclear Information System (INIS)
Soto, R; Wu, Ch. H; Bubela, A M
1999-01-01
This work introduces a novel methodology to improve reservoir characterization models. In this methodology we integrated multivariate statistical analyses, and neural network models for forecasting the infill drilling ultimate oil recovery from reservoirs in San Andres and Clearfork carbonate formations in west Texas. Development of the oil recovery forecast models help us to understand the relative importance of dominant reservoir characteristics and operational variables, reproduce recoveries for units included in the database, forecast recoveries for possible new units in similar geological setting, and make operational (infill drilling) decisions. The variety of applications demands the creation of multiple recovery forecast models. We have developed intelligent software (Soto, 1998), oilfield intelligence (01), as an engineering tool to improve the characterization of oil and gas reservoirs. 01 integrates neural networks and multivariate statistical analysis. It is composed of five main subsystems: data input, preprocessing, architecture design, graphic design, and inference engine modules. One of the challenges in this research was to identify the dominant and the optimum number of independent variables. The variables include porosity, permeability, water saturation, depth, area, net thickness, gross thickness, formation volume factor, pressure, viscosity, API gravity, number of wells in initial water flooding, number of wells for primary recovery, number of infill wells over the initial water flooding, PRUR, IWUR, and IDUR. Multivariate principal component analysis is used to identify the dominant and the optimum number of independent variables. We compared the results from neural network models with the non-parametric approach. The advantage of the non-parametric regression is that it is easy to use. The disadvantage is that it retains a large variance of forecast results for a particular data set. We also used neural network concepts to develop recovery
A Review of Multivariate Distributions for Count Data Derived from the Poisson Distribution.
Inouye, David; Yang, Eunho; Allen, Genevera; Ravikumar, Pradeep
2017-01-01
The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world high-dimensional count-valued data found in word counts, genomics, and crime statistics, for example, exhibit rich dependencies, and motivate the need for multivariate distributions that can appropriately model this data. We review multivariate distributions derived from the univariate Poisson, categorizing these models into three main classes: 1) where the marginal distributions are Poisson, 2) where the joint distribution is a mixture of independent multivariate Poisson distributions, and 3) where the node-conditional distributions are derived from the Poisson. We discuss the development of multiple instances of these classes and compare the models in terms of interpretability and theory. Then, we empirically compare multiple models from each class on three real-world datasets that have varying data characteristics from different domains, namely traffic accident data, biological next generation sequencing data, and text data. These empirical experiments develop intuition about the comparative advantages and disadvantages of each class of multivariate distribution that was derived from the Poisson. Finally, we suggest new research directions as explored in the subsequent discussion section.
Joint density of eigenvalues in spiked multivariate models.
Dharmawansa, Prathapasinghe; Johnstone, Iain M
2014-01-01
The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dimensional data, it is natural to consider alternative hypotheses which are a low rank departure from the null hypothesis. For rank one alternatives, this note provides a representation for the joint eigenvalue density in terms of a single contour integral. This will be of use for deriving approximate distributions for likelihood ratios and 'linear' statistics used in testing.
Multi-variable systems in nuclear power plant
International Nuclear Information System (INIS)
Collins, G.B.; Howell, J.
1982-01-01
Nuclear power plant are complex multi-variable dynamically interactive systems which employ many facets of systems and control theory in their analysis and design. Whole plant mathematical models must be developed and validated and in addition to their obvious role in control system synthesis and design, they are also widely used for operational constraint and plant malfunction analysis. The need for and scope of an integrated power plant control system is discussed and, as a specific example, the design of an integrated feedwater regulator is reviewed. The multi-variable frequency response analysis employed in the design is described in detail. (author)
Multivariate Cholesky models of human female fertility patterns in the NLSY.
Rodgers, Joseph Lee; Bard, David E; Miller, Warren B
2007-03-01
Substantial evidence now exists that variables measuring or correlated with human fertility outcomes have a heritable component. In this study, we define a series of age-sequenced fertility variables, and fit multivariate models to account for underlying shared genetic and environmental sources of variance. We make predictions based on a theory developed by Udry [(1996) Biosocial models of low-fertility societies. In: Casterline, JB, Lee RD, Foote KA (eds) Fertility in the United States: new patterns, new theories. The Population Council, New York] suggesting that biological/genetic motivations can be more easily realized and measured in settings in which fertility choices are available. Udry's theory, along with principles from molecular genetics and certain tenets of life history theory, allow us to make specific predictions about biometrical patterns across age. Consistent with predictions, our results suggest that there are different sources of genetic influence on fertility variance at early compared to later ages, but that there is only one source of shared environmental influence that occurs at early ages. These patterns are suggestive of the types of gene-gene and gene-environment interactions for which we must account to better understand individual differences in fertility outcomes.
Heddam, Salim; Kisi, Ozgur
2018-04-01
In the present study, three types of artificial intelligence techniques, least square support vector machine (LSSVM), multivariate adaptive regression splines (MARS) and M5 model tree (M5T) are applied for modeling daily dissolved oxygen (DO) concentration using several water quality variables as inputs. The DO concentration and water quality variables data from three stations operated by the United States Geological Survey (USGS) were used for developing the three models. The water quality data selected consisted of daily measured of water temperature (TE, °C), pH (std. unit), specific conductance (SC, μS/cm) and discharge (DI cfs), are used as inputs to the LSSVM, MARS and M5T models. The three models were applied for each station separately and compared to each other. According to the results obtained, it was found that: (i) the DO concentration could be successfully estimated using the three models and (ii) the best model among all others differs from one station to another.
Analysis, Simulation and Prediction of Multivariate Random Fields with Package RandomFields
Directory of Open Access Journals (Sweden)
Martin Schlather
2015-02-01
Full Text Available Modeling of and inference on multivariate data that have been measured in space, such as temperature and pressure, are challenging tasks in environmental sciences, physics and materials science. We give an overview over and some background on modeling with cross- covariance models. The R package RandomFields supports the simulation, the parameter estimation and the prediction in particular for the linear model of coregionalization, the multivariate Matrn models, the delay model, and a spectrum of physically motivated vector valued models. An example on weather data is considered, illustrating the use of RandomFields for parameter estimation and prediction.
Lo, Kenneth; Gottardo, Raphael
2012-01-01
Cluster analysis is the automated search for groups of homogeneous observations in a data set. A popular modeling approach for clustering is based on finite normal mixture models, which assume that each cluster is modeled as a multivariate normal distribution. However, the normality assumption that each component is symmetric is often unrealistic. Furthermore, normal mixture models are not robust against outliers; they often require extra components for modeling outliers and/or give a poor representation of the data. To address these issues, we propose a new class of distributions, multivariate t distributions with the Box-Cox transformation, for mixture modeling. This class of distributions generalizes the normal distribution with the more heavy-tailed t distribution, and introduces skewness via the Box-Cox transformation. As a result, this provides a unified framework to simultaneously handle outlier identification and data transformation, two interrelated issues. We describe an Expectation-Maximization algorithm for parameter estimation along with transformation selection. We demonstrate the proposed methodology with three real data sets and simulation studies. Compared with a wealth of approaches including the skew-t mixture model, the proposed t mixture model with the Box-Cox transformation performs favorably in terms of accuracy in the assignment of observations, robustness against model misspecification, and selection of the number of components.
Carisi, Francesca; Domeneghetti, Alessio; Kreibich, Heidi; Schröter, Kai; Castellarin, Attilio
2017-04-01
Flood risk is function of flood hazard and vulnerability, therefore its accurate assessment depends on a reliable quantification of both factors. The scientific literature proposes a number of objective and reliable methods for assessing flood hazard, yet it highlights a limited understanding of the fundamental damage processes. Loss modelling is associated with large uncertainty which is, among other factors, due to a lack of standard procedures; for instance, flood losses are often estimated based on damage models derived in completely different contexts (i.e. different countries or geographical regions) without checking its applicability, or by considering only one explanatory variable (i.e. typically water depth). We consider the Secchia river flood event of January 2014, when a sudden levee-breach caused the inundation of nearly 200 km2 in Northern Italy. In the aftermath of this event, local authorities collected flood loss data, together with additional information on affected private households and industrial activities (e.g. buildings surface and economic value, number of company's employees and others). Based on these data we implemented and compared a quadratic-regression damage function, with water depth as the only explanatory variable, and a multi-variable model that combines multiple regression trees and considers several explanatory variables (i.e. bagging decision trees). Our results show the importance of data collection revealing that (1) a simple quadratic regression damage function based on empirical data from the study area can be significantly more accurate than literature damage-models derived for a different context and (2) multi-variable modelling may outperform the uni-variable approach, yet it is more difficult to develop and apply due to a much higher demand of detailed data.
Dynamics analysis of a boiling water reactor based on multivariable autoregressive modeling
International Nuclear Information System (INIS)
Oguma, Ritsuo; Matsubara, Kunihiko
1980-01-01
The establishment of the highly reliable mathematical model for the dynamic characteristics of a reactor is indispensable for the achievement of safe operation in reactor plants. The authors have tried to model the dynamic characteristics of a reactor based on the identification technique, taking the JPDR (Japan Power Demonstration Reactor) as the object, as one of the technical studies for diagnosing BWR anomaly, and employed the multivariable autoregressive modeling (MAR method) as one of the useful methods for forwarding the analysis. In this paper, the outline of the system analysis by MAR modeling is explained, and the identification experiments and their analysis results performed in the phase 4 of the power increase test of the JPDR are described. The authors evaluated the results of identification based on only reactor noises, making reference to the results of identification in the case of exciting the system by applying artificial irregular disturbance, in order to clarify the extent in which the modeling is possible by reactor noises only. However, some difficulties were encountered. The largest problem is the one concerning the separation and identification of the noise sources exciting the variables from the dynamic characteristics among the variables. If the effective technique can be obtained to this problem, the approach by the identification technique based on the probability model might be a powerful tool in the field of reactor noise analysis and the development of diagnosis technics. (Wakatsuki, Y.)
Burgués, Javier; Marco, Santiago
2018-08-17
Metal oxide semiconductor (MOX) sensors are usually temperature-modulated and calibrated with multivariate models such as partial least squares (PLS) to increase the inherent low selectivity of this technology. The multivariate sensor response patterns exhibit heteroscedastic and correlated noise, which suggests that maximum likelihood methods should outperform PLS. One contribution of this paper is the comparison between PLS and maximum likelihood principal components regression (MLPCR) in MOX sensors. PLS is often criticized by the lack of interpretability when the model complexity increases beyond the chemical rank of the problem. This happens in MOX sensors due to cross-sensitivities to interferences, such as temperature or humidity and non-linearity. Additionally, the estimation of fundamental figures of merit, such as the limit of detection (LOD), is still not standardized in multivariate models. Orthogonalization methods, such as orthogonal projection to latent structures (O-PLS), have been successfully applied in other fields to reduce the complexity of PLS models. In this work, we propose a LOD estimation method based on applying the well-accepted univariate LOD formulas to the scores of the first component of an orthogonal PLS model. The resulting LOD is compared to the multivariate LOD range derived from error-propagation. The methodology is applied to data extracted from temperature-modulated MOX sensors (FIS SB-500-12 and Figaro TGS 3870-A04), aiming at the detection of low concentrations of carbon monoxide in the presence of uncontrolled humidity (chemical noise). We found that PLS models were simpler and more accurate than MLPCR models. Average LOD values of 0.79 ppm (FIS) and 1.06 ppm (Figaro) were found using the approach described in this paper. These values were contained within the LOD ranges obtained with the error-propagation approach. The mean LOD increased to 1.13 ppm (FIS) and 1.59 ppm (Figaro) when considering validation samples
Multivariate phase type distributions - Applications and parameter estimation
DEFF Research Database (Denmark)
Meisch, David
The best known univariate probability distribution is the normal distribution. It is used throughout the literature in a broad field of applications. In cases where it is not sensible to use the normal distribution alternative distributions are at hand and well understood, many of these belonging...... and statistical inference, is the multivariate normal distribution. Unfortunately only little is known about the general class of multivariate phase type distribution. Considering the results concerning parameter estimation and inference theory of univariate phase type distributions, the class of multivariate...... projects and depend on reliable cost estimates. The Successive Principle is a group analysis method primarily used for analyzing medium to large projects in relation to cost or duration. We believe that the mathematical modeling used in the Successive Principle can be improved. We suggested a novel...
Advanced Mirror & Modelling Technology Development
Effinger, Michael; Stahl, H. Philip; Abplanalp, Laura; Maffett, Steven; Egerman, Robert; Eng, Ron; Arnold, William; Mosier, Gary; Blaurock, Carl
2014-01-01
The 2020 Decadal technology survey is starting in 2018. Technology on the shelf at that time will help guide selection to future low risk and low cost missions. The Advanced Mirror Technology Development (AMTD) team has identified development priorities based on science goals and engineering requirements for Ultraviolet Optical near-Infrared (UVOIR) missions in order to contribute to the selection process. One key development identified was lightweight mirror fabrication and testing. A monolithic, stacked, deep core mirror was fused and replicated twice to achieve the desired radius of curvature. It was subsequently successfully polished and tested. A recently awarded second phase to the AMTD project will develop larger mirrors to demonstrate the lateral scaling of the deep core mirror technology. Another key development was rapid modeling for the mirror. One model focused on generating optical and structural model results in minutes instead of months. Many variables could be accounted for regarding the core, face plate and back structure details. A portion of a spacecraft model was also developed. The spacecraft model incorporated direct integration to transform optical path difference to Point Spread Function (PSF) and between PSF to modulation transfer function. The second phase to the project will take the results of the rapid mirror modeler and integrate them into the rapid spacecraft modeler.
CMPH: a multivariate phase-type aggregate loss distribution
Directory of Open Access Journals (Sweden)
Ren Jiandong
2017-12-01
Full Text Available We introduce a compound multivariate distribution designed for modeling insurance losses arising from different risk sources in insurance companies. The distribution is based on a discrete-time Markov Chain and generalizes the multivariate compound negative binomial distribution, which is widely used for modeling insurance losses.We derive fundamental properties of the distribution and discuss computational aspects facilitating calculations of risk measures of the aggregate loss, as well as allocations of the aggregate loss to individual types of risk sources. Explicit formulas for the joint moment generating function and the joint moments of different loss types are derived, and recursive formulas for calculating the joint distributions given. Several special cases of particular interest are analyzed. An illustrative numerical example is provided.
Local Strategy Combined with a Wavelength Selection Method for Multivariate Calibration
Directory of Open Access Journals (Sweden)
Haitao Chang
2016-06-01
Full Text Available One of the essential factors influencing the prediction accuracy of multivariate calibration models is the quality of the calibration data. A local regression strategy, together with a wavelength selection approach, is proposed to build the multivariate calibration models based on partial least squares regression. The local algorithm is applied to create a calibration set of spectra similar to the spectrum of an unknown sample; the synthetic degree of grey relation coefficient is used to evaluate the similarity. A wavelength selection method based on simple-to-use interactive self-modeling mixture analysis minimizes the influence of noisy variables, and the most informative variables of the most similar samples are selected to build the multivariate calibration model based on partial least squares regression. To validate the performance of the proposed method, ultraviolet-visible absorbance spectra of mixed solutions of food coloring analytes in a concentration range of 20–200 µg/mL is measured. Experimental results show that the proposed method can not only enhance the prediction accuracy of the calibration model, but also greatly reduce its complexity.
Multivariate Option Pricing with Time Varying Volatility and Correlations
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars Peter
In recent years multivariate models for asset returns have received much attention, in particular this is the case for models with time varying volatility. In this paper we consider models of this class and examine their potential when it comes to option pricing. Specifically, we derive the risk...... neutral dynamics for a general class of multivariate heteroskedastic models, and we provide a feasible way to price options in this framework. Our framework can be used irrespective of the assumed underlying distribution and dynamics, and it nests several important special cases. We provide an application...... to options on the minimum of two indices. Our results show that not only is correlation important for these options but so is allowing this correlation to be dynamic. Moreover, we show that for the general model exposure to correlation risk carries an important premium, and when this is neglected option...
A MULTIVARIATE ANALYSIS OF CROATIAN COUNTIES ENTREPRENEURSHIP
Directory of Open Access Journals (Sweden)
Elza Jurun
2012-12-01
Full Text Available In the focus of this paper is a multivariate analysis of Croatian Counties entrepreneurship. Complete data base available by official statistic institutions at national and regional level is used. Modern econometric methodology starting from a comparative analysis via multiple regression to multivariate cluster analysis is carried out as well as the analysis of successful or inefficacious entrepreneurship measured by indicators of efficiency, profitability and productivity. Time horizons of the comparative analysis are in 2004 and 2010. Accelerators of socio-economic development - number of entrepreneur investors, investment in fixed assets and current assets ratio in multiple regression model are analytically filtered between twenty-six independent variables as variables of the dominant influence on GDP per capita in 2010 as dependent variable. Results of multivariate cluster analysis of twentyone Croatian Counties are interpreted also in the sense of three Croatian NUTS 2 regions according to European nomenclature of regional territorial division of Croatia.
Modeling technological learning and its application for clean coal technologies in Japan
International Nuclear Information System (INIS)
Nakata, Toshihiko; Sato, Takemi; Wang, Hao; Kusunoki, Tomoya; Furubayashi, Takaaki
2011-01-01
Estimating technological progress of emerging technologies such as renewables and clean coal technologies becomes important for designing low carbon energy systems in future and drawing effective energy policies. Learning curve is an analytical approach for describing the decline rate of cost and production caused by technological progress as well as learning. In the study, a bottom-up energy-economic model including an endogenous technological learning function has been designed. The model deals with technological learning in energy conversion technologies and its spillover effect. It is applied as a feasibility study of clean coal technologies such as IGCC (Integrated Coal Gasification Combined Cycle) and IGFC (Integrated Coal Gasification Fuel Cell System) in Japan. As the results of analysis, it is found that technological progress by learning has a positive impact on the penetration of clean coal technologies in the electricity market, and the learning model has a potential for assessing upcoming technologies in future.
Tarhini, Ali; Elyas, Tariq; Akour, Mohammad Ali; Al-Salti, Zahran
2016-01-01
The main aim of this paper is to develop an amalgamated conceptual model of technology acceptance that explains how individual, social, cultural and organizational factors affect the students' acceptance and usage behaviour of the Web-based learning systems. More specifically, the proposed model extends the Technology Acceptance Model (TAM) to…
Acoustic multivariate condition monitoring - AMCM
Energy Technology Data Exchange (ETDEWEB)
Rosenhave, P E [Vestfold College, Maritime Dept., Toensberg (Norway)
1998-12-31
In Norway, Vestfold College, Maritime Department presents new opportunities for non-invasive, on- or off-line acoustic monitoring of rotating machinery such as off-shore pumps and diesel engines. New developments within acoustic sensor technology coupled with chemometric data analysis of complex signals now allow condition monitoring of hitherto unavailable flexibility and diagnostic specificity. Chemometrics paired with existing knowledge yields a new and powerful tool for condition monitoring. By the use of multivariate techniques and acoustics it is possible to quantify wear and tear as well as predict the performance of working components in complex machinery. This presentation describes the AMCM method and one result of a feasibility study conducted onboard the LPG/C `Norgas Mariner` owned by Norwegian Gas Carriers as (NGC), Oslo. (orig.) 6 refs.
Acoustic multivariate condition monitoring - AMCM
Energy Technology Data Exchange (ETDEWEB)
Rosenhave, P.E. [Vestfold College, Maritime Dept., Toensberg (Norway)
1997-12-31
In Norway, Vestfold College, Maritime Department presents new opportunities for non-invasive, on- or off-line acoustic monitoring of rotating machinery such as off-shore pumps and diesel engines. New developments within acoustic sensor technology coupled with chemometric data analysis of complex signals now allow condition monitoring of hitherto unavailable flexibility and diagnostic specificity. Chemometrics paired with existing knowledge yields a new and powerful tool for condition monitoring. By the use of multivariate techniques and acoustics it is possible to quantify wear and tear as well as predict the performance of working components in complex machinery. This presentation describes the AMCM method and one result of a feasibility study conducted onboard the LPG/C `Norgas Mariner` owned by Norwegian Gas Carriers as (NGC), Oslo. (orig.) 6 refs.
Linear multivariate evaluation models for spatial perception of soundscape.
Deng, Zhiyong; Kang, Jian; Wang, Daiwei; Liu, Aili; Kang, Joe Zhengyu
2015-11-01
Soundscape is a sound environment that emphasizes the awareness of auditory perception and social or cultural understandings. The case of spatial perception is significant to soundscape. However, previous studies on the auditory spatial perception of the soundscape environment have been limited. Based on 21 native binaural-recorded soundscape samples and a set of auditory experiments for subjective spatial perception (SSP), a study of the analysis among semantic parameters, the inter-aural-cross-correlation coefficient (IACC), A-weighted-equal sound-pressure-level (L(eq)), dynamic (D), and SSP is introduced to verify the independent effect of each parameter and to re-determine some of their possible relationships. The results show that the more noisiness the audience perceived, the worse spatial awareness they received, while the closer and more directional the sound source image variations, dynamics, and numbers of sound sources in the soundscape are, the better the spatial awareness would be. Thus, the sensations of roughness, sound intensity, transient dynamic, and the values of Leq and IACC have a suitable range for better spatial perception. A better spatial awareness seems to promote the preference slightly for the audience. Finally, setting SSPs as functions of the semantic parameters and Leq-D-IACC, two linear multivariate evaluation models of subjective spatial perception are proposed.
Energy Technology Data Exchange (ETDEWEB)
Nilsson, Aasa; Persson, Fredrik; Andersson, Magnus
2009-07-15
IVL, together with Emerson Process Management, has developed a decision support system (DSS) based on multivariate statistical process models. The system was implemented at Nynas AB's refinery in order to provide real-time TBP curves and to enable the operator to optimise the process with regards to product quality and energy consumption. The project resulted in the following proven benefits at the industrial reference site, Nynas Refinery in Gothenburg: - Increased yield with up to 14 % (relative terms) for the most valuable product - Decreased energy consumption of 8 %. Validation of model predictions compared to the laboratory analysis showed that the prediction error lay within 1 deg C throughout the whole test period
Multivariate modelling with 1H NMR of pleural effusion in murine cerebral malaria
Directory of Open Access Journals (Sweden)
Ghosh Soumita
2011-11-01
Full Text Available Abstract Background Cerebral malaria is a clinical manifestation of Plasmodium falciparum infection. Although brain damage is the predominant pathophysiological complication of cerebral malaria (CM, respiratory distress, acute lung injury, hydrothorax/pleural effusion are also observed in several cases. Immunological parameters have been assessed in pleural fluid in murine models; however there are no reports of characterization of metabolites present in pleural effusion. Methods 1H NMR of the sera and the pleural effusion of cerebral malaria infected mice were analyzed using principal component analysis, orthogonal partial least square analysis, multiway principal component analysis, and multivariate curve resolution. Results It has been observed that there was 100% occurrence of pleural effusion (PE in the mice affected with CM, as opposed to those are non-cerebral and succumbing to hyperparasitaemia (NCM/HP. An analysis of 1H NMR and SDS-PAGE profile of PE and serum samples of each of the CM mice exhibited a similar profile in terms of constituents. Multivariate analysis on these two classes of biofluids was performed and significant differences were detected in concentrations of metabolites. Glucose, creatine and glutamine contents were high in the PE and lipids being high in the sera. Multivariate curve resolution between sera and pleural effusion showed that changes in PE co-varied with that of serum in CM mice. The increase of glucose in PE is negatively correlated to the glucose in serum in CM as obtained from the result of multiway principal component analysis. Conclusions This study reports for the first time, the characterization of metabolites in pleural effusion formed during murine cerebral malaria. The study indicates that the origin of PE metabolites in murine CM may be the serum. The loss of the components like glucose, glutamine and creatine into the PE may worsen the situation of patients, in conjunction with the enhanced
Yue, Chen; Chen, Shaojie; Sair, Haris I; Airan, Raag; Caffo, Brian S
2015-09-01
Data reproducibility is a critical issue in all scientific experiments. In this manuscript, the problem of quantifying the reproducibility of graphical measurements is considered. The image intra-class correlation coefficient (I2C2) is generalized and the graphical intra-class correlation coefficient (GICC) is proposed for such purpose. The concept for GICC is based on multivariate probit-linear mixed effect models. A Markov Chain Monte Carlo EM (mcm-cEM) algorithm is used for estimating the GICC. Simulation results with varied settings are demonstrated and our method is applied to the KIRBY21 test-retest dataset.
Multivariate statistics exercises and solutions
Härdle, Wolfgang Karl
2015-01-01
The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether more than 250 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R language. All R codes and data sets may be downloaded via the quantlet download center www.quantlet.org or via the Springer webpage. For interactive display of low-dimensional projections of a multivariate data set, we recommend GGobi.
Multivariate process monitoring of EAFs
Energy Technology Data Exchange (ETDEWEB)
Sandberg, E.; Lennox, B.; Marjanovic, O.; Smith, K.
2005-06-01
Improved knowledge of the effect of scrap grades on the electric steelmaking process and optimised scrap loading practices increase the potential for process automation. As part of an ongoing programme, process data from four Scandinavian EAFs have been analysed, using the multivariate process monitoring approach, to develop predictive models for end point conditions such as chemical composition, yield and energy consumption. The models developed generally predict final Cr, Ni and Mo and tramp element contents well, but electrical energy consumption, yield and content of oxidisable and impurity elements (C, Si, Mn, P, S) are at present more difficult to predict. Potential scrap management applications of the prediction models are also presented. (author)
Directory of Open Access Journals (Sweden)
Zhifeng Zhong
2017-01-01
Full Text Available Owing to the environment, temperature, and so forth, photovoltaic power generation volume is always fluctuating and subsequently impacts power grid planning and operation seriously. Therefore, it is of great importance to make accurate prediction of the power generation of photovoltaic (PV system in advance. In order to improve the prediction accuracy, in this paper, a novel particle swarm optimization algorithm based multivariable grey theory model is proposed for short-term photovoltaic power generation volume forecasting. It is highlighted that, by integrating particle swarm optimization algorithm, the prediction accuracy of grey theory model is expected to be highly improved. In addition, large amounts of real data from two separate power stations in China are being employed for model verification. The experimental results indicate that, compared with the conventional grey model, the mean relative error in the proposed model has been reduced from 7.14% to 3.53%. The real practice demonstrates that the proposed optimization model outperforms the conventional grey model from both theoretical and practical perspectives.
Multivariable adaptive control of bio process
Energy Technology Data Exchange (ETDEWEB)
Maher, M.; Bahhou, B.; Roux, G. [Centre National de la Recherche Scientifique (CNRS), 31 - Toulouse (France); Maher, M. [Faculte des Sciences, Rabat (Morocco). Lab. de Physique
1995-12-31
This paper presents a multivariable adaptive control of a continuous-flow fermentation process for the alcohol production. The linear quadratic control strategy is used for the regulation of substrate and ethanol concentrations in the bioreactor. The control inputs are the dilution rate and the influent substrate concentration. A robust identification algorithm is used for the on-line estimation of linear MIMO model`s parameters. Experimental results of a pilot-plant fermenter application are reported and show the control performances. (authors) 8 refs.
Differential constraints for bounded recursive identification with multivariate splines
De Visser, C.C.; Chu, Q.P.; Mulder, J.A.
2011-01-01
The ability to perform online model identification for nonlinear systems with unknown dynamics is essential to any adaptive model-based control system. In this paper, a new differential equality constrained recursive least squares estimator for multivariate simplex splines is presented that is able
Directory of Open Access Journals (Sweden)
Wenlei Bai
2017-12-01
Full Text Available The deterministic methods generally used to solve DC optimal power flow (OPF do not fully capture the uncertainty information in wind power, and thus their solutions could be suboptimal. However, the stochastic dynamic AC OPF problem can be used to find an optimal solution by fully capturing the uncertainty information of wind power. That uncertainty information of future wind power can be well represented by the short-term future wind power scenarios that are forecasted using the generalized dynamic factor model (GDFM—a novel multivariate statistical wind power forecasting model. Furthermore, the GDFM can accurately represent the spatial and temporal correlations among wind farms through the multivariate stochastic process. Fully capturing the uncertainty information in the spatially and temporally correlated GDFM scenarios can lead to a better AC OPF solution under a high penetration level of wind power. Since the GDFM is a factor analysis based model, the computational time can also be reduced. In order to further reduce the computational time, a modified artificial bee colony (ABC algorithm is used to solve the AC OPF problem based on the GDFM forecasting scenarios. Using the modified ABC algorithm based on the GDFM forecasting scenarios has resulted in better AC OPF’ solutions on an IEEE 118-bus system at every hour for 24 h.
Multivariate Statistical Process Control
DEFF Research Database (Denmark)
Kulahci, Murat
2013-01-01
As sensor and computer technology continues to improve, it becomes a normal occurrence that we confront with high dimensional data sets. As in many areas of industrial statistics, this brings forth various challenges in statistical process control (SPC) and monitoring for which the aim...... is to identify “out-of-control” state of a process using control charts in order to reduce the excessive variation caused by so-called assignable causes. In practice, the most common method of monitoring multivariate data is through a statistic akin to the Hotelling’s T2. For high dimensional data with excessive...... amount of cross correlation, practitioners are often recommended to use latent structures methods such as Principal Component Analysis to summarize the data in only a few linear combinations of the original variables that capture most of the variation in the data. Applications of these control charts...
Multivariate Risk-Return Decision Making Within Dynamic Estimation
Directory of Open Access Journals (Sweden)
Josip Arnerić
2008-10-01
Full Text Available Risk management in this paper is focused on multivariate risk-return decision making assuming time-varying estimation. Empirical research in risk management showed that the static "mean-variance" methodology in portfolio optimization is very restrictive with unrealistic assumptions. The objective of this paper is estimation of time-varying portfolio stocks weights by constraints on risk measure. Hence, risk measure dynamic estimation is used in risk controlling. By risk control manager makes free supplementary capital for new investments.Univariate modeling approach is not appropriate, even when portfolio returns are treated as one variable. Portfolio weights are time-varying, and therefore it is necessary to reestimate whole model over time. Using assumption of bivariate Student´s t-distribution, in multivariate GARCH(p,q models, it becomes possible to forecast time-varying portfolio risk much more precisely. The complete procedure of analysis is established from Zagreb Stock Exchange using daily observations of Pliva and Podravka stocks.
Energy technologies and energy efficiency in economic modelling
DEFF Research Database (Denmark)
Klinge Jacobsen, Henrik
1998-01-01
This paper discusses different approaches to incorporating energy technologies and technological development in energy-economic models. Technological development is a very important issue in long-term energy demand projections and in environmental analyses. Different assumptions on technological ...... of renewable energy and especially wind power will increase the rate of efficiency improvement. A technologically based model in this case indirectly makes the energy efficiency endogenous in the aggregate energy-economy model....... technological development. This paper examines the effect on aggregate energy efficiency of using technological models to describe a number of specific technologies and of incorporating these models in an economic model. Different effects from the technology representation are illustrated. Vintage effects...... illustrates the dependence of average efficiencies and productivity on capacity utilisation rates. In the long run regulation induced by environmental policies are also very important for the improvement of aggregate energy efficiency in the energy supply sector. A Danish policy to increase the share...
Multivariate Statistical Process Control Charts: An Overview
Bersimis, Sotiris; Psarakis, Stelios; Panaretos, John
2006-01-01
In this paper we discuss the basic procedures for the implementation of multivariate statistical process control via control charting. Furthermore, we review multivariate extensions for all kinds of univariate control charts, such as multivariate Shewhart-type control charts, multivariate CUSUM control charts and multivariate EWMA control charts. In addition, we review unique procedures for the construction of multivariate control charts, based on multivariate statistical techniques such as p...
Li, Yanming; Nan, Bin; Zhu, Ji
2015-06-01
We propose a multivariate sparse group lasso variable selection and estimation method for data with high-dimensional predictors as well as high-dimensional response variables. The method is carried out through a penalized multivariate multiple linear regression model with an arbitrary group structure for the regression coefficient matrix. It suits many biology studies well in detecting associations between multiple traits and multiple predictors, with each trait and each predictor embedded in some biological functional groups such as genes, pathways or brain regions. The method is able to effectively remove unimportant groups as well as unimportant individual coefficients within important groups, particularly for large p small n problems, and is flexible in handling various complex group structures such as overlapping or nested or multilevel hierarchical structures. The method is evaluated through extensive simulations with comparisons to the conventional lasso and group lasso methods, and is applied to an eQTL association study. © 2015, The International Biometric Society.
Methods of Multivariate Analysis
Rencher, Alvin C
2012-01-01
Praise for the Second Edition "This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this book that is hard to find elsewhere."-IIE Transactions Filled with new and timely content, Methods of Multivariate Analysis, Third Edition provides examples and exercises based on more than sixty real data sets from a wide variety of scientific fields. It takes a "methods" approach to the subject, placing an emphasis on how students and practitioners can employ multivariate analysis in real-life sit
Control Multivariable por Desacoplo
Directory of Open Access Journals (Sweden)
Fernando Morilla
2013-01-01
results obtained by the authors after several years of research giving priority to the problem generalization and practical issues like easiness of implementation and utilization of PID controllers as elementary blocks. This combination of interests makes difficult to obtain perfect decoupling in all cases; although it is possible to achieve an important interaction reduction at the basic level of the control pyramid in such a way that other control systems at higher hierarchical levels benefit of this fact. This article summarizes the main aspects of decoupling control and presents its application to two illustrative examples: an experimental quadruple tank process and a 4×4 model of a heat, ventilation and air conditioning system. Palabras clave: Control de procesos, Control multivariable, Control por desacoplo, Control PID, Keywords: Process control, multivariable control, decoupling control, PID control
Simoneau, Gabrielle; Levis, Brooke; Cuijpers, Pim; Ioannidis, John P A; Patten, Scott B; Shrier, Ian; Bombardier, Charles H; de Lima Osório, Flavia; Fann, Jesse R; Gjerdingen, Dwenda; Lamers, Femke; Lotrakul, Manote; Löwe, Bernd; Shaaban, Juwita; Stafford, Lesley; van Weert, Henk C P M; Whooley, Mary A; Wittkampf, Karin A; Yeung, Albert S; Thombs, Brett D; Benedetti, Andrea
2017-11-01
Individual patient data (IPD) meta-analyses are increasingly common in the literature. In the context of estimating the diagnostic accuracy of ordinal or semi-continuous scale tests, sensitivity and specificity are often reported for a given threshold or a small set of thresholds, and a meta-analysis is conducted via a bivariate approach to account for their correlation. When IPD are available, sensitivity and specificity can be pooled for every possible threshold. Our objective was to compare the bivariate approach, which can be applied separately at every threshold, to two multivariate methods: the ordinal multivariate random-effects model and the Poisson correlated gamma-frailty model. Our comparison was empirical, using IPD from 13 studies that evaluated the diagnostic accuracy of the 9-item Patient Health Questionnaire depression screening tool, and included simulations. The empirical comparison showed that the implementation of the two multivariate methods is more laborious in terms of computational time and sensitivity to user-supplied values compared to the bivariate approach. Simulations showed that ignoring the within-study correlation of sensitivity and specificity across thresholds did not worsen inferences with the bivariate approach compared to the Poisson model. The ordinal approach was not suitable for simulations because the model was highly sensitive to user-supplied starting values. We tentatively recommend the bivariate approach rather than more complex multivariate methods for IPD diagnostic accuracy meta-analyses of ordinal scale tests, although the limited type of diagnostic data considered in the simulation study restricts the generalization of our findings. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A; van't Veld, Aart A
2012-03-15
To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended. Copyright © 2012 Elsevier Inc. All rights reserved.
Energy Technology Data Exchange (ETDEWEB)
Xu Chengjian, E-mail: c.j.xu@umcg.nl [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Schaaf, Arjen van der; Schilstra, Cornelis; Langendijk, Johannes A.; Veld, Aart A. van' t [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands)
2012-03-15
Purpose: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. Methods and Materials: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. Results: It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. Conclusions: The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended.
International Nuclear Information System (INIS)
Xu Chengjian; Schaaf, Arjen van der; Schilstra, Cornelis; Langendijk, Johannes A.; Veld, Aart A. van’t
2012-01-01
Purpose: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. Methods and Materials: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. Results: It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. Conclusions: The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended.
Schnall, Rebecca; Bakken, Suzanne
2011-09-01
To assess the applicability of the Technology Acceptance Model (TAM) constructs in explaining HIV case managers' behavioural intention to use a continuity of care record (CCR) with context-specific links designed to meet their information needs. Data were collected from 94 case managers who provide care to persons living with HIV (PLWH) using an online survey comprising three components: (1) demographic information: age, gender, ethnicity, race, Internet usage and computer experience; (2) mock-up of CCR with context-specific links; and items related to TAM constructs. Data analysis included: principal components factor analysis (PCA), assessment of internal consistency reliability and univariate and multivariate analysis. PCA extracted three factors (Perceived Ease of Use, Perceived Usefulness and Perceived Barriers to Use), explained variance = 84.9%, Cronbach's ά = 0.69-0.91. In a linear regression model, Perceived Ease of Use, Perceived Usefulness and Perceived Barriers to Use explained 43.6% (p Technology assessed.
On the Optimality of Multivariate S-Estimators
Croux, C.; Dehon, C.; Yadine, A.
2010-01-01
In this paper we maximize the efficiency of a multivariate S-estimator under a constraint on the breakdown point. In the linear regression model, it is known that the highest possible efficiency of a maximum breakdown S-estimator is bounded above by 33% for Gaussian errors. We prove the surprising
Global Sensitivity Analysis for multivariate output using Polynomial Chaos Expansion
International Nuclear Information System (INIS)
Garcia-Cabrejo, Oscar; Valocchi, Albert
2014-01-01
Many mathematical and computational models used in engineering produce multivariate output that shows some degree of correlation. However, conventional approaches to Global Sensitivity Analysis (GSA) assume that the output variable is scalar. These approaches are applied on each output variable leading to a large number of sensitivity indices that shows a high degree of redundancy making the interpretation of the results difficult. Two approaches have been proposed for GSA in the case of multivariate output: output decomposition approach [9] and covariance decomposition approach [14] but they are computationally intensive for most practical problems. In this paper, Polynomial Chaos Expansion (PCE) is used for an efficient GSA with multivariate output. The results indicate that PCE allows efficient estimation of the covariance matrix and GSA on the coefficients in the approach defined by Campbell et al. [9], and the development of analytical expressions for the multivariate sensitivity indices defined by Gamboa et al. [14]. - Highlights: • PCE increases computational efficiency in 2 approaches of GSA of multivariate output. • Efficient estimation of covariance matrix of output from coefficients of PCE. • Efficient GSA on coefficients of orthogonal decomposition of the output using PCE. • Analytical expressions of multivariate sensitivity indices from coefficients of PCE
El-Basyouny, Karim; Barua, Sudip; Islam, Md Tazul
2014-12-01
Previous research shows that various weather elements have significant effects on crash occurrence and risk; however, little is known about how these elements affect different crash types. Consequently, this study investigates the impact of weather elements and sudden extreme snow or rain weather changes on crash type. Multivariate models were used for seven crash types using five years of daily weather and crash data collected for the entire City of Edmonton. In addition, the yearly trend and random variation of parameters across the years were analyzed by using four different modeling formulations. The proposed models were estimated in a full Bayesian context via Markov Chain Monte Carlo simulation. The multivariate Poisson lognormal model with yearly varying coefficients provided the best fit for the data according to Deviance Information Criteria. Overall, results showed that temperature and snowfall were statistically significant with intuitive signs (crashes decrease with increasing temperature; crashes increase as snowfall intensity increases) for all crash types, while rainfall was mostly insignificant. Previous snow showed mixed results, being statistically significant and positively related to certain crash types, while negatively related or insignificant in other cases. Maximum wind gust speed was found mostly insignificant with a few exceptions that were positively related to crash type. Major snow or rain events following a dry weather condition were highly significant and positively related to three crash types: Follow-Too-Close, Stop-Sign-Violation, and Ran-Off-Road crashes. The day-of-the-week dummy variables were statistically significant, indicating a possible weekly variation in exposure. Transportation authorities might use the above results to improve road safety by providing drivers with information regarding the risk of certain crash types for a particular weather condition. Copyright © 2014 Elsevier Ltd. All rights reserved.
Kia, Seyed Mostafa; Vega Pons, Sandro; Weisz, Nathan; Passerini, Andrea
2016-01-01
Brain decoding is a popular multivariate approach for hypothesis testing in neuroimaging. Linear classifiers are widely employed in the brain decoding paradigm to discriminate among experimental conditions. Then, the derived linear weights are visualized in the form of multivariate brain maps to further study spatio-temporal patterns of underlying neural activities. It is well known that the brain maps derived from weights of linear classifiers are hard to interpret because of high correlations between predictors, low signal to noise ratios, and the high dimensionality of neuroimaging data. Therefore, improving the interpretability of brain decoding approaches is of primary interest in many neuroimaging studies. Despite extensive studies of this type, at present, there is no formal definition for interpretability of multivariate brain maps. As a consequence, there is no quantitative measure for evaluating the interpretability of different brain decoding methods. In this paper, first, we present a theoretical definition of interpretability in brain decoding; we show that the interpretability of multivariate brain maps can be decomposed into their reproducibility and representativeness. Second, as an application of the proposed definition, we exemplify a heuristic for approximating the interpretability in multivariate analysis of evoked magnetoencephalography (MEG) responses. Third, we propose to combine the approximated interpretability and the generalization performance of the brain decoding into a new multi-objective criterion for model selection. Our results, for the simulated and real MEG data, show that optimizing the hyper-parameters of the regularized linear classifier based on the proposed criterion results in more informative multivariate brain maps. More importantly, the presented definition provides the theoretical background for quantitative evaluation of interpretability, and hence, facilitates the development of more effective brain decoding algorithms
Sang, Huiyan
2011-12-01
This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models. Our method allows for a nonseparable and nonstationary cross-covariance structure. We also present a covariance approximation approach to facilitate the computation in the modeling and analysis of very large multivariate spatial data sets. The covariance approximation consists of two parts: a reduced-rank part to capture the large-scale spatial dependence, and a sparse covariance matrix to correct the small-scale dependence error induced by the reduced rank approximation. We pay special attention to the case that the second part of the approximation has a block-diagonal structure. Simulation results of model fitting and prediction show substantial improvement of the proposed approximation over the predictive process approximation and the independent blocks analysis. We then apply our computational approach to the joint statistical modeling of multiple climate model errors. © 2012 Institute of Mathematical Statistics.
Multivariate Autoregressive Model Based Heart Motion Prediction Approach for Beating Heart Surgery
Directory of Open Access Journals (Sweden)
Fan Liang
2013-02-01
Full Text Available A robotic tool can enable a surgeon to conduct off-pump coronary artery graft bypass surgery on a beating heart. The robotic tool actively alleviates the relative motion between the point of interest (POI on the heart surface and the surgical tool and allows the surgeon to operate as if the heart were stationary. Since the beating heart's motion is relatively high-band, with nonlinear and nonstationary characteristics, it is difficult to follow. Thus, precise beating heart motion prediction is necessary for the tracking control procedure during the surgery. In the research presented here, we first observe that Electrocardiography (ECG signal contains the causal phase information on heart motion and non-stationary heart rate dynamic variations. Then, we investigate the relationship between ECG signal and beating heart motion using Granger Causality Analysis, which describes the feasibility of the improved prediction of heart motion. Next, we propose a nonlinear time-varying multivariate vector autoregressive (MVAR model based adaptive prediction method. In this model, the significant correlation between ECG and heart motion enables the improvement of the prediction of sharp changes in heart motion and the approximation of the motion with sufficient detail. Dual Kalman Filters (DKF estimate the states and parameters of the model, respectively. Last, we evaluate the proposed algorithm through comparative experiments using the two sets of collected vivo data.
On Multivariate Methods in Robust Econometrics
Czech Academy of Sciences Publication Activity Database
Kalina, Jan
2012-01-01
Roč. 21, č. 1 (2012), s. 69-82 ISSN 1210-0455 R&D Projects: GA MŠk(CZ) 1M06014 Institutional research plan: CEZ:AV0Z10300504 Keywords : least weighted squares * heteroscedasticity * multivariate statistics * model selection * diagnostics * computational aspects Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.561, year: 2012 http://www.vse.cz/pep/abstrakt.php?IDcl=411
A review of multivariate analyses in imaging genetics
Directory of Open Access Journals (Sweden)
Jingyu eLiu
2014-03-01
Full Text Available Recent advances in neuroimaging technology and molecular genetics provide the unique opportunity to investigate genetic influence on the variation of brain attributes. Since the year 2000, when the initial publication on brain imaging and genetics was released, imaging genetics has been a rapidly growing research approach with increasing publications every year. Several reviews have been offered to the research community focusing on various study designs. In addition to study design, analytic tools and their proper implementation are also critical to the success of a study. In this review, we survey recent publications using data from neuroimaging and genetics, focusing on methods capturing multivariate effects accommodating the large number of variables from both imaging data and genetic data. We group the analyses of genetic or genomic data into either a prior driven or data driven approach, including gene-set enrichment analysis, multifactor dimensionality reduction, principal component analysis, independent component analysis (ICA, and clustering. For the analyses of imaging data, ICA and extensions of ICA are the most widely used multivariate methods. Given detailed reviews of multivariate analyses of imaging data available elsewhere, we provide a brief summary here that includes a recently proposed method known as independent vector analysis. Finally, we review methods focused on bridging the imaging and genetic data by establishing multivariate and multiple genotype-phenotype associations, including sparse partial least squares, sparse canonical correlation analysis, sparse reduced rank regression and parallel ICA. These methods are designed to extract latent variables from both genetic and imaging data, which become new genotypes and phenotypes, and the links between the new genotype-phenotype pairs are maximized using different cost functions. The relationship between these methods along with their assumptions, advantages, and
Multivariate exploration of non-intrusive load monitoring via spatiotemporal pattern network
Energy Technology Data Exchange (ETDEWEB)
Liu, Chao; Akintayo, Adedotun; Jiang, Zhanhong; Henze, Gregor P.; Sarkar, Soumik
2018-02-01
Non-intrusive load monitoring (NILM) of electrical demand for the purpose of identifying load components has thus far mostly been studied using univariate data, e.g., using only whole building electricity consumption time series to identify a certain type of end-use such as lighting load. However, using additional variables in the form of multivariate time series data may provide more information in terms of extracting distinguishable features in the context of energy disaggregation. In this work, a novel probabilistic graphical modeling approach, namely the spatiotemporal pattern network (STPN) is proposed for energy disaggregation using multivariate time-series data. The STPN framework is shown to be capable of handling diverse types of multivariate time-series to improve the energy disaggregation performance. The technique outperforms the state of the art factorial hidden Markov models (FHMM) and combinatorial optimization (CO) techniques in multiple real-life test cases. Furthermore, based on two homes' aggregate electric consumption data, a similarity metric is defined for the energy disaggregation of one home using a trained model based on the other home (i.e., out-of-sample case). The proposed similarity metric allows us to enhance scalability via learning supervised models for a few homes and deploying such models to many other similar but unmodeled homes with significantly high disaggregation accuracy.
Multivariable Frequency Response Functions Estimation for Industrial Robots
Hardeman, T.; Aarts, Ronald G.K.M.; Jonker, Jan B.
2005-01-01
The accuracy of industrial robots limits its applicability for high demanding processes, like robotised laser welding. We are working on a nonlinear exible model of the robot manipulator to predict these inaccuracies. This poster presents the experimental results on estimating the Multivariable
Risk Management Technologies With Logic and Probabilistic Models
Solozhentsev, E D
2012-01-01
This book presents intellectual, innovative, information technologies (I3-technologies) based on logical and probabilistic (LP) risk models. The technologies presented here consider such models for structurally complex systems and processes with logical links and with random events in economics and technology. The volume describes the following components of risk management technologies: LP-calculus; classes of LP-models of risk and efficiency; procedures for different classes; special software for different classes; examples of applications; methods for the estimation of probabilities of events based on expert information. Also described are a variety of training courses in these topics. The classes of risk models treated here are: LP-modeling, LP-classification, LP-efficiency, and LP-forecasting. Particular attention is paid to LP-models of risk of failure to resolve difficult economic and technical problems. Amongst the discussed procedures of I3-technologies are the construction of LP-models,...
Minaya, Veronica; Corzo, Gerald; van der Kwast, Johannes; Galarraga, Remigio; Mynett, Arthur
2014-05-01
Simulations of carbon cycling are prone to uncertainties from different sources, which in general are related to input data, parameters and the model representation capacities itself. The gross carbon uptake in the cycle is represented by the gross primary production (GPP), which deals with the spatio-temporal variability of the precipitation and the soil moisture dynamics. This variability associated with uncertainty of the parameters can be modelled by multivariate probabilistic distributions. Our study presents a novel methodology that uses multivariate Copulas analysis to assess the GPP. Multi-species and elevations variables are included in a first scenario of the analysis. Hydro-meteorological conditions that might generate a change in the next 50 or more years are included in a second scenario of this analysis. The biogeochemical model BIOME-BGC was applied in the Ecuadorian Andean region in elevations greater than 4000 masl with the presence of typical vegetation of páramo. The change of GPP over time is crucial for climate scenarios of the carbon cycling in this type of ecosystem. The results help to improve our understanding of the ecosystem function and clarify the dynamics and the relationship with the change of climate variables. Keywords: multivariate analysis, Copula, BIOME-BGC, NPP, páramos
Multivariate Birkhoff interpolation
Lorentz, Rudolph A
1992-01-01
The subject of this book is Lagrange, Hermite and Birkhoff (lacunary Hermite) interpolation by multivariate algebraic polynomials. It unifies and extends a new algorithmic approach to this subject which was introduced and developed by G.G. Lorentz and the author. One particularly interesting feature of this algorithmic approach is that it obviates the necessity of finding a formula for the Vandermonde determinant of a multivariate interpolation in order to determine its regularity (which formulas are practically unknown anyways) by determining the regularity through simple geometric manipulations in the Euclidean space. Although interpolation is a classical problem, it is surprising how little is known about its basic properties in the multivariate case. The book therefore starts by exploring its fundamental properties and its limitations. The main part of the book is devoted to a complete and detailed elaboration of the new technique. A chapter with an extensive selection of finite elements follows as well a...
Implementation Challenges for Multivariable Control: What You Did Not Learn in School
Garg, Sanjay
2008-01-01
Multivariable control allows controller designs that can provide decoupled command tracking and robust performance in the presence of modeling uncertainties. Although the last two decades have seen extensive development of multivariable control theory and example applications to complex systems in software/hardware simulations, there are no production flying systems aircraft or spacecraft, that use multivariable control. This is because of the tremendous challenges associated with implementation of such multivariable control designs. Unfortunately, the curriculum in schools does not provide sufficient time to be able to provide an exposure to the students in such implementation challenges. The objective of this paper is to share the lessons learned by a practitioner of multivariable control in the process of applying some of the modern control theory to the Integrated Flight Propulsion Control (IFPC) design for an advanced Short Take-Off Vertical Landing (STOVL) aircraft simulation.
Classification of Specialized Farms Applying Multivariate Statistical Methods
Directory of Open Access Journals (Sweden)
Zuzana Hloušková
2017-01-01
Full Text Available Classification of specialized farms applying multivariate statistical methods The paper is aimed at application of advanced multivariate statistical methods when classifying cattle breeding farming enterprises by their economic size. Advantage of the model is its ability to use a few selected indicators compared to the complex methodology of current classification model that requires knowledge of detailed structure of the herd turnover and structure of cultivated crops. Output of the paper is intended to be applied within farm structure research focused on future development of Czech agriculture. As data source, the farming enterprises database for 2014 has been used, from the FADN CZ system. The predictive model proposed exploits knowledge of actual size classes of the farms tested. Outcomes of the linear discriminatory analysis multifactor classification method have supported the chance of filing farming enterprises in the group of Small farms (98 % filed correctly, and the Large and Very Large enterprises (100 % filed correctly. The Medium Size farms have been correctly filed at 58.11 % only. Partial shortages of the process presented have been found when discriminating Medium and Small farms.
Behavioural models of technological change
Zeppini, P.
2011-01-01
Technological change still remains an important driver of the economy. This thesis studies the endogenous forces of technological change stemming from behavioural interactions within populations of many agents. Four theoretical models are proposed that describe consumers’ and suppliers’ behaviour
Czech Academy of Sciences Publication Activity Database
Čech, František; Baruník, Jozef
2017-01-01
Roč. 36, č. 1 (2017), s. 181-206 ISSN 0277-6693 R&D Projects: GA ČR GA13-32263S Institutional support: RVO:67985556 Keywords : Multivariate volatility * realized covariance * portfolio optimisation Subject RIV: AH - Economic s OBOR OECD: Economic Theory Impact factor: 0.747, year: 2016 http://library.utia.cas.cz/separaty/2017/E/barunik-0478479.pdf
Multivariate multiscale entropy of financial markets
Lu, Yunfan; Wang, Jun
2017-11-01
In current process of quantifying the dynamical properties of the complex phenomena in financial market system, the multivariate financial time series are widely concerned. In this work, considering the shortcomings and limitations of univariate multiscale entropy in analyzing the multivariate time series, the multivariate multiscale sample entropy (MMSE), which can evaluate the complexity in multiple data channels over different timescales, is applied to quantify the complexity of financial markets. Its effectiveness and advantages have been detected with numerical simulations with two well-known synthetic noise signals. For the first time, the complexity of four generated trivariate return series for each stock trading hour in China stock markets is quantified thanks to the interdisciplinary application of this method. We find that the complexity of trivariate return series in each hour show a significant decreasing trend with the stock trading time progressing. Further, the shuffled multivariate return series and the absolute multivariate return series are also analyzed. As another new attempt, quantifying the complexity of global stock markets (Asia, Europe and America) is carried out by analyzing the multivariate returns from them. Finally we utilize the multivariate multiscale entropy to assess the relative complexity of normalized multivariate return volatility series with different degrees.
Vial, Flavie; Wei, Wei; Held, Leonhard
2016-12-20
In an era of ubiquitous electronic collection of animal health data, multivariate surveillance systems (which concurrently monitor several data streams) should have a greater probability of detecting disease events than univariate systems. However, despite their limitations, univariate aberration detection algorithms are used in most active syndromic surveillance (SyS) systems because of their ease of application and interpretation. On the other hand, a stochastic modelling-based approach to multivariate surveillance offers more flexibility, allowing for the retention of historical outbreaks, for overdispersion and for non-stationarity. While such methods are not new, they are yet to be applied to animal health surveillance data. We applied an example of such stochastic model, Held and colleagues' two-component model, to two multivariate animal health datasets from Switzerland. In our first application, multivariate time series of the number of laboratories test requests were derived from Swiss animal diagnostic laboratories. We compare the performance of the two-component model to parallel monitoring using an improved Farrington algorithm and found both methods yield a satisfactorily low false alarm rate. However, the calibration test of the two-component model on the one-step ahead predictions proved satisfactory, making such an approach suitable for outbreak prediction. In our second application, the two-component model was applied to the multivariate time series of the number of cattle abortions and the number of test requests for bovine viral diarrhea (a disease that often results in abortions). We found that there is a two days lagged effect from the number of abortions to the number of test requests. We further compared the joint modelling and univariate modelling of the number of laboratory test requests time series. The joint modelling approach showed evidence of superiority in terms of forecasting abilities. Stochastic modelling approaches offer the
Multivariate diagnostics and anomaly detection for nuclear safeguards
International Nuclear Information System (INIS)
Burr, T.
1994-01-01
For process control and other reasons, new and future nuclear reprocessing plants are expected to be increasingly more automated than older plants. As a consequence of this automation, the quantity of data potentially available for safeguards may be much greater in future reprocessing plants than in current plants. The authors first review recent literature that applies multivariate Shewhart and multivariate cumulative sum (Cusum) tests to detect anomalous data. These tests are used to evaluate residuals obtained from a simulated three-tank problem in which five variables (volume, density, and concentrations of uranium, plutonium, and nitric acid) in each tank are modeled and measured. They then present results from several simulations involving transfers between the tanks and between the tanks and the environment. Residuals from a no-fault problem in which the measurements and model predictions are both correct are used to develop Cusum test parameters which are then used to test for faults for several simulated anomalous situations, such as an unknown leak or diversion of material from one of the tanks. The leak can be detected by comparing measurements, which estimate the true state of the tank system, with the model predictions, which estimate the state of the tank system as it ''should'' be. The no-fault simulation compares false alarm behavior for the various tests, whereas the anomalous problems allow one to compare the power of the various tests to detect faults under possible diversion scenarios. For comparison with the multivariate tests, univariate tests are also applied to the residuals
Yousif, Wael K.
2010-01-01
This causal and correlational study was designed to extend the Technology Acceptance Model (TAM) and to test its applicability to Valencia Community College (VCC) Engineering and Technology students as the target user group when investigating the factors influencing their decision to adopt and to utilize VMware as the target technology. In…
An uncertain journey around the tails of multivariate hydrological distributions
Serinaldi, Francesco
2013-10-01
Moving from univariate to multivariate frequency analysis, this study extends the Klemeš' critique of the widespread belief that the increasingly refined mathematical structures of probability functions increase the accuracy and credibility of the extrapolated upper tails of the fitted distribution models. In particular, we discuss key aspects of multivariate frequency analysis applied to hydrological data such as the selection of multivariate design events (i.e., appropriate subsets or scenarios of multiplets that exhibit the same joint probability to be used in design applications) and the assessment of the corresponding uncertainty. Since these problems are often overlooked or treated separately, and sometimes confused, we attempt to clarify properties, advantages, shortcomings, and reliability of results of frequency analysis. We suggest a selection method of multivariate design events with prescribed joint probability based on simple Monte Carlo simulations that accounts for the uncertainty affecting the inference results and the multivariate extreme quantiles. It is also shown that the exploration of the p-level probability regions of a joint distribution returns a set of events that is a subset of the p-level scenarios resulting from an appropriate assessment of the sampling uncertainty, thus tending to overlook more extreme and potentially dangerous events with the same (uncertain) joint probability. Moreover, a quantitative assessment of the uncertainty of multivariate quantiles is provided by introducing the concept of joint confidence intervals. From an operational point of view, the simulated event sets describing the distribution of the multivariate p-level quantiles can be used to perform multivariate risk analysis under sampling uncertainty. As an example of the practical implications of this study, we analyze two case studies already presented in the literature.
MULTIVARIATE ACCOUNTING IN INTERNATIONAL FINANCIAL REPORTING STANDARDS
Directory of Open Access Journals (Sweden)
V. V. IEVDOKYMOV
2017-03-01
Full Text Available The necessity of the research on the basis of the positivist model of scientific knowledge is proved. The value of the conceptual framework in the process of bookkeeping selection is analyzed. The differences of the accounting selection adjustment procedure in US GAAP and IFRS are considered. The role and importance of the qualitative characteristics of financial reporting in the implementation of accounting selection are substantiated. The structure of the qualitative characteristics of financial reporting and their limitations under the Conceptual Framework for the preparation and presentation of financial statements are examined. The correlation between the accounting rules and alternatives adopted in US GAAP and IAS / IFRS is analyzed. The necessity to discuss the issue of the feasibility of «rule-oriented» or «principle-oriented» accounting model in the context of multivariate concept is studied. The authors prove the necessity of the application of institutional theory to solve the problems of accounting opportunism that arises when using the concept of multivariate accounting in International Financial Reporting Standards.
Training and evaluation of neural networks for multi-variate time series processing
DEFF Research Database (Denmark)
Fog, Torben L.; Larsen, Jan; Hansen, Lars Kai
1995-01-01
We study the training and generalization for multi-variate time series processing. It is suggested to used a quasi-maximum likelihood approach rather than the standard sum of squared errors, thus taking dependencies among the errors of the individual time series into account. This may lead...... to improved generalization performance. Further, we extend the optimal brain damage pruning technique to the multi-variate case. A key ingredient is an algebraic expression for the generalization ability of a multi-variate model. The variability of the suggested techniques are successfully demonstrated...
Multivariate return periods of sea storms for coastal erosion risk assessment
Directory of Open Access Journals (Sweden)
S. Corbella
2012-08-01
Full Text Available The erosion of a beach depends on various storm characteristics. Ideally, the risk associated with a storm would be described by a single multivariate return period that is also representative of the erosion risk, i.e. a 100 yr multivariate storm return period would cause a 100 yr erosion return period. Unfortunately, a specific probability level may be associated with numerous combinations of storm characteristics. These combinations, despite having the same multivariate probability, may cause very different erosion outcomes. This paper explores this ambiguity problem in the context of copula based multivariate return periods and using a case study at Durban on the east coast of South Africa. Simulations were used to correlate multivariate return periods of historical events to return periods of estimated storm induced erosion volumes. In addition, the relationship of the most-likely design event (Salvadori et al., 2011 to coastal erosion was investigated. It was found that the multivariate return periods for wave height and duration had the highest correlation to erosion return periods. The most-likely design event was found to be an inadequate design method in its current form. We explore the inclusion of conditions based on the physical realizability of wave events and the use of multivariate linear regression to relate storm parameters to erosion computed from a process based model. Establishing a link between storm statistics and erosion consequences can resolve the ambiguity between multivariate storm return periods and associated erosion return periods.
International Nuclear Information System (INIS)
Martinsen, Thomas
2011-01-01
This paper describes a method to model the influence by global policy scenarios, particularly spillover of technology learning, on the energy service demand of the non-energy sectors of the national economy. It is exemplified by Norway. Spillover is obtained from the technology-rich global Energy Technology Perspective model operated by the International Energy Agency. It is provided to a national hybrid model where a national bottom-up Markal model carries forward spillover into a national top-down CGE model at a disaggregated demand category level. Spillover of technology learning from the global energy technology market will reduce national generation costs of energy carriers. This may in turn increase demand in the non-energy sectors of the economy because of the rebound effect. The influence of spillover on the Norwegian economy is most pronounced for the production level of industrial chemicals and for the demand for electricity for residential energy services. The influence is modest, however, because all existing electricity generating capacity is hydroelectric and thus compatible with the low emission policy scenario. In countries where most of the existing generating capacity must be replaced by nascent energy technologies or carbon captured and storage the influence on demand is expected to be more significant. - Highlights: → Spillover of global technology learning may be forwarded into a macroeconomic model. → The national electricity price differs significantly between the different global scenarios. → Soft-linking global and national models facilitate transparency in the technology learning effect chain.
Multivariate Regression of Liver on Intestine of Mice: A ...
African Journals Online (AJOL)
Multivariate Regression of Liver on Intestine of Mice: A Chemotherapeutic Evaluation of Plant ... Using an analysis of covariance model, the effects ... The findings revealed, with the aid of likelihood-ratio statistic, a marked improvement in
Business model innovation vs. business model inertia: The role of disruptive technologies
Vorbach, Stefan; Wipfler, Harald; Schimpf, Sven
2017-01-01
This contribution addresses the impact of disruptive technologies on business model innovation. While such technologies have the potential to significantly alter the way in which businesses operate, business model inertia hinders companies from adopting the new technological possibilities. Little research has focused on the difficulties incumbents face when innovating their business models. By reviewing current literature on business model innovation, this paper summarizes challenges companie...
International Nuclear Information System (INIS)
Cella, Laura; D’Avino, Vittoria; Liuzzi, Raffaele; Conson, Manuel; Doria, Francesca; Faiella, Adriana; Loffredo, Filomena; Salvatore, Marco; Pacelli, Roberto
2013-01-01
The risk of radio-induced gastrointestinal (GI) complications is affected by several factors other than the dose to the rectum such as patient characteristics, hormonal or antihypertensive therapy, and acute rectal toxicity. Purpose of this work is to study clinical and dosimetric parameters impacting on late GI toxicity after prostate external beam radiotherapy (RT) and to establish multivariate normal tissue complication probability (NTCP) model for radiation-induced GI complications. A total of 57 men who had undergone definitive RT for prostate cancer were evaluated for GI events classified using the RTOG/EORTC scoring system. Their median age was 73 years (range 53–85). The patients were assessed for GI toxicity before, during, and periodically after RT completion. Several clinical variables along with rectum dose-volume parameters (Vx) were collected and their correlation to GI toxicity was analyzed by Spearman’s rank correlation coefficient (Rs). Multivariate logistic regression method using resampling techniques was applied to select model order and parameters for NTCP modeling. Model performance was evaluated through the area under the receiver operating characteristic curve (AUC). At a median follow-up of 30 months, 37% (21/57) patients developed G1-2 acute GI events while 33% (19/57) were diagnosed with G1-2 late GI events. An NTCP model for late mild/moderate GI toxicity based on three variables including V65 (OR = 1.03), antihypertensive and/or anticoagulant (AH/AC) drugs (OR = 0.24), and acute GI toxicity (OR = 4.3) was selected as the most predictive model (Rs = 0.47, p < 0.001; AUC = 0.79). This three-variable model outperforms the logistic model based on V65 only (Rs = 0.28, p < 0.001; AUC = 0.69). We propose a logistic NTCP model for late GI toxicity considering not only rectal irradiation dose but also clinical patient-specific factors. Accordingly, the risk of G1-2 late GI increases as V65 increases, it is higher for patients experiencing
A model technology transfer program for independent operators
Energy Technology Data Exchange (ETDEWEB)
Schoeling, L.G.
1996-08-01
In August 1992, the Energy Research Center (ERC) at the University of Kansas was awarded a contract by the US Department of Energy (DOE) to develop a technology transfer regional model. This report describes the development and testing of the Kansas Technology Transfer Model (KTTM) which is to be utilized as a regional model for the development of other technology transfer programs for independent operators throughout oil-producing regions in the US. It describes the linkage of the regional model with a proposed national technology transfer plan, an evaluation technique for improving and assessing the model, and the methodology which makes it adaptable on a regional basis. The report also describes management concepts helpful in managing a technology transfer program.
Noise source analysis of nuclear ship Mutsu plant using multivariate autoregressive model
International Nuclear Information System (INIS)
Hayashi, K.; Shimazaki, J.; Shinohara, Y.
1996-01-01
The present study is concerned with the noise sources in N.S. Mutsu reactor plant. The noise experiments on the Mutsu plant were performed in order to investigate the plant dynamics and the effect of sea condition and and ship motion on the plant. The reactor noise signals as well as the ship motion signals were analyzed by a multivariable autoregressive (MAR) modeling method to clarify the noise sources in the reactor plant. It was confirmed from the analysis results that most of the plant variables were affected mainly by a horizontal component of the ship motion, that is the sway, through vibrations of the plant structures. Furthermore, the effect of ship motion on the reactor power was evaluated through the analysis of wave components extracted by a geometrical transform method. It was concluded that the amplitude of the reactor power oscillation was about 0.15% in normal sea condition, which was small enough for safe operation of the reactor plant. (authors)
Multivariate refined composite multiscale entropy analysis
International Nuclear Information System (INIS)
Humeau-Heurtier, Anne
2016-01-01
Multiscale entropy (MSE) has become a prevailing method to quantify signals complexity. MSE relies on sample entropy. However, MSE may yield imprecise complexity estimation at large scales, because sample entropy does not give precise estimation of entropy when short signals are processed. A refined composite multiscale entropy (RCMSE) has therefore recently been proposed. Nevertheless, RCMSE is for univariate signals only. The simultaneous analysis of multi-channel (multivariate) data often over-performs studies based on univariate signals. We therefore introduce an extension of RCMSE to multivariate data. Applications of multivariate RCMSE to simulated processes reveal its better performances over the standard multivariate MSE. - Highlights: • Multiscale entropy quantifies data complexity but may be inaccurate at large scale. • A refined composite multiscale entropy (RCMSE) has therefore recently been proposed. • Nevertheless, RCMSE is adapted to univariate time series only. • We herein introduce an extension of RCMSE to multivariate data. • It shows better performances than the standard multivariate multiscale entropy.
Design and Operationalization of Technological Business Models
Directory of Open Access Journals (Sweden)
Adam Jabłoński
2015-01-01
Full Text Available The mechanisms of the network paradigm increasingly affecting the operation of companies form a new dimension of strategic management today. This applies also to the look at the design and operationalization of business models. Business models that become a source of competitive advantage in the market should have such a configuration that will provide the company with the capability to develop and grow in value. Innovation in particular determines this capability, which is the basis for the ability to create technologically new products and services. An interesting issue, not fully examined yet, is defining the principles of the design and operationalization of such business models in which technology determines their efficiency and effectiveness. These models may be technological business models. The aim of this paper is to discuss the important areas related to the design and operationalization of technological business models in the network environment and to present conclusions that are the basis for further research in this area. The author argues that in today’s, increasingly virtual reality effective and efficient tools for generating new value proposition for customers is the skillful design and use of technological business models developed by companies’ participation in the network environment. It is materialized in the form of achieving superior business results by the company.
Multivariate Generalized Multiscale Entropy Analysis
Directory of Open Access Journals (Sweden)
Anne Humeau-Heurtier
2016-11-01
Full Text Available Multiscale entropy (MSE was introduced in the 2000s to quantify systems’ complexity. MSE relies on (i a coarse-graining procedure to derive a set of time series representing the system dynamics on different time scales; (ii the computation of the sample entropy for each coarse-grained time series. A refined composite MSE (rcMSE—based on the same steps as MSE—also exists. Compared to MSE, rcMSE increases the accuracy of entropy estimation and reduces the probability of inducing undefined entropy for short time series. The multivariate versions of MSE (MMSE and rcMSE (MrcMSE have also been introduced. In the coarse-graining step used in MSE, rcMSE, MMSE, and MrcMSE, the mean value is used to derive representations of the original data at different resolutions. A generalization of MSE was recently published, using the computation of different moments in the coarse-graining procedure. However, so far, this generalization only exists for univariate signals. We therefore herein propose an extension of this generalized MSE to multivariate data. The multivariate generalized algorithms of MMSE and MrcMSE presented herein (MGMSE and MGrcMSE, respectively are first analyzed through the processing of synthetic signals. We reveal that MGrcMSE shows better performance than MGMSE for short multivariate data. We then study the performance of MGrcMSE on two sets of short multivariate electroencephalograms (EEG available in the public domain. We report that MGrcMSE may show better performance than MrcMSE in distinguishing different types of multivariate EEG data. MGrcMSE could therefore supplement MMSE or MrcMSE in the processing of multivariate datasets.
Bioprinting technologies for disease modeling
DEFF Research Database (Denmark)
Memic, Adnan; Navaei, Ali; Mirani, Bahram
2017-01-01
the critical characteristics of human physiology. Alternatively, three-dimensional (3D) tissue models are often developed in a low-throughput manner and lack crucial native-like architecture. The recent emergence of bioprinting technologies has enabled creating 3D tissue models that address the critical...... challenges of conventional in vitro assays through the development of custom bioinks and patient derived cells coupled with well-defined arrangements of biomaterials. Here, we provide an overview on the technological aspects of 3D bioprinting technique and discuss how the development of bioprinted tissue...... models have propelled our understanding of diseases’ characteristics (i.e. initiation and progression). The future perspectives on the use of bioprinted 3D tissue models for drug discovery application are also highlighted....
Strudwick, Gillian
2015-05-01
The benefits of healthcare technologies can only be attained if nurses accept and intend to fully use them. One of the most common models utilized to understand user acceptance of technology is the Technology Acceptance Model. This model and modified versions of it have only recently been applied in the healthcare literature among nurse participants. An integrative literature review was conducted on this topic. Ovid/MEDLINE, PubMed, Google Scholar, and CINAHL were searched yielding a total of 982 references. Upon eliminating duplicates and applying the inclusion and exclusion criteria, the review included a total of four dissertations, three symposium proceedings, and 13 peer-reviewed journal articles. These documents were appraised and reviewed. The results show that a modified Technology Acceptance Model with added variables could provide a better explanation of nurses' acceptance of healthcare technology. These added variables to modified versions of the Technology Acceptance Model are discussed, and the studies' methodologies are critiqued. Limitations of the studies included in the integrative review are also examined.
Study on modeling technology in digital reactor system
International Nuclear Information System (INIS)
Liu Xiaoping; Luo Yuetong; Tong Lili
2004-01-01
Modeling is the kernel part of a digital reactor system. As an extensible platform for reactor conceptual design, it is very important to study modeling technology and develop some kind of tools to speed up preparation of all classical computing models. This paper introduces the background of the project and basic conception of digital reactor. MCAM is taken as an example for modeling and its related technologies used are given. It is an interface program for MCNP geometry model developed by FDS team (ASIPP and HUT), and designed to run on windows system. MCAM aims at utilizing CAD technology to facilitate creation of MCNP geometry model. There have been two ways for MCAM to utilize CAD technology: (1) Making use of user interface technology in aid of generation of MCNP geometry model; (2) Making use of existing 3D CAD model to accelerate creation of MCNP geometry model. This paper gives an overview of MCAM's major function. At last, several examples are given to demonstrate MCAM's various capabilities. (authors)
The technology acceptance model: predicting nurses' intention to use telemedicine technology (eICU).
Kowitlawakul, Yanika
2011-07-01
The purposes of this study were to determine factors and predictors that influence nurses' intention to use the eICU technology, to examine the applicability of the Technology Acceptance Model in explaining nurses' intention to use the eICU technology in healthcare settings, and to provide psychometric evidence of the measurement scales used in the study. The study involved 117 participants from two healthcare systems. The Telemedicine Technology Acceptance Model was developed based on the original Technology Acceptance Model that was initially developed by Fred Davis in 1986. The eICU Acceptance Survey was used as an instrument for the study. Content validity was examined, and the reliability of the instrument was tested. The results show that perceived usefulness is the most influential factor that influences nurses' intention to use the eICU technology. The principal factors that influence perceived usefulness are perceived ease of use, support from physicians, and years working in the hospital. The model fit was reasonably adequate and able to explain 58% of the variance (R = 0.58) in intention to use the eICU technology with the nursing sample.
Multivariate Fréchet copulas and conditional value-at-risk
Directory of Open Access Journals (Sweden)
Werner Hürlimann
2004-01-01
is similar but not identical to the convex family of Fréchet. It is shown that the distribution and stop-loss transform of dependent sums from this multivariate family can be evaluated using explicit integral formulas, and that these dependent sums are bounded in convex order between the corresponding independent and comonotone sums. The model is applied to the evaluation of the economic risk capital for a portfolio of risks using conditional value-at-risk measures. A multivariate conditional value-at-risk vector measure is considered. Its components coincide for the constructed multivariate copula with the conditional value-at-risk measures of the risk components of the portfolio. This yields a fair risk allocation in the sense that each risk component becomes allocated to its coherent conditional value-at-risk.
Energy Technology Data Exchange (ETDEWEB)
Ciftcioglu, O.; Hoogenboom, J.E.; Dam, H. van
1988-01-01
Studies on the multivariate autoregressive (MAR) analysis are carried out for the choice of the parameters for modelling the data obtained from various sensors optimally. Accordingly, the roles of the parameters on the analysis results are identified and the related ambiguities are reduced. Experimental investigations are carried out by means of synthesized reactor noise-like data obtained from a digital simulator providing simulated stochastic signals of an operating nuclear reactor so that the simulator constitutes a favourable tool for the present studies aimed. As the system is well defined with its known structure, precise comparison of the MAR analysis results with the true values is performed. With the help of the information gained through the studies carried out, conditions to be taken care of for optimal signal processing in MAR modelling are determined. Although the parameters involved are related among themselves and they have to be given different values suitable for the particular application in hand, some criteria, namely memory-time and sample length-time play an essential role in AR modelling and they are found to be applicable to each individual case commonly, for the establishment of the optimality.
International Nuclear Information System (INIS)
Ciftcioglu, O.
1988-01-01
Studies on the multivariate autoregressive (MAR) analysis are carried out for the choice of the parameters for modelling the data obtained from various sensors optimally. Accordingly, the roles of the parameters on the analysis results are identified and the related ambiguities are reduced. Experimental investigations are carried out by means of synthesized reactor noise-like data obtained from a digital simulator providing simulated stochastic signals of an operating nuclear reactor so that the simulator constitutes a favourable tool for the present studies aimed. As the system is well defined with its known structure, precise comparison of the MAR analysis results with the true values is performed. With the help of the information gained through the studies carried out, conditions to be taken care of for optimal signal processing in MAR modelling are determined. Although the parameters involved are related among themselves and they have to be given different values suitable for the particular application in hand, some criteria, namely memory-time and sample length-time play an essential role in AR modelling and they are found to be applicable to each individual case commonly, for the establishment of the optimality. (author)
Willis, Michael; Asseburg, Christian; Nilsson, Andreas; Johnsson, Kristina; Kartman, Bernt
2017-03-01
Type 2 diabetes mellitus (T2DM) is chronic and progressive and the cost-effectiveness of new treatment interventions must be established over long time horizons. Given the limited durability of drugs, assumptions regarding downstream rescue medication can drive results. Especially for insulin, for which treatment effects and adverse events are known to depend on patient characteristics, this can be problematic for health economic evaluation involving modeling. To estimate parsimonious multivariate equations of treatment effects and hypoglycemic event risks for use in parameterizing insulin rescue therapy in model-based cost-effectiveness analysis. Clinical evidence for insulin use in T2DM was identified in PubMed and from published reviews and meta-analyses. Study and patient characteristics and treatment effects and adverse event rates were extracted and the data used to estimate parsimonious treatment effect and hypoglycemic event risk equations using multivariate regression analysis. Data from 91 studies featuring 171 usable study arms were identified, mostly for premix and basal insulin types. Multivariate prediction equations for glycated hemoglobin A 1c lowering and weight change were estimated separately for insulin-naive and insulin-experienced patients. Goodness of fit (R 2 ) for both outcomes were generally good, ranging from 0.44 to 0.84. Multivariate prediction equations for symptomatic, nocturnal, and severe hypoglycemic events were also estimated, though considerable heterogeneity in definitions limits their usefulness. Parsimonious and robust multivariate prediction equations were estimated for glycated hemoglobin A 1c and weight change, separately for insulin-naive and insulin-experienced patients. Using these in economic simulation modeling in T2DM can improve realism and flexibility in modeling insulin rescue medication. Copyright © 2017 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All
Bioprinting technologies for disease modeling.
Memic, Adnan; Navaei, Ali; Mirani, Bahram; Cordova, Julio Alvin Vacacela; Aldhahri, Musab; Dolatshahi-Pirouz, Alireza; Akbari, Mohsen; Nikkhah, Mehdi
2017-09-01
There is a great need for the development of biomimetic human tissue models that allow elucidation of the pathophysiological conditions involved in disease initiation and progression. Conventional two-dimensional (2D) in vitro assays and animal models have been unable to fully recapitulate the critical characteristics of human physiology. Alternatively, three-dimensional (3D) tissue models are often developed in a low-throughput manner and lack crucial native-like architecture. The recent emergence of bioprinting technologies has enabled creating 3D tissue models that address the critical challenges of conventional in vitro assays through the development of custom bioinks and patient derived cells coupled with well-defined arrangements of biomaterials. Here, we provide an overview on the technological aspects of 3D bioprinting technique and discuss how the development of bioprinted tissue models have propelled our understanding of diseases' characteristics (i.e. initiation and progression). The future perspectives on the use of bioprinted 3D tissue models for drug discovery application are also highlighted.
Verdam, M.G.E.; Oort, F.J.
2014-01-01
Highlights: - Application of Kronecker product to construct parsimonious structural equation models for multivariate longitudinal data. - A method for the investigation of measurement bias with Kronecker product restricted models. - Application of these methods to health-related quality of life data
Finto Antony; Laurence R. Schimleck; Alex Clark; Richard F. Daniels
2012-01-01
Specific gravity (SG) and moisture content (MC) both have a strong influence on the quantity and quality of wood fiber. We proposed a multivariate mixed model system to model the two properties simultaneously. Disk SG and MC at different height levels were measured from 3 trees in 135 stands across the natural range of loblolly pine and the stand level values were used...
Parametric cost models for space telescopes
Stahl, H. Philip; Henrichs, Todd; Dollinger, Courtnay
2017-11-01
Multivariable parametric cost models for space telescopes provide several benefits to designers and space system project managers. They identify major architectural cost drivers and allow high-level design trades. They enable cost-benefit analysis for technology development investment. And, they provide a basis for estimating total project cost. A survey of historical models found that there is no definitive space telescope cost model. In fact, published models vary greatly [1]. Thus, there is a need for parametric space telescopes cost models. An effort is underway to develop single variable [2] and multi-variable [3] parametric space telescope cost models based on the latest available data and applying rigorous analytical techniques. Specific cost estimating relationships (CERs) have been developed which show that aperture diameter is the primary cost driver for large space telescopes; technology development as a function of time reduces cost at the rate of 50% per 17 years; it costs less per square meter of collecting aperture to build a large telescope than a small telescope; and increasing mass reduces cost.
Parametric Cost Models for Space Telescopes
Stahl, H. Philip; Henrichs, Todd; Dollinger, Courtney
2010-01-01
Multivariable parametric cost models for space telescopes provide several benefits to designers and space system project managers. They identify major architectural cost drivers and allow high-level design trades. They enable cost-benefit analysis for technology development investment. And, they provide a basis for estimating total project cost. A survey of historical models found that there is no definitive space telescope cost model. In fact, published models vary greatly [1]. Thus, there is a need for parametric space telescopes cost models. An effort is underway to develop single variable [2] and multi-variable [3] parametric space telescope cost models based on the latest available data and applying rigorous analytical techniques. Specific cost estimating relationships (CERs) have been developed which show that aperture diameter is the primary cost driver for large space telescopes; technology development as a function of time reduces cost at the rate of 50% per 17 years; it costs less per square meter of collecting aperture to build a large telescope than a small telescope; and increasing mass reduces cost.
Towards a Multi-Variable Parametric Cost Model for Ground and Space Telescopes
Stahl, H. Philip; Henrichs, Todd
2016-01-01
Parametric cost models can be used by designers and project managers to perform relative cost comparisons between major architectural cost drivers and allow high-level design trades; enable cost-benefit analysis for technology development investment; and, provide a basis for estimating total project cost between related concepts. This paper hypothesizes a single model, based on published models and engineering intuition, for both ground and space telescopes: OTA Cost approximately (X) D(exp (1.75 +/- 0.05)) lambda(exp(-0.5 +/- 0.25) T(exp -0.25) e (exp (-0.04)Y). Specific findings include: space telescopes cost 50X to 100X more ground telescopes; diameter is the most important CER; cost is reduced by approximately 50% every 20 years (presumably because of technology advance and process improvements); and, for space telescopes, cost associated with wavelength performance is balanced by cost associated with operating temperature. Finally, duplication only reduces cost for the manufacture of identical systems (i.e. multiple aperture sparse arrays or interferometers). And, while duplication does reduce the cost of manufacturing the mirrors of segmented primary mirror, this cost savings does not appear to manifest itself in the final primary mirror assembly (presumably because the structure for a segmented mirror is more complicated than for a monolithic mirror).
Verdam, Mathilde G E; Oort, Frans J
2014-01-01
Application of Kronecker product to construct parsimonious structural equation models for multivariate longitudinal data.A method for the investigation of measurement bias with Kronecker product restricted models.Application of these methods to health-related quality of life data from bone metastasis patients, collected at 13 consecutive measurement occasions.The use of curves to facilitate substantive interpretation of apparent measurement bias.Assessment of change in common factor means, after accounting for apparent measurement bias.Longitudinal measurement invariance is usually investigated with a longitudinal factor model (LFM). However, with multiple measurement occasions, the number of parameters to be estimated increases with a multiple of the number of measurement occasions. To guard against too low ratios of numbers of subjects and numbers of parameters, we can use Kronecker product restrictions to model the multivariate longitudinal structure of the data. These restrictions can be imposed on all parameter matrices, including measurement invariance restrictions on factor loadings and intercepts. The resulting models are parsimonious and have attractive interpretation, but require different methods for the investigation of measurement bias. Specifically, additional parameter matrices are introduced to accommodate possible violations of measurement invariance. These additional matrices consist of measurement bias parameters that are either fixed at zero or free to be estimated. In cases of measurement bias, it is also possible to model the bias over time, e.g., with linear or non-linear curves. Measurement bias detection with Kronecker product restricted models will be illustrated with multivariate longitudinal data from 682 bone metastasis patients whose health-related quality of life (HRQL) was measured at 13 consecutive weeks.
Verdam, Mathilde G. E.; Oort, Frans J.
2014-01-01
Application of Kronecker product to construct parsimonious structural equation models for multivariate longitudinal data. A method for the investigation of measurement bias with Kronecker product restricted models. Application of these methods to health-related quality of life data from bone
Multivariate stochastic simulation with subjective multivariate normal distributions
P. J. Ince; J. Buongiorno
1991-01-01
In many applications of Monte Carlo simulation in forestry or forest products, it may be known that some variables are correlated. However, for simplicity, in most simulations it has been assumed that random variables are independently distributed. This report describes an alternative Monte Carlo simulation technique for subjectively assesed multivariate normal...
Introduction to multivariate discrimination
Kégl, Balázs
2013-07-01
Multivariate discrimination or classification is one of the best-studied problem in machine learning, with a plethora of well-tested and well-performing algorithms. There are also several good general textbooks [1-9] on the subject written to an average engineering, computer science, or statistics graduate student; most of them are also accessible for an average physics student with some background on computer science and statistics. Hence, instead of writing a generic introduction, we concentrate here on relating the subject to a practitioner experimental physicist. After a short introduction on the basic setup (Section 1) we delve into the practical issues of complexity regularization, model selection, and hyperparameter optimization (Section 2), since it is this step that makes high-complexity non-parametric fitting so different from low-dimensional parametric fitting. To emphasize that this issue is not restricted to classification, we illustrate the concept on a low-dimensional but non-parametric regression example (Section 2.1). Section 3 describes the common algorithmic-statistical formal framework that unifies the main families of multivariate classification algorithms. We explain here the large-margin principle that partly explains why these algorithms work. Section 4 is devoted to the description of the three main (families of) classification algorithms, neural networks, the support vector machine, and AdaBoost. We do not go into the algorithmic details; the goal is to give an overview on the form of the functions these methods learn and on the objective functions they optimize. Besides their technical description, we also make an attempt to put these algorithm into a socio-historical context. We then briefly describe some rather heterogeneous applications to illustrate the pattern recognition pipeline and to show how widespread the use of these methods is (Section 5). We conclude the chapter with three essentially open research problems that are either
Introduction to multivariate discrimination
International Nuclear Information System (INIS)
Kegl, B.
2013-01-01
Multivariate discrimination or classification is one of the best-studied problem in machine learning, with a plethora of well-tested and well-performing algorithms. There are also several good general textbooks [1-9] on the subject written to an average engineering, computer science, or statistics graduate student; most of them are also accessible for an average physics student with some background on computer science and statistics. Hence, instead of writing a generic introduction, we concentrate here on relating the subject to a practitioner experimental physicist. After a short introduction on the basic setup (Section 1) we delve into the practical issues of complexity regularization, model selection, and hyper-parameter optimization (Section 2), since it is this step that makes high-complexity non-parametric fitting so different from low-dimensional parametric fitting. To emphasize that this issue is not restricted to classification, we illustrate the concept on a low-dimensional but non-parametric regression example (Section 2.1). Section 3 describes the common algorithmic-statistical formal framework that unifies the main families of multivariate classification algorithms. We explain here the large-margin principle that partly explains why these algorithms work. Section 4 is devoted to the description of the three main (families of) classification algorithms, neural networks, the support vector machine, and AdaBoost. We do not go into the algorithmic details; the goal is to give an overview on the form of the functions these methods learn and on the objective functions they optimize. Besides their technical description, we also make an attempt to put these algorithm into a socio-historical context. We then briefly describe some rather heterogeneous applications to illustrate the pattern recognition pipeline and to show how widespread the use of these methods is (Section 5). We conclude the chapter with three essentially open research problems that are either
Model Driven Engineering with Ontology Technologies
Staab, Steffen; Walter, Tobias; Gröner, Gerd; Parreiras, Fernando Silva
Ontologies constitute formal models of some aspect of the world that may be used for drawing interesting logical conclusions even for large models. Software models capture relevant characteristics of a software artifact to be developed, yet, most often these software models have limited formal semantics, or the underlying (often graphical) software language varies from case to case in a way that makes it hard if not impossible to fix its semantics. In this contribution, we survey the use of ontology technologies for software modeling in order to carry over advantages from ontology technologies to the software modeling domain. It will turn out that ontology-based metamodels constitute a core means for exploiting expressive ontology reasoning in the software modeling domain while remaining flexible enough to accommodate varying needs of software modelers.
System Architecture Modeling for Technology Portfolio Management using ATLAS
Thompson, Robert W.; O'Neil, Daniel A.
2006-01-01
Strategic planners and technology portfolio managers have traditionally relied on consensus-based tools, such as Analytical Hierarchy Process (AHP) and Quality Function Deployment (QFD) in planning the funding of technology development. While useful to a certain extent, these tools are limited in the ability to fully quantify the impact of a technology choice on system mass, system reliability, project schedule, and lifecycle cost. The Advanced Technology Lifecycle Analysis System (ATLAS) aims to provide strategic planners a decision support tool for analyzing technology selections within a Space Exploration Architecture (SEA). Using ATLAS, strategic planners can select physics-based system models from a library, configure the systems with technologies and performance parameters, and plan the deployment of a SEA. Key parameters for current and future technologies have been collected from subject-matter experts and other documented sources in the Technology Tool Box (TTB). ATLAS can be used to compare the technical feasibility and economic viability of a set of technology choices for one SEA, and compare it against another set of technology choices or another SEA. System architecture modeling in ATLAS is a multi-step process. First, the modeler defines the system level requirements. Second, the modeler identifies technologies of interest whose impact on an SEA. Third, the system modeling team creates models of architecture elements (e.g. launch vehicles, in-space transfer vehicles, crew vehicles) if they are not already in the model library. Finally, the architecture modeler develops a script for the ATLAS tool to run, and the results for comparison are generated.
Liu, Siwei; Molenaar, Peter C M
2014-12-01
This article introduces iVAR, an R program for imputing missing data in multivariate time series on the basis of vector autoregressive (VAR) models. We conducted a simulation study to compare iVAR with three methods for handling missing data: listwise deletion, imputation with sample means and variances, and multiple imputation ignoring time dependency. The results showed that iVAR produces better estimates for the cross-lagged coefficients than do the other three methods. We demonstrate the use of iVAR with an empirical example of time series electrodermal activity data and discuss the advantages and limitations of the program.
Modeling and optimization of the lifetime of technologies
Hritonenko, Natali
1996-01-01
Modern economic growth is characterized by structural changes based on the introduction of new technologies into economics. The replacement and renova tion of technologies in industrial environments undergoing technical change is clearly one of the key aspects of economic development. The mathematical modeling of evolutionary economics under technical change (TC) has been rigorously considered by many authors during last decades. There is a wide variety of economic approaches and models describing different aspects of technical change. Among these are the models of embodied technical progress [19], [35], [70], [129], endogenous growth models [94], [102], the models of technological innovations [31], [32], [41], and others. The perspective self organization evolutionary approach is developed in [20], [38], [122], [123], [124], [126], which unites the aspects of diffusion of new technologies, technological and behavioral diversity of firms, learning mechanisms, age-dependent effects, and other important fea...
A multivariate nonlinear mixed effects method for analyzing energy partitioning in growing pigs
DEFF Research Database (Denmark)
Strathe, Anders Bjerring; Danfær, Allan Christian; Chwalibog, André
2010-01-01
to the multivariate nonlinear regression model because the MNLME method accounted for correlated errors associated with PD and LD measurements and could also include the random effect of animal. It is recommended that multivariate models used to quantify energy metabolism in growing pigs should account for animal......Simultaneous equations have become increasingly popular for describing the effects of nutrition on the utilization of ME for protein (PD) and lipid deposition (LD) in animals. The study developed a multivariate nonlinear mixed effects (MNLME) framework and compared it with an alternative method...... for estimating parameters in simultaneous equations that described energy metabolism in growing pigs, and then proposed new PD and LD equations. The general statistical framework was implemented in the NLMIXED procedure in SAS. Alternative PD and LD equations were also developed, which assumed...
A DYNAMICAL SYSTEM APPROACH IN MODELING TECHNOLOGY TRANSFER
Directory of Open Access Journals (Sweden)
Hennie Husniah
2016-05-01
Full Text Available In this paper we discuss a mathematical model of two parties technology transfer from a leader to a follower. The model is reconstructed via dynamical system approach from a known standard Raz and Assa model and we found some important conclusion which have not been discussed in the original model. The model assumes that in the absence of technology transfer from a leader to a follower, both the leader and the follower have a capability to grow independently with a known upper limit of the development. We obtain a rich mathematical structure of the steady state solution of the model. We discuss a special situation in which the upper limit of the technological development of the follower is higher than that of the leader, but the leader has started earlier than the follower in implementing the technology. In this case we show a paradox stating that the follower is unable to reach its original upper limit of the technological development could appear whenever the transfer rate is sufficiently high. We propose a new model to increase realism so that any technological transfer rate could only has a positive effect in accelerating the rate of growth of the follower in reaching its original upper limit of the development.
The Dirichet-Multinomial model for multivariate randomized response data and small samples
Avetisyan, Marianna; Fox, Gerardus J.A.
2012-01-01
In survey sampling the randomized response (RR) technique can be used to obtain truthful answers to sensitive questions. Although the individual answers are masked due to the RR technique, individual (sensitive) response rates can be estimated when observing multivariate response data. The
Estimating the decomposition of predictive information in multivariate systems
Faes, Luca; Kugiumtzis, Dimitris; Nollo, Giandomenico; Jurysta, Fabrice; Marinazzo, Daniele
2015-03-01
In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of conditional mutual information, to the present target process. Moreover, it computes all information-theoretic quantities using a nearest-neighbor technique designed to compensate the bias due to the different dimensionality of individual entropy terms. The resulting estimators of prediction entropy, storage entropy, transfer entropy, and partial transfer entropy are tested on simulations of coupled linear stochastic and nonlinear deterministic dynamic processes, demonstrating the superiority of the proposed approach over the traditional estimators based on uniform embedding. The framework is then applied to multivariate physiologic time series, resulting in physiologically well-interpretable information decompositions of cardiovascular and cardiorespiratory interactions during head-up tilt and of joint brain-heart dynamics during sleep.
International Nuclear Information System (INIS)
Batlle, C.; Barquin, J.
2004-01-01
This paper presents a fuel prices scenario generator in the frame of a simulation tool developed to support risk analysis in a competitive electricity environment. The tool feeds different erogenous risk factors to a wholesale electricity market model to perform a statistical analysis of the results. As the different fuel series that are studied, such as the oil or gas ones, present stochastic volatility and strong correlation among them, a multivariate Generalized Autoregressive Conditional Heteroskedastic (GARCH) model has been designed in order to allow the generation of future fuel prices paths. The model makes use of a decomposition method to simplify the consideration of the multidimensional conditional covariance. An example of its application with real data is also presented. (author)
Directory of Open Access Journals (Sweden)
Yoonsu Shin
2016-01-01
Full Text Available In the 5G era, the operational cost of mobile wireless networks will significantly increase. Further, massive network capacity and zero latency will be needed because everything will be connected to mobile networks. Thus, self-organizing networks (SON are needed, which expedite automatic operation of mobile wireless networks, but have challenges to satisfy the 5G requirements. Therefore, researchers have proposed a framework to empower SON using big data. The recent framework of a big data-empowered SON analyzes the relationship between key performance indicators (KPIs and related network parameters (NPs using machine-learning tools, and it develops regression models using a Gaussian process with those parameters. The problem, however, is that the methods of finding the NPs related to the KPIs differ individually. Moreover, the Gaussian process regression model cannot determine the relationship between a KPI and its various related NPs. In this paper, to solve these problems, we proposed multivariate multiple regression models to determine the relationship between various KPIs and NPs. If we assume one KPI and multiple NPs as one set, the proposed models help us process multiple sets at one time. Also, we can find out whether some KPIs are conflicting or not. We implement the proposed models using MapReduce.
International Nuclear Information System (INIS)
Morishima, N.
1996-01-01
The multivariate autoregressive (MAR) modeling of a vector noise process is discussed in terms of the estimation of dominant noise sources in BWRs. The discussion is based on a physical approach: a transfer function model on BWR core dynamics is utilized in developing a noise model; a set of input-output relations between three system variables and twelve different noise sources is obtained. By the least-square fitting of a theoretical PSD on neutron noise to an experimental one, four kinds of dominant noise sources are selected. It is shown that some of dominant noise sources consist of two or more different noise sources and have the spectral properties of being coloured and correlated with each other. By diagonalizing the PSD matrix for dominant noise sources, we may obtain an MAR expression for a vector noise process as a response to the diagonal elements(i.e. residual noises) being white and mutually-independent. (Author)
International Nuclear Information System (INIS)
Gloeckler, O.; Upadhyaya, B.R.
1987-01-01
Multivariate noise analysis of power reactor operating signals is useful for plant diagnostics, for isolating process and sensor anomalies, and for automated plant monitoring. In order to develop a reliable procedure, the previously established techniques for empirical modeling of fluctuation signals in power reactors have been improved. Application of the complete algorithm to operational data from the Loss-of-Fluid-Test (LOFT) Reactor showed that earlier conjectures (based on physical modeling) regarding the perturbation sources in a Pressurized Water Reactor (PWR) affecting coolant temperature and neutron power fluctuations can be systematically explained. This advanced methodology has important implication regarding plant diagnostics, and system or sensor anomaly isolation. 6 refs., 24 figs
Keeping learning central: a model for implementing emerging technologies
Willcockson, Irmgard U.; Phelps, Cynthia L.
2010-01-01
Felt problem Technology integration continues to be a challenge for health science faculty. While students expect emerging technologies to be used in the classroom, faculty members desire a strategic process to incorporate technology for the students' benefit. Our solution We have developed a model that provides faculty a strategy for integrating emerging technologies into the classroom. The model is grounded in student learning and may be applied to any technology. We present the model alongside examples from faculty who have used it to incorporate technology into their health sciences classrooms. PMID:20165698
Application of Multivariate Modeling for Radiation Injury Assessment: A Proof of Concept
Directory of Open Access Journals (Sweden)
David L. Bolduc
2014-01-01
Full Text Available Multivariate radiation injury estimation algorithms were formulated for estimating severe hematopoietic acute radiation syndrome (H-ARS injury (i.e., response category three or RC3 in a rhesus monkey total-body irradiation (TBI model. Classical CBC and serum chemistry blood parameters were examined prior to irradiation (d 0 and on d 7, 10, 14, 21, and 25 after irradiation involving 24 nonhuman primates (NHP (Macaca mulatta given 6.5-Gy 60Co Υ-rays (0.4 Gy min−1 TBI. A correlation matrix was formulated with the RC3 severity level designated as the “dependent variable” and independent variables down selected based on their radioresponsiveness and relatively low multicollinearity using stepwise-linear regression analyses. Final candidate independent variables included CBC counts (absolute number of neutrophils, lymphocytes, and platelets in formulating the “CBC” RC3 estimation algorithm. Additionally, the formulation of a diagnostic CBC and serum chemistry “CBC-SCHEM” RC3 algorithm expanded upon the CBC algorithm model with the addition of hematocrit and the serum enzyme levels of aspartate aminotransferase, creatine kinase, and lactate dehydrogenase. Both algorithms estimated RC3 with over 90% predictive power. Only the CBC-SCHEM RC3 algorithm, however, met the critical three assumptions of linear least squares demonstrating slightly greater precision for radiation injury estimation, but with significantly decreased prediction error indicating increased statistical robustness.
International Nuclear Information System (INIS)
Fouque, A.L.; Ciuciu, Ph.; Risser, L.; Fouque, A.L.; Ciuciu, Ph.; Risser, L.
2009-01-01
In this paper, a novel statistical parcellation of intra-subject functional MRI (fMRI) data is proposed. The key idea is to identify functionally homogenous regions of interest from their hemodynamic parameters. To this end, a non-parametric voxel-based estimation of hemodynamic response function is performed as a prerequisite. Then, the extracted hemodynamic features are entered as the input data of a Multivariate Spatial Gaussian Mixture Model (MSGMM) to be fitted. The goal of the spatial aspect is to favor the recovery of connected components in the mixture. Our statistical clustering approach is original in the sense that it extends existing works done on univariate spatially regularized Gaussian mixtures. A specific Gibbs sampler is derived to account for different covariance structures in the feature space. On realistic artificial fMRI datasets, it is shown that our algorithm is helpful for identifying a parsimonious functional parcellation required in the context of joint detection estimation of brain activity. This allows us to overcome the classical assumption of spatial stationarity of the BOLD signal model. (authors)
Parametric Cost and Schedule Modeling for Early Technology Development
2018-04-02
Research NoteNational Security Rep rt PARAMETRIC MODELING FOR EARLY TECHNOLOGY DEVELOPMENT COST AND SCHEDULE Chuck...Alexander NSR_11x17_Cover_CostModeling_v8.indd 1 11/20/17 3:15 PM PARAMETRIC COST AND SCHEDULE MODELING FOR EARLY TECHNOLOGY DEVELOPMENT Chuck...COST AND SCHEDULE MODELING FOR EARLY TECHNOLOGY DEVELOPMENT iii Contents Figures
Sediment fingerprinting experiments to test the sensitivity of multivariate mixing models
Gaspar, Leticia; Blake, Will; Smith, Hugh; Navas, Ana
2014-05-01
Sediment fingerprinting techniques provide insight into the dynamics of sediment transfer processes and support for catchment management decisions. As questions being asked of fingerprinting datasets become increasingly complex, validation of model output and sensitivity tests are increasingly important. This study adopts an experimental approach to explore the validity and sensitivity of mixing model outputs for materials with contrasting geochemical and particle size composition. The experiments reported here focused on (i) the sensitivity of model output to different fingerprint selection procedures and (ii) the influence of source material particle size distributions on model output. Five soils with significantly different geochemistry, soil organic matter and particle size distributions were selected as experimental source materials. A total of twelve sediment mixtures were prepared in the laboratory by combining different quantified proportions of the Kruskal-Wallis test, Discriminant Function Analysis (DFA), Principal Component Analysis (PCA), or correlation matrix). Summary results for the use of the mixing model with the different sets of fingerprint properties for the twelve mixed soils were reasonably consistent with the initial mixing percentages initially known. Given the experimental nature of the work and dry mixing of materials, geochemical conservative behavior was assumed for all elements, even for those that might be disregarded in aquatic systems (e.g. P). In general, the best fits between actual and modeled proportions were found using a set of nine tracer properties (Sr, Rb, Fe, Ti, Ca, Al, P, Si, K, Si) that were derived using DFA coupled with a multivariate stepwise algorithm, with errors between real and estimated value that did not exceed 6.7 % and values of GOF above 94.5 %. The second set of experiments aimed to explore the sensitivity of model output to variability in the particle size of source materials assuming that a degree of
Likelihood estimators for multivariate extremes
Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.
2015-01-01
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.
Likelihood estimators for multivariate extremes
Huser, Raphaël
2015-11-17
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.
Multivariate Volatility Impulse Response Analysis of GFC News Events
D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert)
2015-01-01
markdownabstract__Abstract__ This paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the
Multivariate extended skew-t distributions and related families
Arellano-Valle, Reinaldo B.
2010-12-01
A class of multivariate extended skew-t (EST) distributions is introduced and studied in detail, along with closely related families such as the subclass of extended skew-normal distributions. Besides mathematical tractability and modeling flexibility in terms of both skewness and heavier tails than the normal distribution, the most relevant properties of the EST distribution include closure under conditioning and ability to model lighter tails as well. The first part of the present paper examines probabilistic properties of the EST distribution, such as various stochastic representations, marginal and conditional distributions, linear transformations, moments and in particular Mardia’s measures of multivariate skewness and kurtosis. The second part of the paper studies statistical properties of the EST distribution, such as likelihood inference, behavior of the profile log-likelihood, the score vector and the Fisher information matrix. Especially, unlike the extended skew-normal distribution, the Fisher information matrix of the univariate EST distribution is shown to be non-singular when the skewness is set to zero. Finally, a numerical application of the conditional EST distribution is presented in the context of confidential data perturbation.
Multivariate extended skew-t distributions and related families
Arellano-Valle, Reinaldo B.; Genton, Marc G.
2010-01-01
A class of multivariate extended skew-t (EST) distributions is introduced and studied in detail, along with closely related families such as the subclass of extended skew-normal distributions. Besides mathematical tractability and modeling flexibility in terms of both skewness and heavier tails than the normal distribution, the most relevant properties of the EST distribution include closure under conditioning and ability to model lighter tails as well. The first part of the present paper examines probabilistic properties of the EST distribution, such as various stochastic representations, marginal and conditional distributions, linear transformations, moments and in particular Mardia’s measures of multivariate skewness and kurtosis. The second part of the paper studies statistical properties of the EST distribution, such as likelihood inference, behavior of the profile log-likelihood, the score vector and the Fisher information matrix. Especially, unlike the extended skew-normal distribution, the Fisher information matrix of the univariate EST distribution is shown to be non-singular when the skewness is set to zero. Finally, a numerical application of the conditional EST distribution is presented in the context of confidential data perturbation.
Enhancing e-waste estimates: Improving data quality by multivariate Input–Output Analysis
Energy Technology Data Exchange (ETDEWEB)
Wang, Feng, E-mail: fwang@unu.edu [Institute for Sustainability and Peace, United Nations University, Hermann-Ehler-Str. 10, 53113 Bonn (Germany); Design for Sustainability Lab, Faculty of Industrial Design Engineering, Delft University of Technology, Landbergstraat 15, 2628CE Delft (Netherlands); Huisman, Jaco [Institute for Sustainability and Peace, United Nations University, Hermann-Ehler-Str. 10, 53113 Bonn (Germany); Design for Sustainability Lab, Faculty of Industrial Design Engineering, Delft University of Technology, Landbergstraat 15, 2628CE Delft (Netherlands); Stevels, Ab [Design for Sustainability Lab, Faculty of Industrial Design Engineering, Delft University of Technology, Landbergstraat 15, 2628CE Delft (Netherlands); Baldé, Cornelis Peter [Institute for Sustainability and Peace, United Nations University, Hermann-Ehler-Str. 10, 53113 Bonn (Germany); Statistics Netherlands, Henri Faasdreef 312, 2492 JP Den Haag (Netherlands)
2013-11-15
Highlights: • A multivariate Input–Output Analysis method for e-waste estimates is proposed. • Applying multivariate analysis to consolidate data can enhance e-waste estimates. • We examine the influence of model selection and data quality on e-waste estimates. • Datasets of all e-waste related variables in a Dutch case study have been provided. • Accurate modeling of time-variant lifespan distributions is critical for estimate. - Abstract: Waste electrical and electronic equipment (or e-waste) is one of the fastest growing waste streams, which encompasses a wide and increasing spectrum of products. Accurate estimation of e-waste generation is difficult, mainly due to lack of high quality data referred to market and socio-economic dynamics. This paper addresses how to enhance e-waste estimates by providing techniques to increase data quality. An advanced, flexible and multivariate Input–Output Analysis (IOA) method is proposed. It links all three pillars in IOA (product sales, stock and lifespan profiles) to construct mathematical relationships between various data points. By applying this method, the data consolidation steps can generate more accurate time-series datasets from available data pool. This can consequently increase the reliability of e-waste estimates compared to the approach without data processing. A case study in the Netherlands is used to apply the advanced IOA model. As a result, for the first time ever, complete datasets of all three variables for estimating all types of e-waste have been obtained. The result of this study also demonstrates significant disparity between various estimation models, arising from the use of data under different conditions. It shows the importance of applying multivariate approach and multiple sources to improve data quality for modelling, specifically using appropriate time-varying lifespan parameters. Following the case study, a roadmap with a procedural guideline is provided to enhance e
Enhancing e-waste estimates: Improving data quality by multivariate Input–Output Analysis
International Nuclear Information System (INIS)
Wang, Feng; Huisman, Jaco; Stevels, Ab; Baldé, Cornelis Peter
2013-01-01
Highlights: • A multivariate Input–Output Analysis method for e-waste estimates is proposed. • Applying multivariate analysis to consolidate data can enhance e-waste estimates. • We examine the influence of model selection and data quality on e-waste estimates. • Datasets of all e-waste related variables in a Dutch case study have been provided. • Accurate modeling of time-variant lifespan distributions is critical for estimate. - Abstract: Waste electrical and electronic equipment (or e-waste) is one of the fastest growing waste streams, which encompasses a wide and increasing spectrum of products. Accurate estimation of e-waste generation is difficult, mainly due to lack of high quality data referred to market and socio-economic dynamics. This paper addresses how to enhance e-waste estimates by providing techniques to increase data quality. An advanced, flexible and multivariate Input–Output Analysis (IOA) method is proposed. It links all three pillars in IOA (product sales, stock and lifespan profiles) to construct mathematical relationships between various data points. By applying this method, the data consolidation steps can generate more accurate time-series datasets from available data pool. This can consequently increase the reliability of e-waste estimates compared to the approach without data processing. A case study in the Netherlands is used to apply the advanced IOA model. As a result, for the first time ever, complete datasets of all three variables for estimating all types of e-waste have been obtained. The result of this study also demonstrates significant disparity between various estimation models, arising from the use of data under different conditions. It shows the importance of applying multivariate approach and multiple sources to improve data quality for modelling, specifically using appropriate time-varying lifespan parameters. Following the case study, a roadmap with a procedural guideline is provided to enhance e
BUSINESS MODEL PATTERNS FOR DISRUPTIVE TECHNOLOGIES
BENJAMIN AMSHOFF; CHRISTIAN DÜLME; JULIAN ECHTERFELD; JÜRGEN GAUSEMEIER
2015-01-01
Companies nowadays face a myriad of business opportunities as a direct consequence of manifold disruptive technology developments. As a basic characteristic, disruptive technologies lead to a severe shift in value-creation networks giving rise to new market segments. One of the key challenges is to anticipate the business logics within these nascent and formerly unknown markets. Business model patterns promise to tackle this challenge. They can be interpreted as proven business model elements...
Verdam, Mathilde G. E.; Oort, Frans J.
2014-01-01
Highlights Application of Kronecker product to construct parsimonious structural equation models for multivariate longitudinal data. A method for the investigation of measurement bias with Kronecker product restricted models. Application of these methods to health-related quality of life data from bone metastasis patients, collected at 13 consecutive measurement occasions. The use of curves to facilitate substantive interpretation of apparent measurement bias. Assessment of change in common factor means, after accounting for apparent measurement bias. Longitudinal measurement invariance is usually investigated with a longitudinal factor model (LFM). However, with multiple measurement occasions, the number of parameters to be estimated increases with a multiple of the number of measurement occasions. To guard against too low ratios of numbers of subjects and numbers of parameters, we can use Kronecker product restrictions to model the multivariate longitudinal structure of the data. These restrictions can be imposed on all parameter matrices, including measurement invariance restrictions on factor loadings and intercepts. The resulting models are parsimonious and have attractive interpretation, but require different methods for the investigation of measurement bias. Specifically, additional parameter matrices are introduced to accommodate possible violations of measurement invariance. These additional matrices consist of measurement bias parameters that are either fixed at zero or free to be estimated. In cases of measurement bias, it is also possible to model the bias over time, e.g., with linear or non-linear curves. Measurement bias detection with Kronecker product restricted models will be illustrated with multivariate longitudinal data from 682 bone metastasis patients whose health-related quality of life (HRQL) was measured at 13 consecutive weeks. PMID:25295016
Bio-economic farm modelling to analyse agricultural land productivity in Rwanda
Bidogeza, J.C.
2011-01-01
Keywords: Rwanda; farm household typology; sustainable technology adoption; multivariate analysis;
land degradation; food security; bioeconomic model; crop simulation models; organic fertiliser; inorganic fertiliser; policy incentives
In Rwanda, land degradation contributes to the
Characterizing emerging industrial technologies in energy models
Energy Technology Data Exchange (ETDEWEB)
Laitner, John A. (Skip); Worrell, Ernst; Galitsky, Christina; Hanson, Donald A.
2003-07-29
Conservation supply curves are a common tool in economic analysis. As such, they provide an important opportunity to include a non-linear representation of technology and technological change in economy-wide models. Because supply curves are closely related to production isoquants, we explore the possibility of using bottom-up technology assessments to inform top-down representations of energy models of the U.S. economy. Based on a recent report by LBNL and ACEEE on emerging industrial technologies within the United States, we have constructed a supply curve for 54 such technologies for the year 2015. Each of the selected technologies has been assessed with respect to energy efficiency characteristics, likely energy savings by 2015, economics, and environmental performance, as well as needs for further development or implementation of the technology. The technical potential for primary energy savings of the 54 identified technologies is equal to 3.54 Quads, or 8.4 percent of the assume d2015 industrial energy consumption. Based on the supply curve, assuming a discount rate of 15 percent and 2015 prices as forecasted in the Annual Energy Outlook2002, we estimate the economic potential to be 2.66 Quads - or 6.3 percent of the assumed forecast consumption for 2015. In addition, we further estimate how much these industrial technologies might contribute to standard reference case projections, and how much additional energy savings might be available assuming a different mix of policies and incentives. Finally, we review the prospects for integrating the findings of this and similar studies into standard economic models. Although further work needs to be completed to provide the necessary link between supply curves and production isoquants, it is hoped that this link will be a useful starting point for discussion with developers of energy-economic models.
multivariate approach to the study of aquatic species diversity
African Journals Online (AJOL)
User
2016-12-02
Dec 2, 2016 ... Eigen value of the three variables namely; Temperature, pH and Electrical Conductivity ... affect the stream macroinvertebrates (Fornaroli et al., 2016). ... relation to stream land use activities (Tinotenda et al., ... to rotate the multivariate data cloud and extract the ..... community modeling of species distribution.
On set-valued functionals: Multivariate risk measures and Aumann integrals
Ararat, Cagin
In this dissertation, multivariate risk measures for random vectors and Aumann integrals of set-valued functions are studied. Both are set-valued functionals with values in a complete lattice of subsets of Rm. Multivariate risk measures are considered in a general d-asset financial market with trading opportunities in discrete time. Specifically, the following features of the market are incorporated in the evaluation of multivariate risk: convex transaction costs modeled by solvency regions, intermediate trading constraints modeled by convex random sets, and the requirement of liquidation into the first m ≤ d of the assets. It is assumed that the investor has a "pure" multivariate risk measure R on the space of m-dimensional random vectors which represents her risk attitude towards the assets but does not take into account the frictions of the market. Then, the investor with a d-dimensional position minimizes the set-valued functional R over all m-dimensional positions that she can reach by trading in the market subject to the frictions described above. The resulting functional Rmar on the space of d-dimensional random vectors is another multivariate risk measure, called the market-extension of R. A dual representation for R mar that decomposes the effects of R and the frictions of the market is proved. Next, multivariate risk measures are studied in a utility-based framework. It is assumed that the investor has a complete risk preference towards each individual asset, which can be represented by a von Neumann-Morgenstern utility function. Then, an incomplete preference is considered for multivariate positions which is represented by the vector of the individual utility functions. Under this structure, multivariate shortfall and divergence risk measures are defined as the optimal values of set minimization problems. The dual relationship between the two classes of multivariate risk measures is constructed via a recent Lagrange duality for set optimization. In
Technology Acceptance Model: A Survey of Literature
Directory of Open Access Journals (Sweden)
Priyanka Surendran
2013-07-01
Full Text Available The technology acceptance model has been a theory that is most widely used to explain an individual’s acceptance of an information system. This study has reviewed numerous literatures available in this area. The different studies in this area were evaluated to understand the modifications that were done on this model. The paper then tries to provide an insight on future trends in the technology acceptance model.
Multivariate models to classify Tuscan virgin olive oils by zone.
Directory of Open Access Journals (Sweden)
Alessandri, Stefano
1999-10-01
Full Text Available In order to study and classify Tuscan virgin olive oils, 179 samples were collected. They were obtained from drupes harvested during the first half of November, from three different zones of the Region. The sampling was repeated for 5 years. Fatty acids, phytol, aliphatic and triterpenic alcohols, triterpenic dialcohols, sterols, squalene and tocopherols were analyzed. A subset of variables was considered. They were selected in a preceding work as the most effective and reliable, from the univariate point of view. The analytical data were transformed (except for the cycloartenol to compensate annual variations, the mean related to the East zone was subtracted from each value, within each year. Univariate three-class models were calculated and further variables discarded. Then multivariate three-zone models were evaluated, including phytol (that was always selected and all the combinations of palmitic, palmitoleic and oleic acid, tetracosanol, cycloartenol and squalene. Models including from two to seven variables were studied. The best model shows by-zone classification errors less than 40%, by-zone within-year classification errors that are less than 45% and a global classification error equal to 30%. This model includes phytol, palmitic acid, tetracosanol and cycloartenol.
Para estudiar y clasificar aceites de oliva vírgenes Toscanos, se utilizaron 179 muestras, que fueron obtenidas de frutos recolectados durante la primera mitad de Noviembre, de tres zonas diferentes de la Región. El muestreo fue repetido durante 5 años. Se analizaron ácidos grasos, fitol, alcoholes alifáticos y triterpénicos, dialcoholes triterpénicos, esteroles, escualeno y tocoferoles. Se consideró un subconjunto de variables que fueron seleccionadas en un trabajo anterior como el más efectivo y fiable, desde el punto de vista univariado. Los datos analíticos se transformaron (excepto para el cicloartenol para compensar las variaciones anuales, rest
A Technological Teacher Education Program Planning Model.
Hansen, Ronald E.
1993-01-01
A model for technology teacher education curriculum has three facets: (1) purpose (experiential learning, personal development, technological enlightenment, economic well-being); (2) content (professional knowledge, curriculum development competence, pedagogical knowledge and skill, technological foundations); and (3) process (planned reflection,…
Mwanza, Jean-Claude; Warren, Joshua L; Hochberg, Jessica T; Budenz, Donald L; Chang, Robert T; Ramulu, Pradeep Y
2015-01-01
To determine the ability of frequency doubling technology (FDT) and scanning laser polarimetry with variable corneal compensation (GDx-VCC) to detect glaucoma when used individually and in combination. One hundred ten normal and 114 glaucomatous subjects were tested with FDT C-20-5 screening protocol and the GDx-VCC. The discriminating ability was tested for each device individually and for both devices combined using GDx-NFI, GDx-TSNIT, number of missed points of FDT, and normal or abnormal FDT. Measures of discrimination included sensitivity, specificity, area under the curve (AUC), Akaike's information criterion (AIC), and prediction confidence interval lengths. For detecting glaucoma regardless of severity, the multivariable model resulting from the combination of GDx-TSNIT, number of abnormal points on FDT (NAP-FDT), and the interaction GDx-TSNIT×NAP-FDT (AIC: 88.28, AUC: 0.959, sensitivity: 94.6%, specificity: 89.5%) outperformed the best single-variable model provided by GDx-NFI (AIC: 120.88, AUC: 0.914, sensitivity: 87.8%, specificity: 84.2%). The multivariable model combining GDx-TSNIT, NAP-FDT, and interaction GDx-TSNIT×NAP-FDT consistently provided better discriminating abilities for detecting early, moderate, and severe glaucoma than the best single-variable models. The multivariable model including GDx-TSNIT, NAP-FDT, and the interaction GDx-TSNIT×NAP-FDT provides the best glaucoma prediction compared with all other multivariable and univariable models. Combining the FDT C-20-5 screening protocol and GDx-VCC improves glaucoma detection compared with using GDx or FDT alone.
Technological Literacy Reconsidered: A Model for Enactment
Ingerman, Ake; Collier-Reed, Brandon
2011-01-01
This paper presents a model to describe technological literacy as enacted by individuals in the course of shaping their lives and the world around them. The model has two interrelated facets--the "potential" for and "enactment" of technological literacy--where enactment and potential mutually constitute each other. This "potential" is made up of…
A Model Technology Educator: Thomas A. Edison
Pretzer, William S.; Rogers, George E.; Bush, Jeffery
2007-01-01
Reflecting back over a century ago to the small village of Menlo Park, New Jersey provides insight into a remarkable visionary and an exceptional role model for today's problem-solving and design-focused technology educator: Thomas A. Edison, inventor, innovator, and model technology educator. Since Edison could not simply apply existing knowledge…
Multivariate Bonferroni-type inequalities theory and applications
Chen, John
2014-01-01
Multivariate Bonferroni-Type Inequalities: Theory and Applications presents a systematic account of research discoveries on multivariate Bonferroni-type inequalities published in the past decade. The emergence of new bounding approaches pushes the conventional definitions of optimal inequalities and demands new insights into linear and Fréchet optimality. The book explores these advances in bounding techniques with corresponding innovative applications. It presents the method of linear programming for multivariate bounds, multivariate hybrid bounds, sub-Markovian bounds, and bounds using Hamil
A kernel version of multivariate alteration detection
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Vestergaard, Jacob Schack
2013-01-01
Based on the established methods kernel canonical correlation analysis and multivariate alteration detection we introduce a kernel version of multivariate alteration detection. A case study with SPOT HRV data shows that the kMAD variates focus on extreme change observations.......Based on the established methods kernel canonical correlation analysis and multivariate alteration detection we introduce a kernel version of multivariate alteration detection. A case study with SPOT HRV data shows that the kMAD variates focus on extreme change observations....
Directory of Open Access Journals (Sweden)
Weng Marc Lim
2018-01-01
Full Text Available The technology acceptance model (TAM is a prominent and parsimonious conceptual lens that is often applied for behavioural modelling in technology-mediated environments. However, TAM has received a great deal of criticism in recent years. This article aims to address some of the most pertinent issues confronting TAM through a rejoinder that offers dialectic antidotes—in the form of conceptual, methodological, and replication treatments—to support the continued use of TAM to understand the peculiarities of user interactions with technology in technology-mediated environments. In doing so, this article offers a useful response to a common but often inadequately answered question about how TAM can continue to be relevant for behavioural modelling in contemporary technology-mediated environments.
Multivariable H force/level control of the twin-roller strip caster
International Nuclear Information System (INIS)
Cavazos, A.; Edwards, J.B.
2005-01-01
Twin-roller steel strip casters may offer some advantages with respect to classical continuous casting hot rolling processes. Some works have reported control aspects of this process and although the process has been found to be highly interactive and non-linear, little or no attention has been given to its multivariable characteristics. The purpose of this work is to design a multivariable control capable of decoupling the system. This paper presents some important aspects of the strip caster modeling and reports the simulation results of the application of the multivariable H-optimal control for nominal performance to force/level control. Various controllers have been designed for different pool level heights and it is shown that they can decouple the system, allowing the application of PI decentralized controllers to considerably improve performance. (author)
Directory of Open Access Journals (Sweden)
Peng Li
2016-10-01
Full Text Available This article proposes an adaptive multivariable higher-order sliding mode control for the longitudinal model of an air-breathing vehicle under system uncertainties and actuator failures. Firstly, a fast finite-time control law is designed for a chain of integrators. Secondly, based on the input/output feedback linearization technique, the system uncertainty and external disturbances are modeled as additive certainty and the actuator failures are modeled as multiplicative uncertainty. By using the proposed fast finite-time control law, a robust multivariable higher-order sliding mode control is designed for the air-breathing hypersonic vehicle with actuator failures. Finally, adaptive laws are proposed for the adaptation of the parameters in the robust multivariable higher-order sliding mode control. Thus, the bounds of the uncertainties are not needed in the control system design. Simulation results show the effectiveness of the proposed robust adaptive multivariable higher-order sliding mode control.
Multivariate Matrix-Exponential Distributions
DEFF Research Database (Denmark)
Bladt, Mogens; Nielsen, Bo Friis
2010-01-01
be written as linear combinations of the elements in the exponential of a matrix. For this reason we shall refer to multivariate distributions with rational Laplace transform as multivariate matrix-exponential distributions (MVME). The marginal distributions of an MVME are univariate matrix......-exponential distributions. We prove a characterization that states that a distribution is an MVME distribution if and only if all non-negative, non-null linear combinations of the coordinates have a univariate matrix-exponential distribution. This theorem is analog to a well-known characterization theorem...
Multivariate Volatility Impulse Response Analysis of GFC News Events
D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert); A.K. Singh (Abhay)
2015-01-01
textabstractThis paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the FTSE 100 index from the
Prospective surveillance of multivariate spatial disease data
Corberán-Vallet, A
2012-01-01
Surveillance systems are often focused on more than one disease within a predefined area. On those occasions when outbreaks of disease are likely to be correlated, the use of multivariate surveillance techniques integrating information from multiple diseases allows us to improve the sensitivity and timeliness of outbreak detection. In this article, we present an extension of the surveillance conditional predictive ordinate to monitor multivariate spatial disease data. The proposed surveillance technique, which is defined for each small area and time period as the conditional predictive distribution of those counts of disease higher than expected given the data observed up to the previous time period, alerts us to both small areas of increased disease incidence and the diseases causing the alarm within each area. We investigate its performance within the framework of Bayesian hierarchical Poisson models using a simulation study. An application to diseases of the respiratory system in South Carolina is finally presented. PMID:22534429
Multivariate analysis methods in physics
International Nuclear Information System (INIS)
Wolter, M.
2007-01-01
A review of multivariate methods based on statistical training is given. Several multivariate methods useful in high-energy physics analysis are discussed. Selected examples from current research in particle physics are discussed, both from the on-line trigger selection and from the off-line analysis. Also statistical training methods are presented and some new application are suggested [ru
Aires, Filipe; Rossow, William B.; Hansen, James E. (Technical Monitor)
2001-01-01
A new approach is presented for the analysis of feedback processes in a nonlinear dynamical system by observing its variations. The new methodology consists of statistical estimates of the sensitivities between all pairs of variables in the system based on a neural network modeling of the dynamical system. The model can then be used to estimate the instantaneous, multivariate and nonlinear sensitivities, which are shown to be essential for the analysis of the feedbacks processes involved in the dynamical system. The method is described and tested on synthetic data from the low-order Lorenz circulation model where the correct sensitivities can be evaluated analytically.
Statistical inference for a class of multivariate negative binomial distributions
DEFF Research Database (Denmark)
Rubak, Ege Holger; Møller, Jesper; McCullagh, Peter
This paper considers statistical inference procedures for a class of models for positively correlated count variables called α-permanental random fields, and which can be viewed as a family of multivariate negative binomial distributions. Their appealing probabilistic properties have earlier been...
Directory of Open Access Journals (Sweden)
Angela Koutsokera
2017-07-01
Full Text Available BackgroundChronic lung allograft dysfunction and its main phenotypes, bronchiolitis obliterans syndrome (BOS and restrictive allograft syndrome (RAS, are major causes of mortality after lung transplantation (LT. RAS and early-onset BOS, developing within 3 years after LT, are associated with particularly inferior clinical outcomes. Prediction models for early-onset BOS and RAS have not been previously described.MethodsLT recipients of the French and Swiss transplant cohorts were eligible for inclusion in the SysCLAD cohort if they were alive with at least 2 years of follow-up but less than 3 years, or if they died or were retransplanted at any time less than 3 years. These patients were assessed for early-onset BOS, RAS, or stable allograft function by an adjudication committee. Baseline characteristics, data on surgery, immunosuppression, and year-1 follow-up were collected. Prediction models for BOS and RAS were developed using multivariate logistic regression and multivariate multinomial analysis.ResultsAmong patients fulfilling the eligibility criteria, we identified 149 stable, 51 BOS, and 30 RAS subjects. The best prediction model for early-onset BOS and RAS included the underlying diagnosis, induction treatment, immunosuppression, and year-1 class II donor-specific antibodies (DSAs. Within this model, class II DSAs were associated with BOS and RAS, whereas pre-LT diagnoses of interstitial lung disease and chronic obstructive pulmonary disease were associated with RAS.ConclusionAlthough these findings need further validation, results indicate that specific baseline and year-1 parameters may serve as predictors of BOS or RAS by 3 years post-LT. Their identification may allow intervention or guide risk stratification, aiming for an individualized patient management approach.
A cross-species socio-emotional behaviour development revealed by a multivariate analysis.
Koshiba, Mamiko; Senoo, Aya; Mimura, Koki; Shirakawa, Yuka; Karino, Genta; Obara, Saya; Ozawa, Shinpei; Sekihara, Hitomi; Fukushima, Yuta; Ueda, Toyotoshi; Kishino, Hirohisa; Tanaka, Toshihisa; Ishibashi, Hidetoshi; Yamanouchi, Hideo; Yui, Kunio; Nakamura, Shun
2013-01-01
Recent progress in affective neuroscience and social neurobiology has been propelled by neuro-imaging technology and epigenetic approach in neurobiology of animal behaviour. However, quantitative measurements of socio-emotional development remains lacking, though sensory-motor development has been extensively studied in terms of digitised imaging analysis. Here, we developed a method for socio-emotional behaviour measurement that is based on the video recordings under well-defined social context using animal models with variously social sensory interaction during development. The behaviour features digitized from the video recordings were visualised in a multivariate statistic space using principal component analysis. The clustering of the behaviour parameters suggested the existence of species- and stage-specific as well as cross-species behaviour modules. These modules were used to characterise the behaviour of children with or without autism spectrum disorders (ASDs). We found that socio-emotional behaviour is highly dependent on social context and the cross-species behaviour modules may predict neurobiological basis of ASDs.
A multivariate analysis of factors affecting adoption of improved ...
African Journals Online (AJOL)
This paper analyzes the synergies/tradeoffs involved in the adoption of improved varieties of multiple crops in the mixed crop-livestock production systems of the highlands of Ethiopia A multivariate probit (MVP) model involving a system of four equations for the adoption decision of improved varieties of barley, potatoes, ...
Cost Modeling for Space Telescope
Stahl, H. Philip
2011-01-01
Parametric cost models are an important tool for planning missions, compare concepts and justify technology investments. This paper presents on-going efforts to develop single variable and multi-variable cost models for space telescope optical telescope assembly (OTA). These models are based on data collected from historical space telescope missions. Standard statistical methods are used to derive CERs for OTA cost versus aperture diameter and mass. The results are compared with previously published models.
Nonlinear Multivariate Spline-Based Control Allocation for High-Performance Aircraft
Tol, H.J.; De Visser, C.C.; Van Kampen, E.; Chu, Q.P.
2014-01-01
High performance flight control systems based on the nonlinear dynamic inversion (NDI) principle require highly accurate models of aircraft aerodynamics. In general, the accuracy of the internal model determines to what degree the system nonlinearities can be canceled; the more accurate the model, the better the cancellation, and with that, the higher the performance of the controller. In this paper a new control system is presented that combines NDI with multivariate simplex spline based con...
Multivariate statistical methods a first course
Marcoulides, George A
2014-01-01
Multivariate statistics refer to an assortment of statistical methods that have been developed to handle situations in which multiple variables or measures are involved. Any analysis of more than two variables or measures can loosely be considered a multivariate statistical analysis. An introductory text for students learning multivariate statistical methods for the first time, this book keeps mathematical details to a minimum while conveying the basic principles. One of the principal strategies used throughout the book--in addition to the presentation of actual data analyses--is poin
Topics in multivariate approximation and interpolation
Jetter, Kurt
2005-01-01
This book is a collection of eleven articles, written by leading experts and dealing with special topics in Multivariate Approximation and Interpolation. The material discussed here has far-reaching applications in many areas of Applied Mathematics, such as in Computer Aided Geometric Design, in Mathematical Modelling, in Signal and Image Processing and in Machine Learning, to mention a few. The book aims at giving a comprehensive information leading the reader from the fundamental notions and results of each field to the forefront of research. It is an ideal and up-to-date introduction for gr
International Nuclear Information System (INIS)
He, Yang; Deng, Jianqiang; Yang, Fusheng; Zhang, Zaoxiao
2017-01-01
Highlights: • Dynamic model for transcritical CO 2 ejector refrigeration system is developed. • A model-driven optimal multivariable controller is proposed. • Gas cooler pressure and cooling capacity are tracked independently. • Maximal performance for a given load is achieved by the optimal controller. - Abstract: The fixed ejector has to work under a restricted operating condition to keep its positive effectiveness on the transcritical CO 2 refrigeration cycle, and a controllable ejector will be helpful. In this paper, an optimal multivariable controller based on the dynamic model is proposed to improve transcritical CO 2 refrigeration cycle with an adjustable ejector (TCRAE). A nonlinear dynamic model is first developed to model the dynamic characteristic of TCRAE. The corresponding model linearization is carried out and the simulation results reproduce transient behavior of the nonlinear model very well. Based on the developed model, an optimal multivariable controller with a tracker based linear quadratic state feedback algorithm and a predictor using steepest descent method is designed. The controller is finally applied on the experimental apparatus and the performance is verified. Using the tracker only, the gas cooler pressure and chilled water outlet temperature (cooling capacity) are well tracked rejecting the disturbances from each other. Furthermore, by the predictor, the optimal gas cooler pressure for a constant cooling capacity is actually approached on the experimental apparatus with a settling time about 700 s.
Extracting bb Higgs Decay Signals using Multivariate Techniques
Energy Technology Data Exchange (ETDEWEB)
Smith, W Clarke; /George Washington U. /SLAC
2012-08-28
For low-mass Higgs boson production at ATLAS at {radical}s = 7 TeV, the hard subprocess gg {yields} h{sup 0} {yields} b{bar b} dominates but is in turn drowned out by background. We seek to exploit the intrinsic few-MeV mass width of the Higgs boson to observe it above the background in b{bar b}-dijet mass plots. The mass resolution of existing mass-reconstruction algorithms is insufficient for this purpose due to jet combinatorics, that is, the algorithms cannot identify every jet that results from b{bar b} Higgs decay. We combine these algorithms using the neural net (NN) and boosted regression tree (BDT) multivariate methods in attempt to improve the mass resolution. Events involving gg {yields} h{sup 0} {yields} b{bar b} are generated using Monte Carlo methods with Pythia and then the Toolkit for Multivariate Analysis (TMVA) is used to train and test NNs and BDTs. For a 120 GeV Standard Model Higgs boson, the m{sub h{sup 0}}-reconstruction width is reduced from 8.6 to 6.5 GeV. Most importantly, however, the methods used here allow for more advanced m{sub h{sup 0}}-reconstructions to be created in the future using multivariate methods.
Soft sensor design by multivariate fusion of image features and process measurements
DEFF Research Database (Denmark)
Lin, Bao; Jørgensen, Sten Bay
2011-01-01
This paper presents a multivariate data fusion procedure for design of dynamic soft sensors where suitably selected image features are combined with traditional process measurements to enhance the performance of data-driven soft sensors. A key issue of fusing multiple sensor data, i.e. to determine...... with a multivariate analysis technique from RGB pictures. The color information is also transformed to hue, saturation and intensity components. Both sets of image features are combined with traditional process measurements to obtain an inferential model by partial least squares (PLS) regression. A dynamic PLS model...... oxides (NOx) emission of cement kilns. On-site tests demonstrate improved performance over soft sensors based on conventional process measurements only....
Sparse multivariate measures of similarity between intra-modal neuroimaging datasets
Directory of Open Access Journals (Sweden)
Maria J. Rosa
2015-10-01
Full Text Available An increasing number of neuroimaging studies are now based on either combining more than one data modality (inter-modal or combining more than one measurement from the same modality (intra-modal. To date, most intra-modal studies using multivariate statistics have focused on differences between datasets, for instance relying on classifiers to differentiate between effects in the data. However, to fully characterize these effects, multivariate methods able to measure similarities between datasets are needed. One classical technique for estimating the relationship between two datasets is canonical correlation analysis (CCA. However, in the context of high-dimensional data the application of CCA is extremely challenging. A recent extension of CCA, sparse CCA (SCCA, overcomes this limitation, by regularizing the model parameters while yielding a sparse solution. In this work, we modify SCCA with the aim of facilitating its application to high-dimensional neuroimaging data and finding meaningful multivariate image-to-image correspondences in intra-modal studies. In particular, we show how the optimal subset of variables can be estimated independently and we look at the information encoded in more than one set of SCCA transformations. We illustrate our framework using Arterial Spin Labelling data to investigate multivariate similarities between the effects of two antipsychotic drugs on cerebral blood flow.
Sasakura, D; Nakayama, K; Sakamoto, T; Chikuma, T
2015-05-01
The use of transmission near infrared spectroscopy (TNIRS) is of particular interest in the pharmaceutical industry. This is because TNIRS does not require sample preparation and can analyze several tens of tablet samples in an hour. It has the capability to measure all relevant information from a tablet, while still on the production line. However, TNIRS has a narrow spectrum range and overtone vibrations often overlap. To perform content uniformity testing in tablets by TNIRS, various properties in the tableting process need to be analyzed by a multivariate prediction model, such as a Partial Least Square Regression modeling. One issue is that typical approaches require several hundred reference samples to act as the basis of the method rather than a strategically designed method. This means that many batches are needed to prepare the reference samples; this requires time and is not cost effective. Our group investigated the concentration dependence of the calibration model with a strategic design. Consequently, we developed a more effective approach to the TNIRS calibration model than the existing methodology.
Capacity Expansion Modeling for Storage Technologies
Energy Technology Data Exchange (ETDEWEB)
Hale, Elaine; Stoll, Brady; Mai, Trieu
2017-04-03
The Resource Planning Model (RPM) is a capacity expansion model designed for regional power systems and high levels of renewable generation. Recent extensions capture value-stacking for storage technologies, including batteries and concentrating solar power with storage. After estimating per-unit capacity value and curtailment reduction potential, RPM co-optimizes investment decisions and reduced-form dispatch, accounting for planning reserves; energy value, including arbitrage and curtailment reduction; and three types of operating reserves. Multiple technology cost scenarios are analyzed to determine level of deployment in the Western Interconnection under various conditions.
Directory of Open Access Journals (Sweden)
James R. Moeller
2006-01-01
Full Text Available In brain mapping studies of sensory, cognitive, and motor operations, specific waveforms of dynamic neural activity are predicted based on theoretical models of human information processing. For example in event-related functional MRI (fMRI, the general linear model (GLM is employed in mass-univariate analyses to identify the regions whose dynamic activity closely matches the expected waveforms. By comparison multivariate analyses based on PCA or ICA provide greater flexibility in detecting spatiotemporal properties of experimental data that may strongly support alternative neuroscientific explanations. We investigated conjoint multivariate and mass-univariate analyses that combine the capabilities to (1 verify activation of neural machinery we already understand and (2 discover reliable signatures of new neural machinery. We examined combinations of GLM and PCA that recover latent neural signals (waveforms and footprints with greater accuracy than either method alone. Comparative results are illustrated with analyses of real fMRI data, adding to Monte Carlo simulation support.
Energy Technology Data Exchange (ETDEWEB)
Bonne, François; Bonnay, Patrick [INAC, SBT, UMR-E 9004 CEA/UJF-Grenoble, 17 rue des Martyrs, 38054 Grenoble (France); Alamir, Mazen [Gipsa-Lab, Control Systems Department, CNRS-University of Grenoble, 11, rue des Mathématiques, BP 46, 38402 Saint Martin d' Hères (France); Bradu, Benjamin [CERN, CH-1211 Genève 23 (Switzerland)
2014-01-29
In this paper, a multivariable model-based non-linear controller for Warm Compression Stations (WCS) is proposed. The strategy is to replace all the PID loops controlling the WCS with an optimally designed model-based multivariable loop. This new strategy leads to high stability and fast disturbance rejection such as those induced by a turbine or a compressor stop, a key-aspect in the case of large scale cryogenic refrigeration. The proposed control scheme can be used to have precise control of every pressure in normal operation or to stabilize and control the cryoplant under high variation of thermal loads (such as a pulsed heat load expected to take place in future fusion reactors such as those expected in the cryogenic cooling systems of the International Thermonuclear Experimental Reactor ITER or the Japan Torus-60 Super Advanced fusion experiment JT-60SA). The paper details how to set the WCS model up to synthesize the Linear Quadratic Optimal feedback gain and how to use it. After preliminary tuning at CEA-Grenoble on the 400W@1.8K helium test facility, the controller has been implemented on a Schneider PLC and fully tested first on the CERN's real-time simulator. Then, it was experimentally validated on a real CERN cryoplant. The efficiency of the solution is experimentally assessed using a reasonable operating scenario of start and stop of compressors and cryogenic turbines. This work is partially supported through the European Fusion Development Agreement (EFDA) Goal Oriented Training Program, task agreement WP10-GOT-GIRO.
Beyond technology acceptance to effective technology use: a parsimonious and actionable model.
Holahan, Patricia J; Lesselroth, Blake J; Adams, Kathleen; Wang, Kai; Church, Victoria
2015-05-01
To develop and test a parsimonious and actionable model of effective technology use (ETU). Cross-sectional survey of primary care providers (n = 53) in a large integrated health care organization that recently implemented new medication reconciliation technology. Surveys assessed 5 technology-related perceptions (compatibility with work values, implementation climate, compatibility with work processes, perceived usefulness, and ease of use) and 1 outcome variable, ETU. ETU was measured as both consistency and quality of technology use. Compatibility with work values and implementation climate were found to have differential effects on consistency and quality of use. When implementation climate was strong, consistency of technology use was high. However, quality of technology use was high only when implementation climate was strong and values compatibility was high. This is an important finding and highlights the importance of users' workplace values as a key determinant of quality of use. To extend our effectiveness in implementing new health care information technology, we need parsimonious models that include actionable determinants of ETU and account for the differential effects of these determinants on the multiple dimensions of ETU. © The Author 2015. Published by Oxford University Press on behalf of the American Medical Informatics Association. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
Technology and Online Education: Models for Change
Cook, Catherine W.; Sonnenberg, Christian
2014-01-01
This paper contends that technology changes advance online education. A number of mobile computing and transformative technologies will be examined and incorporated into a descriptive study. The object of the study will be to design innovative mobile awareness models seeking to understand technology changes for mobile devices and how they can be…
Technology diffusion in energy-economy models: The case of Danish vintage models
DEFF Research Database (Denmark)
Klinge Jacobsen, Henrik
2000-01-01
the costs of greenhouse gas mitigation. This paper examines the effect on aggregate energy efficiency of using technological vintage models to describe technology diffusion. The focus is on short- to medium-term issues. Three different models of Danish energy supply and demand are used to illustrate...
Clean coal technology optimization model
International Nuclear Information System (INIS)
Laseke, B.A.; Hance, S.B.
1992-01-01
Title IV of the Clean Air Act Amendments (CAAA) of 1990 contains provisions for the mitigation of acid rain precipitation through reductions in the annual emission of the acid rain precursors of sulfur dioxide (SO 2 ) and nitrogen oxide (NO x ). These provisions will affect primarily existing coal-fired power-generating plants by requiring nominal reductions of 5 millon and 10 million tons of SO 2 by the years 1995 and 2000, respectively, and 2 million tons of NO x by the year 2000 relative to the 1980 and 1985-87 reference period. The 1990 CAAA Title IV provisions are extremely complex in that they establish phased regulatory milestones, unit-level emission allowances and caps, a mechanism for inter-utility trading of emission allowances, and a system of emission allowance credits based on selection of control option and timing of its implementation. The net result of Title IV of the 1990 CAAA is that approximately 147 gigawatts (GW) of generating capacity is eligible to retrofit SO 2 controls by the year 2000. A number of options are available to bring affected boilers into compliance with Title IV. Market sharewill be influenced by technology performance and costs. These characteristics can be modeled through a bottom-up technology cost and performance optimization exercise to show their impact on the technology's potential market share. Such a model exists in the form of an integrated data base-model software system. This microcomputer (PC)-based software system consists of a unit (boiler)-level data base (ACIDBASE), a cost and performance engineering model (IAPCS), and a market forecast model (ICEMAN)
Directory of Open Access Journals (Sweden)
Tai-fu Li
2013-01-01
Full Text Available Multivariate statistical process control is the continuation and development of unitary statistical process control. Most multivariate statistical quality control charts are usually used (in manufacturing and service industries to determine whether a process is performing as intended or if there are some unnatural causes of variation upon an overall statistics. Once the control chart detects out-of-control signals, one difficulty encountered with multivariate control charts is the interpretation of an out-of-control signal. That is, we have to determine whether one or more or a combination of variables is responsible for the abnormal signal. A novel approach for diagnosing the out-of-control signals in the multivariate process is described in this paper. The proposed methodology uses the optimized support vector machines (support vector machine classification based on genetic algorithm to recognize set of subclasses of multivariate abnormal patters, identify the responsible variable(s on the occurrence of abnormal pattern. Multiple sets of experiments are used to verify this model. The performance of the proposed approach demonstrates that this model can accurately classify the source(s of out-of-control signal and even outperforms the conventional multivariate control scheme.
[Decision modeling for economic evaluation of health technologies].
de Soárez, Patrícia Coelho; Soares, Marta Oliveira; Novaes, Hillegonda Maria Dutilh
2014-10-01
Most economic evaluations that participate in decision-making processes for incorporation and financing of technologies of health systems use decision models to assess the costs and benefits of the compared strategies. Despite the large number of economic evaluations conducted in Brazil, there is a pressing need to conduct an in-depth methodological study of the types of decision models and their applicability in our setting. The objective of this literature review is to contribute to the knowledge and use of decision models in the national context of economic evaluations of health technologies. This article presents general definitions about models and concerns with their use; it describes the main models: decision trees, Markov chains, micro-simulation, simulation of discrete and dynamic events; it discusses the elements involved in the choice of model; and exemplifies the models addressed in national economic evaluation studies of diagnostic and therapeutic preventive technologies and health programs.
Multi-variable optimization of PEMFC cathodes using an agglomerate model
Energy Technology Data Exchange (ETDEWEB)
Secanell, M.; Suleman, A.; Djilali, N. [Institute for Integrated Energy Systems and Department Mechanical Engineering, University of Victoria, PO Box 3055 STN CSC, Victoria, BC (Canada); Karan, K. [Queen' s-RMC Fuel Cell Research Centre and Department Chemical Engineering, Queen' s University, Kingston, Ont. (Canada)
2007-06-30
A comprehensive numerical framework for cathode electrode design is presented and applied to predict the catalyst layer and the gas diffusion layer parameters that lead to an optimal electrode performance at different operating conditions. The design and optimization framework couples an agglomerate cathode catalyst layer model to a numerical gradient-based optimization algorithm. The set of optimal parameters is obtained by solving a multi-variable optimization problem. The parameters are the catalyst layer platinum loading, platinum to carbon ratio, amount of electrolyte in the agglomerate and the gas diffusion layer porosity. The results show that the optimal catalyst layer composition and gas diffusion layer porosity depend on operating conditions. At low current densities, performance is mainly improved by increasing platinum loading to values above 1 mg cm{sup -2}, moderate values of electrolyte volume fraction, 0.5, and low porosity, 0.1. At higher current densities, performance is improved by reducing the platinum loading to values below 0.35 mg cm{sup -2} and increasing both electrolyte volume fraction, 0.55, and porosity 0.32. The underlying improvements due to the optimized compositions are analyzed in terms of the spatial distribution of the various overpotentials, and the effect of the agglomerate structure parameters (radius and electrolyte film) are investigated. The paper closes with a discussion of the optimized composition obtained in this study in the context of available experimental data. The analysis suggests that reducing the solid phase volume fraction inside the catalyst layer might lead to improved electrode performance. (author)
Ensemble preprocessing of near-infrared (NIR) spectra for multivariate calibration
International Nuclear Information System (INIS)
Xu Lu; Zhou Yanping; Tang Lijuan; Wu Hailong; Jiang Jianhui; Shen Guoli; Yu Ruqin
2008-01-01
Preprocessing of raw near-infrared (NIR) spectral data is indispensable in multivariate calibration when the measured spectra are subject to significant noises, baselines and other undesirable factors. However, due to the lack of sufficient prior information and an incomplete knowledge of the raw data, NIR spectra preprocessing in multivariate calibration is still trial and error. How to select a proper method depends largely on both the nature of the data and the expertise and experience of the practitioners. This might limit the applications of multivariate calibration in many fields, where researchers are not very familiar with the characteristics of many preprocessing methods unique in chemometrics and have difficulties to select the most suitable methods. Another problem is many preprocessing methods, when used alone, might degrade the data in certain aspects or lose some useful information while improving certain qualities of the data. In order to tackle these problems, this paper proposes a new concept of data preprocessing, ensemble preprocessing method, where partial least squares (PLSs) models built on differently preprocessed data are combined by Monte Carlo cross validation (MCCV) stacked regression. Little or no prior information of the data and expertise are required. Moreover, fusion of complementary information obtained by different preprocessing methods often leads to a more stable and accurate calibration model. The investigation of two real data sets has demonstrated the advantages of the proposed method
Multivariate and semiparametric kernel regression
Härdle, Wolfgang; Müller, Marlene
1997-01-01
The paper gives an introduction to theory and application of multivariate and semiparametric kernel smoothing. Multivariate nonparametric density estimation is an often used pilot tool for examining the structure of data. Regression smoothing helps in investigating the association between covariates and responses. We concentrate on kernel smoothing using local polynomial fitting which includes the Nadaraya-Watson estimator. Some theory on the asymptotic behavior and bandwidth selection is pro...
Directory of Open Access Journals (Sweden)
Lassi Rieppo
Full Text Available Fourier Transform Infrared (FT-IR spectroscopic imaging has been earlier applied for the spatial estimation of the collagen and the proteoglycan (PG contents of articular cartilage (AC. However, earlier studies have been limited to the use of univariate analysis techniques. Current analysis methods lack the needed specificity for collagen and PGs. The aim of the present study was to evaluate the suitability of partial least squares regression (PLSR and principal component regression (PCR methods for the analysis of the PG content of AC. Multivariate regression models were compared with earlier used univariate methods and tested with a sample material consisting of healthy and enzymatically degraded steer AC. Chondroitinase ABC enzyme was used to increase the variation in PG content levels as compared to intact AC. Digital densitometric measurements of Safranin O-stained sections provided the reference for PG content. The results showed that multivariate regression models predict PG content of AC significantly better than earlier used absorbance spectrum (i.e. the area of carbohydrate region with or without amide I normalization or second derivative spectrum univariate parameters. Increased molecular specificity favours the use of multivariate regression models, but they require more knowledge of chemometric analysis and extended laboratory resources for gathering reference data for establishing the models. When true molecular specificity is required, the multivariate models should be used.
MODELS OF TECHNOLOGY ADOPTION: AN INTEGRATIVE APPROACH
Directory of Open Access Journals (Sweden)
Andrei OGREZEANU
2015-06-01
Full Text Available The interdisciplinary study of information technology adoption has developed rapidly over the last 30 years. Various theoretical models have been developed and applied such as: the Technology Acceptance Model (TAM, Innovation Diffusion Theory (IDT, Theory of Planned Behavior (TPB, etc. The result of these many years of research is thousands of contributions to the field, which, however, remain highly fragmented. This paper develops a theoretical model of technology adoption by integrating major theories in the field: primarily IDT, TAM, and TPB. To do so while avoiding mess, an approach that goes back to basics in independent variable type’s development is proposed; emphasizing: 1 the logic of classification, and 2 psychological mechanisms behind variable types. Once developed these types are then populated with variables originating in empirical research. Conclusions are developed on which types are underpopulated and present potential for future research. I end with a set of methodological recommendations for future application of the model.
Directory of Open Access Journals (Sweden)
Cláudio Roberto Rosário
2012-07-01
Full Text Available The purpose of this research is to improve the practice on customer satisfaction analysis The article presents an analysis model to analyze the answers of a customer satisfaction evaluation in a systematic way with the aid of multivariate statistical techniques, specifically, exploratory analysis with PCA – Partial Components Analysis with HCA - Hierarchical Cluster Analysis. It was tried to evaluate the applicability of the model to be used by the issue company as a tool to assist itself on identifying the value chain perceived by the customer when applied the questionnaire of customer satisfaction. It was found with the assistance of multivariate statistical analysis that it was observed similar behavior among customers. It also allowed the company to conduct reviews on questions of the questionnaires, using analysis of the degree of correlation between the questions that was not a company’s practice before this research.
Simulation and Modeling Methodologies, Technologies and Applications
Filipe, Joaquim; Kacprzyk, Janusz; Pina, Nuno
2014-01-01
This book includes extended and revised versions of a set of selected papers from the 2012 International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH 2012) which was sponsored by the Institute for Systems and Technologies of Information, Control and Communication (INSTICC) and held in Rome, Italy. SIMULTECH 2012 was technically co-sponsored by the Society for Modeling & Simulation International (SCS), GDR I3, Lionphant Simulation, Simulation Team and IFIP and held in cooperation with AIS Special Interest Group of Modeling and Simulation (AIS SIGMAS) and the Movimento Italiano Modellazione e Simulazione (MIMOS).
A Study of Effects of MultiCollinearity in the Multivariable Analysis.
Yoo, Wonsuk; Mayberry, Robert; Bae, Sejong; Singh, Karan; Peter He, Qinghua; Lillard, James W
2014-10-01
A multivariable analysis is the most popular approach when investigating associations between risk factors and disease. However, efficiency of multivariable analysis highly depends on correlation structure among predictive variables. When the covariates in the model are not independent one another, collinearity/multicollinearity problems arise in the analysis, which leads to biased estimation. This work aims to perform a simulation study with various scenarios of different collinearity structures to investigate the effects of collinearity under various correlation structures amongst predictive and explanatory variables and to compare these results with existing guidelines to decide harmful collinearity. Three correlation scenarios among predictor variables are considered: (1) bivariate collinear structure as the most simple collinearity case, (2) multivariate collinear structure where an explanatory variable is correlated with two other covariates, (3) a more realistic scenario when an independent variable can be expressed by various functions including the other variables.
Multivariate semi-logistic distribution and processes | Umar | Journal ...
African Journals Online (AJOL)
Multivariate semi-logistic distribution is introduced and studied. Some characterizations properties of multivariate semi-logistic distribution are presented. First order autoregressive minification processes and its generalization to kth order autoregressive minification processes with multivariate semi-logistic distribution as ...
Multivariate Pareto Minification Processes | Umar | Journal of the ...
African Journals Online (AJOL)
Autoregressive (AR) and autoregressive moving average (ARMA) processes with multivariate exponential (ME) distribution are presented and discussed. The theory of positive dependence is used to show that in many cases, multivariate exponential autoregressive (MEAR) and multivariate autoregressive moving average ...
Multivariate analyses of rotator cuff pathologies in shoulder disability.
Henseler, Jan F; Raz, Yotam; Nagels, Jochem; van Zwet, Erik W; Raz, Vered; Nelissen, Rob G H H
2015-01-01
Disability of the shoulder joint is often caused by a tear in the rotator cuff (RC) muscles. Four RC muscles coordinate shoulder movement and stability, among them the supraspinatus and infraspinatus muscle which are predominantly torn. The contribution of each RC muscle to tear pathology is not fully understood. We hypothesized that muscle atrophy and fatty infiltration, features of RC muscle degeneration, are predictive of superior humeral head translation and shoulder functional disability. Shoulder features, including RC muscle surface area and fatty infiltration, superior humeral translation and RC tear size were obtained from a consecutive series of Magnetic Resonance Imaging with arthrography (MRA). We investigated patients with superior (supraspinatus, n = 39) and posterosuperior (supraspinatus and infraspinatus, n = 30) RC tears, and patients with an intact RC (n = 52) as controls. The individual or combinatorial contribution of RC measures to superior humeral translation, as a sign of RC dysfunction, was investigated with univariate or multivariate models, respectively. Using the univariate model the infraspinatus surface area and fatty infiltration in both the supraspinatus and infraspinatus had a significant contribution to RC dysfunction. With the multivariate model, however, the infraspinatus surface area only affected superior humeral translation (ppathologies. This suggests a pivotal role for the infraspinatus in preventing shoulder disability.
Directory of Open Access Journals (Sweden)
Marder Luciano
2006-01-01
Full Text Available In the present work multivariate regression models were developed for the quantitative analysis of ternary systems using Diffuse Reflectance Infrared Fourier Transform Spectroscopy (DRIFTS to determine the concentration in weight of calcium carbonate, magnesium carbonate and magnesium oxide. Nineteen spectra of standard samples previously defined in ternary diagram by mixture design were prepared and mid-infrared diffuse reflectance spectra were recorded. The partial least squares (PLS regression method was applied to the model. The spectra set was preprocessed by either mean-centered and variance-scaled (model 2 or mean-centered only (model 1. The results based on the prediction performance of the external validation set expressed by RMSEP (root mean square error of prediction demonstrated that it is possible to develop good models to simultaneously determine calcium carbonate, magnesium carbonate and magnesium oxide content in powdered samples that can be used in the study of the thermal decomposition of dolomite rocks.
Understanding the impact of technology on firms’ business models
DEFF Research Database (Denmark)
Cavalcante, Sergio Andre
2013-01-01
of a new business model for the partner companies in the consortium. Practical implications – This paper is important in that it will help companies understand technological impact from a business model perspective, thereby enabling them to manage innovation better by distinguishing between the creation......, extension, revision or termination of business models. Originality/value – The main contribution of this study is its use of the business model perspective to analyse the impact of an emergent technology on companies’ innovation activities. This perspective makes it easier to develop strategic initiatives......Purpose – The purpose of this paper is to identify the impact of a new global positioning technology on firms’ business models. Design/methodology/approach – The empirical setting was a consortium of Danish organizations, established to develop a positioning-based technology platform as a basis...
Validating a Technology Enhanced Student-Centered Learning Model
Kang, Myunghee; Hahn, Jungsun; Chung, Warren
2015-01-01
The Technology Enhanced Student Centered Learning (TESCL) Model in this study presents the core factors that ensure the quality of learning in a technology-supported environment. Although the model was conceptually constructed using a student-centered learning framework and drawing upon previous studies, it should be validated through real-world…
Skopina, Maria; Protasov, Vladimir
2016-01-01
This book presents a systematic study of multivariate wavelet frames with matrix dilation, in particular, orthogonal and bi-orthogonal bases, which are a special case of frames. Further, it provides algorithmic methods for the construction of dual and tight wavelet frames with a desirable approximation order, namely compactly supported wavelet frames, which are commonly required by engineers. It particularly focuses on methods of constructing them. Wavelet bases and frames are actively used in numerous applications such as audio and graphic signal processing, compression and transmission of information. They are especially useful in image recovery from incomplete observed data due to the redundancy of frame systems. The construction of multivariate wavelet frames, especially bases, with desirable properties remains a challenging problem as although a general scheme of construction is well known, its practical implementation in the multidimensional setting is difficult. Another important feature of wavelet is ...
A Network Analysis Model for Selecting Sustainable Technology
Directory of Open Access Journals (Sweden)
Sangsung Park
2015-09-01
Full Text Available Most companies develop technologies to improve their competitiveness in the marketplace. Typically, they then patent these technologies around the world in order to protect their intellectual property. Other companies may use patented technologies to develop new products, but must pay royalties to the patent holders or owners. Should they fail to do so, this can result in legal disputes in the form of patent infringement actions between companies. To avoid such situations, companies attempt to research and develop necessary technologies before their competitors do so. An important part of this process is analyzing existing patent documents in order to identify emerging technologies. In such analyses, extracting sustainable technology from patent data is important, because sustainable technology drives technological competition among companies and, thus, the development of new technologies. In addition, selecting sustainable technologies makes it possible to plan their R&D (research and development efficiently. In this study, we propose a network model that can be used to select the sustainable technology from patent documents, based on the centrality and degree of a social network analysis. To verify the performance of the proposed model, we carry out a case study using actual patent data from patent databases.
Aboagye-Sarfo, Patrick; Mai, Qun; Sanfilippo, Frank M; Preen, David B; Stewart, Louise M; Fatovich, Daniel M
2015-10-01
To develop multivariate vector-ARMA (VARMA) forecast models for predicting emergency department (ED) demand in Western Australia (WA) and compare them to the benchmark univariate autoregressive moving average (ARMA) and Winters' models. Seven-year monthly WA state-wide public hospital ED presentation data from 2006/07 to 2012/13 were modelled. Graphical and VARMA modelling methods were used for descriptive analysis and model fitting. The VARMA models were compared to the benchmark univariate ARMA and Winters' models to determine their accuracy to predict ED demand. The best models were evaluated by using error correction methods for accuracy. Descriptive analysis of all the dependent variables showed an increasing pattern of ED use with seasonal trends over time. The VARMA models provided a more precise and accurate forecast with smaller confidence intervals and better measures of accuracy in predicting ED demand in WA than the ARMA and Winters' method. VARMA models are a reliable forecasting method to predict ED demand for strategic planning and resource allocation. While the ARMA models are a closely competing alternative, they under-estimated future ED demand. Copyright © 2015 Elsevier Inc. All rights reserved.
Predictors of Osteopathic Medical Students' Readiness to Use Health Information Technology.
Jacobs, Robin J; Iqbal, Hassan; Rana, Arif M; Rana, Zaid; Kane, Michael N
2017-12-01
The advent of health information technology (HIT) tools can affect the practice of modern medicine in many ways, ideally by improving quality of care and efficiency and reducing medical errors. Future physicians will play a key role in the successful implementation of HIT. However, osteopathic medical students' willingness to learn, adopt, and use technology in a health care setting is not well understood. To understand osteopathic medical students' knowledge, attitudes, and behaviors regarding HIT and to identify factors that may be related to their readiness to use HIT. Using a cross-sectional approach, quantitative surveys were collected from students attending a large osteopathic medical school. Multivariate regression modeling was used to determine whether knowledge, attitudes, behaviors, and personal characteristics were associated with students' readiness to use HIT in future clinical practice. Six hundred four students responded to at least 70% of the survey and were included in the analysis. Multivariate modeling successfully explained the 26% of variance in predicting students' readiness to use HIT (F8,506=22.6, Ptechnology use, younger age, being male, and prior exposure to technology were associated with readiness to use HIT. Understanding students' level of HIT readiness may help guide medical education intervention efforts to better prepare future osteopathic physicians for HIT engagement and use. Innovative approaches to HIT education in medical school curricula that include biomedical informatics may be necessary.
Vasconcelos, A G; Almeida, R M; Nobre, F F
2001-08-01
This paper introduces an approach that includes non-quantitative factors for the selection and assessment of multivariate complex models in health. A goodness-of-fit based methodology combined with fuzzy multi-criteria decision-making approach is proposed for model selection. Models were obtained using the Path Analysis (PA) methodology in order to explain the interrelationship between health determinants and the post-neonatal component of infant mortality in 59 municipalities of Brazil in the year 1991. Socioeconomic and demographic factors were used as exogenous variables, and environmental, health service and agglomeration as endogenous variables. Five PA models were developed and accepted by statistical criteria of goodness-of fit. These models were then submitted to a group of experts, seeking to characterize their preferences, according to predefined criteria that tried to evaluate model relevance and plausibility. Fuzzy set techniques were used to rank the alternative models according to the number of times a model was superior to ("dominated") the others. The best-ranked model explained above 90% of the endogenous variables variation, and showed the favorable influences of income and education levels on post-neonatal mortality. It also showed the unfavorable effect on mortality of fast population growth, through precarious dwelling conditions and decreased access to sanitation. It was possible to aggregate expert opinions in model evaluation. The proposed procedure for model selection allowed the inclusion of subjective information in a clear and systematic manner.
Drew Creal; Siem Jan Koopman; Eric Zivot
2008-01-01
In this paper we investigate whether the dynamic properties of the U.S. business cycle have changed in the last fifty years. For this purpose we develop a flexible business cycle indicator that is constructed from a moderate set of macroeconomic time series. The coincident economic indicator is based on a multivariate trend-cycle decomposition model that accounts for time variation in macroeconomic volatility, known as the great moderation. In particular, we consider an unobserved components ...
DEFF Research Database (Denmark)
Hansen, Michael Adsetts Edberg
Interest in statistical methodology is increasing so rapidly in the astronomical community that accessible introductory material in this area is long overdue. This book fills the gap by providing a presentation of the most useful techniques in multivariate statistics. A wide-ranging annotated set...
A Gyrocompass for Maritime Applications Based Upon Multivariable Control Theory
Directory of Open Access Journals (Sweden)
Olav Egeland
1984-10-01
Full Text Available A gyrocompass is designed using multivariable control theory. The compass can be implemented with an inertial platform or as a strap-down system. Measurement noise caused by vessel acceleration is modeled and feedforward is taken from vessel speed. Though the model is of order 9, it has only three unknown parameters of which one can be chosen a priori. Parameter estimation is discussed. For simulation of the compass, a non-linear surface vessel model with 6 degrees of freedom and wave excitation is used.
Multivariate and multiscale data assimilation in terrestrial systems: a review.
Montzka, Carsten; Pauwels, Valentijn R N; Franssen, Harrie-Jan Hendricks; Han, Xujun; Vereecken, Harry
2012-11-26
More and more terrestrial observational networks are being established to monitor climatic, hydrological and land-use changes in different regions of the World. In these networks, time series of states and fluxes are recorded in an automated manner, often with a high temporal resolution. These data are important for the understanding of water, energy, and/or matter fluxes, as well as their biological and physical drivers and interactions with and within the terrestrial system. Similarly, the number and accuracy of variables, which can be observed by spaceborne sensors, are increasing. Data assimilation (DA) methods utilize these observations in terrestrial models in order to increase process knowledge as well as to improve forecasts for the system being studied. The widely implemented automation in observing environmental states and fluxes makes an operational computation more and more feasible, and it opens the perspective of short-time forecasts of the state of terrestrial systems. In this paper, we review the state of the art with respect to DA focusing on the joint assimilation of observational data precedents from different spatial scales and different data types. An introduction is given to different DA methods, such as the Ensemble Kalman Filter (EnKF), Particle Filter (PF) and variational methods (3/4D-VAR). In this review, we distinguish between four major DA approaches: (1) univariate single-scale DA (UVSS), which is the approach used in the majority of published DA applications, (2) univariate multiscale DA (UVMS) referring to a methodology which acknowledges that at least some of the assimilated data are measured at a different scale than the computational grid scale, (3) multivariate single-scale DA (MVSS) dealing with the assimilation of at least two different data types, and (4) combined multivariate multiscale DA (MVMS). Finally, we conclude with a discussion on the advantages and disadvantages of the assimilation of multiple data types in a
Multivariate and Multiscale Data Assimilation in Terrestrial Systems: A Review
Directory of Open Access Journals (Sweden)
Harry Vereecken
2012-11-01
Full Text Available More and more terrestrial observational networks are being established to monitor climatic, hydrological and land-use changes in different regions of the World. In these networks, time series of states and fluxes are recorded in an automated manner, often with a high temporal resolution. These data are important for the understanding of water, energy, and/or matter fluxes, as well as their biological and physical drivers and interactions with and within the terrestrial system. Similarly, the number and accuracy of variables, which can be observed by spaceborne sensors, are increasing. Data assimilation (DA methods utilize these observations in terrestrial models in order to increase process knowledge as well as to improve forecasts for the system being studied. The widely implemented automation in observing environmental states and fluxes makes an operational computation more and more feasible, and it opens the perspective of short-time forecasts of the state of terrestrial systems. In this paper, we review the state of the art with respect to DA focusing on the joint assimilation of observational data precedents from different spatial scales and different data types. An introduction is given to different DA methods, such as the Ensemble Kalman Filter (EnKF, Particle Filter (PF and variational methods (3/4D-VAR. In this review, we distinguish between four major DA approaches: (1 univariate single-scale DA (UVSS, which is the approach used in the majority of published DA applications, (2 univariate multiscale DA (UVMS referring to a methodology which acknowledges that at least some of the assimilated data are measured at a different scale than the computational grid scale, (3 multivariate single-scale DA (MVSS dealing with the assimilation of at least two different data types, and (4 combined multivariate multiscale DA (MVMS. Finally, we conclude with a discussion on the advantages and disadvantages of the assimilation of multiple data types in a
Multivariate time series analysis with R and financial applications
Tsay, Ruey S
2013-01-01
Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-worl
Molenaar, P.C.M.; Nesselroade, J.R.
1998-01-01
The study of intraindividual variability pervades empirical inquiry in virtually all subdisciplines of psychology. The statistical analysis of multivariate time-series data - a central product of intraindividual investigations - requires special modeling techniques. The dynamic factor model (DFM),
Multivariate rational data fitting
Cuyt, Annie; Verdonk, Brigitte
1992-12-01
Sections 1 and 2 discuss the advantages of an object-oriented implementation combined with higher floating-point arithmetic, of the algorithms available for multivariate data fitting using rational functions. Section 1 will in particular explain what we mean by "higher arithmetic". Section 2 will concentrate on the concepts of "object orientation". In sections 3 and 4 we shall describe the generality of the data structure that can be dealt with: due to some new results virtually every data set is acceptable right now, with possible coalescence of coordinates or points. In order to solve the multivariate rational interpolation problem the data sets are fed to different algorithms depending on the structure of the interpolation points in then-variate space.
Multivariate statistics high-dimensional and large-sample approximations
Fujikoshi, Yasunori; Shimizu, Ryoichi
2010-01-01
A comprehensive examination of high-dimensional analysis of multivariate methods and their real-world applications Multivariate Statistics: High-Dimensional and Large-Sample Approximations is the first book of its kind to explore how classical multivariate methods can be revised and used in place of conventional statistical tools. Written by prominent researchers in the field, the book focuses on high-dimensional and large-scale approximations and details the many basic multivariate methods used to achieve high levels of accuracy. The authors begin with a fundamental presentation of the basic
Energy Technology Data Exchange (ETDEWEB)
Morales Mago, S J
1995-12-20
In this work the problem of temperature uniformity control in rapid thermal processing is addressed by means of multivariable adaptive control. Rapid Thermal Processing (RTP) is a set of techniques proposed for semiconductor fabrication processes such as annealing, oxidation, chemical vapour deposition and others. The product quality depends on two mains issues: precise trajectory following and spatial temperature uniformity. RTP is a fabrication technique that requires a sophisticated real-time multivariable control system to achieve acceptable results. Modelling of the thermal behaviour of the process leads to very complex mathematical models. These are the reasons why adaptive control techniques are chosen. A multivariable linear discrete time model of the highly non-linear process is identified on-line, using an identification scheme which includes supervisory actions. This identified model, combined with a multivariable predictive control law allows to prevent the controller from systems variations. The control laws are obtained by minimization of a quadratic cost function or by pole placement. In some of these control laws, a partial state reference model was included. This reference model allows to incorporate an appropriate tracking capability into the control law. Experimental results of the application of the involved multivariable adaptive control laws on a RTP system are presented. (author) refs
Exploratory multivariate analysis by example using R
Husson, Francois; Pages, Jerome
2010-01-01
Full of real-world case studies and practical advice, Exploratory Multivariate Analysis by Example Using R focuses on four fundamental methods of multivariate exploratory data analysis that are most suitable for applications. It covers principal component analysis (PCA) when variables are quantitative, correspondence analysis (CA) and multiple correspondence analysis (MCA) when variables are categorical, and hierarchical cluster analysis.The authors take a geometric point of view that provides a unified vision for exploring multivariate data tables. Within this framework, they present the prin
Theoretic models for recommendation and implementation of assistive technology
Directory of Open Access Journals (Sweden)
Ana Cristina de Jesus Alves
2016-07-01
Full Text Available Introduction: The latest international researches seek to understand the factors affecting the successful use of assistive technology devices through studies regarding the assessments systematizing; abandonment of devices; or theoric models that consider the aspects of those devices implementation. In Brazil the researches are focused on developing new technologies and there are still not sufficient studies related to the successful use of devices and ways of assistive technology implementation. Objective: To identify conceptual models used for indication and implementation of assistive technology devices. Method: Literature review. The survey was conducted in six databases: CINAHAL, Eric, GALE, LILACS, MEDLINE e PsycInfo. A critical analysis described by Grant and Booth was used. Results: There are no records of a Brazilian survey and among 29 selected articles, 17 conceptual models used in the area of AT were found; of these, 14 were specific to AT. The results showed that the new conceptual models of TA are under development and the conceptual model “Matching Person and Technology – MPT” was the most mentioned. Conclusion: We can observe that the practices related to TA area in international context shows a correlation with conceptual models, thus, we hope this study might have the capacity to contribute for the propagation of this precepts at national level
Wang, Xiuquan; Huang, Guohe; Zhao, Shan; Guo, Junhong
2015-09-01
This paper presents an open-source software package, rSCA, which is developed based upon a stepwise cluster analysis method and serves as a statistical tool for modeling the relationships between multiple dependent and independent variables. The rSCA package is efficient in dealing with both continuous and discrete variables, as well as nonlinear relationships between the variables. It divides the sample sets of dependent variables into different subsets (or subclusters) through a series of cutting and merging operations based upon the theory of multivariate analysis of variance (MANOVA). The modeling results are given by a cluster tree, which includes both intermediate and leaf subclusters as well as the flow paths from the root of the tree to each leaf subcluster specified by a series of cutting and merging actions. The rSCA package is a handy and easy-to-use tool and is freely available at http://cran.r-project.org/package=rSCA . By applying the developed package to air quality management in an urban environment, we demonstrate its effectiveness in dealing with the complicated relationships among multiple variables in real-world problems.
Ghanbarzadeh, Mitra; Aminghafari, Mina
2015-05-01
This article studies the prediction of periodically correlated process using wavelet transform and multivariate methods with applications to climatological data. Periodically correlated processes can be reformulated as multivariate stationary processes. Considering this fact, two new prediction methods are proposed. In the first method, we use stepwise regression between the principal components of the multivariate stationary process and past wavelet coefficients of the process to get a prediction. In the second method, we propose its multivariate version without principal component analysis a priori. Also, we study a generalization of the prediction methods dealing with a deterministic trend using exponential smoothing. Finally, we illustrate the performance of the proposed methods on simulated and real climatological data (ozone amounts, flows of a river, solar radiation, and sea levels) compared with the multivariate autoregressive model. The proposed methods give good results as we expected.
Energy Technology Data Exchange (ETDEWEB)
Tripathi, Markandey M.; Krishnan, Sundar R.; Srinivasan, Kalyan K.; Yueh, Fang-Yu; Singh, Jagdish P.
2011-09-07
Chemiluminescence emissions from OH*, CH*, C2, and CO2 formed within the reaction zone of premixed flames depend upon the fuel-air equivalence ratio in the burning mixture. In the present paper, a new partial least square regression (PLS-R) based multivariate sensing methodology is investigated and compared with an OH*/CH* intensity ratio-based calibration model for sensing equivalence ratio in atmospheric methane-air premixed flames. Five replications of spectral data at nine different equivalence ratios ranging from 0.73 to 1.48 were used in the calibration of both models. During model development, the PLS-R model was initially validated with the calibration data set using the leave-one-out cross validation technique. Since the PLS-R model used the entire raw spectral intensities, it did not need the nonlinear background subtraction of CO2 emission that is required for typical OH*/CH* intensity ratio calibrations. An unbiased spectral data set (not used in the PLS-R model development), for 28 different equivalence ratio conditions ranging from 0.71 to 1.67, was used to predict equivalence ratios using the PLS-R and the intensity ratio calibration models. It was found that the equivalence ratios predicted with the PLS-R based multivariate calibration model matched the experimentally measured equivalence ratios within 7%; whereas, the OH*/CH* intensity ratio calibration grossly underpredicted equivalence ratios in comparison to measured equivalence ratios, especially under rich conditions ( > 1.2). The practical implications of the chemiluminescence-based multivariate equivalence ratio sensing methodology are also discussed.
Ellipsoidal prediction regions for multivariate uncertainty characterization
DEFF Research Database (Denmark)
Golestaneh, Faranak; Pinson, Pierre; Azizipanah-Abarghooee, Rasoul
2018-01-01
, for classes of decision-making problems based on robust, interval chance-constrained optimization, necessary inputs take the form of multivariate prediction regions rather than scenarios. The current literature is at very primitive stage of characterizing multivariate prediction regions to be employed...... in these classes of optimization problems. To address this issue, we introduce a new class of multivariate forecasts which form as multivariate ellipsoids for non-Gaussian variables. We propose a data-driven systematic framework to readily generate and evaluate ellipsoidal prediction regions, with predefined...... probability guarantees and minimum conservativeness. A skill score is proposed for quantitative assessment of the quality of prediction ellipsoids. A set of experiments is used to illustrate the discrimination ability of the proposed scoring rule for potential misspecification of ellipsoidal prediction regions...
Modelling and Forecasting Multivariate Realized Volatility
DEFF Research Database (Denmark)
Chiriac, Roxana; Voev, Valeri
. We provide an empirical application of the model, in which we show by means of stochastic dominance tests that the returns from an optimal portfolio based on the model's forecasts second-order dominate returns of portfolios optimized on the basis of traditional MGARCH models. This result implies...
A technology path to tactical agent-based modeling
James, Alex; Hanratty, Timothy P.
2017-05-01
Wargaming is a process of thinking through and visualizing events that could occur during a possible course of action. Over the past 200 years, wargaming has matured into a set of formalized processes. One area of growing interest is the application of agent-based modeling. Agent-based modeling and its additional supporting technologies has potential to introduce a third-generation wargaming capability to the Army, creating a positive overmatch decision-making capability. In its simplest form, agent-based modeling is a computational technique that helps the modeler understand and simulate how the "whole of a system" responds to change over time. It provides a decentralized method of looking at situations where individual agents are instantiated within an environment, interact with each other, and empowered to make their own decisions. However, this technology is not without its own risks and limitations. This paper explores a technology roadmap, identifying research topics that could realize agent-based modeling within a tactical wargaming context.
Sparse Multivariate Modeling: Priors and Applications
DEFF Research Database (Denmark)
Henao, Ricardo
This thesis presents a collection of statistical models that attempt to take advantage of every piece of prior knowledge available to provide the models with as much structure as possible. The main motivation for introducing these models is interpretability since in practice we want to be able...... a general yet self-contained description of every model in terms of generative assumptions, interpretability goals, probabilistic formulation and target applications. Case studies, benchmark results and practical details are also provided as appendices published elsewhere, containing reprints of peer...
A Copula Based Approach for Design of Multivariate Random Forests for Drug Sensitivity Prediction.
Haider, Saad; Rahman, Raziur; Ghosh, Souparno; Pal, Ranadip
2015-01-01
Modeling sensitivity to drugs based on genetic characterizations is a significant challenge in the area of systems medicine. Ensemble based approaches such as Random Forests have been shown to perform well in both individual sensitivity prediction studies and team science based prediction challenges. However, Random Forests generate a deterministic predictive model for each drug based on the genetic characterization of the cell lines and ignores the relationship between different drug sensitivities during model generation. This application motivates the need for generation of multivariate ensemble learning techniques that can increase prediction accuracy and improve variable importance ranking by incorporating the relationships between different output responses. In this article, we propose a novel cost criterion that captures the dissimilarity in the output response structure between the training data and node samples as the difference in the two empirical copulas. We illustrate that copulas are suitable for capturing the multivariate structure of output responses independent of the marginal distributions and the copula based multivariate random forest framework can provide higher accuracy prediction and improved variable selection. The proposed framework has been validated on genomics of drug sensitivity for cancer and cancer cell line encyclopedia database.
Prostate Health Index improves multivariable risk prediction of aggressive prostate cancer.
Loeb, Stacy; Shin, Sanghyuk S; Broyles, Dennis L; Wei, John T; Sanda, Martin; Klee, George; Partin, Alan W; Sokoll, Lori; Chan, Daniel W; Bangma, Chris H; van Schaik, Ron H N; Slawin, Kevin M; Marks, Leonard S; Catalona, William J
2017-07-01
To examine the use of the Prostate Health Index (PHI) as a continuous variable in multivariable risk assessment for aggressive prostate cancer in a large multicentre US study. The study population included 728 men, with prostate-specific antigen (PSA) levels of 2-10 ng/mL and a negative digital rectal examination, enrolled in a prospective, multi-site early detection trial. The primary endpoint was aggressive prostate cancer, defined as biopsy Gleason score ≥7. First, we evaluated whether the addition of PHI improves the performance of currently available risk calculators (the Prostate Cancer Prevention Trial [PCPT] and European Randomised Study of Screening for Prostate Cancer [ERSPC] risk calculators). We also designed and internally validated a new PHI-based multivariable predictive model, and created a nomogram. Of 728 men undergoing biopsy, 118 (16.2%) had aggressive prostate cancer. The PHI predicted the risk of aggressive prostate cancer across the spectrum of values. Adding PHI significantly improved the predictive accuracy of the PCPT and ERSPC risk calculators for aggressive disease. A new model was created using age, previous biopsy, prostate volume, PSA and PHI, with an area under the curve of 0.746. The bootstrap-corrected model showed good calibration with observed risk for aggressive prostate cancer and had net benefit on decision-curve analysis. Using PHI as part of multivariable risk assessment leads to a significant improvement in the detection of aggressive prostate cancer, potentially reducing harms from unnecessary prostate biopsy and overdiagnosis. © 2016 The Authors BJU International © 2016 BJU International Published by John Wiley & Sons Ltd.
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Hansen, Peter Reinhard; Lunde, Asger
We propose a multivariate realised kernel to estimate the ex-post covariation of log-prices. We show this new consistent estimator is guaranteed to be positive semi-definite and is robust to measurement noise of certain types and can also handle non-synchronous trading. It is the first estimator...
Directory of Open Access Journals (Sweden)
Arnot Komárek
2014-09-01
Full Text Available R package mixAK originally implemented routines primarily for Bayesian estimation of finite normal mixture models for possibly interval-censored data. The functionality of the package was considerably enhanced by implementing methods for Bayesian estimation of mixtures of multivariate generalized linear mixed models proposed in Komrek and Komrkov (2013. Among other things, this allows for a cluster analysis (classification based on multivariate continuous and discrete longitudinal data that arise whenever multiple outcomes of a different nature are recorded in a longitudinal study. This package also allows for a data-driven selection of a number of clusters as methods for selecting a number of mixture components were implemented. A model and clustering methodology for multivariate continuous and discrete longitudinal data is overviewed. Further, a step-by-step cluster analysis based jointly on three longitudinal variables of different types (continuous, count, dichotomous is given, which provides a user manual for using the package for similar problems.
Review of early assessment models of innovative medical technologies
DEFF Research Database (Denmark)
Fasterholdt, Iben; Krahn, Murray D; Kidholm, Kristian
2017-01-01
INTRODUCTION: Hospitals increasingly make decisions regarding the early development of and investment in technologies, but a formal evaluation model for assisting hospitals early on in assessing the potential of innovative medical technologies is lacking. This article provides an overview of models...
REMOTE SYNTHESIS AND CONTROL INFORMATION TECHNOLOGY OF SYSTEM-DYNAMIC MODELS
Directory of Open Access Journals (Sweden)
A. V. Masloboev
2015-07-01
Full Text Available The general line of research is concerned with development of information technologies and computer simulation tools for management information and analytical support of complex semistructured systems. Regional socio-economic systems are consideredas a representative of this system type. Investigation is carried out within the bounds of development strategy implementation of the Arctic zone of the Russian Federation and national safety until 2020 in the Murmansk region, specifically under engineering of high end information infrastructure for innovation and security control problem-solving of regional development. Research methodology consists of system dynamics modeling method, distributed information system engineering technologies, pattern-based modeling and design techniques. The work deals with development of toolkit for decision-making information support problem-solving in the field of innovation security management of regional economics. For that purpose a system-dynamic models suite of innovation process standard components and information technology for remote formation and control of innovation business simulation models under research have been developed. Designed toolkit provides innovation security index dynamics forecasting and innovation business effectiveness of regional economics. Information technology is implemented within the bounds of thin client architecture and is intended for simulation models design process automation of complex systems. Technology implementation software tools provide pattern-based system-dynamic models distributed formation and simulation control of innovation processes. The technology provides availability and reusability index enhancement of information support facilities in application to innovation process simulation at the expense of distributed access to innovation business simulation modeling tools and model synthesis by the reusable components, simulating standard elements of innovation
Yu, H.; Gu, H.
2017-12-01
A novel multivariate seismic formation pressure prediction methodology is presented, which incorporates high-resolution seismic velocity data from prestack AVO inversion, and petrophysical data (porosity and shale volume) derived from poststack seismic motion inversion. In contrast to traditional seismic formation prediction methods, the proposed methodology is based on a multivariate pressure prediction model and utilizes a trace-by-trace multivariate regression analysis on seismic-derived petrophysical properties to calibrate model parameters in order to make accurate predictions with higher resolution in both vertical and lateral directions. With prestack time migration velocity as initial velocity model, an AVO inversion was first applied to prestack dataset to obtain high-resolution seismic velocity with higher frequency that is to be used as the velocity input for seismic pressure prediction, and the density dataset to calculate accurate Overburden Pressure (OBP). Seismic Motion Inversion (SMI) is an inversion technique based on Markov Chain Monte Carlo simulation. Both structural variability and similarity of seismic waveform are used to incorporate well log data to characterize the variability of the property to be obtained. In this research, porosity and shale volume are first interpreted on well logs, and then combined with poststack seismic data using SMI to build porosity and shale volume datasets for seismic pressure prediction. A multivariate effective stress model is used to convert velocity, porosity and shale volume datasets to effective stress. After a thorough study of the regional stratigraphic and sedimentary characteristics, a regional normally compacted interval model is built, and then the coefficients in the multivariate prediction model are determined in a trace-by-trace multivariate regression analysis on the petrophysical data. The coefficients are used to convert velocity, porosity and shale volume datasets to effective stress and then
Multivariate Time Series Search
National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...
Directory of Open Access Journals (Sweden)
Zeren Fatma
2010-01-01
Full Text Available This paper tries to examine the long run relationships between the aggregate consumer prices and some cost-based components for the Turkish economy. Based on a simple economic model of the macro-scaled price formation, multivariate cointegration techniques have been applied to test whether the real data support the a priori model construction. The results reveal that all of the factors, related to the price determination, have a positive impact on the consumer prices as expected. We find that the most significant component contributing to the price setting is the nominal exchange rate depreciation. We also cannot reject the linear homogeneity of the sum of all the price data as to the domestic inflation. The paper concludes that the Turkish consumer prices have in fact a strong cost-push component that contributes to the aggregate pricing.
Moura, Ricardo; Sinha, Bimal; Coelho, Carlos A.
2017-06-01
The recent popularity of the use of synthetic data as a Statistical Disclosure Control technique has enabled the development of several methods of generating and analyzing such data, but almost always relying in asymptotic distributions and in consequence being not adequate for small sample datasets. Thus, a likelihood-based exact inference procedure is derived for the matrix of regression coefficients of the multivariate regression model, for multiply imputed synthetic data generated via Posterior Predictive Sampling. Since it is based in exact distributions this procedure may even be used in small sample datasets. Simulation studies compare the results obtained from the proposed exact inferential procedure with the results obtained from an adaptation of Reiters combination rule to multiply imputed synthetic datasets and an application to the 2000 Current Population Survey is discussed.