Parallel auto-correlative statistics with VTK.
Energy Technology Data Exchange (ETDEWEB)
Pebay, Philippe Pierre; Bennett, Janine Camille
2013-08-01
This report summarizes existing statistical engines in VTK and presents both the serial and parallel auto-correlative statistics engines. It is a sequel to [PT08, BPRT09b, PT09, BPT09, PT10] which studied the parallel descriptive, correlative, multi-correlative, principal component analysis, contingency, k-means, and order statistics engines. The ease of use of the new parallel auto-correlative statistics engine is illustrated by the means of C++ code snippets and algorithm verification is provided. This report justifies the design of the statistics engines with parallel scalability in mind, and provides scalability and speed-up analysis results for the autocorrelative statistics engine.
Lagrangian velocity auto-correlations in statistically-steady rotating turbulence
Del Castello, Lorenzo
2013-01-01
Lagrangian statistics of passive tracers in rotating turbulence is investigated by Particle Tracking Velocimetry. A confined and steadily-forced turbulent flow is subjected to five different rotation rates. The PDFs of the velocity components clearly reveal the anisotropy induced by background rotation. Although the statistical properties of the horizontal turbulent flow field are approximately isotropic, in agreement with previously reported results by van Bokhoven and coworkers [Phys. Fluids 21, 096601 (2009)], the velocity component parallel to the (vertical) rotation axis gets strongly reduced (compared to the horizontal ones) while the rotation is increased. The auto-correlation coefficients of all three components are progressively enhanced for increasing rotation rates, although the vertical one shows a tendency to decrease for slow rotation rates. The decorrelation is approximately exponential. Lagrangian data compare favourably with previously reported Eulerian data for horizontal velocity components...
Impact of Autocorrelation on Principal Components and Their Use in Statistical Process Control
DEFF Research Database (Denmark)
Vanhatalo, Erik; Kulahci, Murat
2015-01-01
A basic assumption when using principal component analysis (PCA) for inferential purposes, such as in statistical process control (SPC), is that the data are independent in time. In many industrial processes, frequent sampling and process dynamics make this assumption unrealistic rendering sampled...
Luo, JunYan; Yan, Yiying; Huang, Yixiao; Yu, Li; He, Xiao-Ling; Jiao, HuJun
2017-01-01
We investigate the noise correlations of spin and charge currents through an electron spin resonance (ESR)-pumped quantum dot, which is tunnel coupled to three electrodes maintained at an equivalent chemical potential. A recursive scheme is employed with inclusion of the spin degrees of freedom to account for the spin-resolved counting statistics in the presence of non-Markovian effects due to coupling with a dissipative heat bath. For symmetric spin-up and spin-down tunneling rates, an ESR-induced spin flip mechanism generates a pure spin current without an accompanying net charge current. The stochastic tunneling of spin carriers, however, produces universal shot noises of both charge and spin currents, revealing the effective charge and spin units of quasiparticles in transport. In the case of very asymmetric tunneling rates for opposite spins, an anomalous relationship between noise autocorrelations and cross correlations is revealed, where super-Poissonian autocorrelation is observed in spite of a negative cross correlation. Remarkably, with strong dissipation strength, non-Markovian memory effects give rise to a positive cross correlation of the charge current in the absence of a super-Poissonian autocorrelation. These unique noise features may offer essential methods for exploiting internal spin dynamics and various quasiparticle tunneling processes in mesoscopic transport.
Low autocorrelation binary sequences
Packebusch, Tom; Mertens, Stephan
2016-04-01
Binary sequences with minimal autocorrelations have applications in communication engineering, mathematics and computer science. In statistical physics they appear as groundstates of the Bernasconi model. Finding these sequences is a notoriously hard problem, that so far can be solved only by exhaustive search. We review recent algorithms and present a new algorithm that finds optimal sequences of length N in time O(N {1.73}N). We computed all optimal sequences for N≤slant 66 and all optimal skewsymmetric sequences for N≤slant 119.
Maximum Autocorrelation Factorial Kriging
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Conradsen, Knut; Pedersen, John L.
2000-01-01
This paper describes maximum autocorrelation factor (MAF) analysis, maximum autocorrelation factorial kriging, and its application to irregularly sampled stream sediment geochemical data from South Greenland. Kriged MAF images are compared with kriged images of varimax rotated factors from...
Maximum Autocorrelation Factorial Kriging
Nielsen, Allan Aasbjerg; Conradsen, Knut; Pedersen, John L.; Steenfelt, Agnete
2000-01-01
This paper describes maximum autocorrelation factor (MAF) analysis, maximum autocorrelation factorial kriging, and its application to irregularly sampled stream sediment geochemical data from South Greenland. Kriged MAF images are compared with kriged images of varimax rotated factors from an ordinary non-spatial factor analysis, and they are interpreted in a geological context. It is demonstrated that MAF analysis contrary to ordinary non-spatial factor analysis gives an objective discrimina...
Johnson, Joseph F
2011-01-01
We give Sir James Jeans's notion of 'normal state' a mathematically precise definition. We prove that normal cells of trajectories exist in the Hamiltonian heat-bath model of an assembly of linearly coupled oscillators that generates the Ornstein--Uhlenbeck process in the limit of an infinite number of degrees of freedom. This, in some special cases, verifies some far-reaching conjectures of Khintchine on the weak ergodicity of a dynamical system with a large number of degrees of freedom. In order to estimate the theoretical auto-correlation function of a time series from the sample auto-correlation function of one of its realisations, it is usually assumed without justification that the time series is ergodic. Khintchine's conjectures about dynamical systems with large numbers of degrees of freedom justifies, even in the absence of ergodicity, approximately the same conclusions. Para emplear el correlograma de los valores muestrales de un proceso estoc\\'astico para estimar su funci\\'on te\\'orica de autocorre...
Institute of Scientific and Technical Information of China (English)
陈彦光
2009-01-01
This paper is devoted to developing the theory and methods of spatial autoeorre-lation analysis based on the Moran statistics. Firstly, the mathematical process of the Mo-ran's index is reconstructed with the theory of linear algebra. Two kinds of generalized spatial weighting matrix (GSWM) are defined as follows: one is the ideal spatial weighting matrix (ISWM), and the other is the real spatial weighting matrix (RSWM). The Moran's I can be redefined by both ISWM and RSWM. Secondly, the theoretical essence of Mo-ran's I is brought to light by using the ideas from symmetry and invarianee of mathemati-cal transform. The Moran's I is in fact the eigenvalue of ISWM and RSWM, and the cor-responding eigenvector is just the vector consisting of the standardized data for spatial au-tocorrelation analysis. Thirdly, the Moran seatterplot is revised. Based on ISWM and RSWM, the Moran scatterplot for local analysis of spatial association is improved and the result is more satisfying than the original form. In the improved seatterplot, ISWM pres-ents a straight line, and RSWM shows itself as a random distribution of data points.Three approaches to estimating the Moran's I are advanced as follows: (1) The method of formula. Three-step computation process is summed up by means of matrix the-ory. (2) The method of matrix. The scaling relation is employed to estimate the Moran'sI by calculating the eigenvalue of ISWM or RSWM. (3) The method of regression analy-sis. This approach is based on the correlation between the standardized vector and ISWM or RSWM. The key step of making analysis of spatial autocorrelation is to construet the contiguity matrix. The spatial weighting matrix (SWM) is divided into four types: (1) lo-cality correlation, (2) quasi-locality correlation, (3) quasi-long-distanee eorrelation, and (4) long distance correlation associated with action at a distance. Different types of SWM are suitable for different eases of geographical analysis.The improved theory and
Balance Maintenance in the Upright Body Position: Analysis of Autocorrelation
Directory of Open Access Journals (Sweden)
Stodolka¹ Jacek
2016-04-01
Full Text Available The present research aimed to analyze values of the autocorrelation function measured for different time values of ground reaction forces during stable upright standing. It was hypothesized that if recording of force in time depended on the quality and way of regulating force by the central nervous system (as a regulator, then the application of autocorrelation for time series in the analysis of force changes in time function would allow to determine regulator properties and its functioning. The study was performed on 82 subjects (students, athletes, senior and junior soccer players and subjects who suffered from lower limb injuries. The research was conducted with the use of two Kistler force plates and was based on measurements of ground reaction forces taken during a 15 s period of standing upright while relaxed. The results of the autocorrelation function were statistically analyzed. The research revealed a significant correlation between a derivative extreme and velocity of reaching the extreme by the autocorrelation function, described as gradient strength. Low correlation values (all statistically significant were observed between time of the autocorrelation curve passing through 0 axis and time of reaching the first peak by the said function. Parameters computed on the basis of the autocorrelation function are a reliable means to evaluate the process of flow of stimuli in the nervous system. Significant correlations observed between the parameters of the autocorrelation function indicate that individual parameters provide similar properties of the central nervous system.
A method for detecting positive growth autocorrelation without marking individuals.
Directory of Open Access Journals (Sweden)
Mollie E Brooks
Full Text Available In most ecological studies, within-group variation is a nuisance that obscures patterns of interest and reduces statistical power. However, patterns of within-group variability often contain information about ecological processes. In particular, such patterns can be used to detect positive growth autocorrelation (consistent variation in growth rates among individuals in a cohort across time, even in samples of unmarked individuals. Previous methods for detecting autocorrelated growth required data from marked individuals. We propose a method that requires only estimates of within-cohort variance through time, using maximum likelihood methods to obtain point estimates and confidence intervals of the correlation parameter. We test our method on simulated data sets and determine the loss in statistical power due to the inability to identify individuals. We show how to accommodate nonlinear growth trajectories and test the effects of size-dependent mortality on our method's accuracy. The method can detect significant growth autocorrelation at moderate levels of autocorrelation with moderate-sized cohorts (for example, statistical power of 80% to detect growth autocorrelation ρ (2 = 0.5 in a cohort of 100 individuals measured on 16 occasions. We present a case study of growth in the red-eyed tree frog. Better quantification of the processes driving size variation will help ecologists improve predictions of population dynamics. This work will help researchers to detect growth autocorrelation in cases where marking is logistically infeasible or causes unacceptable decreases in the fitness of marked individuals.
Autocorrelation function of velocity increments time series in fully developed turbulence
Huang, Y X; Lu, Z M; Liu, Y L
2014-01-01
In fully developed turbulence, the velocity field possesses long-range correlations, denoted by a scaling power spectrum or structure functions. Here we consider the autocorrelation function of velocity increment $ {\\Delta u_{\\ell}(t)}$ at separation {time} $\\ell$. Anselmet et al. [Anselmet et al. J. Fluid Mech. \\textbf{140}, 63 (1984)] have found that the autocorrelation function of velocity increment has a minimum value, whose location is approximately equal to $\\ell$. Taking statistical stationary assumption, we link the velocity increment and the autocorrelation function with the power spectrum of the original variable. We then propose an analytical model of the autocorrelation function. With this model, we prove that the location of the minimum autocorrelation function is exactly equal to the separation {time} $\\ell$ when the scaling of the power spectrum of the original variable belongs to the range $0<\\beta<2$. This model also suggests a power law expression for the minimum autocorrelation. Consi...
Chaotic substitution for highly autocorrelated data in encryption algorithm
Anees, Amir; Siddiqui, Adil Masood; Ahmed, Fawad
2014-09-01
This paper addresses the major drawback of substitution-box in highly auto-correlated data and proposes a novel chaotic substitution technique for encryption algorithm to sort the problem. Simulation results reveal that the overall strength of the proposed technique for encryption is much stronger than most of the existing encryption techniques. Furthermore, few statistical security analyses have also been done to show the strength of anticipated algorithm.
Is spatial autocorrelation an intrinsic property of territory size?
Valcu, Mihai; Kempenaers, Bart
2010-03-01
In animals, competition for space and resources often results in territorial behaviour. The size of a territory is an important correlate of fitness and is primarily determined by the spatial distribution of resources and by interactions between competing individuals. Both of these determinants, alone or in interaction, could lead to spatial non-independence of territory size (i.e. spatial autocorrelation). We investigated the presence and magnitude of spatial autocorrelation (SAC) in territory size using Monte Carlo simulations of the most widely used territory measures. We found significant positive SAC in a wide array of competition-simulated conditions. A meta-analysis of territory size data showed that SAC is also a feature of territories mapped based on behavioural observations. Our results strongly suggest that SAC is an intrinsic trait of any territory measure. Hence, we recommend that appropriate statistical methods should be employed for the analysis of data sets where territory size is either a dependent or an explanatory variable.
A simple method to estimate interwell autocorrelation
Energy Technology Data Exchange (ETDEWEB)
Pizarro, J.O.S.; Lake, L.W. [Univ. of Texas, Austin, TX (United States)
1997-08-01
The estimation of autocorrelation in the lateral or interwell direction is important when performing reservoir characterization studies using stochastic modeling. This paper presents a new method to estimate the interwell autocorrelation based on parameters, such as the vertical range and the variance, that can be estimated with commonly available data. We used synthetic fields that were generated from stochastic simulations to provide data to construct the estimation charts. These charts relate the ratio of areal to vertical variance and the autocorrelation range (expressed variously) in two directions. Three different semivariogram models were considered: spherical, exponential and truncated fractal. The overall procedure is demonstrated using field data. We find that the approach gives the most self-consistent results when it is applied to previously identified facies. Moreover, the autocorrelation trends follow the depositional pattern of the reservoir, which gives confidence in the validity of the approach.
Bayesian Estimates of Autocorrelations in Single-Case Designs
Shadish, William R.; Rindskopf, David M.; Hedges, Larry V.; Sullivan, Kristynn J.
2012-01-01
Researchers in the single-case design tradition have debated the size and importance of the observed autocorrelations in those designs. All of the past estimates of the autocorrelation in that literature have taken the observed autocorrelation estimates as the data to be used in the debate. However, estimates of the autocorrelation are subject to…
Spatial Autocorrelation and Localization of Urban Development
Institute of Scientific and Technical Information of China (English)
LIU Jisheng; CHEN Yanguang
2007-01-01
A nonlinear analysis of urban evolution is made by using of spatial autocorrelation theory. A first-order nonlinear autoregression model based on Clark's negative exponential model is proposed to show urban population density. The new method and model are applied to Hangzhou City, China, as an example. The average distance of population activities, the auto-correlation coefficient of urban population density, and the auto-regressive function values all show trends of gradual increase from 1964 to 2000, but there always is a sharp first-order cutoff in the partial autocorrelations. These results indicate that urban development is a process of localization. The discovery of urban locality is significant to improve the cellular-automata-based urban simulation of modeling spatial complexity.
Autocorrelation and Scaling Laws in Human Mobility
Wang, Xiang-Wen; Wang, Bing-Hong
2013-01-01
Human mobility patterns deeply affect the dynamics of many social systems. In this paper, we empirically analyze the real-world human movements based on the data set of GPS records, and observe rich scaling properties in the temporal-spatial patterns and the abnormal transition in speed-displacement patterns. More interestingly, we notice that the displacements in group level shows significantly positive autocorrelation, indicating a cascading-like nature in human movements. Furthermore, our analysis in individual level finds that the displacement distributions of the users who have stronger autocorrelation on displacements are more close to the power law form, implying a relationship between the positive autocorrelation of the series of displacements and the form of individual's displacement distribution. These findings show a factor directly relevant to the origin of the scaling properties in human mobility from the empirical analysis.
General simulation algorithm for autocorrelated binary processes
Serinaldi, Francesco; Lombardo, Federico
2017-02-01
The apparent ubiquity of binary random processes in physics and many other fields has attracted considerable attention from the modeling community. However, generation of binary sequences with prescribed autocorrelation is a challenging task owing to the discrete nature of the marginal distributions, which makes the application of classical spectral techniques problematic. We show that such methods can effectively be used if we focus on the parent continuous process of beta distributed transition probabilities rather than on the target binary process. This change of paradigm results in a simulation procedure effectively embedding a spectrum-based iterative amplitude-adjusted Fourier transform method devised for continuous processes. The proposed algorithm is fully general, requires minimal assumptions, and can easily simulate binary signals with power-law and exponentially decaying autocorrelation functions corresponding, for instance, to Hurst-Kolmogorov and Markov processes. An application to rainfall intermittency shows that the proposed algorithm can also simulate surrogate data preserving the empirical autocorrelation.
Auto-correlation of Binary stars
Saha, S K
2001-01-01
Speckle interferometric technique is used to record a series of short exposure images of several close binary stars with sub-arcsecond separation through a narrow band filter centred at H$\\alpha$ at the Cassegrain focus of the 2.34 meter Vainu Bappu telescope (VBT), situated at Vainu Bappu Observatory (VBO), Kavalur. The auto-correlation method is developed under Image Reduction Analysis Facility (IRAF). Wiener filter is included in the programme to eliminate spurious high frequency contributions; a few sets of data provide the optimised results. The auto-correlated image of these stars gives the separation of the binary components.
Bayesian estimation of the network autocorrelation model
Dittrich, D.; Leenders, R.T.A.J.; Mulder, J.
2017-01-01
The network autocorrelation model has been extensively used by researchers interested modeling social influence effects in social networks. The most common inferential method in the model is classical maximum likelihood estimation. This approach, however, has known problems such as negative bias of
Linear Prediction Using Refined Autocorrelation Function
Directory of Open Access Journals (Sweden)
M. Shahidur Rahman
2007-07-01
Full Text Available This paper proposes a new technique for improving the performance of linear prediction analysis by utilizing a refined version of the autocorrelation function. Problems in analyzing voiced speech using linear prediction occur often due to the harmonic structure of the excitation source, which causes the autocorrelation function to be an aliased version of that of the vocal tract impulse response. To estimate the vocal tract characteristics accurately, however, the effect of aliasing must be eliminated. In this paper, we employ homomorphic deconvolution technique in the autocorrelation domain to eliminate the aliasing effect occurred due to periodicity. The resulted autocorrelation function of the vocal tract impulse response is found to produce significant improvement in estimating formant frequencies. The accuracy of formant estimation is verified on synthetic vowels for a wide range of pitch frequencies typical for male and female speakers. The validity of the proposed method is also illustrated by inspecting the spectral envelopes of natural speech spoken by high-pitched female speaker. The synthesis filter obtained by the current method is guaranteed to be stable, which makes the method superior to many of its alternatives.
Deblauwe, Vincent; Kennel, Pol; Couteron, Pierre
2012-01-01
Background Independence between observations is a standard prerequisite of traditional statistical tests of association. This condition is, however, violated when autocorrelation is present within the data. In the case of variables that are regularly sampled in space (i.e. lattice data or images), such as those provided by remote-sensing or geographical databases, this problem is particularly acute. Because analytic derivation of the null probability distribution of the test statistic (e.g. Pearson's r) is not always possible when autocorrelation is present, we propose instead the use of a Monte Carlo simulation with surrogate data. Methodology/Principal Findings The null hypothesis that two observed mapped variables are the result of independent pattern generating processes is tested here by generating sets of random image data while preserving the autocorrelation function of the original images. Surrogates are generated by matching the dual-tree complex wavelet spectra (and hence the autocorrelation functions) of white noise images with the spectra of the original images. The generated images can then be used to build the probability distribution function of any statistic of association under the null hypothesis. We demonstrate the validity of a statistical test of association based on these surrogates with both actual and synthetic data and compare it with a corrected parametric test and three existing methods that generate surrogates (randomization, random rotations and shifts, and iterative amplitude adjusted Fourier transform). Type I error control was excellent, even with strong and long-range autocorrelation, which is not the case for alternative methods. Conclusions/Significance The wavelet-based surrogates are particularly appropriate in cases where autocorrelation appears at all scales or is direction-dependent (anisotropy). We explore the potential of the method for association tests involving a lattice of binary data and discuss its potential for
Directory of Open Access Journals (Sweden)
Vincent Deblauwe
Full Text Available BACKGROUND: Independence between observations is a standard prerequisite of traditional statistical tests of association. This condition is, however, violated when autocorrelation is present within the data. In the case of variables that are regularly sampled in space (i.e. lattice data or images, such as those provided by remote-sensing or geographical databases, this problem is particularly acute. Because analytic derivation of the null probability distribution of the test statistic (e.g. Pearson's r is not always possible when autocorrelation is present, we propose instead the use of a Monte Carlo simulation with surrogate data. METHODOLOGY/PRINCIPAL FINDINGS: The null hypothesis that two observed mapped variables are the result of independent pattern generating processes is tested here by generating sets of random image data while preserving the autocorrelation function of the original images. Surrogates are generated by matching the dual-tree complex wavelet spectra (and hence the autocorrelation functions of white noise images with the spectra of the original images. The generated images can then be used to build the probability distribution function of any statistic of association under the null hypothesis. We demonstrate the validity of a statistical test of association based on these surrogates with both actual and synthetic data and compare it with a corrected parametric test and three existing methods that generate surrogates (randomization, random rotations and shifts, and iterative amplitude adjusted Fourier transform. Type I error control was excellent, even with strong and long-range autocorrelation, which is not the case for alternative methods. CONCLUSIONS/SIGNIFICANCE: The wavelet-based surrogates are particularly appropriate in cases where autocorrelation appears at all scales or is direction-dependent (anisotropy. We explore the potential of the method for association tests involving a lattice of binary data and discuss its
Hayslett, H T
1991-01-01
Statistics covers the basic principles of Statistics. The book starts by tackling the importance and the two kinds of statistics; the presentation of sample data; the definition, illustration and explanation of several measures of location; and the measures of variation. The text then discusses elementary probability, the normal distribution and the normal approximation to the binomial. Testing of statistical hypotheses and tests of hypotheses about the theoretical proportion of successes in a binomial population and about the theoretical mean of a normal population are explained. The text the
Multivariate Process Control with Autocorrelated Data
DEFF Research Database (Denmark)
Kulahci, Murat
2011-01-01
. 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....... 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....
Links to sources of cancer-related statistics, including the Surveillance, Epidemiology and End Results (SEER) Program, SEER-Medicare datasets, cancer survivor prevalence data, and the Cancer Trends Progress Report.
Rigorous home range estimation with movement data: a new autocorrelated kernel density estimator.
Fleming, C H; Fagan, W F; Mueller, T; Olson, K A; Leimgruber, P; Calabrese, J M
2015-05-01
Quantifying animals' home ranges is a key problem in ecology and has important conservation and wildlife management applications. Kernel density estimation (KDE) is a workhorse technique for range delineation problems that is both statistically efficient and nonparametric. KDE assumes that the data are independent and identically distributed (IID). However, animal tracking data, which are routinely used as inputs to KDEs, are inherently autocorrelated and violate this key assumption. As we demonstrate, using realistically autocorrelated data in conventional KDEs results in grossly underestimated home ranges. We further show that the performance of conventional KDEs actually degrades as data quality improves, because autocorrelation strength increases as movement paths become more finely resolved. To remedy these flaws with the traditional KDE method, we derive an autocorrelated KDE (AKDE) from first principles to use autocorrelated data, making it perfectly suited for movement data sets. We illustrate the vastly improved performance of AKDE using analytical arguments, relocation data from Mongolian gazelles, and simulations based upon the gazelle's observed movement process. By yielding better minimum area estimates for threatened wildlife populations, we believe that future widespread use of AKDE will have significant impact on ecology and conservation biology.
Spectrum sensing algorithm based on autocorrelation energy in cognitive radio networks
Ren, Shengwei; Zhang, Li; Zhang, Shibing
2016-10-01
Cognitive radio networks have wide applications in the smart home, personal communications and other wireless communication. Spectrum sensing is the main challenge in cognitive radios. This paper proposes a new spectrum sensing algorithm which is based on the autocorrelation energy of signal received. By taking the autocorrelation energy of the received signal as the statistics of spectrum sensing, the effect of the channel noise on the detection performance is reduced. Simulation results show that the algorithm is effective and performs well in low signal-to-noise ratio. Compared with the maximum generalized eigenvalue detection (MGED) algorithm, function of covariance matrix based detection (FMD) algorithm and autocorrelation-based detection (AD) algorithm, the proposed algorithm has 2 11 dB advantage.
Střelec, Luboš; Stehlík, Milan
2017-01-01
Normality of the error terms in regression models is one of the basic assumptions in the applied regression analysis. Therefore, testing for normality of the error terms constitutes one of the most important steps of regression model verification and validation. Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques such as t-test or F-test. Within the applied regression analysis there is a frequent problem of the presence of autocorrelation and conditional heteroscedasticity of the error terms. Under both autocorrelation and heteroscedasticity, the usual OLS estimators are still unbiased, linear and asymptotically normally distributed, however, no longer have the minimum variance property among all linear unbiased estimators. Therefore, the aim of this paper is to present and discuss normality testing of the error terms with presence of autocorrelation and conditional heteroscedasticity. To explore the power of selected classical tests and robust tests for normality, we perform simulation study.
Response predictions using the observed autocorrelation function
DEFF Research Database (Denmark)
Nielsen, Ulrik Dam; H. Brodtkorb, Astrid; Jensen, Jørgen Juncher
2017-01-01
This article studies a procedure that facilitates short-time, deterministic predictions of the wave-induced motion of a marine vessel, where it is understood that the future motion of the vessel is calculated ahead of time. Such predictions are valuable to assist in the execution of many marine......-induced response in study. Thus, predicted (future) values ahead of time for a given time history recording are computed through a mathematical combination of the sample autocorrelation function and previous measurements recorded just prior to the moment of action. Importantly, the procedure does not need input...
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations
DEFF Research Database (Denmark)
Pedersen, Thomas Quistgaard; Montes Schütte, Erik Christian
We analyze an empirically important issue with the recursive right-tailed unit root tests for bubbles in asset prices. First, we show that serially correlated innovations, which is a feature that is present in most financial series used to test for bubbles, can lead to severe size distortions when...... autocorrelated innovations. We also find that these improvements in size come at a relatively low cost for the power of the tests. Finally, we apply the bootstrap tests on the housing market of OECD countries, and generally find less strong evidence of bubbles compared to existing evidence....... using either fixed or automatic (based on information criteria) lag-length selection in the auxiliary regressions underlying the test. Second, we propose a sieve-bootstrap version of these tests and show that this results in more or less perfectly sized test statistics even in the presence of highly...
A Comparison of Various Forecasting Methods for Autocorrelated Time Series
Directory of Open Access Journals (Sweden)
Karin Kandananond
2012-07-01
Full Text Available The accuracy of forecasts significantly affects the overall performance of a whole supply chain system. Sometimes, the nature of consumer products might cause difficulties in forecasting for the future demands because of its complicated structure. In this study, two machine learning methods, artificial neural network (ANN and support vector machine (SVM, and a traditional approach, the autoregressive integrated moving average (ARIMA model, were utilized to predict the demand for consumer products. The training data used were the actual demand of six different products from a consumer product company in Thailand. Initially, each set of data was analysed using Ljung‐Box‐Q statistics to test for autocorrelation. Afterwards, each method was applied to different sets of data. The results indicated that the SVM method had a better forecast quality (in terms of MAPE than ANN and ARIMA in every category of products.
Autocorrelation of Sequences Generated by Single Cycle T-Functions
Institute of Scientific and Technical Information of China (English)
Wang Yan; Hu Yupu; Li Shunbo; Yang Yang
2011-01-01
Cryptographic properties of the single cycle T-function's output sequences are investigated.Bounds of autocorrelation functions of the kth coordinate sequence and bounds of state output sequence are calculated respectively.The Maximum Sidelobe Ratio (MSR) of the kth coordinate sequence and the MSR of state output sequence are given respectively.The bounds of autocorrelation functions show that the values of autocorrelation functions are large when shifts are small.Comparisons of the autocorrelations between the state output sequence and coordinate output sequence are illustrated.The autocorrelation properties demonstrate that T-functions have cryptographic weaknesses and the illustration result shows coordinate output sequences have better autocorrelation than that of state output sequences.
Crude oil market efficiency and modeling. Insights from the multiscaling autocorrelation pattern
Energy Technology Data Exchange (ETDEWEB)
Alvarez-Ramirez, Jose [Departamento de Ingenieria de Procesos e Hidraulica, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Departamento de Economia, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Alvarez, Jesus [Departamento de Ingenieria de Procesos e Hidraulica, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Solis, Ricardo [Departamento de Economia, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico)
2010-09-15
Empirical research on market inefficiencies focuses on the detection of autocorrelations in price time series. In the case of crude oil markets, statistical support is claimed for weak efficiency over a wide range of time-scales. However, the results are still controversial since theoretical arguments point to deviations from efficiency as prices tend to revert towards an equilibrium path. This paper studies the efficiency of crude oil markets by using lagged detrended fluctuation analysis (DFA) to detect delay effects in price autocorrelations quantified in terms of a multiscaling Hurst exponent (i.e., autocorrelations are dependent of the time scale). Results based on spot price data for the period 1986-2009 indicate important deviations from efficiency associated to lagged autocorrelations, so imposing the random walk for crude oil prices has pronounced costs for forecasting. Evidences in favor of price reversion to a continuously evolving mean underscores the importance of adequately incorporating delay effects and multiscaling behavior in the modeling of crude oil price dynamics. (author)
Analysis of spatial autocorrelation patterns of heavy and super-heavy rainfall in Iran
Rousta, Iman; Doostkamian, Mehdi; Haghighi, Esmaeil; Ghafarian Malamiri, Hamid Reza; Yarahmadi, Parvane
2017-09-01
Rainfall is a highly variable climatic element, and rainfall-related changes occur in spatial and temporal dimensions within a regional climate. The purpose of this study is to investigate the spatial autocorrelation changes of Iran's heavy and super-heavy rainfall over the past 40 years. For this purpose, the daily rainfall data of 664 meteorological stations between 1971 and 2011 are used. To analyze the changes in rainfall within a decade, geostatistical techniques like spatial autocorrelation analysis of hot spots, based on the Getis-Ord G i statistic, are employed. Furthermore, programming features in MATLAB, Surfer, and GIS are used. The results indicate that the Caspian coast, the northwest and west of the western foothills of the Zagros Mountains of Iran, the inner regions of Iran, and southern parts of Southeast and Northeast Iran, have the highest likelihood of heavy and super-heavy rainfall. The spatial pattern of heavy rainfall shows that, despite its oscillation in different periods, the maximum positive spatial autocorrelation pattern of heavy rainfall includes areas of the west, northwest and west coast of the Caspian Sea. On the other hand, a negative spatial autocorrelation pattern of heavy rainfall is observed in central Iran and parts of the east, particularly in Zabul. Finally, it is found that patterns of super-heavy rainfall are similar to those of heavy rainfall.
Modeling social influence through network autocorrelation : constructing the weight matrix
Leenders, RTAJ
2002-01-01
Many physical and social phenomena are embedded within networks of interdependencies, the so-called 'context' of these phenomena. In network analysis, this type of process is typically modeled as a network autocorrelation model. Parameter estimates and inferences based on autocorrelation models, hin
Consequences of spatial autocorrelation for niche-based models
DEFF Research Database (Denmark)
Segurado, P.; Araújo, Miguel B.; Kunin, W. E.
2006-01-01
variables, as measured by Moran's I, was analysed and compared between models. The effects of systematic subsampling of the data set and the inclusion of a contagion term to deal with spatial autocorrelation in models were assessed with projections made with GLM, as it was with this method that estimates...... were vulnerable to the effects of spatial autocorrelation. 5. The procedures utilized to reduce the effects of spatial autocorrelation had varying degrees of success. Subsampling was partially effective in avoiding the inflation effect, whereas the inclusion of a contagion term fully eliminated......1. Spatial autocorrelation is an important source of bias in most spatial analyses. We explored the bias introduced by spatial autocorrelation on the explanatory and predictive power of species' distribution models, and make recommendations for dealing with the problem. 2. Analyses were based...
Inference for local autocorrelations in locally stationary models.
Zhao, Zhibiao
2015-04-01
For non-stationary processes, the time-varying correlation structure provides useful insights into the underlying model dynamics. We study estimation and inferences for local autocorrelation process in locally stationary time series. Our constructed simultaneous confidence band can be used to address important hypothesis testing problems, such as whether the local autocorrelation process is indeed time-varying and whether the local autocorrelation is zero. In particular, our result provides an important generalization of the R function acf() to locally stationary Gaussian processes. Simulation studies and two empirical applications are developed. For the global temperature series, we find that the local autocorrelations are time-varying and have a "V" shape during 1910-1960. For the S&P 500 index, we conclude that the returns satisfy the efficient-market hypothesis whereas the magnitudes of returns show significant local autocorrelations.
Institute of Scientific and Technical Information of China (English)
Chun-Zheng CAO; Jin-Guan LIN
2012-01-01
The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors.The elliptical class includes several symmetric multivariate distributions such as normal,Student-t,power exponential,among others.Several diagnostic tests using score statistics and their adjustment are constructed.The asymptotic properties,including asymptotic chi-square and approximate powers under local alternatives of the score statistics,are studied.The properties of test statistics are investigated through Monte Carlo simulations.A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods.
An autocorrelation model of bat sonar.
Wiegrebe, Lutz
2008-06-01
Their sonar system allows echolocating bats to navigate with high skill through a complex, three- dimensional environment at high speed and low light. The auditory analysis of the echoes of their ultrasonic sounds requires a detailed comparison of the emission and echoes. Here an auditory model of bat sonar is introduced and evaluated against a set of psychophysical phantom-target, echo-acoustic experiments. The model consists of a relatively detailed simulation of auditory peripheral processing in the bat, Phyllostomus discolor, followed by a functional module consisting of a strobed, normalised, autocorrelation in each frequency channel. The model output is accumulated in a sonar image buffer. The model evaluation is based on the comparison of the image-buffer contents generated in individually simulated psychophysical trials. The model provides reasonably good predictions for both temporal and spectral behavioural sonar processing in terms of sonar delay-, roughness, and phase sensitivity and in terms of sensitivity to the temporal separations in two-front targets and the classification of spectrally divergent phantom targets.
MEASUREMENTS OF STELLAR MAGNETIC FIELDS USING AUTOCORRELATION OF SPECTRA
Energy Technology Data Exchange (ETDEWEB)
Borra, E. F.; Deschatelets, D. [Département de physique, de génie physique et d’optique. Université Laval (Canada)
2015-11-15
We present a novel technique that uses the autocorrelation of the spectrum of a star to measure the line broadening caused by the modulus of its average surface magnetic field. The advantage of the autocorrelation comes from the fact that it can detect very small spectral line broadening effects because it averages over many spectral lines and therefore gives an average with a very high signal-to-noise ratio. We validate the technique with the spectra of known magnetic stars and obtain autocorrelation curves that are in full agreement with published magnetic curves obtained with Zeeman splitting. The autocorrelation also gives less noisy curves so that it can be used to obtain very accurate curves. We degrade the resolution of the spectra of these magnetic stars to lower spectral resolutions where the Zeeman splitting is undetectable. At these resolutions, the autocorrelation still gives good quality curves, thereby showing that it can be used to measure magnetic fields in spectra where the Zeeman splitting is significantly smaller than the width of the spectral line. This would therefore allow observing magnetic fields in very faint Ap stars with low-resolution spectrographs, thereby greatly increasing the number of known magnetic stars. It also demonstrates that the autocorrelation can measure magnetic fields in rapidly rotating stars as well as weak magnetic fields that give a Zeeman splitting smaller than the intrinsic width of the spectral lines. Finally, it shows that the autocorrelation can be used to find unknown magnetic stars in low-resolution spectroscopic surveys.
Autocorrelation in queuing network-type production systems - revisited
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
2007-01-01
In managing production systems, a strong emphasis is placed on the reduction of variance in specific transformation processes (e.g. for quality control purposes) and on controlling the level of variability in general, as for instance with the Bullwhip effect. However, the possible disturbing......, either production managers are missing important aspects in production planning, or the 'realistic' autocorrelation patterns inherent in actual production setups are not like those considered in the literature. In this paper, relevant and 'realistic' types of autocorrelation schemes are characterised...... and their levels discussed. The paper puts previous works on the impact of autocorrelation in queuing networks in perspective for production systems....
Adaptive compressed sensing recovery utilizing the property of signal's autocorrelations.
Fu, Changjun; Ji, Xiangyang; Dai, Qionghai
2012-05-01
Perfect compressed sensing (CS) recovery can be achieved when a certain basis space is found to sparsely represent the original signal. However, due to the diversity of the signals, there does not exist a universal predetermined basis space that can sparsely represent all kinds of signals, which results in an unsatisfying performance. To improve the accuracy of recovered signal, this paper proposes an adaptive basis CS reconstruction algorithm by minimizing the rank of an accumulated matrix (MRAM), whose eigenvectors approximate the optimal basis sparsely representing the original signal. The accumulated matrix is constructed to efficiently exploit the second-order statistical property of the signal's autocorrelations. Based on the theory of matrix completion, MRAM reconstructs the original signal from its random projections under the observation that the constructed accumulated matrix is of low rank for most natural signals such as periodic signals and those coming from an autoregressive stationary process. Experimental results show that the proposed MRAM efficiently improves the reconstruction quality compared with the existing algorithms.
Exploring spatial autocorrelation of traffic crashes based on severity.
Soltani, Ali; Askari, Sajad
2017-01-19
As a developing country, Iran has one of the highest crash-related deaths, with a typical rate of 15.6 cases in every 100 thousand people. This paper is aimed to find the potential temporal and spatial patterns of road crashes aggregated at traffic analysis zonal (TAZ) level in urban environments. Localization pattern and hotspot distribution were examined using geo-information approach to find out the impact of spatial/temporal dimensions on the emergence of such patterns. The spatial clustering of crashes and hotspots were assessed using spatial autocorrelation methods such as the Moran's I and Getis-Ord Gi* index. Comap was used for comparing clusters in three attributes: the time of occurrence, severity, and location. The analysis of the annually crash frequencies aggregated in 156 TAZ in Shiraz; from 2010 to 2014, Iran showed that both Moran's I method and Getis-Ord Gi* statistics produced significant clustering of crash patterns. While crashes emerged a clustered pattern, comparison of the spatio-temporal separations showed an accidental spread in distinct categories. The local governmental agencies can use the outcomes to adopt more effective strategies for traffic safety planning and management.
Estimating the variation, autocorrelation, and environmental sensitivity of phenotypic selection
Chevin, Luis-Miguel; Visser, Marcel E.; Tufto, Jarle
2015-01-01
Despite considerable interest in temporal and spatial variation of phenotypic selection, very few methods allow quantifying this variation while correctly accounting for the error variance of each individual estimate. Furthermore, the available methods do not estimate the autocorrelation of phenotyp
Estimating the variation, autocorrelation, and environmental sensitivity of phenotypic selection
Chevin, Luis-Miguel; Visser, Marcel E.; Tufto, Jarle
2015-01-01
Despite considerable interest in temporal and spatial variation of phenotypic selection, very few methods allow quantifying this variation while correctly accounting for the error variance of each individual estimate. Furthermore, the available methods do not estimate the autocorrelation of phenotyp
Time evolution of the autocorrelation function in dynamical replica theory
Sakata, A.
2013-04-01
Asynchronous dynamics given by the master equation in the Sherrington-Kirkpatrick (SK) spin-glass model is studied based on dynamical replica theory (DRT) with an extension to take into account the autocorrelation function. The dynamical behaviour of the system is approximately described by dynamical equations of the macroscopic quantities: magnetization, energy contributed by randomness and the autocorrelation function. The dynamical equations under the replica symmetry assumption are derived by introducing the subshell equipartitioning assumption and exploiting the replica method. The obtained dynamical equations are compared with Monte Carlo simulations, and it is demonstrated that the proposed formula describes well the time evolution of the autocorrelation function in some parameter regions. The study offers a reasonable description of the autocorrelation function in the SK spin-glass system.
Kaya, S.; Kavzoglu, T.; Tonbul, H.
2014-12-01
Effects of forest fires and implications are one of the most important natural disasters all over the world. Statistical data observed that forest fires had a variable structure in the last century in Turkey, but correspondingly the population growth amount of forest fires and burn area increase widely in recent years. Depending on this, erosion, landslides, desertification and mass loss come into existence. In addition; after forest fires, renewal of forests and vegetation are very important for land management. Classic methods used for detection of burn area and severity requires a long and challenging process due to time and cost factors. Thanks to advanced techniques used in the field of Remote Sensing, burn area and severity can be determined with high detail and precision. The purpose of this study based on blending MODIS (Moderate Resolution Imaging Spectradiometer) satellite images and spatial autocorrelation techniques together, thus detect burn area and severity absolutely. In this context, spatial autocorrelation statistics like Moran's I and Get is-Ord Local Gi indexes were used to measure and analyze to burned area characteristics. Prefire and postfire satellite images were used to determine fire severity depending on spectral indexes corresponding to biomass loss and carbon emissivity intensities. Satellite images have used for identification of fire damages and risks in terms of fire management for a long time. This study was performed using prefire and postfire satellite images and spatial autocorrelation techniques to determining and analyzing forest fires in Antalya, Turkey region which serious fires occurred. In this context, this approach enables the characterization of distinctive texture of burned area and helps forecasting more precisely. Finally, it is observed that mapping of burned area and severity could be performed from local scale to national scale. Key Words: Spatial autocorrelation, MODIS, Fire, Burn Severity
Global 3D-QSAR methods: MS-WHIM and autocorrelation
Gancia, Emanuela; Bravi, Gianpaolo; Mascagni, Paolo; Zaliani, Andrea
2000-04-01
The recently proposed MS-WHIM indices, a set of theoretical descriptors containing information about size, shape and electrostatic distribution of a molecule, have been further investigated. The main objectives of this work were: (i) to confirm the descriptive power of MS-WHIM in modelling specific biological interactions, (ii) to analyse the dependence of MS-WHIM on the type of atomic charges used for computing electrostatic potential and (iii) to compare the performances of MS-WHIM with those provided by other global 3D molecular descriptors. The spatial autocorrelation of atomic and molecular surface properties were selected for comparison purposes. WHIM-based and autocorrelation-based vectors were calculated for two molecular sets from the literature, namely a series of 18 HIV-1 reverse transcriptase inhibitors and a set of 36 sulphonamide endothelin inhibitors. PLS was adopted to derive statistical predictive models that were validated by means of cross-validation. The reported results confirmed that MS-WHIM indices are able to provide meaningful statistical correlations with biological activity. MS-WHIM descriptors are sensitive to the type of partial atomic charges applied and improved models were obtained using more accurate charges. Moreover for both the datasets, MS-WHIM results, in terms of fitting and predictive power of PLS models, were superior to those from autocorrelation. Finally, the strengths/weaknesses of global 3D-QSAR descriptors over local CoMFA-like methods, as well as the main differences between WHIM-based and autocorrelation-based vectors, are discussed.
Institute of Scientific and Technical Information of China (English)
Teng Shu-Yun; Cheng Chuan-Fu; Liu Man; Gui Wei-Ling; Xu Zhi-Zhan
2005-01-01
This paper studies the correlation properties of the speckles in the deep Fresnel diffraction region produced by the scattering of rough self-affine fractal surfaces. The autocorrelation function of the speckle intensities is formulated by the combination of the light scattering theory of Kirchhoff approximation and the principles of speckle statistics. We propose a method for extracting the three surface parameters, i.e. the roughness w, the lateral correlation length ξ and the roughness exponent α, from the autocorrelation functions of speckles. This method is verified by simulating the speckle intensities and calculating the speckle autocorrelation function. We also find the phenomenon that for rough surfaces with α = 1, the structure of the speckles resembles that of the surface heights, which results from the effect of the peak and the valley parts of the surface, acting as micro-lenses converging and diverging the light waves.
DIAGNOSTIC TEST FOR GARCH MODELS BASED ON ABSOLUTE RESIDUAL AUTOCORRELATIONS
Directory of Open Access Journals (Sweden)
Farhat Iqbal
2013-10-01
Full Text Available In this paper the asymptotic distribution of the absolute residual autocorrelations from generalized autoregressive conditional heteroscedastic (GARCH models is derived. The correct asymptotic standard errors for the absolute residual autocorrelations are also obtained and based on these results, a diagnostic test for checking the adequacy of GARCH-type models are developed. Our results do not depend on the existence of higher moments and is therefore robust under heavy-tailed distributions.
DIAGNOSTIC TEST FOR GARCH MODELS BASED ON ABSOLUTE RESIDUAL AUTOCORRELATIONS
Directory of Open Access Journals (Sweden)
Farhat Iqbal
2013-10-01
Full Text Available In this paper the asymptotic distribution of the absolute residual autocorrelations from generalized autoregressive conditional heteroscedastic (GARCH models is derived. The correct asymptotic standard errors for the absolute residual autocorrelations are also obtained and based on these results, a diagnostic test for checking the adequacy of GARCH-type models are developed. Our results do not depend on the existence of higher moments and is therefore robust under heavy-tailed distributions.
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...
Energy Technology Data Exchange (ETDEWEB)
Tiao, G.C.; Daming, Xu; Pedrick, J.H.; Xiaodong, Zhu (Univ. of Chicago, IL (USA)); Reinsel, G.C. (Univ. of Wisconsin, Madison (USA)); Miller, A.J.; DeLuisi, J.J. (National Oceanic and Atmospheric Administration, Boulder, CO (USA)); Mateer, C.L. (Atmospheric Environment Service, Ottawa, Ontario (Canada)); Wuebbles, D.J. (Lawrence Livermore National Lab., CA (USA))
1990-11-20
This paper is concerned with temporal data requirements for the assessment of trends and for estimating spatial correlations of atmospheric species. The authors examine statistically three basic issues: (1) the effect of autocorrelations in monthly observations and the effect of the length of data record on the precision of trend estimates, (2) the effect of autocorrelations in the daily data on the sampling frequency requirements with respect to the representativeness of monthly averages for trend estimation, and (3) the effect of temporal sampling schemes on estimating spatial correlations of atmospheric species in neighboring stations. The principal findings are (1) the precision of trend estimates depends critically on the magnitude of auto-correlations in the monthly observations, (2) this precision is insensitive to the temporal sampling rates of daily measurements under systematic sampling, and (3) the estimate of spatial correlation between two neighboring stations is insensitive to temporal sampling rate under systematic sampling, but is sensitive to the time lag between measurements taken at the two stations. These results are based on methodological considerations as well as on empirical analysis of total and profile ozone and rawinsonde temperature data from selected ground stations.
MAX-EWMA CHART FOR AUTOCORRELATED PROCESSES (MEWMAP CHART
Directory of Open Access Journals (Sweden)
K. Thaga
2012-01-01
Full Text Available
ENGLISH ABSTRACT: This paper proposes an exponentially weighted moving average (EWMA control chart that is capable of detecting changes in both process mean and standard deviation for autocorrelated data (referred to as the Maximum Exponentially Weighted Moving Average Chart for Autocorrelated Process, or MEWMAP chart. This chart is based on fitting a time series model to the data, and then calculating the residuals. The observations are represented as a first-order autoregressive process plus a random error term. The Average Run Lengths (ARLs for fixed decision intervals and reference values (h, k are calculated. The proposed chart is compared with the Max-CUSUM chart for autocorrelated data proposed by Thaga (2003. Comparisons are based on the out-of-control ARLs. The MEWMAP chart detects moderate to large shifts in the mean and/or standard deviation at both low and high levels of autocorrelations more quickly than the Max-CUSUM chart for autocorrelated processes.
AFRIKAANSE OPSOMMING: Die navorsing stel voor dat 'n eksponensiaal geweegde bewegende gemiddelde kontrolekaart gebruik word om verandering van prosesgemiddelde en – standaardafwyking van outogekorreleerde data te bepaal. Die kontrolekaart word gedryf deur passing van 'n tydreeks as datamodel met bepaling van residuwaardes. Met hierdie gegewens as vertrekpunt word gemiddelde looplengtes vir vaste besluitintervalle en verwysingwaardes (h, k bereken. Die kontrolekaart bepaal matige en groot verskuiwings van waardes vir hoë en lae outokorrelasiewaardes heel snel.
Measurements of stellar magnetic fields with the autocorrelation of spectra
Borra, Ermanno F
2015-01-01
We present a novel technique that uses the autocorrelation of the spectrum of a star to measure the line broadening caused by the modulus of its average surface magnetic field. The advantage of the autocorrelation comes from the fact that it can detect very small spectral line broadening effects because it averages over many spectral lines and therefore gives an average with a very high signal to noise ratio. We validate the technique with the spectra of known magnetic stars and obtain autocorrelation curves that are in full agreement with published magnetic curves obtained with Zeeman splitting. The autocorrelation also gives less noisy curves so that it can be used to obtain very accurate curves. We degrade the resolution of spectra of these magnetic stars to lower spectral resolutions where the Zeeman splitting is undetectable. At these resolutions, the autocorrelation still gives good quality curves, thereby showing that it can be used to measure magnetic fields in spectra where the Zeeman splitting is si...
Fiorentino, Dario; Caruso, Tancredi; Terlizzi, Antonio
2012-08-01
The spatial distributions of marine fauna and of pollution are both highly structured, and thus the resulting high levels of autocorrelation may invalidate conclusions based on classical statistical approaches. Here we analyse the close correlation observed between proxies for the disturbance associated with gas extraction activities and amphipod distribution patterns around four hydrocarbon platforms. We quantified the amount of variation independently accounted for by natural environmental variables, proxies for the disturbance caused by platforms, and spatial autocorrelation. This allowed us to demonstrate how each of these three factors significantly affects the community structure of amphipods. Sophisticated statistical techniques are required when taking into account spatial autocorrelation; nevertheless our data demonstrate that this approach not only enables the formulation of robust statistical inferences but also provides a much deeper understanding of the subtle interactions between human disturbance and natural factors affecting the structure of marine invertebrates communities.
Parallelism of spatial data mining based on autocorrelation decision tree
Institute of Scientific and Technical Information of China (English)
Zhang Shuyu; Zhu Zhongying
2005-01-01
Define and theory of autocorrelation decision tree (ADT) is introduced. In spatial data mining, spatial parallel query are very expensive operations. A new parallel algorithm in terms of autocorrelation decision tree is presented. And the new method reduces CPU- and I/O-time and improves the query efficiency of spatial data. For dynamic load balancing, there are better control and optimization. Experimental performance comparison shows that the improved algorithm can obtain a optimal accelerator with the same quantities of processors. There are more completely accesses on nodes. And an individual implement of intelligent information retrieval for spatial data mining is presented.
Improving the assessment of ICESat water altimetry accuracy accounting for autocorrelation
Abdallah, Hani; Bailly, Jean-Stéphane; Baghdadi, Nicolas; Lemarquand, Nicolas
2011-11-01
temporal correlation, corresponding to approximately 11 consecutive ICESat shots, could be linked to low transmitted ICESat GLAS energy and to poor weather conditions. Assuming Gaussian uncertainties for both reference data and ICESat data upscaled at the transect scale, we derived GLAS deviations statistics by averaging the results at station and lake scales. An overall bias of -4.6 cm (underestimation) and an overall standard deviation of 11.6 cm were computed for all lakes. Results demonstrated the relevance of taking autocorrelation into account in satellite data uncertainty assesment.
Autocorrelation in queuing network type production systems - revisited
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
-production systems (Takahashi and Nakamura, 1998) establishes that autocorrelation plays definitely a non-negligible role in relation to the dimensioning as well as functioning of Kanban-controlled production flow lines . This must logically either imply that production managers are missing an important aspect...
New approaches for calculating Moran's index of spatial autocorrelation.
Directory of Open Access Journals (Sweden)
Yanguang Chen
Full Text Available Spatial autocorrelation plays an important role in geographical analysis; however, there is still room for improvement of this method. The formula for Moran's index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran's index. Moran's scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran's index and Geary's coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran's index and Geary's coefficient will be clarified and defined. One of theoretical findings is that Moran's index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be employed to validate the innovatory models and methods. This work is a methodological study, which will simplify the process of autocorrelation analysis. The results of this study will lay the foundation for the scaling analysis of spatial autocorrelation.
New approaches for calculating Moran's index of spatial autocorrelation.
Chen, Yanguang
2013-01-01
Spatial autocorrelation plays an important role in geographical analysis; however, there is still room for improvement of this method. The formula for Moran's index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran's index. Moran's scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran's index and Geary's coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran's index and Geary's coefficient will be clarified and defined. One of theoretical findings is that Moran's index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be employed to validate the innovatory models and methods. This work is a methodological study, which will simplify the process of autocorrelation analysis. The results of this study will lay the foundation for the scaling analysis of spatial autocorrelation.
Autocorrelation in queuing network type production systems - revisited
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
-production systems (Takahashi and Nakamura, 1998) establishes that autocorrelation plays definitely a non-negligible role in relation to the dimensioning as well as functioning of Kanban-controlled production flow lines . This must logically either imply that production managers are missing an important aspect...
Phylogenetic autocorrelation under distinct evolutionary processes.
Diniz-Filho, J A
2001-06-01
I show how phylogenetic correlograms track distinct microevolutionary processes and can be used as empirical descriptors of the relationship between interspecific covariance (V(B)) and time since divergence (t). Data were simulated under models of gradual and speciational change, using increasing levels of stabilizing selection in a stochastic Ornstein-Uhlenbeck (O-U) process, on a phylogeny of 42 species. For each simulated dataset, correlograms were constructed using Moran's I coefficients estimated at five time slices, established at constant intervals. The correlograms generated under different evolutionary models differ significantly according to F-values derived from analysis of variance comparing Moran's I at each time slice and based on Wilks' lambda from multivariate analysis of variance comparing their overall profiles in a two-way design. Under Brownian motion or with small restraining forces in the O-U process, correlograms were better fit by a linear model. However, increasing restraining forces in the O-U process cause a lack of linear fit, and correlograms are better described by exponential models. These patterns are better fit for gradual than for speciational modes of change. Correlograms can be used as a diagnostic method and to describe the V(B)/t relationship before using methods to analyze correlated evolution that assume (or perform statistically better when) this relationship is linear.
Directory of Open Access Journals (Sweden)
Jolley Damien
2011-10-01
Full Text Available Abstract Background Analytic methods commonly used in epidemiology do not account for spatial correlation between observations. In regression analyses, omission of that autocorrelation can bias parameter estimates and yield incorrect standard error estimates. Methods We used age standardised incidence ratios (SIRs of esophageal cancer (EC from the Babol cancer registry from 2001 to 2005, and extracted socioeconomic indices from the Statistical Centre of Iran. The following models for SIR were used: (1 Poisson regression with agglomeration-specific nonspatial random effects; (2 Poisson regression with agglomeration-specific spatial random effects. Distance-based and neighbourhood-based autocorrelation structures were used for defining the spatial random effects and a pseudolikelihood approach was applied to estimate model parameters. The Bayesian information criterion (BIC, Akaike's information criterion (AIC and adjusted pseudo R2, were used for model comparison. Results A Gaussian semivariogram with an effective range of 225 km best fit spatial autocorrelation in agglomeration-level EC incidence. The Moran's I index was greater than its expected value indicating systematic geographical clustering of EC. The distance-based and neighbourhood-based Poisson regression estimates were generally similar. When residual spatial dependence was modelled, point and interval estimates of covariate effects were different to those obtained from the nonspatial Poisson model. Conclusions The spatial pattern evident in the EC SIR and the observation that point estimates and standard errors differed depending on the modelling approach indicate the importance of accounting for residual spatial correlation in analyses of EC incidence in the Caspian region of Iran. Our results also illustrate that spatial smoothing must be applied with care.
Su, Li; Daniels, Michael J
2015-05-30
In long-term follow-up studies, irregular longitudinal data are observed when individuals are assessed repeatedly over time but at uncommon and irregularly spaced time points. Modeling the covariance structure for this type of data is challenging, as it requires specification of a covariance function that is positive definite. Moreover, in certain settings, careful modeling of the covariance structure for irregular longitudinal data can be crucial in order to ensure no bias arises in the mean structure. Two common settings where this occurs are studies with 'outcome-dependent follow-up' and studies with 'ignorable missing data'. 'Outcome-dependent follow-up' occurs when individuals with a history of poor health outcomes had more follow-up measurements, and the intervals between the repeated measurements were shorter. When the follow-up time process only depends on previous outcomes, likelihood-based methods can still provide consistent estimates of the regression parameters, given that both the mean and covariance structures of the irregular longitudinal data are correctly specified and no model for the follow-up time process is required. For 'ignorable missing data', the missing data mechanism does not need to be specified, but valid likelihood-based inference requires correct specification of the covariance structure. In both cases, flexible modeling approaches for the covariance structure are essential. In this paper, we develop a flexible approach to modeling the covariance structure for irregular continuous longitudinal data using the partial autocorrelation function and the variance function. In particular, we propose semiparametric non-stationary partial autocorrelation function models, which do not suffer from complex positive definiteness restrictions like the autocorrelation function. We describe a Bayesian approach, discuss computational issues, and apply the proposed methods to CD4 count data from a pediatric AIDS clinical trial. © 2015 The Authors
Correlations of correlations: Secondary autocorrelations in finite harmonic systems.
Plyukhin, Dan; Plyukhin, Alex V
2015-10-01
The momentum or velocity autocorrelation function C(t) for a tagged oscillator in a finite harmonic system decays like that of an infinite system for short times, but exhibits erratic behavior at longer time scales. We introduce the autocorrelation function of the long-time noisy tail of C(t) ("a correlation of the correlation"), which characterizes the distribution of recurrence times. Remarkably, for harmonic systems with same-mass particles this secondary correlation may coincide with the primary correlation C(t) (when both functions are normalized) either exactly, or over a significant initial time interval. When the tagged particle is heavier than the rest, the equality does not hold, correlations show nonrandom long-time scale pattern, and higher-order correlations converge to the lowest normal mode.
Momentum autocorrelation function of a classic diatomic chain
Energy Technology Data Exchange (ETDEWEB)
Yu, Ming B., E-mail: mingbyu@gmail.com
2016-10-23
A classical harmonic diatomic chain is studied using the recurrence relations method. The momentum autocorrelation function results from contributions of acoustic and optical branches. By use of convolution theorem, analytical expressions for the acoustic and optical contributions are derived as even-order Bessel function expansions with coefficients given in terms of integrals of elliptic functions in real axis and a contour parallel to the imaginary axis, respectively. - Highlights: • Momentum autocorrelation function of a classic diatomic chain is studied. • It is derived as even-order Bessel function expansion using the convolution theorem. • The expansion coefficients are integrals of elliptic functions. • Addition theorem is used to reduce complex elliptic function to complex sum of real ones.
New autocorrelation topological indexes and their application in QSAR study
Institute of Scientific and Technical Information of China (English)
WANG Peng; YANG Lei; CHEN Chun-yun; GAO Da-wen; LONG Ming-ce
2005-01-01
Considering the problems of classical structure parameters that existed in the study of quantitative structure activity relationship (QSAR). Two new groups of autocorrelation topological indexes V(t), E(t),P(t) and A(t), B(t), C(t), D(t) were developed on the basis of molecular topology and autocorrelation function in mathematics. The first group were obtained from Van der Waals volume, electronegativity and topological vertex degree; and the second group were obtained from the different combination of topological vertex degree. Corresponding softwares of ATIJP and ATITP have been developed for calculating these two new groups of indexes. Better results have been obtained from the application of these indexes in QSAR study.
New Approaches for Calculating Moran's Index of Spatial Autocorrelation
Chen, Yanguang
2016-01-01
Spatial autocorrelation plays an important role in geographical analysis, however, there is still room for improvement of this method. The formula for Moran's index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran's index. Moran's scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran's index and Geary's coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran's index and Geary's coefficient will be clarified and defined. One of theoretical findings is that Moran's index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be...
Autocorrelation Properties of OFDM Timing Synchronization Waveforms Employing Pilot Subcarriers
Directory of Open Access Journals (Sweden)
Oktay Üreten
2009-01-01
Full Text Available We investigate the autocorrelation properties of timing synchronization waveforms that are generated by embedded frequency domain pilot tones in orthogonal frequency division multiplex (OFDM systems. The waveforms are composed by summing a selected number of OFDM subcarriers such that the autocorrelation function (ACF of the resulting time waveform has desirable sidelobe behavior. Analytical expressions for the periodic and aperiodic ACF sidelobe energy are derived. Sufficient conditions for minimum and maximum aperiodic ACF sidelobe energy for a given number of pilot tones are presented. Several useful properties of the pilot design problem, such as invariance under transformations and equivalence of complementary sets are demonstrated analytically. Pilot tone design discussion is expanded to the ACF sidelobe peak minimization problem by including various examples and simulation results obtained from a genetic search algorithm.
Autocorrelation Properties of OFDM Timing Synchronization Waveforms Employing Pilot Subcarriers
Directory of Open Access Journals (Sweden)
Taşcıoğlu Selçuk
2009-01-01
Full Text Available Abstract We investigate the autocorrelation properties of timing synchronization waveforms that are generated by embedded frequency domain pilot tones in orthogonal frequency division multiplex (OFDM systems. The waveforms are composed by summing a selected number of OFDM subcarriers such that the autocorrelation function (ACF of the resulting time waveform has desirable sidelobe behavior. Analytical expressions for the periodic and aperiodic ACF sidelobe energy are derived. Sufficient conditions for minimum and maximum aperiodic ACF sidelobe energy for a given number of pilot tones are presented. Several useful properties of the pilot design problem, such as invariance under transformations and equivalence of complementary sets are demonstrated analytically. Pilot tone design discussion is expanded to the ACF sidelobe peak minimization problem by including various examples and simulation results obtained from a genetic search algorithm.
Thirty-two phase sequences design with good autocorrelation properties
Indian Academy of Sciences (India)
S P Singh; K Subba Rao
2010-02-01
Polyphase Barker Sequences are ﬁnite length, uniform complex sequences; the magnitude of their aperiodic autocorrelation sidelobes are bounded by 1. Such sequences have been used in numerous real-world applications such as channel estimation, radar and spread spectrum communication. In this paper, thirty-two phase Barker sequences up to length 24 with an alphabet size of only 32 are presented. The sequences from length 25 to 289 have autocorrelation properties better than well-known Frank codes. Because of the complex structure the sequences are very difﬁcult to detect and analyse by an enemy’s electronic support measures (ESMs). The synthesized sequences are promising for practical application to radar and spread spectrum communication systems. These sequences are found using the Modiﬁed Simulated Annealing Algorithm (MSAA). The convergence rate of the algorithm is good.
Auto-correlation analysis of ocean surface wind vectors
Indian Academy of Sciences (India)
Abhijit Sarkar; Sujit Basu; A K Varma; Jignesh Kshatriya
2002-09-01
The nature of the inherent temporal variability of surface winds is analyzed by comparison of winds obtained through different measurement methods. In this work, an auto-correlation analysis of a time series data of surface winds measured in situ by a deep water buoy in the Indian Ocean has been carried out. Hourly time series data available for 240 hours in the month of May, 1999 were subjected to an auto-correlation analysis. The analysis indicates an exponential fall of the auto- correlation in the first few hours with a decorrelation time scale of about 6 hours. For a meaningful comparison between satellite derived products and in situ data, satellite data acquired at different time intervals should be used with appropriate `weights', rather than treating the data as concurrent in time. This paper presents a scheme for temporal weighting using the auto-correlation analysis. These temporal `weights' can potentially improve the root mean square (rms) deviation between satellite and in situ measurements. A case study using the TRMM Microwave Imager (TMI) and Indian Ocean buoy wind speed data resulted in an improvement of about 10%.
Auto-correlation Properties of Scattering Light in Ultrasound-modulated Random Media
Institute of Scientific and Technical Information of China (English)
ZHANG Xiqin; XING Da; LIU Ying; MA Shining
2001-01-01
In this paper, the auto-correlation properties of scattering light in random media modulated by ultrasound were studied. The expression of temporal auto-correlation function of scattering light amplitude in the ultrasound-modulated media was presented. The results show that the auto-correlation function is modulated as the ultrasound is introduced into the media and the modulation amplitude decays with correlation time. The influences of ultrasound amplitude, Brownian diffusion coefficient, scattering and absorption coefficients on auto-correlation function were discussed. The auto-correlation imaging of an object hidden in random media was also studied by the use of Monte Carlo simulations.
Directory of Open Access Journals (Sweden)
Zhmurko D. Y.
2016-02-01
Full Text Available This article is devoted to the practical application of economic-mathematical methods (based on correlation analysis to control the economic parameters of the integrated production systems sugar subcomplex (IPS SS AIC oriented to meet the needs in the sugar production of the population not only of individuals, but also of the regions and the country as a whole. This article discusses and solves the following tasks: autocorrelation and partial autocorrelation functions, cross-correlation function (correlation matrix study of deciduous macroeconomics series, with appropriate verification (test Durbin - Watson. The study used Statistica, MS Excel and Xlstat add-in. The work describes experiments with various kinds of nonstationary time series of the agricultural sector and food industry sugar subcomplex, as well as the test results on the difficulty of communication between them. We have identified industry-high cycles. The article presents results of numerical experiments autocorrelation of the time series of sugar production, acreage, gross harvest and yield of sugar beet and sugar cane, by country. Systematically, we describe ideas and methods underlying the correlation analysis. We have given the evaluation of the results of correlation analysis on each type. Further, it can be assumed that the proposed techniques will greatly affect a key points when making recommendations for new models of production of sugar products, market-oriented – this will minimize the time and cost of the finished product that will make a more stable position in the sector for this integrated production system in relation to its competition
A series expansion for the time autocorrelation of dynamical variables
Maiocchi, A M; Giorgilli, A
2011-01-01
We present here a general iterative formula which gives a (formal) series expansion for the time autocorrelation of smooth dynamical variables, for all Hamiltonian systems endowed with an invariant measure. We add some criteria, theoretical in nature, which enable one to decide whether the decay of the correlations is exponentially fast or not. One of these criteria is implemented numerically for the case of the Fermi-Pasta-Ulam system, and we find indications which might suggest a sub-exponentially decay for such a system.
Autocorrelation Analysis of Meteorological Data from a RASS Sodar.
Pérez, Isidro A.; Ángeles García, M.; Sánchez, M. Luisa; de Torre, Beatriz
2004-08-01
Autocorrelation analysis is necessary in persistence studies and identification of cyclical processes. In this paper, autocorrelations of available wind speed and temperature data from a radio acoustic sounding system (RASS) sodar were calculated. This device was placed on flat terrain, and the measuring campaign extended over April 2001. Ten-minute averages were considered from 40 to 500 m in 20-m levels. The direction frequency rose indicated clear, prevailing directions in the east-northeast west-southwest axis. Analysis of median temperatures revealed that east-northeast advections were 5°C colder than those from the west-southwest. A defined pattern was obtained for both autocorrelations, comprising deterministic and random parts. Noise became more relevant at the higher levels. The deterministic part could be considered as an initial fast-decaying term with the addition of two harmonic functions. The initial decay, linked to fast changes, increased with height for wind speed and decreased for temperature. A diurnal cycle was relevant at intermediate levels for wind speed and at lower temperature levels. The absence of the surface influence added to the horizontal movement associated with the stable night stratification and diurnal convection produced a sharp daily contrast in wind speed at intermediate levels. The influence of the surface decreased with height for temperature. The second cycle was linked to changes in the synoptic pattern and had a 5 6-day period. It was more relevant at lower levels for wind speed, and its amplitude decreased with height. For temperature, this second cycle was less significant. Following these assumptions, a model for the autocorrelation function was proposed and its coefficients are calculated by means of a simple method—a multiple linear regression beyond the first day and a simple linear regression for the first 12-h residuals. This model proved satisfactory, especially below 300 m. A rough height parameterization has
Huba, G J; Lawlor, W G; Stallone, F; Fieve, R R
1976-02-01
The statistical method of autocorrelation, commonly used in econometrics and engineering, was applied to the daily mood scores of ten depressive hospital in-patients. The analyses made possible the quantification of two aspects of the longitudinal course of individual patients' psychopathology, the degree of day-to-day stability and the degree of periodicity in mood. Quantification of the degree of day-to-day mood stability yielded wide variations between patients and suggested that patients might be usefully categorized in terms of this characteristic. Mood stability during periods of severe depression was found to be less pronounced than during periods of relatively moderate depression. Furthermore, the existence of 'mini-cycles', cyclical fluctuations in mood of one to two weeks' duration occurring during the course of depressive episodes, was demonstrated in three cases.
Decay ratio estimation using the instantaneous autocorrelation function
Energy Technology Data Exchange (ETDEWEB)
Torres-Fernandez, Jose E.; Prieto-Guerrero, Alfonso [Division de Ciencias Basicas e Ingenieria, Universidad Autonoma Metropolitana-Iztapalapa, Av. San Rafael Atlixco 186 Col. Vicentina, Mexico, D.F. 09340 (Mexico); Espinosa-Paredes, Gilberto, E-mail: gepe@xanum.uam.m [Division de Ciencias Basicas e Ingenieria, Universidad Autonoma Metropolitana-Iztapalapa, Av. San Rafael Atlixco 186 Col. Vicentina, Mexico, D.F. 09340 (Mexico)
2010-10-15
Research highlights: {yields} The ACEDR measure reflects major long-term changes in BWR stability. {yields} Synthetic and real neutronic signals were used to validate the method. {yields} The method was tested on the Laguna Verde Unit 1. {yields} The method was tested in three events reported in the Ringhals stability benchmark. {yields} The ACEDR measure exhibits a series of interesting properties. {yields} The ACEDR can detect long signal trends. - Abstract: In this paper a novel method based on the instantaneous autocorrelation function (IACF) is proposed to determine the time evolution of the linear stability parameters of a boiling water reactor (BWR) using neutronic noise signals. The IACF allow us to track the instantaneous signal envelope changes in time by defining an envelope instantaneous decay ratio (EIDR) which is used as a measure of local stability. In order to account for long-term changes in BWR stability, the accumulated envelope-based decay ratio (ACEDR) measure is introduced as the product of the local EIDRs. As it is shown in this paper, the ACEDR measure clearly reflects major long-term changes in BWR stability. Last the natural resonant frequency of the nuclear reactor is estimated from the Fourier transform of a weighted version of the IACF called generalized local autocorrelation function (GLACF). In order to validate our method, synthetic and real neutronic signals were used. The methodology was tested on the Laguna Verde Unit 1 and three events reported in the Ringhals stability benchmark.
Suppressing Autocorrelation Sidelobes of LFM Pulse Trains with Genetic Algorithm
Institute of Scientific and Technical Information of China (English)
WANG Peng; MENG Huadong; WANG Xiqin
2008-01-01
Modulations and diversities, including the Costas-ordered stepped-frequency and nonlinear stepped-frequency waveforms are widely used in linear frequency modulation (LFM) pulse trains to reduce the relatively high autocorrelation function (ACF) sidelobes. An efficient method was developed to optimize the interpulse frequency modulation to remove most of the ACF sidelobes about the mainlobe peak, with only a small increase in the mainlobe width. The genetic algorithm is used to solve the nonlinear optimization problem to find the interpulse frequency modulation sequence. The effects on the ACF sidelobes suppres-sion and mainlobe widening are studied. The results show that the new design is supedor to the corre-sponding stepped-frequency LFM signal and weighted stepped-frequency LFM signal in the terms of the ACF sidelobes reduction and mainlobe spread.
A linear regression solution to the spatial autocorrelation problem
Griffith, Daniel A.
The Moran Coefficient spatial autocorrelation index can be decomposed into orthogonal map pattern components. This decomposition relates it directly to standard linear regression, in which corresponding eigenvectors can be used as predictors. This paper reports comparative results between these linear regressions and their auto-Gaussian counterparts for the following georeferenced data sets: Columbus (Ohio) crime, Ottawa-Hull median family income, Toronto population density, southwest Ohio unemployment, Syracuse pediatric lead poisoning, and Glasgow standard mortality rates, and a small remotely sensed image of the High Peak district. This methodology is extended to auto-logistic and auto-Poisson situations, with selected data analyses including percentage of urban population across Puerto Rico, and the frequency of SIDs cases across North Carolina. These data analytic results suggest that this approach to georeferenced data analysis offers considerable promise.
Forecast model applied to quality control with autocorrelational data
Directory of Open Access Journals (Sweden)
Adriano Mendonça Souza
2013-11-01
Full Text Available This research approaches the prediction models applied to industrial processes, in order to check the stability of the process by means of control charts, applied to residues from linear modeling. The data used for analysis refers to the moisture content, permeability and compression resistance to the green (RCV, belonging to the casting process of green sand molding in A Company, which operates in the casting and machining, for which dynamic multivariate regression model was set. As the observations were auto-correlated, it was necessary to seek a mathematical model that produces independent and identically distribuibed residues. The models found make possible to understand the variables behavior, assisting in the achievement of the forecasts and in the monitoring of the referred process. Thus, it can be stated that the moisture content is very unstable comparing to the others variables.
Cryptanalyzing a chaotic encryption algorithm for highly autocorrelated data
Li, Ming; Liu, Shangwang; Niu, Liping; Liu, Hong
2016-12-01
Recently, a chaotic encryption algorithm for highly autocorrelated data was proposed. By adding chaotic diffusion to the former work, the information leakage of the encryption results especially for the images with lower gray scales was eliminated, and both higher-level security and fast encryption time were achieved. In this study, we analyze the security weakness of this scheme. By applying the ciphertext-only attack, the encrypted image can be restored into the substituted image except for the first block; and then, by using the chosen-plaintext attack, the S-boxes, the distribution map, and the block of chaotic map values, can all be revealed, and the encrypted image can be completely cracked. The improvement is also proposed. Experimental results verify our assertion.
Sanchez-Sesma, F. J.; Piña, J.; Campillo, M.; Luzón, F.; García-Jerez, A.; Albarello, D.; Lunedei, E.
2012-12-01
The seismic ambient noise horizontal-to-vertical spectral ratios (NHVSR) are valuable for microzonation, and seismic prospecting. This is particularly true for low-cost dense spatial sampling projects. Arai and Tokimatsu (2004) proposed to use average energy densities to compose the ratios. It means that H/V comes from the square root of the ratio of averages. On the other hand, a popular approach makes the average of spectral ratios. For ergodic processes peak values are usually the same using these two approaches. Sometimes however, the observations are insufficient and computed values for low frequencies display large variability and the corresponding H/V estimates may be inaccurate. The bias caused by localized sources may be the source of errors in the estimates. In this work we propose to compute the NHVSR using the Autocorrelations of Coda of Autocorrelations. This ACA approach is inspired in the work by Stehly et al. (2008). They used the Correlations of Coda of Correlations (C3) to isotropize the field. In our ACA approach the whole time series, say of 30 minutes, for each component is autocorrelated and the averages of the spectral density of selected windows (late coda windows are eliminated) are then improved estimates of directional energy densities. The computation of NHVSR using ACA appears more stable and free of transient effects. It remains to establish how this may be accounted for in forward calculation of H/V spectral ratios for models like a layered medium (e.g. Sánchez-Sesma et al., 2011; Albarello and Lunedei, 2011). This will require further scrutiny. References. Albarello, D. & E. Lunedei (2011). Structure of ambient vibration wavefield in the frequency range of engineering interest ([0.5, 20] Hz): insights from numerical modelling. Near Surface Geophysics 9, 543-559. Arai, H. & K. Tokimatsu (2004). S-wave velocity profiling by inversion of microtremor H/V spectrum, Bull. Seismol. Soc. Am. 94, 53-63. Sánchez-Sesma, F. J., M. Rodr
The Quality of Lagged Products and Autoregressive Yule–Walker Models as Autocorrelation Estimates
Broersen, P.M.T.
2009-01-01
The sample autocorrelation function is defined by the mean lagged products (LPs) of random observations. It is the inverse Fourier transform of the raw periodogram. Both contain the same information, and the quality of the full-length sample autocorrelation to represent random data is as poor as tha
The specification of weight structures in network autocorrelation models of social influence
Leenders, Roger Th.A.J.
2002-01-01
Many physical and social phenomena are embedded within networks of interdependencies, the so-called 'context' of these phenomena. In network analysis, this type of process is typically modeled as a network autocorrelation model. Parameter estimates and inferences based on autocorrelation models, hin
A Quantized Analog Delay for an ir-UWB Quadrature Downconversion Autocorrelation Receiver
Bagga, S.; Zhang, L.; Serdijn, W.A.; Long, J.R.; Busking, E.B.
2005-01-01
A quantized analog delay is designed as a requirement for the autocorrelation function in the quadrature downconversion autocorrelation receiver (QDAR). The quantized analog delay is comprised of a quantizer, multiple binary delay lines and an adder circuit. Being the foremost element, the quantizer
Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective
Wang, Yudong; Wei, Yu; Wu, Chongfeng
2010-12-01
In this paper, we investigate the long-range auto-correlated behavior of WTI crude oil volatility series employing multifractal detrended fluctuation analysis. Our findings show that the for small time scales, the auto-correlations of volatilities were multifractal while for large time scales, the auto-correlations were nearly monofractal. Based on multiscale analysis, we also investigate the dynamics of auto-correlations for different intervals of time scales and find that several shocks could make significant effects on the auto-correlated behaviors for small time scales. Analyzing the dynamics of multifractality degrees of auto-correlations for small time scales, we find that the stronger auto-correlations were always related to the lower degrees of multifractality. At last, we have discussions on the determination factors of price behavior, the predictive implications of scaling behavior in volatilities for oil markets and the reasons why long-range auto-correlations of volatility were always strong for both small time scales and large time scales. Our results are very important theoretically and practically.
MATLAB-Based Program for Teaching Autocorrelation Function and Noise Concepts
Jovanovic Dolecek, G.
2012-01-01
An attractive MATLAB-based tool for teaching the basics of autocorrelation function and noise concepts is presented in this paper. This tool enhances traditional in-classroom lecturing. The demonstrations of the tool described here highlight the description of the autocorrelation function (ACF) in a general case for wide-sense stationary (WSS)…
MATLAB-Based Program for Teaching Autocorrelation Function and Noise Concepts
Jovanovic Dolecek, G.
2012-01-01
An attractive MATLAB-based tool for teaching the basics of autocorrelation function and noise concepts is presented in this paper. This tool enhances traditional in-classroom lecturing. The demonstrations of the tool described here highlight the description of the autocorrelation function (ACF) in a general case for wide-sense stationary (WSS)…
The Effects of Autocorrelation on the Curve-of-Factors Growth Model
Murphy, Daniel L.; Beretvas, S. Natasha; Pituch, Keenan A.
2011-01-01
This simulation study examined the performance of the curve-of-factors model (COFM) when autocorrelation and growth processes were present in the first-level factor structure. In addition to the standard curve-of factors growth model, 2 new models were examined: one COFM that included a first-order autoregressive autocorrelation parameter, and a…
Generalised partial autocorrelations and the mutual information between past and future
DEFF Research Database (Denmark)
Proietti, Tommaso; Luati, Alessandra
the generalized partial autocorrelations as the partial autocorrelation coefficients of an auxiliary process, we derive their properties and relate them to essential features of the original process. Based on a parameterisation suggested by Barndorff-Nielsen and Schou (1973) and on Whittle likelihood, we develop...
The Effect of Autocorrelation on the Hotelling T-2 Control Chart
DEFF Research Database (Denmark)
Vanhatalo, Erik; Kulahci, Murat
2015-01-01
. It is well known that the autocorrelation affects the false alarm rate and the shift-detection ability of the traditional univariate control charts. However, how the false alarm rate and the shiftdetection ability of the Hotelling T-2 control chart are affected by various autocorrelation and cross......- correlation structures for different magnitudes of shifts in the process mean is not fully explored in the literature. In this article, the performance of the Hotelling T-2 control chart for different shift sizes and various autocorrelation and cross- correlation structures are compared based on the average...... run length using simulated data. Three different approaches in constructing the Hotelling T-2 chart are studied for two different estimates of the covariance matrix: (i) ignoring the autocorrelation and using the raw data with theoretical upper control limits; (ii) ignoring the autocorrelation...
Long temporal autocorrelations in tropical precipitation data and spike train prototypes
Abbott, Tristan H.; Stechmann, Samuel N.; Neelin, J. David
2016-11-01
Temporal precipitation autocorrelations drop slower than exponentially at long lags, and there is a range from tens to thousands of minutes where it is relevant to ask if a scale-free process might underlie the long autocorrelations. A simple stochastic model in which precipitation appears as variable-length spikes provides a reasonable prototype for this behavior. In both observations and the model, separating the component of the autocorrelation within wet events from the interevent contribution suggests long autocorrelation behavior is primarily associated with the latter. When precipitation spikes are short compared to dry events, a true power law is obtained with analytical exponent -0.5 and precipitation autocorrelation is determined by dry-spell model parameters. In more realistic cases, wet-spell termination is also important. Although a variety of apparent power law exponents can be obtained for different parameters, the fundamental long-lag process appears to be that of the interevent correlation.
Proposal of a new autocorrelation function in low wind speed conditions
Moor, L. P.; Degrazia, G. A.; Stefanello, M. B.; Mortarini, L.; Acevedo, O. C.; Maldaner, S.; Szinvelski, C. R. P.; Roberti, D. R.; Buligon, L.; Anfossi, D.
2015-11-01
In this study a new mathematical expression to describe the observed meandering autocorrelation functions in low-wind speed is proposed. The analysis utilizes a large number of best fit curves to show that the proposed theoretical function well reproduces the general form and the negative lobes characterizing the experimental meandering autocorrelation function. Further, the good agreement of the measured autocorrelation curves with the proposed algebraic autocorrelation function allows to calculate the magnitudes of the meandering period and of the loop parameter. The results agree with the values presented and discussed in the literature. Therefore, the new formulation describing experimental meandering autocorrelation functions can be used to simulate the dispersion of contaminant during low wind episodes and to determine relevant meandering parameters.
Spectral velocity estimation using autocorrelation functions for sparse data sets
DEFF Research Database (Denmark)
2006-01-01
. The lag corresponds to the difference in pulse number, so that for lag k data from emission i is correlated with i + k. The autocorrelation for lag k can be averaged over N-k pairs of emissions. It is possible to calculate Ry (k) for a sparse set of emissions, as long as all combinations of emissions...... cover all lags in Ry (k). A sparse set of emissions inter-spaced with B-mode emissions can, therefore, be used for estimating Ry (k) The sequence 'v B v v B! gives 2 B-mode emissions (B) for every 3 velocity emissions (v) and is denoted a 3:2 sequence. All combinations on lags are present k='0123........!, if the sequence is continually repeated. The variance on the estimate of Ry (k) is determined by the number of emission pairs for the value of k, and it can be lowered by averaging the RF data over the range gate. Many other sequences can be devised with this property giving 3:3, 3:4, and 5:8 or even random...
Measurements of microturbulence of Cepheids using the autocorrelation function
Borra, E. F.; Deschatelets, D.
2017-10-01
The autocorrelation function (ACF) is a simple and useful tool that allows us to measure the average linewidth of spectra with great precision. Unlike the cross-correlation function, the ACF can be used without having to rely on weighted binary masks. It makes the ACF much easier to use. We analyse seven Cepheids and present a new method to obtain very precise turbulent velocity curves for six of them using the ACF. We compare our full width at half-maximum (FWHM) curves as a function of the pulsational phase to those of Nardetto et al., who used the Fe i 6056.005 Å line only. We note a significant improvement in the shape of the FWHM curves for all Cepheids on using the ACF. From the FWHM curves, we measure microturbulence curves for six Cepheids using a Gaussian approximation. Finally, we artificially degrade the resolution of the spectra and add noise to further assess and highlight the advantages of the ACF. The FWHM curves obtained with the ACF remain virtually unchanged up to degradation by a factor of 10. Degradation by a factor of 20 slightly affected the results but an average linewidth variation remains easily detectable.
Baek, Eun Kyeng; Ferron, John M
2013-03-01
Multilevel models (MLM) have been used as a method for analyzing multiple-baseline single-case data. However, some concerns can be raised because the models that have been used assume that the Level-1 error covariance matrix is the same for all participants. The purpose of this study was to extend the application of MLM of single-case data in order to accommodate across-participant variation in the Level-1 residual variance and autocorrelation. This more general model was then used in the analysis of single-case data sets to illustrate the method, to estimate the degree to which the autocorrelation and residual variances differed across participants, and to examine whether inferences about treatment effects were sensitive to whether or not the Level-1 error covariance matrix was allowed to vary across participants. The results from the analyses of five published studies showed that when the Level-1 error covariance matrix was allowed to vary across participants, some relatively large differences in autocorrelation estimates and error variance estimates emerged. The changes in modeling the variance structure did not change the conclusions about which fixed effects were statistically significant in most of the studies, but there was one exception. The fit indices did not consistently support selecting either the more complex covariance structure, which allowed the covariance parameters to vary across participants, or the simpler covariance structure. Given the uncertainty in model specification that may arise when modeling single-case data, researchers should consider conducting sensitivity analyses to examine the degree to which their conclusions are sensitive to modeling choices.
A GaAssolarAlAs superlattice autocorrelator for picosecond THz radiation pulses
Winnerl, S.; Pesahl, S.; Schomburg, E.; Grenzer, J.; Renk, K. F.; Pellemans, H. P. M.; van der Meer, A. F. G.; Pavel'ev, D. G.; Koschurinov, Yu.; Ignatov, A. A.; Melzer, B.; Ustinov, V.; Ivanov, S.; Kop'ev, P. S.
1999-01-01
We report on a GaAs/AlAs, wide-miniband, superlattice autocorrelator for picosecond THz radiation pulses (operated at room temperature); the autocorrelator is based on the THz radiation-induced reduction of current through the superlattice. THz radiation (frequency 7.2 THz) from the FELIX (free-electron laser for infrared experiments) was coupled into the superlattice with an antenna system. We measured the current reduction for two time-delayed pulses and found that the signal decreased when the time delay was smaller than the pulse duration. With this superlattice autocorrelator we were able to resolve laser pulses that had a duration of a few picoseconds.
Simultaneous maximization of spatial and temporal autocorrelation in spatio-temporal data
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg
2002-01-01
. This is done by solving the generalized eigenproblem represented by the Rayleigh coefficient where is the dispersion of and is the dispersion of the difference between and spatially shifted. Hence, the new variates are obtained from the conjugate eigenvectors and the autocorrelations obtained are , i.e., high...... autocorrelations are associated with small eigenvalues and vice versa. Often is calculated by means of a pool of a horizontal and a vertical shift. If the data are not spatial but temporal the spatial shift is replaced by a temporal shift causing the temporal autocorrelation to be maximized. Such a temporal MAF...
Influence of laser pulse on the autocorrelation function of H in a strong electric field
Institute of Scientific and Technical Information of China (English)
Lifei Wang; Guangcan Yang
2009-01-01
The autocorrelation function of electronic wave packet of hydrogen atom in a strong electric field below the zero-field ionization threshold is investigated in the formalism of semiclassical theory. It is found that the autocorrelation depends on the applied laser pulse significantly. In the case of narrow laser pulse, the reviving peaks in the autocorrelation can be attributed to the closed orbits of electrons, which are related to the classical dynamics of the system. But this correspondence is wiped out with increasing the laser width because of the interference among the adjacent reviving peaks.
Auto-correlation analysis of wave heights in the Bay of Bengal
Indian Academy of Sciences (India)
Abhijit Sarkar; Jignesh Kshatriya; K Satheesan
2006-04-01
Time series observations of signiﬁcant wave heights in the Bay of Bengal were subjected to auto-correlation analysis to determine temporal variability scale.The analysis indicates an exponential fall of auto-correlation in the ﬁrst few hours with a decorrelation time scale of about six hours.A similar ﬁgure was found earlier for ocean surface winds.The nature of variation of auto-correlation with time lags was also found to be similar for winds and wave heights.
Statistics of polarization speckle: theory versus experiment
DEFF Research Database (Denmark)
Wang, Wei; Hanson, Steen Grüner; Takeda, Mitsuo
2010-01-01
In this paper, we reviewed our recent work on the statistical properties of polarization speckle, described by stochastic Stokes parameters fluctuating in space. Based on the Gaussian assumption for the random electric field components and polar-interferometer, we investigated theoretically...... and experimentally the statistics of Stokes parameters of polarization speckle, including probability density function of Stokes parameters with the spatial degree of polarization, autocorrelation of Stokes vector and statistics of spatial derivatives for Stokes parameters....
CUSUM chart to monitor autocorrelated counts using Negative Binomial GARMA model.
Albarracin, Orlando Yesid Esparza; Alencar, Airlane Pereira; Lee Ho, Linda
2017-01-01
Cumulative sum control charts have been used for health surveillance due to its efficiency to detect soon small shifts in the monitored series. However, these charts may fail when data are autocorrelated. An alternative procedure is to build a control chart based on the residuals after fitting autoregressive moving average models, but these models usually assume Gaussian distribution for the residuals. In practical health surveillance, count series can be modeled by Poisson or Negative Binomial regression, this last to control overdispersion. To include serial correlations, generalized autoregressive moving average models are proposed. The main contribution of the current article is to measure the impact, in terms of average run length on the performance of cumulative sum charts when the serial correlation is neglected in the regression model. Different statistics based on transformations, the deviance residual, and the likelihood ratio are used to build cumulative sum control charts to monitor counts with time varying means, including trend and seasonal effects. The monitoring of the weekly number of hospital admissions due to respiratory diseases for people aged over 65 years in the city São Paulo-Brazil is considered as an illustration of the current method.
Directory of Open Access Journals (Sweden)
Karin KANDANANOND
2010-12-01
Full Text Available The objective of this research is to select the appropriate control charts for detecting a shift in the autocorrelated observations. The autocorrelated processes were characterized using AR (1 and IMA (1, 1 for stationary and non-stationary processes respectively. A process model was simulated to achieve the response, the average run length (ARL. The empirical analysis was conducted to quantify the impacts of critical factors e.g., AR coefficient (f, MA coefficient (q, types of charts and shift sizes on the ARL. The results showed that the exponentially weighted moving average (EWMA was the most appropriate control chart to monitor AR (1 and IMA (1, 1 processes because of its sensitivity. For non-stationary case, the ARL at positive q was significantly higher than the one at negative q when a shift size was small. If the performance of the statistical process control under stationary and non-stationary disturbances is correctly characterized, practitioners will have guidelines for achieving the highest possible performance potential when deploying SPC.
Detecting land cover change using a sliding window temporal autocorrelation approach
CSIR Research Space (South Africa)
Kleynhans, W
2012-07-01
Full Text Available There has been recent developments in the use of hypertemporal satellite time series data for land cover change detection and classification. Recently, an Autocorrelation function (ACF) change detection method was proposed to detect the development...
Using Autocorrelation Analysis to Build the Evaluating Model of Train Impulse Grade
Institute of Scientific and Technical Information of China (English)
LIU Chuanbo; MO Yimin
2006-01-01
To the shortage of the traditional analysis methods about train impact, this paper put forward a new method using autocorrelation theory and virtual instrument technology to analyze train impulse. Using a double-MCU system, the acceleration signals were acquired at different speed by train, and were transmitted into PC through USB interface. Besides the impulse signals, the acquisition data included other useless signals. The autocorrelation function was small when trains run steadily, but was greater during train impact happened. So the autocorrelation function was adopted to distill the valid impulse data. After frequency domain analyzed and autocorrelation analyzed on the Virtual Instrument flat, a new train impulse grade assessment criterion was built, based on the correlation peak and the width of the peak. In experiment, the impulse signal was separated from noise signal well and truly, and the quantitative model of evaluating train impulse was believable. This system possessed a certain extent theory value and application value.
Application of autocorrelation method on ionospheric short-term forecasting in China
Institute of Scientific and Technical Information of China (English)
LIU Ruiyuan; LIU Shunlin; XU Zhonghua; WU Jian; WANG Xianyi; ZHANG Beichen; HU Hongqiao
2006-01-01
Adopting the autocorrelation method in the ionospheric short-term forecasting, we put forward a simple and practical forecasting method―the sectional autocorrelation method, that is, for predictions of one hour to four hours ahead the autocorrelation coefficient of RDF with the "iteration" method is selected, for prediction of more than four hours ahead, the autocorrelation coefficient of f0F2 with the "at once" method is used. The prediction precisions have been quantitatively estimated based on the data from Chongqing and Guangzhou Ionosonde Stations. It is shown that the method is much improved for the predictions of one hour to four hours ahead. For the predictions of more than four hours ahead the prediction error reaches a saturation value, which is still lower than that of the "median" method. This new method could also be applied to the short-term forecasting of other ionospheric parameters.
A broadly tunable autocorrelator for ultra-short, ultra-high power infrared optical pulses
Energy Technology Data Exchange (ETDEWEB)
Szarmes, E.B.; Madey, J.M.J. [Duke Univ., Durham, NC (United States)
1995-12-31
We describe the design of a crossed-beam, optical autocorrelator that uses an uncoated, birefringent beamsplitter to split a linearly polarized incident pulse into two orthogonally polarized pulses, and a Type II, SHG crystal to generate the intensity autocorrelation function. The uncoated beamsplitter accommodates extremely broad tunability while precluding any temporal distortion of ultrashort optical pulses at the dielectric interface, and the specific design provides efficient operation between 1 {mu}m and 4 {mu}m. Furthermore, the use of Type II SHG completely eliminates any single-beam doubling, so the autocorrelator can be operated at very shallow crossed-beam angles without generating a background pedestal. The autocorrelator has been constructed and installed in the Mark III laboratory at Duke University as a broadband diagnostic for ongoing compression experiments on the chirped-pulse FEL.
The local autocorrelation time in thin film and semi-infinite model
Korneta, W.; Pytel, Z.
1984-05-01
The nearest-neighbour Ising model of a film in which exchange couplings in surface layers can differ from exchange couplings in other layers is considered. The dependence of the local autocorrelation time on distances to surfaces of the film, temperature and surface exchange couplings is discussed. The behaviour of the local autocorrelation time in a three-dimensional semi-infinite model is obtained assuming that the thickness of the film tends to infinity.
An algorithm to solve autocorrelation matrix singular value based on SNR estimation
Institute of Scientific and Technical Information of China (English)
赵继军; 张曙光; 赵文玉
2009-01-01
SNR estimation of communication signals is important to improve demodulation performance and channel quality of communication system,thus it is an important research issue of communication field.According to the core problem of autocorrelation matrix singular value in SNR estimation process,through making use of householder transforming autocorrelation matrix into tridiagonal matrix,and by using the relation of corresponding characteristic equation coefficients and singular value,a numerical algorithm is gi...
Nowack, R. L.; Oren, C.
2016-12-01
The influence of processing and ambient noise distribution on seismic interferometry using auto-correlation stacks is investigated. We first study the effects of automatic gain control (AGC) and spectral whitening on the daily and monthly auto-correlation stacks. It was found that although the AGC equalizes the amplitudes over longer time lag windows, it does not dramatically affect the results over time lag windows shorter than the AGC window applied. The effects of spectral whitening are more pronounced where the daily and monthly auto-correlation stacks for the PmP window become less coherent when spectral whitening is not applied. The influence of band-pass filtering is next investigated, where the results are robust to the effects of the high cut filter applied from 0.55 to 0.85 Hz. However, the results are less robust if the low-cut filter is set lower than about 0.3 Hz. Similar to not applying spectral whitening, this could result from lower frequency microseisms contaminating the body waves on the auto-correlation stacks. Synthetic modeling was then performed to investigate the effects of the ambient noise distribution on the auto-correlation stacks. For sources along the top boundary, it was found that the zone of stationary phase of the auto-correlation stacks was very localized to energy coming from nearby the receiver with energy from sources at greater distances destructively interfering. For noise energy arriving from below the model, such as far from regional and teleseismic sources, it was found that the angular zone of stationary phase was much broader. Assuming that the time duration for the temporal stacking is sufficient to allow for a smoothly varying range of incident arriving noise energy, then a broad region of stationary phase could explain the observation of both PmP and SmS phases on the auto-correlation stacks.
The problem of auto-correlation in parasitology.
Directory of Open Access Journals (Sweden)
Laura C Pollitt
Full Text Available Explaining the contribution of host and pathogen factors in driving infection dynamics is a major ambition in parasitology. There is increasing recognition that analyses based on single summary measures of an infection (e.g., peak parasitaemia do not adequately capture infection dynamics and so, the appropriate use of statistical techniques to analyse dynamics is necessary to understand infections and, ultimately, control parasites. However, the complexities of within-host environments mean that tracking and analysing pathogen dynamics within infections and among hosts poses considerable statistical challenges. Simple statistical models make assumptions that will rarely be satisfied in data collected on host and parasite parameters. In particular, model residuals (unexplained variance in the data should not be correlated in time or space. Here we demonstrate how failure to account for such correlations can result in incorrect biological inference from statistical analysis. We then show how mixed effects models can be used as a powerful tool to analyse such repeated measures data in the hope that this will encourage better statistical practices in parasitology.
Directory of Open Access Journals (Sweden)
Benjamin G. Jacob
2010-05-01
Full Text Available Spatial autocorrelation is problematic for classical hierarchical cluster detection tests commonly used in multidrug resistant tuberculosis (MDR-TB analyses as considerable random error can occur. Therefore, when MDR-TB clusters are spatially autocorrelated the assumption that the clusters are independently random is invalid. In this research, a product moment correlation coefficient (i.e. the Moran’s coefficient was used to quantify local spatial variation in multiple clinical and environmental predictor variables sampled in San Juan de Lurigancho, Lima, Peru. Initially, QuickBird (spatial resolution = 0.61 m data, encompassing visible bands and the near infra-red bands, were selected to synthesize images of land cover attributes of the study site. Data of residential addresses of individual patients with smear-positive MDR-TB were geocoded, prevalence rates calculated and then digitally overlaid onto the satellite data within a 2 km buffer of 31 georeferenced health centres, using a 10 m2 grid-based algorithm. Geographical information system (GIS- gridded measurements of each health centre were generated based on preliminary base maps of the georeferenced data aggregated to block groups and census tracts within each buffered area. A three-dimensional model of the study site was constructed based on a digital elevation model (DEM to determine terrain covariates associated with the sampled MDRTB covariates. Pearson’s correlation was used to evaluate the linear relationship between the DEM and the sampled MDR-TB data. A SAS/GIS® module was then used to calculate univariate statistics and to perform linear and non-linear regression analyses using the sampled predictor variables. The estimates generated from a global autocorrelation analyses were then spatially decomposed into empirical orthogonal bases, using a negative binomial regression with a non-homogeneous mean. Results of the DEM analyses indicated a statistically non
Directory of Open Access Journals (Sweden)
Jianxin Feng
2014-01-01
Full Text Available The recursive estimation problem is studied for a class of uncertain dynamical systems with different delay rates sensor network and autocorrelated process noises. The process noises are assumed to be autocorrelated across time and the autocorrelation property is described by the covariances between different time instants. The system model under consideration is subject to multiplicative noises or stochastic uncertainties. The sensor delay phenomenon occurs in a random way and each sensor in the sensor network has an individual delay rate which is characterized by a binary switching sequence obeying a conditional probability distribution. By using the orthogonal projection theorem and an innovation analysis approach, the desired recursive robust estimators including recursive robust filter, predictor, and smoother are obtained. Simulation results are provided to demonstrate the effectiveness of the proposed approaches.
The Problem of Auto-Correlation in Parasitology
Pollitt, Laura C.; Reece, Sarah E.; Nicole Mideo; Nussey, Daniel H.; Nick Colegrave
2012-01-01
Explaining the contribution of host and pathogen factors in driving infection dynamics is a major ambition in parasitology. There is increasing recognition that analyses based on single summary measures of an infection (e.g., peak parasitaemia) do not adequately capture infection dynamics and so, the appropriate use of statistical techniques to analyse dynamics is necessary to understand infections and, ultimately, control parasites. However, the complexities of within-host environments mean ...
Directory of Open Access Journals (Sweden)
KAYODE AYINDE
2012-11-01
Full Text Available Performances of estimators of linear regression model with autocorrelated error term have been attributed to the nature and specification of the explanatory variables. The violation of assumption of the independence of the explanatory variables is not uncommon especially in business, economic and social sciences, leading to the development of many estimators. Moreover, prediction is one of the main essences of regression analysis. This work, therefore, attempts to examine the parameter estimates of the Ordinary Least Square estimator (OLS, Cochrane-Orcutt estimator (COR, Maximum Likelihood estimator (ML and the estimators based on Principal Component analysis (PC in prediction of linear regression model with autocorrelated error terms under the violations of assumption of independent regressors (multicollinearity using Monte-Carlo experiment approach. With uniform variables as regressors, it further identifies the best estimator that can be used for prediction purpose by averaging the adjusted co-efficient of determination of each estimator over the number of trials. Results reveal that the performances of COR and ML estimators at each level of multicollinearity over the levels of autocorrelation are convex – like while that of the OLS and PC estimators are concave; and that asthe level of multicollinearity increases, the estimators perform much better at all the levels of autocorrelation. Except when the sample size is small (n=10, the performances of the COR and ML estimators are generally best and asymptotically the same. When the sample size is small, the COR estimator is still best except when the autocorrelation level is low. At these instances, the PC estimator is either best or competes with the best estimator. Moreover, at low level of autocorrelation in all the sample sizes, the OLS estimator competes with the best estimator in all the levels of multicollinearity.
A Comparison of Decision Methods for C pk When Data are Autocorrelated
DEFF Research Database (Denmark)
Lundkvist, Peder; Vannman, Kerstin; Kulahci, Murat
2012-01-01
In many industrial applications, autocorrelated data are becoming increasingly common due to, for example, on-line data collection systems with high-frequency sampling. Therefore, the basic assumption of independent observations for process capability analysis is not valid. The purpose...... of this article is to compare decision methods using the process capability index C-pk when data are autocorrelated. This is done through a case study followed by a simulation study. In the simulation study the actual significance level and power of the decision methods are investigated. The outcome...
A Conjugate-Cyclic-Autocorrelation Projection-Based Algorithm for Signal Parameter Estimation
Directory of Open Access Journals (Sweden)
2006-01-01
Full Text Available A new algorithm to estimate amplitude, delay, phase, and frequency offset of a received signal is presented. The frequency-offset estimation is performed by maximizing, with respect to the conjugate cycle frequency, the projection of the measured conjugate-cyclic-autocorrelation function of the received signal over the true conjugate second-order cyclic autocorrelation. It is shown that this estimator is mean-square consistent, for moderate values of the data-record length, outperforms a previously proposed frequency-offset estimator, and leads to mean-square consistent estimators of the remaining parameters.
Institute of Scientific and Technical Information of China (English)
Pui-Jen Tsai
2011-01-01
Spatial analytical techniques and models are often used in epidemiology to identify spatial anomalies (hotspots) in disease regions.These analytical approaches can be used to identify not only the location of such hotspots,but also their spatial patterns.We used spatial autocorrelation methodologies,including Global Moran's I and Local Getis-Ord statistics,to describe and map spatial clusters and areas in which nine malignant neoplasms are situated in Taiwan.In addition,we used a logistic regression model to test the characteristics of similarity and dissimilarity between males and females and to formulate the common spatial risk.The mean found by local spatial autocorrelation analysis was used to identify spatial cluster patterns.We found a significant relationship between the leading malignant neoplasms and welldocumented spatial risk factors.For instance,in Taiwan,the geographic distribution of clusters where oral cavity cancer in males is prevalent was closely correspond to the locations in central Taiwan with serious metal pollution.In females,clusters of oral cavity cancer were closely related with aboriginal townships in eastern Taiwan,where cigarette smoking,alcohol drinking,and betel nut chewing are commonplace.The difference between males and females in the spatial distributions was stark.Furthermore,areas with a high morbidity of gastric cancer were clustered in aboriginal townships where the occurrence of Helicobacter pylori is frequent.Our results revealed a similarity between both males and females in spatial pattern.Cluster mapping clarified the spatial aspects of both internal and external correlations for the nine malignant neoplasms.In addition,using a method of logistic regression also enabled us to find differentiation between gender-specific spatial patterns.
Autocorrelation and regularization in digital images. II - Simple image models
Jupp, David L. B.; Strahler, Alan H.; Woodcock, Curtis E.
1989-01-01
The variogram function used in geostatistical analysis is a useful statistic in the analysis of remotely sensed images. Using the results derived by Jupp et al. (1988), the basic second-order, or covariance, properties of scenes modeled by simple disks of varying size and spacing after imaging into disk-shaped pixels are analyzed to explore the relationship betwee image variograms and discrete object scene structure. The models provide insight into the nature of real images of the earth's surface and the tools for a complete analysis of the more complex case of three-dimensional illuminated discrete-object images.
Panel data models extended to spatial error autocorrelation or a spatially lagged dependent variable
Elhorst, J. Paul
2001-01-01
This paper surveys panel data models extended to spatial error autocorrelation or a spatially lagged dependent variable. In particular, it focuses on the specification and estimation of four panel data models commonly used in applied research: the fixed effects model, the random effects model, the
Spectral Velocity Estimation using the Autocorrelation Function and Sparse data Sequences
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt
2005-01-01
both the B-mode frame rate, and at the same time have the highest possible $f_{prf}$ only limited by the depth of investigation, are, thus, of great interest. The power spectrum can be calculated from the Fourier transform of the autocorrelation function $R_r(k)$. The lag $k$ corresponds...
Reusch, B.H.T.; Hukriede, W; Stam, W.T.; Olsen, J.L.
1999-01-01
In plant populations alleles often deviate from a random distribution and reveal positive autocorrelation at short distances. In species with both clonal and sexual reproduction, such clustering may be because ramets of the same genet were sampled at nearby locations. Alternatively, clustering may b
Transforming the autocorrelation function of a time series to detect land cover change
CSIR Research Space (South Africa)
Salmon, BP
2015-07-01
Full Text Available methods. A robust change detection metric can be derived by analyzing the area under the autocorrelation function for a time series. The time dependence on the first and second moment causes a non-stationary event within the time series which results...
Inoue, Akihiko; Kasahara, Yukio
2004-01-01
Let {Xn : ∈Z} be a fractional ARIMA(p,d,q) process with partial autocorrelation function α(·). In this paper, we prove that if d∈(−1/2,0) then |α(n)|~|d|/n as n→∞. This extends the previous result for the case 0
Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
Mikosch, T; Starica, C
2000-01-01
The asymptotic theory for the sample autocorrelations and extremes of a GARCH(I, 1) process is provided. Special attention is given to the case when the sum of the ARCH and GARCH parameters is close to 1, that is, when one is close to an infinite Variance marginal distribution. This situation has be
Brouwer, A.C.J.; Köhler, J.; Oijen, A.M. van; Groenen, E.J.J.; Schmidt, J.
1999-01-01
Single pentacene molecules containing 13C or 1H in a pentacene-d14 doped p-terphenyl crystal have been studied by fluorescence autocorrelation. The triplet dynamics has been analyzed and a systematic dependence of the S1→T1 intersystem crossing rate on isotopic composition was found. This variation
Velocity-Autocorrelation Function in Liquids, Deduced from Neutron Incoherent Scattering Results
DEFF Research Database (Denmark)
Carneiro, Kim
1976-01-01
The Fourier transform p(ω) of the velocity-autocorrelation function is derived from neutron incoherent scattering results, obtained from the two liquids Ar and H2. The quality and significance of the results are discussed with special emphasis on the long-time t-3/2 tail, found in computer...
Crustal thickness in central Europe from single-station seismic noise autocorrelation analysis
Becker, Gesa; Knapmeyer-Endrun, Brigitte
2016-04-01
The InSight mission to Mars will place a single three-component seismometer on the planet's surface, requiring the application of single-station methods. In addition, seismicity on Mars is likely less abundant than on Earth, making it important to also use the available seismic noise. For these reasons different approaches of seismic noise autocorrelation have been tested with broadband three-component datasets from 12 stations across central Europe. These stations cover varying Moho depths of ca. 25-50 km depth. With the help of the autocorrelations, reflected body waves are extracted in order to estimate the crustal thickness at each station. This is of special relevance for Mars, where average crustal thickness is uncertain by a factor of two. The different approaches used are waterlevel normalized autocorrelation, with and without application of a short-term and long-term average filter to the spectrum of the data prior to autocorrelation, and phase autocorrelation. These approaches are compared and analyzed. Estimates for the Moho depths are made from the lag times of the reflected P-waves and compared to available Moho depth values at the stations. Due to the availability of three-component data these estimates can be cross-validated and in some cases not only P-wave reflections, but also possible S-wave and multiple reflections can be identified. The estimates compare well with the general trend of Moho depth expected for these stations. The consistency of results is further investigated by comparing different stations of the GERES array (aperture 2 km), which also allows to examine results for closely located broad-band and short-period stations side by side.
Crase, Beth; Liedloff, Adam; Vesk, Peter A; Fukuda, Yusuke; Wintle, Brendan A
2014-08-01
Species distribution models (SDMs) are widely used to forecast changes in the spatial distributions of species and communities in response to climate change. However, spatial autocorrelation (SA) is rarely accounted for in these models, despite its ubiquity in broad-scale ecological data. While spatial autocorrelation in model residuals is known to result in biased parameter estimates and the inflation of type I errors, the influence of unmodeled SA on species' range forecasts is poorly understood. Here we quantify how accounting for SA in SDMs influences the magnitude of range shift forecasts produced by SDMs for multiple climate change scenarios. SDMs were fitted to simulated data with a known autocorrelation structure, and to field observations of three mangrove communities from northern Australia displaying strong spatial autocorrelation. Three modeling approaches were implemented: environment-only models (most frequently applied in species' range forecasts), and two approaches that incorporate SA; autologistic models and residuals autocovariate (RAC) models. Differences in forecasts among modeling approaches and climate scenarios were quantified. While all model predictions at the current time closely matched that of the actual current distribution of the mangrove communities, under the climate change scenarios environment-only models forecast substantially greater range shifts than models incorporating SA. Furthermore, the magnitude of these differences intensified with increasing increments of climate change across the scenarios. When models do not account for SA, forecasts of species' range shifts indicate more extreme impacts of climate change, compared to models that explicitly account for SA. Therefore, where biological or population processes induce substantial autocorrelation in the distribution of organisms, and this is not modeled, model predictions will be inaccurate. These results have global importance for conservation efforts as inaccurate
Autocorrelation and regularization in digital images. I - Basic theory
Jupp, David L. B.; Strahler, Alan H.; Woodcock, Curtis E.
1988-01-01
Spatial structure occurs in remotely sensed images when the imaged scenes contain discrete objects that are identifiable in that their spectral properties are more homogeneous within than between them and other scene elements. The spatial structure introduced is manifest in statistical measures such as the autocovariance function and variogram associated with the scene, and it is possible to formulate these measures explicitly for scenes composed of simple objects of regular shapes. Digital images result from sensing scenes by an instrument with an associated point spread function (PSF). Since there is averaging over the PSF, the effect, termed regularization, induced in the image data by the instrument will influence the observable autocovariance and variogram functions of the image data. It is shown how the autocovariance or variogram of an image is a composition of the underlying scene covariance convolved with an overlap function, which is itself a convolution of the PSF. The functional form of this relationship provides an analytic basis for scene inference and eventual inversion of scene model parameters from image data.
Random matrices as models for the statistics of quantum mechanics
Casati, Giulio; Guarneri, Italo; Mantica, Giorgio
1986-05-01
Random matrices from the Gaussian unitary ensemble generate in a natural way unitary groups of evolution in finite-dimensional spaces. The statistical properties of this time evolution can be investigated by studying the time autocorrelation functions of dynamical variables. We prove general results on the decay properties of such autocorrelation functions in the limit of infinite-dimensional matrices. We discuss the relevance of random matrices as models for the dynamics of quantum systems that are chaotic in the classical limit. Permanent address: Dipartimento di Fisica, Via Celoria 16, 20133 Milano, Italy.
Statistical methods for segmentation and classification of images
DEFF Research Database (Denmark)
Rosholm, Anders
1997-01-01
The central matter of the present thesis is Bayesian statistical inference applied to classification of images. An initial review of Markov Random Fields relates to the modeling aspect of the indicated main subject. In that connection, emphasis is put on the relatively unknown sub-class of Pickard...... with a Pickard Random Field modeling of a considered (categorical) image phenomemon. An extension of the fast PRF based classification technique is presented. The modification introduces auto-correlation into the model of an involved noise process, which previously has been assumed independent. The suitability...... of the extended model is documented by tests on controlled image data containing auto-correlated noise....
IMPLEMENTATION OF REAL TIME AUTOCORRELATION METHOD EMPLOYING THE DS87C550 MICROCONTROLLER
Directory of Open Access Journals (Sweden)
A. Jiménez-Cañas
2005-04-01
Full Text Available In this work, the implementation of Real Time Autocorrelation method proposed by Takeuchi and Hogaki, isexposed. The purpose is to obtain the frequency of the fetal cardiac beats, originated from a Fetal Detector, using awide-benefits DS87C550 microcontroller. The value of frequency is showed in a LCD. The autocorrelation algorithmwas simulated in a PC to know its dynamic behavior from selected signals. A criterion to carry out the recognitionand the selection of the first conformed crest, was obtained. By means of this criterion, the period of the processedsignal is determined. Consequently, an optimized and original algorithm was created and implemented in themicrocontroller, where the value of the fetal cardiac frequency (given in pulses per minute, ppm. is obtained each1.2 sec. In that time, two calculated values of frequency are averaged.
Yarn-Dyed Fabric Defect Detection Based On Autocorrelation Function And GLCM
Directory of Open Access Journals (Sweden)
Zhu Dandan
2015-09-01
Full Text Available In this study, a new detection algorithm for yarn-dyed fabric defect based on autocorrelation function and grey level co-occurrence matrix (GLCM is put forward. First, autocorrelation function is used to determine the pattern period of yarn-dyed fabric and according to this, the size of detection window can be obtained. Second, GLCMs are calculated with the specified parameters to characterise the original image. Third, Euclidean distances of GLCMs between being detected images and template image, which is selected from the defect-free fabric, are computed and then the threshold value is given to realise the defect detection. Experimental results show that the algorithm proposed in this study can achieve accurate detection of common defects of yarn-dyed fabric, such as the wrong weft, weft crackiness, stretched warp, oil stain and holes.
Saygin, Erdinc; Cummins, Phil R.; Lumley, David
2017-01-01
We autocorrelate the continuously recorded seismic wavefield across a dense network of seismometers to map the P wave reflectivity response of the Jakarta Basin, Indonesia. The proximity of this mega city to known active faults and the subduction of the Australian plate, especially when the predominance of masonry construction and thick sedimentary basin fill are considered, suggests that it is a hot spot for seismic risk. In order to understand the type of ground motion that earthquakes might cause in the basin, it is essential to obtain reliable information on its seismic velocity structure. The body wave reflections are sensitive to the sharp velocity contrasts, which makes them useful in seismic imaging. Results show autocorrelograms at different seismic stations with reflected-wave travel time variations, which reflect the variation in basement depth across the thick sedimentary basin. We also confirm the validity of the observed autocorrelation waveforms by conducting a 2-D full waveform modeling.
Role of the sampling weight in evaluating classical time autocorrelation functions
Zimmermann, Tomas
2012-01-01
We analyze how the choice of the sampling weight affects the efficiency of the Monte Carlo evaluation of classical time autocorrelation functions. Assuming uncorrelated sampling or sampling with constant correlation length, we propose a sampling weight for which the number of trajectories needed for convergence is independent of the correlated quantity, dimensionality, dynamics, and phase-space density. In contrast, it is shown that the computational cost of the "standard" intuitive algorithm which samples directly from the phase-space density may scale exponentially with the number of degrees of freedom. Yet, for the stationary Gaussian distribution of harmonic systems and for the autocorrelation function of a linear function of phase-space coordinates, the computational cost of this standard algorithm is also independent of dimensionality.
OFDM Signal Detector Based on Cyclic Autocorrelation Function and its Properties
Directory of Open Access Journals (Sweden)
Z. Fedra
2011-12-01
Full Text Available This paper is devoted to research of the general and particular properties of the OFDM signal detector based on the cyclic autocorrelation function. The cyclic autocorrelation function is estimated using DFT. The parameters of the testing signal have been chosen according to 802.11g WLAN. Some properties are described analytically; all events are examined via computer simulations. It is shown that the detector is able to detect an OFDM signal in the case of multipath propagation, inexact frequency synchronization and without time synchronization. The sensitivity of the detector could be decreased in the above cases. An important condition for proper value of the detector sampling interval was derived. Three types of the channels were studied and compared. Detection threshold SNR=-9 dB was found for the signal under consideration and for two-way propagation.
A spatio-temporal autocorrelation change detection approach using hyper-temporal satellite data
CSIR Research Space (South Africa)
Kleynhans, W
2013-07-01
Full Text Available -1 IEEE International Geoscience and Remote Sensing Symposium, Melbourne, Australia 21-26 July 2013 A SPATIO-TEMPORAL AUTOCORRELATION CHANGE DETECTION APPROACH USING HYPER-TEMPORAL SATELLITE DATA yzW. Kleynhans, yz,B.P Salmon,zK. J. Wessels... of Tasmania, Australia ABSTRACT There has been recent developments in the use of hypertemporal satellite time series data for land cover change detection and classification in South Africa and in particular, the monitoring of human settlement expansion...
Assessing the reliability of the modified three-component spatial autocorrelation technique
Kohler, A.; M. Ohrnberger; Scherbaum, F.; Wathelet, M.; Cornou, Cécile
2007-01-01
Analysis of seismic ambient vibrations is becoming a widespread approach to estimate subsurface shear wave velocity profiles. However, the common restriction to vertical component wavefield data does not allow investigations of Love wave dispersion and the partitioning between Rayleigh and Love waves. In this study we extend the modified spatial autocorrelation technique (MSPAC) to three-component analysis (3c-MSPAC). By determination of Love wave dispersion curves, this technique provides ad...
Retrieval of P wave Basin Response from Autocorrelation of Seismic Noise-Jakarta, Indonesia
Saygin, E.; Cummins, P. R.; Lumley, D. E.
2016-12-01
Indonesia's capital city, Jakarta, is home to a very large (over 10 million), vulnerable population and is proximate to known active faults, as well as to the subduction of Australian plate, which has a megathrust at abut 300 km distance, as well as intraslab seismicity extending to directly beneath the city. It is also located in a basin filled with a thick layer of unconsolidated and poorly consolidated sediment, which increases the seismic hazard the city is facing. Therefore, the information on the seismic velocity structure of the basin is crucial for increasing our knowledge of the seismic risk. We undertook a passive deployment of broadband seismographs throughout the city over a 3-month interval in 2013-2014, recording ambient seismic noise at over 90 sites for intervals of 1 month or more. Here we consider autocorrelations of the vertical component of the continuously recorded seismic wavefield across this dense network to image the shallow P wave velocity structure of Jakarta, Indonesia. Unlike the surface wave Green's functions used in ambient noise tomography, the vertical-component autocorrelograms are dominated by body wave energy that is potentially sensitive to sharp velocity contrasts, which makes them useful in seismic imaging. Results show autocorrelograms at different seismic stations with travel time variations that largely reflect changes in sediment thickness across the basin. We also confirm the validity our interpretation of the observed autocorrelation waveforms by conducting 2D finite difference full waveform numerical modeling for randomly distributed seismic sources to retrieve the reflection response through autocorrelation.
Lagged Poincar\\'{e} and auto-correlation analysis of Heart rate variability in diabetes
Ghatak, S K
2010-01-01
The heart rate variability (HRV) in diabetic human subjects, has been analyzed using lagged Poincar\\'{e} plot, auto-correlation and the detrended fluctuation analysis methods. The parameters $SD1$, and $SD12 (= SD1/SD2)$ for Poincar\\'{e} plot for diabetic are lower than that for non-diabetic subjects and reverse is case for $SD2$ for all lagged number (m). The slope and the curvature of the plot SD12 vs m is much reduced for diabetic subject. The scatter plot of two successive interbeat intervals points out smaller variability in diabetic heart. The detrended fluctuation exponent has a higher value for diabetic group. The auto-correlation function of the deviation of interbeat interval in diabetic group shows highly correlated pattern when compared to that of normal one. The study suggests that the curvature of $SD12$ and auto-correlation method appear to be better way to assess the alteration of regulatory system on heart dynamics in diabetic condition.
Institute of Scientific and Technical Information of China (English)
王鹏; 杨蕾; 高大文; 龙明策
2001-01-01
Considering the calculated result and higher degeneracy existing in the calculation of autocorrelation topological index totally depend on experimental parameters, a new group of autocorrelation topological index as At, Bt, Ct and Dt was designed and developed based on the vertex degree of molecular topology and autocorrela tion function of mathematics. Autocorrelation function f(i) was calculated from the square root of the vertex degree, revised vertex degree and their combination, and they are (δi)1/2, (δiv)1/2, (δVi + δi )1/2 and (δEi -δi )1/2 / N. With the matrix description method achieved, and the unit input in matrix of unsaturated bond and heteroatoms revised based on the adjacency matrix and distance matrix of organic molecular graph, the corresponding computer software has also been designed and developed. Better results have been obtained for the application of these indexes in QSAR study of organic chemicals.
Autocorrelations of stellar light and mass at z~0 and ~1: From SDSS to DEEP2
Li, Cheng; Chen, Yanmei; Coil, Alison L; Davis, Marc; De Lucia, Gabriella; Guo, Qi; Jing, Y P; Kauffmann, Guinevere; Willmer, Christopher N A; Zhang, Wei
2011-01-01
We present measurements of projected autocorrelation functions w_p(r_p) for the stellar mass of galaxies and for their light in the U, B and V bands, using data from the third data release of the DEEP2 Galaxy Redshift Survey and the final data release of the Sloan Digital Sky Survey (SDSS). We investigate the clustering bias of stellar mass and light by comparing these to projected autocorrelations of dark matter estimated from the Millennium Simulations (MS) at z=1 and 0.07, the median redshifts of our galaxy samples. All of the autocorrelation and bias functions show systematic trends with spatial scale and waveband which are impressively similar at the two redshifts. This shows that the well-established environmental dependence of stellar populations in the local Universe is already in place at z=1. The recent MS-based galaxy formation simulation of Guo et al. (2011) reproduces the scale-dependent clustering of luminosity to an accuracy better than 30% in all bands and at both redshifts, but substantially ...
Focus-variation microscopy for measurement of surface roughness and autocorrelation length
Grossman, Erich
2017-06-01
Spatial bandwidth limitations frequently introduce large biases into the estimated values of RMS roughness and autocorrelation length that are extracted from topography data on random rough surfaces. The biases can be particularly severe for focus-variation microscopy data because of the technique's spatial bandwidth limitations (limited lateral resolution and field-of-view). We recently developed a measurement protocol that greatly reduces the bias due to limited resolution[1]. In the present paper, we describe an extension of the protocol to correct for limited field-of-view, and present measurements on a series of commercial surface roughness comparator samples to validate the protocol. The protocol strictly applies to the case of surfaces that are isotropic, and whose topography displays an autocovariance function that is exponential, with a single autocorrelation length. However, we find that applying the protocol yields extracted values of roughness and autocorrelation length for each surface that are accurate and consistent among datasets obtained at different magnifications (i.e. among datasets obtained with different spatial bandpass limits), even for samples that are not in any way selected to conform to the model's assumptions.
Second-order fluctuation theory and time autocorrelation function for currents
Belousov, Roman; Cohen, E. G. D.
2016-12-01
By using recent developments for the Langevin dynamics of spatially asymmetric systems, we routinely generalize the Onsager-Machlup fluctuation theory of the second order in time. In this form, it becomes applicable to fluctuating variables, including hydrodynamic currents, in equilibrium as well as nonequilibrium steady states. From the solution of the obtained stochastic equations we derive an analytical expression for the time autocorrelation function of a general fluctuating quantity. This theoretical result is then tested in a study of a shear flow by molecular dynamics simulations. The proposed form of the time autocorrelation function yields an excellent fit to our computational data for both equilibrium and nonequilibrium steady states. Unlike the analogous result of the first-order Onsager-Machlup theory, our expression correctly describes the short-time correlations. Its utility is demonstrated in an application of the Green-Kubo formula for the transport coefficient. Curiously, the normalized time autocorrelation function for the shear flow, which only depends on the deterministic part of the fluctuation dynamics, appears independent of the external shear force in the linear nonequilibrium regime.
Mankin, R; Laas, K; Sauga, A
2011-06-01
The temporal behavior of the mean-square displacement and the velocity autocorrelation function of a particle subjected to a periodic force in a harmonic potential well is investigated for viscoelastic media using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by a multiplicative white noise, by an internal Mittag-Leffler noise with a finite memory time, and by an additive external noise. It is shown that the presence of a multiplicative noise has a profound effect on the behavior of the autocorrelation functions. Particularly, for correlation functions the model predicts a crossover between two different asymptotic power-law regimes. Moreover, a dependence of the correlation function on the frequency of the external periodic forcing occurs that gives a simple criterion to discern the multiplicative noise in future experiments. It is established that additive external and internal noises cause qualitatively different dependences of the autocorrelation functions on the external forcing and also on the time lag. The influence of the memory time of the internal noise on the dynamics of the system is also discussed.
Adaptive Bessel-autocorrelation of ultrashort pulses with phase-only spatial light modulators
Huferath-von Luepke, Silke; Bock, Martin; Grunwald, Ruediger
2009-06-01
Recently, we proposed a new approach of a noncollinear correlation technique for ultrashort-pulsed coherent optical signals which was referred to as Bessel-autocorrelator (BAC). The BAC-principle combines the advantages of Bessellike nondiffracting beams like stable propagation, angular robustness and self-reconstruction with the principle of temporal autocorrelation. In comparison to other phase-sensitive measuring techniques, autocorrelation is most straightforward and time-effective because of non-iterative data processing. The analysis of nonlinearly converted fringe patterns of pulsed Bessel-like beams reveals their temporal signature from details of fringe envelopes. By splitting the beams with axicon arrays into multiple sub-beams, transversal resolution is approximated. Here we report on adaptive implementations of BACs with improved phase resolution realized by phase-only liquid-crystal-on-silicon spatial light modulators (LCoS-SLMs). Programming microaxicon phase functions in gray value maps enables for a flexible variation of phase and geometry. Experiments on the diagnostics of few-cycle pulses emitted by a mode-locked Ti:sapphire laser oscillator at wavelengths around 800 nm with 2D-BAC and angular tuned BAC were performed. All-optical phase shift BAC and fringe free BAC approaches are discussed.
Mammographic Breast Density in Chinese Women: Spatial Distribution and Autocorrelation Patterns.
Directory of Open Access Journals (Sweden)
Christopher W K Lai
Full Text Available Mammographic breast density (MBD is a strong risk factor for breast cancer. The spatial distribution of MBD in the breast is variable and dependent on physiological, genetic, environmental and pathological factors. This pilot study aims to define the spatial distribution and autocorrelation patterns of MBD in Chinese women aged 40-60. By analyzing their digital mammographic images using a public domain Java image processing program for segmentation and quantification of MBD, we found their left and right breasts were symmetric to each other in regard to their breast size (Total Breast Area, the amount of BMD (overall PD and Moran's I values. Their MBD was also spatially autocorrelated together in the anterior part of the breast in those with a smaller breast size, while those with a larger breast size tend to have their MBD clustered near the posterior part of the breast. Finally, we observed that the autocorrelation pattern of MBD was dispersed after a 3-year observation period.
Spatial autocorrelation method using AR model; Kukan jiko sokanho eno AR model no tekiyo
Energy Technology Data Exchange (ETDEWEB)
Yamamoto, H.; Obuchi, T.; Saito, T. [Iwate University, Iwate (Japan). Faculty of Engineering
1996-05-01
Examination was made about the applicability of the AR model to the spatial autocorrelation (SAC) method, which analyzes the surface wave phase velocity in a microtremor, for the estimation of the underground structure. In this examination, microtremor data recorded in Morioka City, Iwate Prefecture, was used. In the SAC method, a spatial autocorrelation function with the frequency as a variable is determined from microtremor data observed by circular arrays. Then, the Bessel function is adapted to the spatial autocorrelation coefficient with the distance between seismographs as a variable for the determination of the phase velocity. The result of the AR model application in this study and the results of the conventional BPF and FFT method were compared. It was then found that the phase velocities obtained by the BPF and FFT methods were more dispersed than the same obtained by the AR model. The dispersion in the BPF method is attributed to the bandwidth used in the band-pass filter and, in the FFT method, to the impact of the bandwidth on the smoothing of the cross spectrum. 2 refs., 7 figs.
What autocorrelation tells us about motor variability: insights from dart throwing.
Directory of Open Access Journals (Sweden)
Robert J van Beers
Full Text Available In sports such as golf and darts it is important that one can produce ballistic movements of an object towards a goal location with as little variability as possible. A factor that influences this variability is the extent to which motor planning is updated from movement to movement based on observed errors. Previous work has shown that for reaching movements, our motor system uses the learning rate (the proportion of an error that is corrected for in the planning of the next movement that is optimal for minimizing the endpoint variability. Here we examined whether the learning rate is hard-wired and therefore automatically optimal, or whether it is optimized through experience. We compared the performance of experienced dart players and beginners in a dart task. A hallmark of the optimal learning rate is that the lag-1 autocorrelation of movement endpoints is zero. We found that the lag-1 autocorrelation of experienced dart players was near zero, implying a near-optimal learning rate, whereas it was negative for beginners, suggesting a larger than optimal learning rate. We conclude that learning rates for trial-by-trial motor learning are optimized through experience. This study also highlights the usefulness of the lag-1 autocorrelation as an index of performance in studying motor-skill learning.
Comparison between Cyclic Statistics and Envelope Demodulation%循环统计量分析与包络解调分析的对比
Institute of Scientific and Technical Information of China (English)
姜鸣; 陈进
2004-01-01
In this paper, demodulation performance of first-order cyclic statistics and second-order cyclic statistics for amplitude modulation signals is introduced. By theoretical research, it is proved that cyclic mean does not possess demodulation performance for amplitude modulation signals, but cyclic autocorrelation function can extract frequency components from amplitude modulation signals.Based on the above, both cyclic autocorrelation function and envelope demodulation based on Hilbert transform are compared. The results show that the two kinds of analysis methods have similar performance for demodulation, in the mean time it is pointed out that they also possess essential distinction, and cyclic autocorrelation function is better to demodulate amplitude modulation signals.
Letcher, Benjamin; Hocking, Daniel; O'Neill, K.; Whiteley, Andrew R.; Nislow, Keith H.; O'Donnell, Matthew
2016-01-01
Water temperature is a primary driver of stream ecosystems and commonly forms the basis of stream classifications. Robust models of stream temperature are critical as the climate changes, but estimating daily stream temperature poses several important challenges. We developed a statistical model that accounts for many challenges that can make stream temperature estimation difficult. Our model identifies the yearly period when air and water temperature are synchronized, accommodates hysteresis, incorporates time lags, deals with missing data and autocorrelation and can include external drivers. In a small stream network, the model performed well (RMSE = 0.59 °C), identified a clear warming trend (0.63 °C · decade-1) and a widening of the synchronized period (29 d · decade-1). We also carefully evaluated how missing data influenced predictions. Missing data within a year had a small effect on performance (~ 0.05% average drop in RMSE with 10% fewer days with data). Missing all data for a year decreased performance (~ 0.6 °C jump in RMSE), but this decrease was moderated when data were available from other streams in the network.
Letcher, Benjamin H; Hocking, Daniel J; O'Neil, Kyle; Whiteley, Andrew R; Nislow, Keith H; O'Donnell, Matthew J
2016-01-01
Water temperature is a primary driver of stream ecosystems and commonly forms the basis of stream classifications. Robust models of stream temperature are critical as the climate changes, but estimating daily stream temperature poses several important challenges. We developed a statistical model that accounts for many challenges that can make stream temperature estimation difficult. Our model identifies the yearly period when air and water temperature are synchronized, accommodates hysteresis, incorporates time lags, deals with missing data and autocorrelation and can include external drivers. In a small stream network, the model performed well (RMSE = 0.59°C), identified a clear warming trend (0.63 °C decade(-1)) and a widening of the synchronized period (29 d decade(-1)). We also carefully evaluated how missing data influenced predictions. Missing data within a year had a small effect on performance (∼0.05% average drop in RMSE with 10% fewer days with data). Missing all data for a year decreased performance (∼0.6 °C jump in RMSE), but this decrease was moderated when data were available from other streams in the network.
Directory of Open Access Journals (Sweden)
Benjamin H. Letcher
2016-02-01
Full Text Available Water temperature is a primary driver of stream ecosystems and commonly forms the basis of stream classifications. Robust models of stream temperature are critical as the climate changes, but estimating daily stream temperature poses several important challenges. We developed a statistical model that accounts for many challenges that can make stream temperature estimation difficult. Our model identifies the yearly period when air and water temperature are synchronized, accommodates hysteresis, incorporates time lags, deals with missing data and autocorrelation and can include external drivers. In a small stream network, the model performed well (RMSE = 0.59°C, identified a clear warming trend (0.63 °C decade−1 and a widening of the synchronized period (29 d decade−1. We also carefully evaluated how missing data influenced predictions. Missing data within a year had a small effect on performance (∼0.05% average drop in RMSE with 10% fewer days with data. Missing all data for a year decreased performance (∼0.6 °C jump in RMSE, but this decrease was moderated when data were available from other streams in the network.
Galeazzi, Massimiliano; Huffenberger, Kevin; Ursino, Eugenio
2012-01-01
We have used the angular Autocorrelation Function (AcF) on the angular scale of a few arcminutes to detect and characterize the emission from the Warm-Hot Intergalactic Medium (WHIM) in a pointing with Chandra's ACIS-S instrument. We focused our attention on the energy bands 0.4-0.6 keV, where the WHIM emission is expected to be strongest, due to the redshifted O VII and O VIII lines, and 0.7-0.9 keV, where the WHIM emission is expected to be significantly smaller. After removing identified point sources, and any spurious signal due to detector background and unidentified point sources, in the lower energy band we found a clear AcF signal that we attribute to the WHIM, with a statistical significance of several sigmas (chi2=129, N=31). The attribution of the signal to the WHIM (and not to other spurious emissions, such as unresolved point sources) is confirmed by the higher energy band where the signal is compatible with zero.
Adaptive non-collinear autocorrelation of few-cycle pulses with an angular tunable bi-mirror
Energy Technology Data Exchange (ETDEWEB)
Treffer, A., E-mail: treffer@mbi-berlin.de; Bock, M.; König, S.; Grunwald, R. [Max Born Institute for Nonlinear Optics and Short-Pulse Spectroscopy, Max Born Strasse 2A, D-12489 Berlin (Germany); Brunne, J.; Wallrabe, U. [Laboratory for Microactuators, Department of Microsystems Engineering, IMTEK, University of Freiburg, Georges-Koehler-Allee 102, Freiburg 79110 (Germany)
2016-02-01
Adaptive autocorrelation with an angular tunable micro-electro-mechanical system is reported. A piezo-actuated Fresnel bi-mirror structure was applied to measure the second order autocorrelation of near-infrared few-cycle laser pulses in a non-collinear setup at tunable superposition angles. Because of enabling measurements with variable scaling and minimizing the influence of distortions by adaptive self-reconstruction, the approach extends the capability of autocorrelators. Flexible scaling and robustness against localized amplitude obscurations are demonstrated. The adaptive reconstruction of temporal frequency information by the Fourier analysis of autocorrelation data is shown. Experimental results and numerical simulations of the beam propagation and interference are compared for variable angles.
Institute of Scientific and Technical Information of China (English)
ZHAO Yaqun; WANG Jue
2006-01-01
Orthomorphic permutations have good characteristics in cryptosystems. In this paper, by using of knowledge about relation between orthomorphic permutations and multi-output functions, and conceptions of the generalized Walsh spectrum of multi-output functions and the auto-correlation function of multi-output functions to investigate the Walsh spectral characteristics and the auto-correlation function characteristics of orthormophic permutations, several results are obtained.
... Certification Import Safety International Recall Guidance Civil and Criminal Penalties Federal Court Orders & Decisions Research & Statistics Research & Statistics Technical Reports Injury Statistics NEISS Injury ...
Cosmic Statistics of Statistics
Szapudi, I.; Colombi, S.; Bernardeau, F.
1999-01-01
The errors on statistics measured in finite galaxy catalogs are exhaustively investigated. The theory of errors on factorial moments by Szapudi & Colombi (1996) is applied to cumulants via a series expansion method. All results are subsequently extended to the weakly non-linear regime. Together with previous investigations this yields an analytic theory of the errors for moments and connected moments of counts in cells from highly nonlinear to weakly nonlinear scales. The final analytic formu...
Hualin Xie; Guiying Liu; Qu Liu; Peng Wang
2014-01-01
The changes of spatial pattern in energy consumption have an impact on global climate change. Based on the spatial autocorrelation analysis and the auto-regression model of spatial statistics, this study has explored the spatial disparities and driving forces in energy consumption changes in China. The results show that the global spatial autocorrelation of energy consumption change in China is significant during the period 1990–2010, and the trend of spatial clustering of energy consumption ...
Energy Technology Data Exchange (ETDEWEB)
Conde, Pablo; Gonzalez, Antonio [Institute for Instrumentation in Molecular Imaging, I3M-CSIC, Valencia (Spain); Bettiol, Marco; Fabbri, Andrea; Pani, Roberto [Department of Molecular Medicine, Sapienza University of Rome (Italy); Benlloch Baviera, José María; Talens Aguilar, Albert; Hernandez, Liczandro; Sanchez, Filomeno [Institute for Instrumentation in Molecular Imaging, I3M-CSIC, Valencia (Spain)
2015-05-18
In PET detectors based on monolithic scintillators, the photon impact position can be estimated from the light intensity distribution (LD) on the photodetector pixels. Typically, there is a poor estimation of the interaction positions towards the edges when linear algorithms such as Center of Gravity (CoG) are used. We present a novel method to determine the interaction coordinates in thick monolithic crystals filtering the digitized LDs from each gamma-event by means of an autocorrelation filter and the raise to power (RTP) positioning algorithm to reduce the border effects. The experimental setup was based on two detector blocks based on monolithic LYSO scintillator crystals (50x50x20 mm{sup 3}). Each crystal is coupled to a SiPMs array as 12x12 photosensors and an electronic readout that outputs information of each SiPM row and column. Between the detector blocks, a collimated array of 9x9 {sup 22}Na sources, separated 5 mm each other, was placed. The optimum power to use in the RTP positioning algorithm was determined using the third order intercept point (IP3) from plots of the measured coordinates versus known positions. After applying the autocorrelation and RTP fifth to the data, we found an improvement of the spatial resolution from 2.5 mm when CoG is used, to 1.2 mm in the crystal center region. In this work we show how to accurately resolve 3D photon impact coordinates in thick monolithic crystals using autocorrelation filters merged with RTP methods. After applying the new approach it is possible to accurately resolve impacts close to the entrance of 20 mm thick LYSO scintillators. The reached spatial resolution at any photon depth of interaction is comparable with state-of-the-art crystal array approaches with the advantage of the proposed work to also provide continuous depth of interaction information.
Large Zero Autocorrelation Zone of Golay Sequences and $4^q$-QAM Golay Complementary Sequences
Gong, Guang; Yang, Yang
2011-01-01
Sequences with good correlation properties have been widely adopted in modern communications, radar and sonar applications. In this paper, we present our new findings on some constructions of single $H$-ary Golay sequence and $4^q$-QAM Golay complementary sequence with a large zero autocorrelation zone, where $H\\ge 2$ is an arbitrary even integer and $q\\ge 2$ is an arbitrary integer. Those new results on Golay sequences and QAM Golay complementary sequences can be explored during synchronization and detection at the receiver end and thus improve the performance of the communication system.
A second-order autocorrelator for single-shot measurement of femtosecond laser pulse durations
Indian Academy of Sciences (India)
M Raghuramaiah; A K Sharma; P A Naik; P D Gupta; R A Ganeev
2001-12-01
A second-order autocorrelator for single-shot measurement of ultrashort laser pulse durations has been set up. It is based on recording the spatial proﬁle of non-collinear phase-matched second harmonic generation in a KDP crystal using a CCD camera-framegrabber combination. Performance of the system is described from measurement of 250 femtosecond transform-limited laser pulses from a passively mode-locked, diode pumped Nd:glass laser. It can also be used for measurement of picosecond laser pulses in the multi-shot scanning mode.
Analysis of energy autocorrelation functionsin dissipative heavy ion collision of 27Al+27Al
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
The excitation functions were measured in the reaction of27Al+27Al at incidentenergies from 114 MeV to 127 MeV in steps of 200 keV. Thedetection angles were continuouslycovered from 10 to 57 in the laboratory system. Theenergy autocorrelation functions of the dissipativefragmentswere analyzed by using different approaches. The nonself-averaging oscillations in theexcitation functions were considered due to the angular momentum coherence and damping ofthe coherent nuclear rotation. The damping results from a quantum chaotic motion.
A comparison of control charts for the average of autocorrelated processes
Directory of Open Access Journals (Sweden)
Fabiane R. S. Yassukawa
2008-04-01
Full Text Available Control charts are extensively used with the purpose of monitoring some parameters of the process. In general these charts are based on the normality and independence assumptions of the sample observations. However, there are situations where the independence is not valid such as in chemical processes or sampling on-line. In this paper we compared the control charts based on geostatistics and time series methodologies with the well-known charts Shewhart, CUSUM and EWMA, when used to monitor the average of autocorrelated processes. The comparison was performed by using Monte Carlo simulation implemented in the software R for Windows.
Exact exponent λ of the autocorrelation function for a soluble model of coarsening
Bray, A. J.; Derrida, B.
1995-03-01
The exponent λ that describes the decay of the autocorrelation function A(t) in a phase ordering system, A(t)~L-(d-λ), where d is the dimension and L the characteristic length scale at time t, is calculated exactly for the time-dependent Ginzburg-Landau equation in d=1. We find λ=0.3993835.... We also show explicitly that a small bias of positive domains over negative gives a magnetization which grows in time as M(t)~Lμ and prove that for the one-dimensional Ginzburg-Landau equation, μ=λ, exemplifying a general result.
Bit corruption correlation and autocorrelation in a stochastic binary nano-bit system
Sa-nguansin, Suchittra
2014-10-01
The corruption process of a binary nano-bit model resulting from an interaction with N stochastically-independent Brownian agents (BAs) is studied with the help of Monte-Carlo simulations and analytic continuum theory to investigate the data corruption process through the measurement of the spatial two-point correlation and the autocorrelation of bit corruption at the origin. By taking into account a more realistic correlation between bits, this work will contribute to the understanding of the soft error or the corruption of data stored in nano-scale devices.
In Search of Autocorrelation Based Vocal Cord Cues for Speaker Identification
Sahidullah, Md
2011-01-01
In this paper we investigate a technique to find out vocal source based features from the LP residual of speech signal for automatic speaker identification. Autocorrelation with some specific lag is computed for the residual signal to derive these features. Compared to traditional features like MFCC, PLPCC which represent vocal tract information, these features represent complementary vocal cord information. Our experiment in fusing these two sources of information in representing speaker characteristics yield better speaker identification accuracy. We have used Gaussian mixture model (GMM) based speaker modeling and results are shown on two public databases to validate our proposition.
Directory of Open Access Journals (Sweden)
Schrumpf Fabian
2016-09-01
Full Text Available The estimation of respiratory rates from contineous respiratory signals is commonly done using either fourier transformation or the zero-crossing method. This paper introduces another method which is based on the autocorrelation function of the respiratory signal. The respiratory signals can be measured either directly using a flow sensor or chest strap or indirectly on the basis of the electrocardiogram (ECG. We compare our method against other established methods on the basis of real-world ECG signals and use a respiration-based breathing frequency as a reference. Our method achieved the best agreement between respiration rates derived from directly and indirectly measured respiratory signals.
New autocorrelation technique for the IR FEL optical pulse width measurements
Energy Technology Data Exchange (ETDEWEB)
Amirmadhi, F.; Brau, K.A.; Becker, C. [Vanderbilt Univ., Nashville, TN (United States)] [and others
1995-12-31
We have developed a new technique for the autocorrelation measurement of optical pulse width at the Vanderbilt University FEL center. This method is based on nonlinear absorption and transmission characteristics of semiconductors such as Ge, Te and InAs suitable for the wavelength range from 2 to over 6 microns. This approach, aside being simple and low cost, removes the phase matching condition that is generally required for the standard frequency doubling technique and covers a greater wavelength range per nonlinear material. In this paper we will describe the apparatus, explain the principal mechanism involved and compare data which have been acquired with both frequency doubling and two-photon absorption.
da Silva Filho, Paulo Cavalcante; da Silva, Francisco Raimundo; Corso, Gilberto
2016-07-01
In this study, we analyzed the autocorrelation among four ultraviolet (UV) radiation data sets obtained at 305 nm, 320 nm, 340 nm, and 380 nm. The data were recorded at ground level at the INPE climate station in Natal, RN, Brazil, which is a site close to the equator. The autocorrelations were computed by detrended fluctuation analysis (DFA) to estimate the index α. We found that the fluctuations in the UV radiation data were fractal, with scale-free behavior at a DFA index α ≃ 0.7. In addition, we performed a power law spectral analysis, which showed that the power spectrum exhibited a power law behavior with an exponent of β ≃ 0.45. Given that the theoretical result is β = 2 α - 1, these two results are in good agreement. Moreover, the application of the DFA method to the UV radiation data required detrending using a polynomial with an order of at least eight, which was related to the complex daily solar radiation curve obtained at ground level in a tropical region. The results indicated that the α exponent of UV radiation is similar to other climatic records such as air temperature, wind, or rain, but not solar activity.
Zimmerman, Dale L; Li, Jie; Fang, Xiangming
2010-04-30
Automated geocoding of patient addresses is an important data assimilation component of many spatial epidemiologic studies. Inevitably, the geocoding process results in positional errors. Positional errors incurred by automated geocoding tend to reduce the power of tests for disease clustering and otherwise affect spatial analytic methods. However, there are reasons to believe that the errors may often be positively spatially correlated and that this may mitigate their deleterious effects on spatial analyses. In this article, we demonstrate explicitly that the positional errors associated with automated geocoding of a data set of more than 6000 addresses in Carroll County, Iowa are spatially autocorrelated. Furthermore, through two simulation studies of disease processes, including one in which the disease process is overlain upon the Carroll County addresses, we show that spatial autocorrelation among geocoding errors maintains the power of two tests for disease clustering at a level higher than that which would occur if the errors were independent. Implications of these results for cluster detection, privacy protection, and measurement error modeling of geographic health data are discussed.
Hotspot detection using image pattern recognition based on higher-order local auto-correlation
Maeda, Shimon; Matsunawa, Tetsuaki; Ogawa, Ryuji; Ichikawa, Hirotaka; Takahata, Kazuhiro; Miyairi, Masahiro; Kotani, Toshiya; Nojima, Shigeki; Tanaka, Satoshi; Nakagawa, Kei; Saito, Tamaki; Mimotogi, Shoji; Inoue, Soichi; Nosato, Hirokazu; Sakanashi, Hidenori; Kobayashi, Takumi; Murakawa, Masahiro; Higuchi, Tetsuya; Takahashi, Eiichi; Otsu, Nobuyuki
2011-04-01
Below 40nm design node, systematic variation due to lithography must be taken into consideration during the early stage of design. So far, litho-aware design using lithography simulation models has been widely applied to assure that designs are printed on silicon without any error. However, the lithography simulation approach is very time consuming, and under time-to-market pressure, repetitive redesign by this approach may result in the missing of the market window. This paper proposes a fast hotspot detection support method by flexible and intelligent vision system image pattern recognition based on Higher-Order Local Autocorrelation. Our method learns the geometrical properties of the given design data without any defects as normal patterns, and automatically detects the design patterns with hotspots from the test data as abnormal patterns. The Higher-Order Local Autocorrelation method can extract features from the graphic image of design pattern, and computational cost of the extraction is constant regardless of the number of design pattern polygons. This approach can reduce turnaround time (TAT) dramatically only on 1CPU, compared with the conventional simulation-based approach, and by distributed processing, this has proven to deliver linear scalability with each additional CPU.
Institute of Scientific and Technical Information of China (English)
Li Fei; Zhou Chenghu
2009-01-01
Popular regional inequality indexes such as variation coefficient and Gini coefficient can only reveal overall inequal-it),, and have limited ability in revealing spatial dependence or spatial agglomeration.Recently some methods of exploratory spatial data analysis such as spatial autocorrelation have provid-ed effective tools to analyze spatial agglomeration and cluster, which can reveal the pattern of regional inequality.This article attempts to use spatial autocorrelation at county level to get refined spatial pattern of regional disparity in Chinese northeast economic region over 2000-2006 (2001 absent).The result in-dicates that the basic trend of regional economy is an increasing concentration of growth among counties in northeast economic region, and there are two geographical clusters of poorer coun-ties including the counties in western Liaoning Province and adjacent counties in Inner Mongolia, poorer counties of Heihe, Qiqihar and Suihua in Heilongjiang Province.This article also reveals that we can use the methods of exploratory spatial data analysis as the supplementary analysis methods in regional eco-nomic analysis.
Nowosad, J; Stach, A; Kasprzyk, I; Grewling, Ł; Latałowa, M; Puc, M; Myszkowska, D; Weryszko-Chmielewska, E; Piotrowska-Weryszko, K; Chłopek, K; Majkowska-Wojciechowska, B; Uruska, A
The aim of the study was to determine the characteristics of temporal and space-time autocorrelation of pollen counts of Alnus, Betula, and Corylus in the air of eight cities in Poland. Daily average pollen concentrations were monitored over 8 years (2001-2005 and 2009-2011) using Hirst-designed volumetric spore traps. The spatial and temporal coherence of data was investigated using the autocorrelation and cross-correlation functions. The calculation and mathematical modelling of 61 correlograms were performed for up to 25 days back. The study revealed an association between temporal variations in Alnus, Betula, and Corylus pollen counts in Poland and three main groups of factors such as: (1) air mass exchange after the passage of a single weather front (30-40 % of pollen count variation); (2) long-lasting factors (50-60 %); and (3) random factors, including diurnal variations and measurements errors (10 %). These results can help to improve the quality of forecasting models.
Implementation of an Autocorrelation Pitch Detector in Application to Query by Humming
Institute of Scientific and Technical Information of China (English)
SHE Kun; CHEN Shu-zhen
2005-01-01
A pitch detector for application in query by humming (QBH) is implemented in this paper. This algorithm is made up of two parts: note segmentation and pitch detection. In the first part, voiced/silence decision is made on each segment of the input signal by a pattern recognition approach, and further, the preparatory note borders are obtained; then, via analysis of the instantaneous energy contour, the adjacent notes that adhere to each other are separated. In the second part, pitch is estimated for all frames contained in a note's duration by an autocorrelation method and the mean of these pitch values is taken as the average pitch of this note. Moreover, in order to remove the effect of formant structure, a nonlinear preprocessing is adopted in the pitch detection part and the autocorrelation function is properly weighted before peak picking. Finally, hummings of several experimenters with different voice characters are recorded to test this pitch detector, whose efficiency and reliability are proved by the result.
On the Decay Ratio Determination in BWR Stability Analysis by Auto-Correlation Function Techniques
Energy Technology Data Exchange (ETDEWEB)
Behringer, K.; Hennig, D
2002-11-01
A novel auto-correlation function (ACF) method has been investigated for determining the oscillation frequency and the decay ratio in BWR stability analyses. The neutron signals are band-pass filtered to separate the oscillation peak in the power spectral density (PSD) from background. Two linear second-order oscillation models are considered. These models, corrected for signal filtering and including a background term under the peak in the PSD, are then least-squares fitted to the ACF of the previously filtered neutron signal, in order to determine the oscillation frequency and the decay ratio. Our method uses fast Fourier transform techniques with signal segmentation for filtering and ACF estimation. Gliding 'short-term' ACF estimates on a record allow the evaluation of uncertainties. Numerical results are given which have been obtained from neutron data of the recent Forsmark I and Forsmark II NEA benchmark project. Our results are compared with those obtained by other participants in the benchmark project. The present PSI report is an extended version of the publication K. Behringer, D. Hennig 'A novel auto-correlation function method for the determination of the decay ratio in BWR stability studies' (Behringer, Hennig, 2002)
Ha, Jong M.; Youn, Byeng D.; Oh, Hyunseok; Han, Bongtae; Jung, Yoongho; Park, Jungho
2016-03-01
We propose autocorrelation-based time synchronous averaging (ATSA) to cope with the challenges associated with the current practice of time synchronous averaging (TSA) for planet gears in planetary gearboxes of wind turbine (WT). An autocorrelation function that represents physical interactions between the ring, sun, and planet gears in the gearbox is utilized to define the optimal shape and range of the window function for TSA using actual kinetic responses. The proposed ATSA offers two distinctive features: (1) data-efficient TSA processing and (2) prevention of signal distortion during the TSA process. It is thus expected that an order analysis with the ATSA signals significantly improves the efficiency and accuracy in fault diagnostics of planet gears in planetary gearboxes. Two case studies are presented to demonstrate the effectiveness of the proposed method: an analytical signal from a simulation and a signal measured from a 2 kW WT testbed. It can be concluded from the results that the proposed method outperforms conventional TSA methods in condition monitoring of the planetary gearbox when the amount of available stationary data is limited.
Dispersal leads to spatial autocorrelation in species distributions: A simulation model
Bahn, V.; Krohn, W.B.; O'Connor, R.J.
2008-01-01
Compared to population growth regulated by local conditions, dispersal has been underappreciated as a central process shaping the spatial distribution of populations. This paper asks: (a) which conditions increase the importance of dispersers relative to local recruits in determining population sizes? and (b) how does dispersal influence the spatial distribution patterns of abundances among connected populations? We approached these questions with a simulation model of populations on a coupled lattice with cells of continuously varying habitat quality expressed as carrying capacities. Each cell contained a population with the basic dynamics of density-regulated growth, and was connected to other populations by immigration and emigration. The degree to which dispersal influenced the distribution of population sizes depended most strongly on the absolute amount of dispersal, and then on the potential population growth rate. Dispersal decaying in intensity with distance left close neighbours more alike in population size than distant populations, leading to an increase in spatial autocorrelation. The spatial distribution of species with low potential growth rates is more dependent on dispersal than that of species with high growth rates; therefore, distribution modelling for species with low growth rates requires particular attention to autocorrelation, and conservation management of these species requires attention to factors curtailing dispersal, such as fragmentation and dispersal barriers. ?? 2007 Elsevier B.V. All rights reserved.
Broadband short pulse measurement by autocorrelation with a sum-frequency generation set-up
Energy Technology Data Exchange (ETDEWEB)
Glotin, F.; Jaroszynski, D.; Marcouille, O. [LURE, Orsay (France)] [and others
1995-12-31
Previous spectral and laser pulse length measurements carried out on the CLIO FEL at wavelength {lambda}=8.5 {mu}m suggested that very short light pulses could be generated, about 500 fs wide (FWHM). For these measurements a Michelson interferometer with a Te crystal, as a non-linear detector, was used as a second order autocorrelation device. More recent measurements in similar conditions have confirmed that the laser pulses observed are indeed single: they are not followed by other pulses distant by the slippage length N{lambda}. As the single micropulse length is likely to depend on the slippage, more measurements at different wavelengths would be useful. This is not directly possible with our actual interferometer set-up, based on a phase-matched non-linear crystal. However, we can use the broadband non-linear medium provided by one of our users` experiments: Sum-Frequency Generation over surfaces. With such autocorrelation set-up, interference fringes are no more visible, but this is largely compensated by the frequency range provided. First tests at 8 {mu}m have already been performed to validate the technic, leading to results similar to those obtained with our previous Michelson set-up.
Directory of Open Access Journals (Sweden)
Gary Black
2011-01-01
Full Text Available Many real-world processes generate autocorrelated and/or Weibull data. In such cases, the independence and/or normality assumptions underlying the Shewhart and EWMA control charts are invalid. Although data transformations exist, such tools would not normally be understood or employed by naive practitioners. Thus, the question arises, “What are the effects on robustness whenever these charts are used in such applications?” Consequently, this paper examines and compares the performance of these two control charts when the problem (the model is subjected to autocorrelated and/or Weibull data. A variety of conditions are investigated related to the magnitudes of various parameters related to the process shift, the autocorrelation coefficient and the Weibull shape parameter. Results indicate that the EWMA chart outperforms the Shewhart in 62% of the cases, particularly those cases with low to moderate autocorrelation effects. The Shewhart chart outperforms the EWMA chart in 35% of the cases, particularly those cases with high autocorrelation and zero or high process shift effects.
Institute of Scientific and Technical Information of China (English)
夏江帆; 魏志义; 邱阳; 吕铁铮; 腾浩; 王兆华; 张杰
2001-01-01
An optical pulse autocorrelator for rapid and slow scanning is described in this paper. Using an audio loudspeaker on one arm, an interferometric rapid-scanning signal of the output from a high-repetition laser oscillator is obtained.However, by adjusting the positions of the mirrors and using a step-motor on another arm, the intensity autocorrelation function of the output from a low-repetition laser amplifier can be easily measured. Using all-reflecting optics and an adequate nonlinear crystal, the whole instrument is very compact and has been used to measure sub-20 fs light pulses in both configurations with excellent agreement. In the slow-scanning configuration, a pulse train as long as 500ps has been determined. Using this autocorrelator, the home-made JIGUANG-I CPA laser facility was characterized for its pulse duration evolution.
Sim, K S; Lim, M S; Yeap, Z X
2016-07-01
A new technique to quantify signal-to-noise ratio (SNR) value of the scanning electron microscope (SEM) images is proposed. This technique is known as autocorrelation Levinson-Durbin recursion (ACLDR) model. To test the performance of this technique, the SEM image is corrupted with noise. The autocorrelation function of the original image and the noisy image are formed. The signal spectrum based on the autocorrelation function of image is formed. ACLDR is then used as an SNR estimator to quantify the signal spectrum of noisy image. The SNR values of the original image and the quantified image are calculated. The ACLDR is then compared with the three existing techniques, which are nearest neighbourhood, first-order linear interpolation and nearest neighbourhood combined with first-order linear interpolation. It is shown that ACLDR model is able to achieve higher accuracy in SNR estimation.
Directory of Open Access Journals (Sweden)
Nina L. Timofeeva
2014-01-01
Full Text Available The article presents the methodological and technical bases for the creation of regression models that adequately reflect reality. The focus is on methods of removing residual autocorrelation in models. Algorithms eliminating heteroscedasticity and autocorrelation of the regression model residuals: reweighted least squares method, the method of Cochran-Orkutta are given. A model of "pure" regression is build, as well as to compare the effect on the dependent variable of the different explanatory variables when the latter are expressed in different units, a standardized form of the regression equation. The scheme of abatement techniques of heteroskedasticity and autocorrelation for the creation of regression models specific to the social and cultural sphere is developed.
Oren, C.; Nowack, R. L.
2015-12-01
It is known that the positive lags of the auto-correlation for the seismic transmission response of a layered medium correspond to the reflection seismogram (Claerbout, 1968). In this study, we investigate the use of ambient seismic noise recorded at selected broadband USArray EarthScope Transportable Array (TA) stations to obtain effective reflection seismograms for frequencies up to 1 Hz. The goal is to determine the most suitable parameters used for the processing of ambient seismic noise for the identification of crustal and upper mantle reflections and to minimize unwanted artifacts in the noise correlations. In order to best retrieve the body-wave components of the Green's function beneath a station, a number of processing steps are required. We first remove the instrument response and apply a temporal normalization to remove the effects of the most energetic sources. Next we implement spectral whitening. We test several operators for the spectral whitening where the undulations of the power spectrum are related to the strengths of later arrivals in the auto-correlation. Different filters are then applied to the auto-correlation functions, including Gaussian and zero phase Butterworth filters, in order to reduce the effect of side lobes. Hourly auto-correlations are then stacked for up to one year. On the final stack, Automatic Gain Control (AGC) is applied to equalize the correlation amplitudes in the time domain. The robustness of the resulting ambient noise auto-correlation is first tested on selected TA stations in Nevada, where we are able to identify PmP and SmS arrivals similar to those found by Tibuleac and von Seggern (2012). We then investigate noise auto-correlations applied to selected USArray TA stations in the central US.
Steiner, Patrick; Meier, Christoph; Koch, Volker M
2010-12-20
We demonstrate depth-resolved spectral absorption measurements in the wavelength range from 750 to 850 nm using a broadband light source consisting of three spectrally shifted superluminescent light-emitting diode modules and a low-cost spectrometer-based Fourier-domain optical coherence tomography system. We present the theoretical model and experimental verification of interferences between autocorrelation terms and the signal carrying cross-correlation terms, strongly affecting the absorption measurements. A simple background subtraction, minimizing the artifacts caused by the interferences of autocorrelation and cross-correlation terms, is presented.
Norén, Patrik
2013-01-01
Algebraic statistics brings together ideas from algebraic geometry, commutative algebra, and combinatorics to address problems in statistics and its applications. Computer algebra provides powerful tools for the study of algorithms and software. However, these tools are rarely prepared to address statistical challenges and therefore new algebraic results need often be developed. This way of interplay between algebra and statistics fertilizes both disciplines. Algebraic statistics is a relativ...
Directory of Open Access Journals (Sweden)
Xuesong FENG, Ph.D Candidate
2009-01-01
Full Text Available It is expected that improvement of transport networks could give rise to the change of spatial distributions of population-related factors and car ownership, which are expected to further influence travel demand. To properly reflect such an interdependence mechanism, an aggregate multinomial logit (A-MNL model was firstly applied to represent the spatial distributions of these exogenous variables of the travel demand model by reflecting the influence of transport networks. Next, the spatial autocorrelation analysis is introduced into the log-transformed A-MNL model (called SPA-MNL model. Thereafter, the SPA-MNL model is integrated into the four-step travel demand model with feedback (called 4-STEP model. As a result, an integrated travel demand model is newly developed and named as the SPA-STEP model. Using person trip data collected in Beijing, the performance of the SPA-STEP model is empirically compared with the 4-STEP model. It was proven that the SPA-STEP model is superior to the 4-STEP model in accuracy; most of the estimated parameters showed statistical differences in values. Moreover, though the results of the simulations to the same set of assumed scenarios by the 4-STEP model and the SPA-STEP model consistently suggested the same sustainable path for the future development of Beijing, it was found that the environmental sustainability and the traffic congestion for these scenarios were generally overestimated by the 4-STEP model compared with the corresponding analyses by the SPA-STEP model. Such differences were clearly generated by the introduction of the new modeling step with spatial autocorrelation.
Search for neutrino point sources with an all-sky autocorrelation analysis in IceCube
Energy Technology Data Exchange (ETDEWEB)
Turcati, Andrea; Bernhard, Anna; Coenders, Stefan [TU, Munich (Germany); Collaboration: IceCube-Collaboration
2016-07-01
The IceCube Neutrino Observatory is a cubic kilometre scale neutrino telescope located in the Antarctic ice. Its full-sky field of view gives unique opportunities to study the neutrino emission from the Galactic and extragalactic sky. Recently, IceCube found the first signal of astrophysical neutrinos with energies up to the PeV scale, but the origin of these particles still remains unresolved. Given the observed flux, the absence of observations of bright point-sources is explainable with the presence of numerous weak sources. This scenario can be tested using autocorrelation methods. We present here the sensitivities and discovery potentials of a two-point angular correlation analysis performed on seven years of IceCube data, taken between 2008 and 2015. The test is applied on the northern and southern skies separately, using the neutrino energy information to improve the effectiveness of the method.
Takagi, Y
1994-09-20
An optical pulse-width measurement in the ultraviolet spectral region has been performed in a simple manner by introducing into the second-order autocorrelator a nonlinear response of the optical detector based on the two-photon photoelectric effect. The pulse widths of the third, fourth, and fifth harmonics of a mode-locked Nd:YAG laser were measured by the use of a photomultiplier with a cesium iodide photocathode with a minimum required pulse energy of 10 nJ and a power density of 10 kW/cm(2). The effect of transient interband optical excitation with different photon energies on the intensity correlation profile was also studied for the case of a copper iodide photocathode, and the result provides a background-free intensity correlation in a part of the ultraviolet spectral region.
Long-Time Autocorrelation Function of ECG Signal for Healthy versus Diseased Human Heart
Kulessa, B.; Srokowski, T.; Drozdz, S.
2003-01-01
Long-time ECG time series for healthy subjects and diseased patients are analysed. In the first case, the power spectrum has the 1/f shape in a broad frequency range. However, its behaviour for very low and very high frequency is different and the entire spectrum is integrable. For patients with post-ictal heart rate oscillation in partial epilepsy the 1/f noise is not present. We determine the power spectrum by evaluating the Fourier transform of the signal in both cases and calculate the signal autocorrelation function. It falls with time faster for diseased patients then for healthy people. The presented method can serve as a diagnostic tool of some heart diseases.
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger
An economic time series can often be viewed as a noisy proxy for an underlying economic variable. Measurement errors will influence the dynamic properties of the observed process and may conceal the persistence of the underlying time series. In this paper we develop instrumental variable (IV......) methods for extracting information about the latent process. Our framework can be used to estimate the autocorrelation function of the latent volatility process and a key persistence parameter. Our analysis is motivated by the recent literature on realized (volatility) measures, such as the realized...... variance, that are imperfect estimates of actual volatility. In an empirical analysis using realized measures for the DJIA stocks we find the underlying volatility to be near unit root in all cases. Although standard unit root tests are asymptotically justified, we find them to be misleading in our...
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger
2014-01-01
An economic time series can often be viewed as a noisy proxy for an underlying economic variable. Measurement errors will influence the dynamic properties of the observed process and may conceal the persistence of the underlying time series. In this paper we develop instrumental variable (IV...... of actual volatility. In an empirical analysis using realized measures for the Dow Jones industrial average stocks, we find the underlying volatility to be near unit root in all cases. Although standard unit root tests are asymptotically justified, we find them to be misleading in our application despite......) methods for extracting information about the latent process. Our framework can be used to estimate the autocorrelation function of the latent volatility process and a key persistence parameter. Our analysis is motivated by the recent literature on realized volatility measures that are imperfect estimates...
The autocorrelated noise filtering problem: the ISMC filter in a specific case of distance measuring
Prattico, Flavio
2013-01-01
In a previous paper we were working on a electronic travel aid for blind people based on infrared sensors. The signals coming from them are affected by a great noise that also with the use of low pass filter cannot be clean well. Motivated by the improvement of the system, in this paper we show a novelty way to filter autocorrelated noise based on a probabilistic description of the process. We apply an indexed semi-Markov model in order to filter the signal coming from the infrared sensor. We conduce first of all a data analysis on the noise in order to understand well its form. We give the general formulation of the new ISMC filter and at last we compare the results with a particular kind of Kalman filter for the specific stochastic application.
Ibey, Bennett; Subramanian, Hariharan; Ericson, Nance; Xu, Weijian; Wilson, Mark; Cote, Gerard L.
2005-03-01
A blood perfusion and oxygenation sensor has been developed for in situ monitoring of transplanted organs. In processing in situ data, motion artifacts due to increased perfusion can create invalid oxygenation saturation values. In order to remove the unwanted artifacts from the pulsatile signal, adaptive filtering was employed using a third wavelength source centered at 810nm as a reference signal. The 810 nm source resides approximately at the isosbestic point in the hemoglobin absorption curve where the absorbance of light is nearly equal for oxygenated and deoxygenated hemoglobin. Using an autocorrelation based algorithm oxygenation saturation values can be obtained without the need for large sampling data sets allowing for near real-time processing. This technique has been shown to be more reliable than traditional techniques and proven to adequately improve the measurement of oxygenation values in varying perfusion states.
Liang, Yunyun; Liu, Sanyang; Zhang, Shengli
2017-02-01
Apoptosis is a fundamental process controlling normal tissue homeostasis by regulating a balance between cell proliferation and death. Predicting subcellular location of apoptosis proteins is very helpful for understanding its mechanism of programmed cell death. Prediction of apoptosis protein subcellular location is still a challenging and complicated task, and existing methods mainly based on protein primary sequences. In this paper, we propose a new position-specific scoring matrix (PSSM)-based model by using Geary autocorrelation function and detrended cross-correlation coefficient (DCCA coefficient). Then a 270-dimensional (270D) feature vector is constructed on three widely used datasets: ZD98, ZW225 and CL317, and support vector machine is adopted as classifier. The overall prediction accuracies are significantly improved by rigorous jackknife test. The results show that our model offers a reliable and effective PSSM-based tool for prediction of apoptosis protein subcellular localization.
ISAR Imaging of Ship Targets Based on an Integrated Cubic Phase Bilinear Autocorrelation Function
Directory of Open Access Journals (Sweden)
Jibin Zheng
2017-03-01
Full Text Available For inverse synthetic aperture radar (ISAR imaging of a ship target moving with ocean waves, the image constructed with the standard range-Doppler (RD technique is blurred and the range-instantaneous-Doppler (RID technique has to be used to improve the image quality. In this paper, azimuth echoes in a range cell of the ship target are modeled as noisy multicomponent cubic phase signals (CPSs after the motion compensation and a RID ISAR imaging algorithm is proposed based on the integrated cubic phase bilinear autocorrelation function (ICPBAF. The ICPBAF is bilinear and based on the two-dimensionally coherent energy accumulation. Compared to five other estimation algorithms, the ICPBAF can acquire higher cross term suppression and anti-noise performance with a reasonable computational cost. Through simulations and analyses with the synthetic model and real radar data, we verify the effectiveness of the ICPBAF and corresponding RID ISAR imaging algorithm.
Kernel principal component and maximum autocorrelation factor analyses for change detection
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Canty, Morton John
2009-01-01
in Nevada acquired on successive passes of the Landsat-5 satellite in August-September 1991. The six-band images (the thermal band is omitted) with 1,000 by 1,000 28.5 m pixels were first processed with the iteratively re-weighted MAD (IR-MAD) algorithm in order to discriminate change. Then the MAD image......Principal component analysis (PCA) has often been used to detect change over time in remotely sensed images. A commonly used technique consists of finding the projections along the eigenvectors for data consisting of pair-wise (perhaps generalized) differences between corresponding spectral bands...... covering the same geographical region acquired at two different time points. In this paper kernel versions of the principal component and maximum autocorrelation factor (MAF) transformations are used to carry out the analysis. An example is based on bi-temporal Landsat-5 TM imagery over irrigation fields...
Directory of Open Access Journals (Sweden)
J. A. F. Diniz-Filho
Full Text Available Although in most recent broad-scale analyses, diversity is measured by counting the number of species in a given area or spatial unity (species richness, a `top-down' approach has been used sometimes, counting higher-taxon (genera, family instead of species with some advantages. However, this higher-taxon approach is quite empirical and the cut-off level is usually arbitrarily defined. In this work, we show that the higher-taxon approach could be theoretically linked with models of phenotypic diversification by means of phylogenetic autocorrelation analysis in such a way that the taxonomic (or phylogenetic rank to be used could not be necessarily arbitrary. This rank expresses past time in which taxa became independent for a given phenotypic trait or for the evolution of average phenotypes across different traits. We illustrated the approach by evaluating phylogenetic patches for 23 morphological, ecological and behavioural characters in New World terrestrial Carnivora. The higher-taxon counts at 18.8 mya (S L defined by phylogenetic correlograms are highly correlated with species richness (r = 0.899; P < 0.001 with ca. 13 degrees of freedom by taking spatial autocorrelation into account. However, S L in North America is usually larger than in South America. Thus, although there are more species in South and Central America, the fast recent diversification that occurred in this region generated species that are "redundant" in relation to lineages that were present at 18.8 my. BP. Therefore, the number of lineages can be comparatively used as a measure of evolutionary diversity under a given model of phenotypic divergence among lower taxonomic units.
Haney, Matthew M.; Mikesell, T. Dylan; van Wijk, Kasper; Nakahara, Hisashi
2012-01-01
Using ambient seismic noise for imaging subsurface structure dates back to the development of the spatial autocorrelation (SPAC) method in the 1950s. We present a theoretical analysis of the SPAC method for multicomponent recordings of surface waves to determine the complete 3 × 3 matrix of correlations between all pairs of three-component motions, called the correlation matrix. In the case of isotropic incidence, when either Rayleigh or Love waves arrive from all directions with equal power, the only non-zero off-diagonal terms in the matrix are the vertical–radial (ZR) and radial–vertical (RZ) correlations in the presence of Rayleigh waves. Such combinations were not considered in the development of the SPAC method. The method originally addressed the vertical–vertical (ZZ), RR and TT correlations, hence the name spatial autocorrelation. The theoretical expressions we derive for the ZR and RZ correlations offer additional ways to measure Rayleigh wave dispersion within the SPAC framework. Expanding on the results for isotropic incidence, we derive the complete correlation matrix in the case of generally anisotropic incidence. We show that the ZR and RZ correlations have advantageous properties in the presence of an out-of-plane directional wavefield compared to ZZ and RR correlations. We apply the results for mixed-component correlations to a data set from Akutan Volcano, Alaska and find consistent estimates of Rayleigh wave phase velocity from ZR compared to ZZ correlations. This work together with the recently discovered connections between the SPAC method and time-domain correlations of ambient noise provide further insights into the retrieval of surface wave Green’s functions from seismic noise.
新家, 健精
2013-01-01
© 2012 Springer Science+Business Media, LLC. All rights reserved. Article Outline: Glossary Definition of the Subject and Introduction The Bayesian Statistical Paradigm Three Examples Comparison with the Frequentist Statistical Paradigm Future Directions Bibliography
Pestman, Wiebe R
2009-01-01
This textbook provides a broad and solid introduction to mathematical statistics, including the classical subjects hypothesis testing, normal regression analysis, and normal analysis of variance. In addition, non-parametric statistics and vectorial statistics are considered, as well as applications of stochastic analysis in modern statistics, e.g., Kolmogorov-Smirnov testing, smoothing techniques, robustness and density estimation. For students with some elementary mathematical background. With many exercises. Prerequisites from measure theory and linear algebra are presented.
Naimi, B.; Skidmore, A.K.; Groen, T.A.; Hamm, N.A.S.
2011-01-01
Aim To investigate the impact of positional uncertainty in species occurrences on the predictions of seven commonly used species distribution models (SDMs), and explore its interaction with spatial autocorrelation in predictors. Methods A series of artificial datasets covering 155 scenarios includin
Azil, Aishah H; Bruce, David; Williams, Craig R
2014-06-01
We investigated spatial autocorrelation of female Aedes aegypti L. mosquito abundance from BG-Sentinel trap and sticky ovitrap collections in Cairns, north Queensland, Australia. BG-Sentinel trap collections in 2010 show a significant spatial autocorrelation across the study site and over a smaller spatial extent, while sticky ovitrap collections only indicate a non-significant, weak spatial autocorrelation. The BG-Sentinel trap collections were suitable for spatial interpolation using ordinary kriging and cokriging techniques. The uses of Premise Condition Index and potential breeding container data have helped improve our prediction of vector abundance. Semiovariograms and prediction maps indicate that the spatial autocorrelation of mosquito abundance determined by BG-Sentinel traps extends farther compared to sticky ovitrap collections. Based on our data, fewer BG-Sentinel traps are required to represent vector abundance at a series of houses compared to sticky ovitraps. A lack of spatial structure was observed following vector control treatment in the area. This finding has implications for the design and costs of dengue vector surveillance programs. © 2014 The Society for Vector Ecology.
Variyar, Jayasankar E.; Kivelson, Daniel; Lynden-Bell, R. M.
1992-12-01
We have carried out molecular-dynamics simulations over a range of densities in two and three dimensions for particles that interact through soft repulsive potentials. We have also carried out calculations of the corresponding systems in which all particles except a tagged particle and its neighbors within a certain distance are frozen. Velocity autocorrelation functions for a single particle, for clusters containing the particle, and for the velocity of the particle relative to an embedding cluster were obtained. The single-particle velocity autocorrelation function can be resolved into correlation functions describing the local rattling in a cage or a cluster, the motion of the cluster itself, and a small cross-correlation term; the function for the single particle is sensitive to the structure of the fluid over a much shorter time scale than are those of clusters, and the shape of the single-particle velocity autocorrelation function comes primarily from rattling motion within a cage. We show that the velocity autocorrelation functions of clusters are probably better probes than that for the single particle for investigating incipient glass formation since they can be used to establish a correlation length which increases when a liquid is cooled. The dynamics of clusters at a given state point depend upon their sizes, and the nature of their motions changes qualitatively from ``rattling'' for small to ``diffusional'' for large clusters, the ``critical'' size at which the change occurs increasing with decreasing temperature. A simple model for this cluster behavior is presented.
Hoover, J. H.; Brideau, J. M.; Voigt, B. G.; Vorosmarty, C. J.
2010-12-01
The complexity of water resource issues in the Northeast United States is engendered by multiple causal factors and interdependent relationships. Here, we present research that utilized spatial statistics to identify coincident areas of statistically high values (spatial autocorrelation) for biophysical variables such as nutrient loading, population growth, water withdrawals and others in the Northeast United States. The goals of this project were to identify sub-regions in the Northeastern United States that were spatially autocorrelated for multiple variables, and to relate these hotspots to social movements in an historical context. The data employed in this research were point (e.g., wastewater treatment plant location) and county level information for socioeconomic, hydrologic, and water usage variables. We used Local Indicators of Spatial Association, a spatial statistic, to identify county clusters of positive spatial autocorrelation for the region. These clusters were simultaneously overlaid onto a single map to identify areas of positive spatial autocorrelation among multiple variables. Preliminary spatial analysis results suggest that, between 1970 and 2000, positive spatial autocorrelation occurred among nutrient loads, wastewater treatment plant construction, population growth, and dam construction in the Chesapeake Bay area. The New York/New Jersey corridor also showed positive spatial autocorrelation among groundwater withdrawals, thermoelectric power generation, population growth, and wastewater treatment plant construction. Additionally, evaluation of these spatial clusters within their historical context suggests a regional linkage between surface water pollution, environmental regulation, and wastewater treatment plant construction. The results of this project indicate that spatial autocorrelation metrics can be employed in the creation of an historical narrative to more comprehensively understand the interplay between regional socioeconomic
Beating the Abbe diffraction limit in confocal microscopy via nonclassical photon statistics.
Gatto Monticone, D; Katamadze, K; Traina, P; Moreva, E; Forneris, J; Ruo-Berchera, I; Olivero, P; Degiovanni, I P; Brida, G; Genovese, M
2014-10-03
We experimentally demonstrate quantum enhanced resolution in confocal fluorescence microscopy exploiting the nonclassical photon statistics of single nitrogen-vacancy color centers in diamond. By developing a general model of superresolution based on the direct sampling of the kth-order autocorrelation function of the photoluminescence signal, we show the possibility to resolve, in principle, arbitrarily close emitting centers.
Eliazar, Iddo
2017-05-01
The exponential, the normal, and the Poisson statistical laws are of major importance due to their universality. Harmonic statistics are as universal as the three aforementioned laws, but yet they fall short in their 'public relations' for the following reason: the full scope of harmonic statistics cannot be described in terms of a statistical law. In this paper we describe harmonic statistics, in their full scope, via an object termed harmonic Poisson process: a Poisson process, over the positive half-line, with a harmonic intensity. The paper reviews the harmonic Poisson process, investigates its properties, and presents the connections of this object to an assortment of topics: uniform statistics, scale invariance, random multiplicative perturbations, Pareto and inverse-Pareto statistics, exponential growth and exponential decay, power-law renormalization, convergence and domains of attraction, the Langevin equation, diffusions, Benford's law, and 1/f noise.
A generalization of random matrix theory and its application to statistical physics.
Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H
2017-02-01
To study the statistical structure of crosscorrelations in empirical data, we generalize random matrix theory and propose a new method of cross-correlation analysis, known as autoregressive random matrix theory (ARRMT). ARRMT takes into account the influence of auto-correlations in the study of cross-correlations in multiple time series. We first analytically and numerically determine how auto-correlations affect the eigenvalue distribution of the correlation matrix. Then we introduce ARRMT with a detailed procedure of how to implement the method. Finally, we illustrate the method using two examples taken from inflation rates for air pressure data for 95 US cities.
Identifying Useful Statistical Indicators of Proximity to Instability in Stochastic Power Systems
Ghanavati, Goodarz; Lakoba, Taras I
2014-01-01
Prior research has shown that autocorrelation and variance in voltage measurements tend to increase as power systems approach instability. This paper seeks to identify the conditions under which these statistical indicators provide reliable early warning of instability in power systems. First, the paper derives and validates a semi-analytical method for quickly calculating the expected variance and autocorrelation of all voltages and currents in an arbitrary power system model. Building on this approach, the paper describes the conditions under which filtering can be used to detect these signs in the presence of measurement noise. Finally, several experiments show which types of measurements are good indicators of proximity to instability for particular types of state changes. For example, increased variance in voltages can reliably indicate the location of increased stress, while growth of autocorrelation in certain line currents is a reliable indicator of system-wide instability.
Sadovskii, Michael V
2012-01-01
This volume provides a compact presentation of modern statistical physics at an advanced level. Beginning with questions on the foundations of statistical mechanics all important aspects of statistical physics are included, such as applications to ideal gases, the theory of quantum liquids and superconductivity and the modern theory of critical phenomena. Beyond that attention is given to new approaches, such as quantum field theory methods and non-equilibrium problems.
Szulc, Stefan
1965-01-01
Statistical Methods provides a discussion of the principles of the organization and technique of research, with emphasis on its application to the problems in social statistics. This book discusses branch statistics, which aims to develop practical ways of collecting and processing numerical data and to adapt general statistical methods to the objectives in a given field.Organized into five parts encompassing 22 chapters, this book begins with an overview of how to organize the collection of such information on individual units, primarily as accomplished by government agencies. This text then
Goodman, Joseph W
2015-01-01
This book discusses statistical methods that are useful for treating problems in modern optics, and the application of these methods to solving a variety of such problems This book covers a variety of statistical problems in optics, including both theory and applications. The text covers the necessary background in statistics, statistical properties of light waves of various types, the theory of partial coherence and its applications, imaging with partially coherent light, atmospheric degradations of images, and noise limitations in the detection of light. New topics have been introduced i
... Foodborne, Waterborne, and Environmental Diseases Mycotic Diseases Branch Histoplasmosis Statistics Recommend on Facebook Tweet Share Compartir How common is histoplasmosis? In the United States, an estimated 60% to ...
Forbes, Catherine; Hastings, Nicholas; Peacock, Brian J.
2010-01-01
A new edition of the trusted guide on commonly used statistical distributions Fully updated to reflect the latest developments on the topic, Statistical Distributions, Fourth Edition continues to serve as an authoritative guide on the application of statistical methods to research across various disciplines. The book provides a concise presentation of popular statistical distributions along with the necessary knowledge for their successful use in data modeling and analysis. Following a basic introduction, forty popular distributions are outlined in individual chapters that are complete with re
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Eliazar, Iddo, E-mail: eliazar@post.tau.ac.il
2017-05-15
The exponential, the normal, and the Poisson statistical laws are of major importance due to their universality. Harmonic statistics are as universal as the three aforementioned laws, but yet they fall short in their ‘public relations’ for the following reason: the full scope of harmonic statistics cannot be described in terms of a statistical law. In this paper we describe harmonic statistics, in their full scope, via an object termed harmonic Poisson process: a Poisson process, over the positive half-line, with a harmonic intensity. The paper reviews the harmonic Poisson process, investigates its properties, and presents the connections of this object to an assortment of topics: uniform statistics, scale invariance, random multiplicative perturbations, Pareto and inverse-Pareto statistics, exponential growth and exponential decay, power-law renormalization, convergence and domains of attraction, the Langevin equation, diffusions, Benford’s law, and 1/f noise. - Highlights: • Harmonic statistics are described and reviewed in detail. • Connections to various statistical laws are established. • Connections to perturbation, renormalization and dynamics are established.
Lee, Young Jong
2017-01-01
Moving-window (MW) approaches to two-dimensional correlation spectroscopy (2D-COS) make it possible to characterize spectral changes occurring in a narrow range of perturbation variable (e.g., time, temperature, and concentration). Despite the wide range of application, the physical meanings of MW correlation intensities have been only qualitatively associated with the direction and curvature of spectral intensity change with regard to a perturbation variable. Here are full and simplified analytical expressions of autocorrelation moving-window (ACMW) and synchronous and asynchronous perturbation-correlation moving-window ( s-PCMW and as-PCMW) intensities. When the window is set sufficiently narrower than the bandwidth of spectral change, the square root of ACMW intensity and s-PCMW intensity becomes proportional to the first order derivative, and as-PCMW intensity becomes proportional to the negative of the second order derivative. This paper demonstrates that both ACMW and PCMW profiles can be significantly altered by non-uniform perturbation spacing. It is also found that intensity noise can cause ACMW to display a false offset drift. This analytical and numerical characterization of the two MW correlation intensities elucidates their physical meanings and ascertains the analysis conditions for reliable interpretation.
Simultaneous measurement of particle velocity and size based on gray difference and autocorrelation
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
The gray of two images of a same particle taken by a digital camera with different exposure times is different too. Based on the gray difference of particle images in a double-exposed photo and autocorrelation processing of digital images,this paper proposes a method for measuring particle velocities and sizes simultaneously. This paper also introduces the theoretical foundation of this method,the process of particle imaging and image processing,and the simultaneous measurement of velocity and size of a low speed flow field with 35 μm and 75 μm standard particles. The graphical measurement results can really reflect the flow characteristics of the flow field. In addition,although the measured velocity and size histograms of these two kinds of standard particles are slightly wider than the theoretical ones,they are all still similar to the normal distribution,and the peak velocities and diameters of the histograms are consistent with the default values. Therefore,this measurement method is capable of providing moderate measurement accuracy,and it can be further developed for high-speed flow field measurements.
Sütterlin, Daniel; Erni, Daniel; Schlott, Volker; Sigg, Hans; Jäckel, Heinz; Murk, Axel
2010-10-01
A spatial, electro-optical autocorrelation (EOA) interferometer using the vertically polarized lobes of coherent transition radiation (CTR) has been developed as a single-shot electron bunch length monitor at an optical beam port downstream the 100 MeV preinjector LINAC of the Swiss Light Source. This EOA monitor combines the advantages of step-scan interferometers (high temporal resolution) [D. Mihalcea et al., Phys. Rev. ST Accel. Beams 9, 082801 (2006) and T. Takahashi and K. Takami, Infrared Phys. Technol. 51, 363 (2008)] and terahertz-gating technologies [U. Schmidhammer et al., Appl. Phys. B: Lasers Opt. 94, 95 (2009) and B. Steffen et al., Phys. Rev. ST Accel. Beams 12, 032802 (2009)] (fast response), providing the possibility to tune the accelerator with an online bunch length diagnostics. While a proof of principle of the spatial interferometer was achieved by step-scan measurements with far-infrared detectors, the single-shot capability of the monitor has been demonstrated by electro-optical correlation of the spatial CTR interference pattern with fairly long (500 ps) neodymium-doped yttrium aluminum garnet (Nd:YAG) laser pulses in a ZnTe crystal. In single-shot operation, variations of the bunch length between 1.5 and 4 ps due to different phase settings of the LINAC bunching cavities have been measured with subpicosecond time resolution.
Directory of Open Access Journals (Sweden)
Natália Mundim Tôrres
2004-01-01
Full Text Available One of the main concerns of Conservation Biology is the identification of priority areas for conservation, and the development of quantitative methods is important to achieve this task. Many phylogenetic diversity indexes and higher-taxon approaches have been used in this context. In this study, Faith's phylogenetic indexes and the number of evolutionary independent lineages of Carnivora were calculated at the average patch level based on phylogenetic autocorrelation analysis of phenotypic traits, in 18 conservation units in America (frequently National Parks. Despite controversies about the hierarchical level to be adopted, the characters included in this study suggest that the family level produces independent units for the analysis of phenotypic diversity in Carnivora. A positive correlation between species richness and the number of evolutionary independent lineages appeared (r = 0.67; P < 0.05, showing that this is a valid criterion to priorize conservation areas. Faith's phylogenetic diversity index is also highly correlated with species richness (r = 0.87; P < 0.05, as well as with the number of evolutionary independent lineages (r = 0.89; P < 0.05. Thus, the conservation units with more species have also more evolutionary information to be preserved.
Shiue, Ren-Jye; Gao, Yuanda; Wang, Yifei; Peng, Cheng; Robertson, Alexander D; Efetov, Dmitri K; Assefa, Solomon; Koppens, Frank H L; Hone, James; Englund, Dirk
2015-11-11
Graphene and other two-dimensional (2D) materials have emerged as promising materials for broadband and ultrafast photodetection and optical modulation. These optoelectronic capabilities can augment complementary metal-oxide-semiconductor (CMOS) devices for high-speed and low-power optical interconnects. Here, we demonstrate an on-chip ultrafast photodetector based on a two-dimensional heterostructure consisting of high-quality graphene encapsulated in hexagonal boron nitride. Coupled to the optical mode of a silicon waveguide, this 2D heterostructure-based photodetector exhibits a maximum responsivity of 0.36 A/W and high-speed operation with a 3 dB cutoff at 42 GHz. From photocurrent measurements as a function of the top-gate and source-drain voltages, we conclude that the photoresponse is consistent with hot electron mediated effects. At moderate peak powers above 50 mW, we observe a saturating photocurrent consistent with the mechanisms of electron-phonon supercollision cooling. This nonlinear photoresponse enables optical on-chip autocorrelation measurements with picosecond-scale timing resolution and exceptionally low peak powers.
Directory of Open Access Journals (Sweden)
Mohammad Z. Al-Hamdan
2012-01-01
Full Text Available The characterization of forested landscapes is frequently required in civil engineering practice. In this study, some spatial analysis techniques are presented that might be employed with Landsat TM data to analyze forest structure characteristics. A case study is presented wherein fractal dimensions (FDs, along with a simple spatial autocorrelation technique (Moran’s I, were related to stand density parameters of the Oakmulgee National Forest located in the southeastern United States (Alabama. The results indicate that when smaller trees do not dominate the landscape (<50%, forested areas can be differentiated according to breast sizes and thus important flood plain characteristics such as ratio of obstructed area to total area can be estimated from remotely sensed data using the studied indices. This would facilitate the estimation of hydraulic roughness coefficients for computation of flood profiles needed for bridge design. FD and Moran’s I remained fairly constant around the values of 2.7 and 0.9 (resp. for samples with either greater than 50% saplings or less than 50% sawtimber and with ranges of 2.7–2.9 and 0.6–0.9 as the saplings decreased or the sawtimber increased. Those indices can also distinguish hardwood and softwood species facilitating forested landscapes mapping for preliminary environmental impact analysis.
Detecting Anomaly Regions in Satellite Image Time Series Based on Sesaonal Autocorrelation Analysis
Zhou, Z.-G.; Tang, P.; Zhou, M.
2016-06-01
Anomaly regions in satellite images can reflect unexpected changes of land cover caused by flood, fire, landslide, etc. Detecting anomaly regions in satellite image time series is important for studying the dynamic processes of land cover changes as well as for disaster monitoring. Although several methods have been developed to detect land cover changes using satellite image time series, they are generally designed for detecting inter-annual or abrupt land cover changes, but are not focusing on detecting spatial-temporal changes in continuous images. In order to identify spatial-temporal dynamic processes of unexpected changes of land cover, this study proposes a method for detecting anomaly regions in each image of satellite image time series based on seasonal autocorrelation analysis. The method was validated with a case study to detect spatial-temporal processes of a severe flooding using Terra/MODIS image time series. Experiments demonstrated the advantages of the method that (1) it can effectively detect anomaly regions in each of satellite image time series, showing spatial-temporal varying process of anomaly regions, (2) it is flexible to meet some requirement (e.g., z-value or significance level) of detection accuracies with overall accuracy being up to 89% and precision above than 90%, and (3) it does not need time series smoothing and can detect anomaly regions in noisy satellite images with a high reliability.
DETECTING ANOMALY REGIONS IN SATELLITE IMAGE TIME SERIES BASED ON SESAONAL AUTOCORRELATION ANALYSIS
Directory of Open Access Journals (Sweden)
Z.-G. Zhou
2016-06-01
Full Text Available Anomaly regions in satellite images can reflect unexpected changes of land cover caused by flood, fire, landslide, etc. Detecting anomaly regions in satellite image time series is important for studying the dynamic processes of land cover changes as well as for disaster monitoring. Although several methods have been developed to detect land cover changes using satellite image time series, they are generally designed for detecting inter-annual or abrupt land cover changes, but are not focusing on detecting spatial-temporal changes in continuous images. In order to identify spatial-temporal dynamic processes of unexpected changes of land cover, this study proposes a method for detecting anomaly regions in each image of satellite image time series based on seasonal autocorrelation analysis. The method was validated with a case study to detect spatial-temporal processes of a severe flooding using Terra/MODIS image time series. Experiments demonstrated the advantages of the method that (1 it can effectively detect anomaly regions in each of satellite image time series, showing spatial-temporal varying process of anomaly regions, (2 it is flexible to meet some requirement (e.g., z-value or significance level of detection accuracies with overall accuracy being up to 89% and precision above than 90%, and (3 it does not need time series smoothing and can detect anomaly regions in noisy satellite images with a high reliability.
Cavanagh, Sean E; Wallis, Joni D; Kennerley, Steven W; Hunt, Laurence T
2016-01-01
Correlates of value are routinely observed in the prefrontal cortex (PFC) during reward-guided decision making. In previous work (Hunt et al., 2015), we argued that PFC correlates of chosen value are a consequence of varying rates of a dynamical evidence accumulation process. Yet within PFC, there is substantial variability in chosen value correlates across individual neurons. Here we show that this variability is explained by neurons having different temporal receptive fields of integration, indexed by examining neuronal spike rate autocorrelation structure whilst at rest. We find that neurons with protracted resting temporal receptive fields exhibit stronger chosen value correlates during choice. Within orbitofrontal cortex, these neurons also sustain coding of chosen value from choice through the delivery of reward, providing a potential neural mechanism for maintaining predictions and updating stored values during learning. These findings reveal that within PFC, variability in temporal specialisation across neurons predicts involvement in specific decision-making computations. DOI: http://dx.doi.org/10.7554/eLife.18937.001 PMID:27705742
Tsalach, A.; Metzger, Y.; Breskin, I.; Zeitak, R.; Shechter, R.
2014-03-01
Development of techniques for continuous measurement of regional blood flow, and in particular cerebral blood flow (CBF), is essential for monitoring critical care patients. Recently, a novel technique, based on ultrasound modulation of light was developed for non-invasive, continuous CBF monitoring (termed ultrasound-tagged light (UTL or UT-NIRS)), and shown to correlate with readings of 133 Xe SPECT1 and laser Doppler2. Coherent light is introduced into the tissue concurrently with an Ultrasound (US) field. Displacement of scattering centers within the sampled volume induced by Brownian motion, blood flow and the US field affects the photons' temporal correlation. Hence, the temporal fluctuations of the obtained speckle pattern provide dynamic information about the blood flow. We developed a comprehensive simulation, combining the effects of Brownian motion, US and flow on the obtained speckle pattern. Photons trajectories within the tissue are generated using a Monte-Carlo based model. Then, the temporal changes in the optical path due to displacement of scattering centers are determined, and the corresponding interference pattern over time is derived. Finally, the light intensity autocorrelation function of a single speckle is calculated, from which the tissue decorrelation time is determined. The simulation's results are compared with in-vitro experiments, using a digital correlator, demonstrating decorrelation time prediction within the 95% confidence interval. This model may assist in the development of optical based methods for blood flow measurements and particularly, in methods using the acousto-optic effect.
Seismic Spatial Autocorrelation as a Technique to Track Changes in the Permafrost Active Layer
Abbott, R. E.
2013-12-01
We present preliminary results from an effort to continuously track freezing and thawing of the permafrost active layer using a small-aperture seismic array. The 7-element array of three-component posthole seismometers is installed on permafrost at Poker Flat Research Range, near Fairbanks, Alaska. The array is configured in two three-station circles with 75 and 25 meter radii that share a common center station. This configuration is designed to resolve omnidirectional, high-frequency seismic microtremor (i.e. ambient noise). Microtremor is continuously monitored and the data are processed using the spatial autocorrelation (SPAC) method. The resulting SPAC coefficients are then inverted for shear-wave velocity structure versus depth. Thawed active-layer soils have a much slower seismic velocity than frozen soils, allowing us to track the depth and intensity of thawing. Persistent monitoring on a permanent array would allow for a way to investigate year-to-year changes without costly site visits. Results from the seismic array will compared to, and correlated with, other measurement techniques, such as physical probing and remote sensing methods. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
SPEECH ENHANCEMENT BASED ON DYNAMIC NOISE ESTIMATION WITHIN AUTO-CORRELATION DOMAIN
Institute of Scientific and Technical Information of China (English)
吴亚栋; 吴旭辉
2002-01-01
Most noise suppression algorithms of single channel use the mean of noisy segments to estimate the characteristics of noise spectrum, ignoring the estimation of noise in speech segments. Therefore, when the energy level of noise varies with the time, the performance of removing noise will be degraded. To solve this problem, a speech enhancement approach based on dynamic noise estimation within correlation domain was proposed. This method exploits the characteristics that noise energy mainly concentrates on 0 th-order correlation coefficients, signal is auto-correlated but signal and noise, noise and noise are uncorrelated, then estimates and decomposes the noise, thus helps to solve the above-mentioned problem. The results of recognition experiments on speech signals of 15 Chinese cities' names corrupted by noise of exhibition hall shows, this approach is better than SS (Spectral Subtraction) method, adapts better to the variances of energy levels of speech signal corrupted by noise, has some practicability to improve the robustness of recognition systems under noisy environment.
Numerical Toy-Model Calculation of the Nucleon Spin Autocorrelation Function in a Supernova Core
Raffelt, G G; Raffelt, Georg; Sigl, Guenter
1999-01-01
We develop a simple model for the evolution of a nucleon spin in a hot and dense nuclear medium. A given nucleon is limited to one-dimensional motion in a distribution of external, spin-dependent scattering potentials. We calculate the nucleon spin autocorrelation function numerically for a variety of potential densities and distributions which are meant to bracket realistic conditions in a supernova core. For all plausible configurations the width of the spin-density structure function is found to be less than the temperature. This is in contrast with a naive perturbative calculation based on the one-pion exchange potential which overestimates the width and thus suggests a large suppression of the neutrino opacities by nucleon spin fluctuations. Our results suggest that it may be justified to neglect the collisional broadening of the spin-density structure function for the purpose of estimating the neutrino opacities in the deep inner core of a supernova. On the other hand, we find no indication that process...
Glaz, Joseph
2009-01-01
Suitable for graduate students and researchers in applied probability and statistics, as well as for scientists in biology, computer science, pharmaceutical science and medicine, this title brings together a collection of chapters illustrating the depth and diversity of theory, methods and applications in the area of scan statistics.
Petocz, Peter; Sowey, Eric
2008-01-01
In this article, the authors focus on hypothesis testing--that peculiarly statistical way of deciding things. Statistical methods for testing hypotheses were developed in the 1920s and 1930s by some of the most famous statisticians, in particular Ronald Fisher, Jerzy Neyman and Egon Pearson, who laid the foundations of almost all modern methods of…
Lyons, L
2016-01-01
Accelerators and detectors are expensive, both in terms of money and human effort. It is thus important to invest effort in performing a good statistical anal- ysis of the data, in order to extract the best information from it. This series of five lectures deals with practical aspects of statistical issues that arise in typical High Energy Physics analyses.
A Statistical Toolbox For Mining And Modeling Spatial Data
Directory of Open Access Journals (Sweden)
D’Aubigny Gérard
2016-12-01
Full Text Available Most data mining projects in spatial economics start with an evaluation of a set of attribute variables on a sample of spatial entities, looking for the existence and strength of spatial autocorrelation, based on the Moran’s and the Geary’s coefficients, the adequacy of which is rarely challenged, despite the fact that when reporting on their properties, many users seem likely to make mistakes and to foster confusion. My paper begins by a critical appraisal of the classical definition and rational of these indices. I argue that while intuitively founded, they are plagued by an inconsistency in their conception. Then, I propose a principled small change leading to corrected spatial autocorrelation coefficients, which strongly simplifies their relationship, and opens the way to an augmented toolbox of statistical methods of dimension reduction and data visualization, also useful for modeling purposes. A second section presents a formal framework, adapted from recent work in statistical learning, which gives theoretical support to our definition of corrected spatial autocorrelation coefficients. More specifically, the multivariate data mining methods presented here, are easily implementable on the existing (free software, yield methods useful to exploit the proposed corrections in spatial data analysis practice, and, from a mathematical point of view, whose asymptotic behavior, already studied in a series of papers by Belkin & Niyogi, suggests that they own qualities of robustness and a limited sensitivity to the Modifiable Areal Unit Problem (MAUP, valuable in exploratory spatial data analysis.
Watkins, J.; Loftsson, J.; Tyler, S.
1985-01-01
A binary sequence of period 60 has been discovered which in some respects has better autocorrelation properties than the Barker sequence of period 13. When both sequences are processed using appropriate sidelobe-eliminating mismatched filters, the Barker sequence's main lobe is reduced by a factor of 1.040 or 0.17 dB, while the new sequence's main lobe is reduced by a factor of only 1.035 or 0.15 dB. This sequence is the first counterexample known to the authors of the hypothesis that the autocorrelation properties of all sequences of periods greater than 13 are inferior to those of the Barker period-13 sequences. Sequences of this type are very useful in radar and deep space communications, especially in situations where there is an adverse signal to noise ratio.
Ross, Sheldon M
2005-01-01
In this revised text, master expositor Sheldon Ross has produced a unique work in introductory statistics. The text's main merits are the clarity of presentation, contemporary examples and applications from diverse areas, and an explanation of intuition and ideas behind the statistical methods. To quote from the preface, ""It is only when a student develops a feel or intuition for statistics that she or he is really on the path toward making sense of data."" Ross achieves this goal through a coherent mix of mathematical analysis, intuitive discussions and examples.* Ross's clear writin
Ross, Sheldon M
2010-01-01
In this 3rd edition revised text, master expositor Sheldon Ross has produced a unique work in introductory statistics. The text's main merits are the clarity of presentation, contemporary examples and applications from diverse areas, and an explanation of intuition and ideas behind the statistical methods. Concepts are motivated, illustrated and explained in a way that attempts to increase one's intuition. To quote from the preface, ""It is only when a student develops a feel or intuition for statistics that she or he is really on the path toward making sense of data."" Ross achieves this
Feiveson, Alan H.; Foy, Millennia; Ploutz-Snyder, Robert; Fiedler, James
2014-01-01
Do you have elevated p-values? Is the data analysis process getting you down? Do you experience anxiety when you need to respond to criticism of statistical methods in your manuscript? You may be suffering from Insufficient Statistical Support Syndrome (ISSS). For symptomatic relief of ISSS, come for a free consultation with JSC biostatisticians at our help desk during the poster sessions at the HRP Investigators Workshop. Get answers to common questions about sample size, missing data, multiple testing, when to trust the results of your analyses and more. Side effects may include sudden loss of statistics anxiety, improved interpretation of your data, and increased confidence in your results.
Wannier, Gregory H
2010-01-01
Until recently, the field of statistical physics was traditionally taught as three separate subjects: thermodynamics, statistical mechanics, and kinetic theory. This text, a forerunner in its field and now a classic, was the first to recognize the outdated reasons for their separation and to combine the essentials of the three subjects into one unified presentation of thermal physics. It has been widely adopted in graduate and advanced undergraduate courses, and is recommended throughout the field as an indispensable aid to the independent study and research of statistical physics.Designed for
Blakemore, J S
1962-01-01
Semiconductor Statistics presents statistics aimed at complementing existing books on the relationships between carrier densities and transport effects. The book is divided into two parts. Part I provides introductory material on the electron theory of solids, and then discusses carrier statistics for semiconductors in thermal equilibrium. Of course a solid cannot be in true thermodynamic equilibrium if any electrical current is passed; but when currents are reasonably small the distribution function is but little perturbed, and the carrier distribution for such a """"quasi-equilibrium"""" co
Korneta, W.; Pytel, Z.
1988-07-01
A three-dimensional semi-infinite system with strong uniaxial anisotropy ina transverse field is considered. The behaviour of the local autocorrelation time for the component of the order parameter in the direction parallel to the easy axis near the second-order phase transition for this component induced by the transverse field is given. The effect of the surface on this behaviour is discussed. The Landau approximation is used.
Sawa, Michal
2014-01-01
We present an original and novel method based on random matrix approach that enables to distinguish the respective role of temporal autocorrelations inside given time series and cross correlations between various time series. The proposed algorithm is based on properties of Wigner eigenspectrum of random matrices instead of commonly used Wishart eigenspectrum methodology. The proposed approach is then qualitatively and quantitatively applied to financial data in stocks building WIG (Warsaw Stock Exchange Index).
On a Connection between Ideal Two-level Autocorrelation and Almost Balancedness of $p$-ary Sequences
Borissov, Yuri L
2011-01-01
In this correspondence, for every periodic $p-$ary sequence satisfying ideal two-level autocorrelation property the existence of an element of the field ${\\bf GF}(p)$ which appears one time less than all the rest that are equally distributed in a period of that sequence, is proved by algebraic method. In addition, it is shown that such a special element might not be only the zero element but as well arbitrary element of that field.
Li, Ming; Zhang, Peidong; Leng, Jianxing
2016-03-01
This article presents an improved autocorrelation correlation function (ACF) regression method of estimating the Hurst parameter of a time series with long-range dependence (LRD) by using golden section search (GSS). We shall show that the present method is substantially efficient than the conventional ACF regression method of H estimation. Our research uses fractional Gaussian noise as a data case but the method introduced is applicable to time series with LRD in general.
Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates
Yashkir, Olga; Yashkir, Yuriy
2003-01-01
Many financial products sensitive to daily rate changes dictate the importance of adequate modelling of short-term rates. Their intrinsic properties are investigated based on historical market data. A new short-term rate model with the non-Gaussian random driver and auto-correlation factors is introduced. Special calibration procedures for the model are presented.Short-term rate stochastic dynamics are investigated in several numerical experiments.
The Surveillance, Epidemiology, and End Results (SEER) Program of the National Cancer Institute works to provide information on cancer statistics in an effort to reduce the burden of cancer among the U.S. population.
... Resources Conducting Clinical Trials Statistical Tools and Data Terminology Resources NCI Data Catalog Cryo-EM NCI's Role ... Contacts Other Funding Find NCI funding for small business innovation, technology transfer, and contracts Training Cancer Training ...
U.S. Department of Health & Human Services — The CMS Center for Strategic Planning produces an annual CMS Statistics reference booklet that provides a quick reference for summary information about health...
DEFF Research Database (Denmark)
Tryggestad, Kjell
2004-01-01
The study aims is to describe how the inclusion and exclusion of materials and calculative devices construct the boundaries and distinctions between statistical facts and artifacts in economics. My methodological approach is inspired by John Graunt's (1667) Political arithmetic and more recent work...... within constructivism and the field of Science and Technology Studies (STS). The result of this approach is here termed reversible statistics, reconstructing the findings of a statistical study within economics in three different ways. It is argued that all three accounts are quite normal, albeit...... in different ways. The presence and absence of diverse materials, both natural and political, is what distinguishes them from each other. Arguments are presented for a more symmetric relation between the scientific statistical text and the reader. I will argue that a more symmetric relation can be achieved...
Energy Technology Data Exchange (ETDEWEB)
Wendelberger, Laura Jean [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2017-08-08
In large datasets, it is time consuming or even impossible to pick out interesting images. Our proposed solution is to find statistics to quantify the information in each image and use those to identify and pick out images of interest.
Department of Homeland Security — Accident statistics available on the Coast Guard’s website by state, year, and one variable to obtain tables and/or graphs. Data from reports has been loaded for...
Serdobolskii, Vadim Ivanovich
2007-01-01
This monograph presents mathematical theory of statistical models described by the essentially large number of unknown parameters, comparable with sample size but can also be much larger. In this meaning, the proposed theory can be called "essentially multiparametric". It is developed on the basis of the Kolmogorov asymptotic approach in which sample size increases along with the number of unknown parameters.This theory opens a way for solution of central problems of multivariate statistics, which up until now have not been solved. Traditional statistical methods based on the idea of an infinite sampling often break down in the solution of real problems, and, dependent on data, can be inefficient, unstable and even not applicable. In this situation, practical statisticians are forced to use various heuristic methods in the hope the will find a satisfactory solution.Mathematical theory developed in this book presents a regular technique for implementing new, more efficient versions of statistical procedures. ...
Amirataee, Babak; Montaseri, Majid; Sanikhani, Hadi
2016-10-01
Reference evapotranspiration (ET0) is considered a key parameter for evaluating the climatic changes as well as spatial and temporal patterns of parameters influencing the eco-hydrological processes. The analysis of trend variations of this index can be used to determine appropriate strategies in planning and management of water resources. In this paper, the trend variations of monthly and annual ET0 in Urmia Lake basin, located in the northwest of Iran, have been analyzed using data from 14 synoptic stations in the study area. Regarding the significant effect of autocorrelation coefficients with different lags on trend variations of ET0, this paper has resorted to modified Mann-Kendall test via eliminating the significance effect of autocorrelation coefficients with different lags to analyze the trend variations. Furthermore, Theil-Sen estimator has been used to determine the slope of trend line of ET0. The results indicated an increasing trend in ET0 values at all the studied stations. Having used the modified Mann-Kendall test, the values of significant increasing (positive) trend, which were estimated using common Mann-Kendall test, dramatically decreased. As such, the values of only 7 stations have been significant at 95 % level. The results confirmed the need for eliminating the significance effect of autocorrelation coefficients with different lags to determine and evaluate the trend of hydrological variables.
Mattsson, Brady J; Zipkin, Elise F; Gardner, Beth; Blank, Peter J; Sauer, John R; Royle, J Andrew
2013-01-01
Understanding interactions between mobile species distributions and landcover characteristics remains an outstanding challenge in ecology. Multiple factors could explain species distributions including endogenous evolutionary traits leading to conspecific clustering and endogenous habitat features that support life history requirements. Birds are a useful taxon for examining hypotheses about the relative importance of these factors among species in a community. We developed a hierarchical Bayes approach to model the relationships between bird species occupancy and local landcover variables accounting for spatial autocorrelation, species similarities, and partial observability. We fit alternative occupancy models to detections of 90 bird species observed during repeat visits to 316 point-counts forming a 400-m grid throughout the Patuxent Wildlife Research Refuge in Maryland, USA. Models with landcover variables performed significantly better than our autologistic and null models, supporting the hypothesis that local landcover heterogeneity is important as an exogenous driver for species distributions. Conspecific clustering alone was a comparatively poor descriptor of local community composition, but there was evidence for spatial autocorrelation in all species. Considerable uncertainty remains whether landcover combined with spatial autocorrelation is most parsimonious for describing bird species distributions at a local scale. Spatial structuring may be weaker at intermediate scales within which dispersal is less frequent, information flows are localized, and landcover types become spatially diversified and therefore exhibit little aggregation. Examining such hypotheses across species assemblages contributes to our understanding of community-level associations with conspecifics and landscape composition.
Directory of Open Access Journals (Sweden)
Brady J Mattsson
Full Text Available Understanding interactions between mobile species distributions and landcover characteristics remains an outstanding challenge in ecology. Multiple factors could explain species distributions including endogenous evolutionary traits leading to conspecific clustering and endogenous habitat features that support life history requirements. Birds are a useful taxon for examining hypotheses about the relative importance of these factors among species in a community. We developed a hierarchical Bayes approach to model the relationships between bird species occupancy and local landcover variables accounting for spatial autocorrelation, species similarities, and partial observability. We fit alternative occupancy models to detections of 90 bird species observed during repeat visits to 316 point-counts forming a 400-m grid throughout the Patuxent Wildlife Research Refuge in Maryland, USA. Models with landcover variables performed significantly better than our autologistic and null models, supporting the hypothesis that local landcover heterogeneity is important as an exogenous driver for species distributions. Conspecific clustering alone was a comparatively poor descriptor of local community composition, but there was evidence for spatial autocorrelation in all species. Considerable uncertainty remains whether landcover combined with spatial autocorrelation is most parsimonious for describing bird species distributions at a local scale. Spatial structuring may be weaker at intermediate scales within which dispersal is less frequent, information flows are localized, and landcover types become spatially diversified and therefore exhibit little aggregation. Examining such hypotheses across species assemblages contributes to our understanding of community-level associations with conspecifics and landscape composition.
Dib, R F A; Ould-Kaddour, F; Levesque, D
2006-07-01
Numerous theoretical and numerical works have been devoted to the study of the algebraic decrease at large times of the velocity autocorrelation function of particles in a fluid. The derivation of this behavior, the so-called long-time tail, generally based on linearized hydrodynamics, makes no reference to any specific characteristic of the particle interactions. However, in the literature doubts have been expressed about the possibility that by numerical simulations the long-time tail can be observed in the whole fluid phase domain of systems in which the particles interact by soft-core and attractive pair potentials. In this work, extensive and accurate molecular-dynamics simulations establish that the predicted long-time tail of the velocity autocorrelation function exists in a low-density fluid of particles interacting by a soft-repulsive potential and near the liquid-gas critical point of a Lennard-Jones system. These results contribute to the confirmation that the algebraic decay of the velocity autocorrelation function is universal in these fluid systems.
Mattsson, Brady J.; Zipkin, Elise F.; Gardner, Beth; Blank, Peter J.; Sauer, John R.; Royle, J. Andrew
2013-01-01
Understanding interactions between mobile species distributions and landcover characteristics remains an outstanding challenge in ecology. Multiple factors could explain species distributions including endogenous evolutionary traits leading to conspecific clustering and endogenous habitat features that support life history requirements. Birds are a useful taxon for examining hypotheses about the relative importance of these factors among species in a community. We developed a hierarchical Bayes approach to model the relationships between bird species occupancy and local landcover variables accounting for spatial autocorrelation, species similarities, and partial observability. We fit alternative occupancy models to detections of 90 bird species observed during repeat visits to 316 point-counts forming a 400-m grid throughout the Patuxent Wildlife Research Refuge in Maryland, USA. Models with landcover variables performed significantly better than our autologistic and null models, supporting the hypothesis that local landcover heterogeneity is important as an exogenous driver for species distributions. Conspecific clustering alone was a comparatively poor descriptor of local community composition, but there was evidence for spatial autocorrelation in all species. Considerable uncertainty remains whether landcover combined with spatial autocorrelation is most parsimonious for describing bird species distributions at a local scale. Spatial structuring may be weaker at intermediate scales within which dispersal is less frequent, information flows are localized, and landcover types become spatially diversified and therefore exhibit little aggregation. Examining such hypotheses across species assemblages contributes to our understanding of community-level associations with conspecifics and landscape composition.
Contrast biases the autocorrelation phase shift estimation in Doppler tissue imaging.
Ressner, Marcus; Jansson, Tomas; Cedefamn, Jonny; Ask, Per; Janerot-Sjoberg, Birgitta
2009-03-01
Quantitative assessment of regional myocardial function at rest and during stress with Doppler tissue imaging (DTI) plays an important role in daily routine echocardiography. However, reliable visual analysis is largely dependent on image quality and adequate border delineation, which still remains a challenge in a significant number of patients. In this respect, an ultrasound contrast agent (UCA) is often used to improve visualization in patients with suboptimal image quality. The knowledge of how DTI measurements will be affected by UCA present in the tissue is therefore of significant importance for an accurate interpretation of local myocardial motion. The aim of this paper was to investigate how signal contribution from UCA and nonlinear wave propagation influence the performance of the autocorrelation phase shift estimator used for DTI applications. Our results are based on model experiments with a clinical 2-D grayscale scanner and computational simulations of the DTI velocity estimator for synthetically-derived pulses, simulated bubble echoes and experimentally-sampled RF data of transmitted pulses and backscattered contrast echoes. The results show that destruction of UCA present in the tissue will give rise to an apparent bidirectional velocity bias of individual velocity estimates, but that spatial averaging of individual velocity measurements within a region-of-interest will result in a negative bias (away from the transducer) of the estimated mean or mean peak velocity. The UCA destruction will also have a significant impact on the measured integrated mean velocity over time, i.e., displacement. To achieve improved visualization with UCA during DTI-examinations, we either recommend that it is performed at low acoustic powers, mechanical index
Zamani, Reza; Mirabbasi, Rasoul; Abdollahi, Sajjad; Jhajharia, Deepak
2017-07-01
Due to the substantial decrease of water resources as well as the increase in demand and climate change phenomenon, analyzing the trend of hydrological parameters is of paramount importance. In the present study, investigations were carried out to identify the trends in streamflow at 20 hydrometric stations and 11 rainfall gauging stations located in Karkheh River Basin (KRB), Iran, in monthly, seasonal, and annual time scales during the last 38 years from 1974 to 2011. This study has been conducted using two versions of Mann-Kendall tests, including (i) Mann-Kendall test by considering all the significant autocorrelation structure (MK3) and (ii) Mann-Kendall test by considering LTP and Hurst coefficient (MK4). The results indicate that the KRB streamflow trend (using both test versions) has decreased in all three time scales. There is a significant decreasing trend in 78 and 73 % of the monthly cases using the MK3 and MK4 tests, respectively, while these percentages changed to 80 and 70 % on seasonal and annual time scales, respectively. Investigation of the trend line slope using Theil-Sen's estimator showed a negative trend in all three time scales. The use of MK4 test instead of the MK3 test has caused a decrease in the significance level of Mann-Kendall Z-statistic values. The results of the precipitation trends indicate both increasing and decreasing trends. Also, the correlation between the area average streamflow and precipitation shows a strong correlation in annual time scale in the KRB.
Jana, Madhusudan
2015-01-01
Statistical mechanics is self sufficient, written in a lucid manner, keeping in mind the exam system of the universities. Need of study this subject and its relation to Thermodynamics is discussed in detail. Starting from Liouville theorem gradually, the Statistical Mechanics is developed thoroughly. All three types of Statistical distribution functions are derived separately with their periphery of applications and limitations. Non-interacting ideal Bose gas and Fermi gas are discussed thoroughly. Properties of Liquid He-II and the corresponding models have been depicted. White dwarfs and condensed matter physics, transport phenomenon - thermal and electrical conductivity, Hall effect, Magneto resistance, viscosity, diffusion, etc. are discussed. Basic understanding of Ising model is given to explain the phase transition. The book ends with a detailed coverage to the method of ensembles (namely Microcanonical, canonical and grand canonical) and their applications. Various numerical and conceptual problems ar...
Schwabl, Franz
2006-01-01
The completely revised new edition of the classical book on Statistical Mechanics covers the basic concepts of equilibrium and non-equilibrium statistical physics. In addition to a deductive approach to equilibrium statistics and thermodynamics based on a single hypothesis - the form of the microcanonical density matrix - this book treats the most important elements of non-equilibrium phenomena. Intermediate calculations are presented in complete detail. Problems at the end of each chapter help students to consolidate their understanding of the material. Beyond the fundamentals, this text demonstrates the breadth of the field and its great variety of applications. Modern areas such as renormalization group theory, percolation, stochastic equations of motion and their applications to critical dynamics, kinetic theories, as well as fundamental considerations of irreversibility, are discussed. The text will be useful for advanced students of physics and other natural sciences; a basic knowledge of quantum mechan...
Tsuneda, Akio; Miyazaki, Yasunori; ツネダ, アキオ; ミヤザキ, ヤスノリ; 常田, 明夫; 宮崎, 靖規
2010-01-01
Spreading sequences with appropriate negative auto-correlation can reduce average multiple access interference (MAI) in asynchronous DS/CDMA systems compared with the conventional Gold Sequences generated by linear feedback shift registers (LFSRs). We design spreading sequences with negative auto-correlation based on Gold sequences and the chaos theory for the Bernoulli map. By computer simulations, we evaluate BER performances of asynchronous DS/CDMA systems using the proposed sequences.
Rohatgi, Vijay K
2003-01-01
Unified treatment of probability and statistics examines and analyzes the relationship between the two fields, exploring inferential issues. Numerous problems, examples, and diagrams--some with solutions--plus clear-cut, highlighted summaries of results. Advanced undergraduate to graduate level. Contents: 1. Introduction. 2. Probability Model. 3. Probability Distributions. 4. Introduction to Statistical Inference. 5. More on Mathematical Expectation. 6. Some Discrete Models. 7. Some Continuous Models. 8. Functions of Random Variables and Random Vectors. 9. Large-Sample Theory. 10. General Meth
Mandl, Franz
1988-01-01
The Manchester Physics Series General Editors: D. J. Sandiford; F. Mandl; A. C. Phillips Department of Physics and Astronomy, University of Manchester Properties of Matter B. H. Flowers and E. Mendoza Optics Second Edition F. G. Smith and J. H. Thomson Statistical Physics Second Edition E. Mandl Electromagnetism Second Edition I. S. Grant and W. R. Phillips Statistics R. J. Barlow Solid State Physics Second Edition J. R. Hook and H. E. Hall Quantum Mechanics F. Mandl Particle Physics Second Edition B. R. Martin and G. Shaw The Physics of Stars Second Edition A. C. Phillips Computing for Scient
Levine-Wissing, Robin
2012-01-01
All Access for the AP® Statistics Exam Book + Web + Mobile Everything you need to prepare for the Advanced Placement® exam, in a study system built around you! There are many different ways to prepare for an Advanced Placement® exam. What's best for you depends on how much time you have to study and how comfortable you are with the subject matter. To score your highest, you need a system that can be customized to fit you: your schedule, your learning style, and your current level of knowledge. This book, and the online tools that come with it, will help you personalize your AP® Statistics prep
Freund, Rudolf J; Wilson, William J
2010-01-01
Statistical Methods, 3e provides students with a working introduction to statistical methods offering a wide range of applications that emphasize the quantitative skills useful across many academic disciplines. This text takes a classic approach emphasizing concepts and techniques for working out problems and intepreting results. The book includes research projects, real-world case studies, numerous examples and data exercises organized by level of difficulty. This text requires that a student be familiar with algebra. New to this edition: NEW expansion of exercises a
Davidson, Norman
2003-01-01
Clear and readable, this fine text assists students in achieving a grasp of the techniques and limitations of statistical mechanics. The treatment follows a logical progression from elementary to advanced theories, with careful attention to detail and mathematical development, and is sufficiently rigorous for introductory or intermediate graduate courses.Beginning with a study of the statistical mechanics of ideal gases and other systems of non-interacting particles, the text develops the theory in detail and applies it to the study of chemical equilibrium and the calculation of the thermody
Energy Technology Data Exchange (ETDEWEB)
NONE
1998-12-31
For the year 1997 and 1998, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually includes also historical time series over a longer period (see e.g. Energiatilastot 1997, Statistics Finland, Helsinki 1998, ISSN 0784-3165). The inside of the Review`s back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO{sub 2}-emissions, Electricity supply, Energy imports by country of origin in January-September 1998, Energy exports by recipient country in January-September 1998, Consumer prices of liquid fuels, Consumer prices of hard coal, Natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, Value added taxes and fiscal charges and fees included in consumer prices of some energy sources, Energy taxes and precautionary stock fees, pollution fees on oil products
Energy Technology Data Exchange (ETDEWEB)
NONE
1998-12-31
For the year 1997 and 1998, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually includes also historical time series over a longer period (see e.g. Energiatilastot 1996, Statistics Finland, Helsinki 1997, ISSN 0784-3165). The inside of the Review`s back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO{sub 2}-emissions, Electricity supply, Energy imports by country of origin in January-June 1998, Energy exports by recipient country in January-June 1998, Consumer prices of liquid fuels, Consumer prices of hard coal, Natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, Value added taxes and fiscal charges and fees included in consumer prices of some energy sources, Energy taxes and precautionary stock fees, pollution fees on oil products
Gallavotti, Giovanni
2011-01-01
C. Cercignani: A sketch of the theory of the Boltzmann equation.- O.E. Lanford: Qualitative and statistical theory of dissipative systems.- E.H. Lieb: many particle Coulomb systems.- B. Tirozzi: Report on renormalization group.- A. Wehrl: Basic properties of entropy in quantum mechanics.
Dong, Fang
1999-09-01
The research described in this dissertation is related to characterization of tissue microstructure using a system- independent spatial autocorrelation function (SAF). The function was determined using a reference phantom method, which employed a well-defined ``point- scatterer'' reference phantom to account for instrumental factors. The SAF's were estimated for several tissue-mimicking (TM) phantoms and fresh dog livers. Both phantom tests and in vitro dog liver measurements showed that the reference phantom method is relatively simple and fairly accurate, providing the bandwidth of the measurement system is sufficient for the size of the scatterer being involved in the scattering process. Implementation of this method in clinical scanner requires that distortions from patient's body wall be properly accounted for. The SAF's were estimated for two phantoms with body-wall-like distortions. The experimental results demonstrated that body wall distortions have little effect if echo data are acquired from a large scattering volume. One interesting application of the SAF is to form a ``scatterer size image''. The scatterer size image may help providing diagnostic tools for those diseases in which the tissue microstructure is different from the normal. Another method, the BSC method, utilizes information contained in the frequency dependence of the backscatter coefficient to estimate the scatterer size. The SAF technique produced accurate scatterer size images of homogeneous TM phantoms and the BSC method was capable of generating accurate size images for heterogeneous phantoms. In the scatterer size image of dog kidneys, the contrast-to-noise-ratio (CNR) between renal cortex and medulla was improved dramatically compared to the gray- scale image. The effect of nonlinear propagation was investigated by using a custom-designed phantom with overlaying TM fat layer. The results showed that the correlation length decreased when the transmitting power increased. The
Directory of Open Access Journals (Sweden)
Daniel R. Shanahan
2016-03-01
. The impact factor of the journal in which a reporting statement was published was shown to influence the number of citations that statement will gather over time. Similarly, the number of article accesses also influenced the number of citations, although to a lesser extent than the impact factor. This demonstrates that citation counts are not purely a reflection of scientific merit and the impact factor is, in fact, auto-correlated.
Shanahan, Daniel R
2016-01-01
journal in which a reporting statement was published was shown to influence the number of citations that statement will gather over time. Similarly, the number of article accesses also influenced the number of citations, although to a lesser extent than the impact factor. This demonstrates that citation counts are not purely a reflection of scientific merit and the impact factor is, in fact, auto-correlated.
Statistical dynamo theory: Mode excitation.
Hoyng, P
2009-04-01
We compute statistical properties of the lowest-order multipole coefficients of the magnetic field generated by a dynamo of arbitrary shape. To this end we expand the field in a complete biorthogonal set of base functions, viz. B= summation operator_{k}a;{k}(t)b;{k}(r) . The properties of these biorthogonal function sets are treated in detail. We consider a linear problem and the statistical properties of the fluid flow are supposed to be given. The turbulent convection may have an arbitrary distribution of spatial scales. The time evolution of the expansion coefficients a;{k} is governed by a stochastic differential equation from which we infer their averages a;{k} , autocorrelation functions a;{k}(t)a;{k *}(t+tau) , and an equation for the cross correlations a;{k}a;{l *} . The eigenfunctions of the dynamo equation (with eigenvalues lambda_{k} ) turn out to be a preferred set in terms of which our results assume their simplest form. The magnetic field of the dynamo is shown to consist of transiently excited eigenmodes whose frequency and coherence time is given by Ilambda_{k} and -1/Rlambda_{k} , respectively. The relative rms excitation level of the eigenmodes, and hence the distribution of magnetic energy over spatial scales, is determined by linear theory. An expression is derived for |a;{k}|;{2}/|a;{0}|;{2} in case the fundamental mode b;{0} has a dominant amplitude, and we outline how this expression may be evaluated. It is estimated that |a;{k}|;{2}/|a;{0}|;{2} approximately 1/N , where N is the number of convective cells in the dynamo. We show that the old problem of a short correlation time (or first-order smoothing approximation) has been partially eliminated. Finally we prove that for a simple statistically steady dynamo with finite resistivity all eigenvalues obey Rlambda_{k}<0 .
Natrella, Mary Gibbons
2005-01-01
Formulated to assist scientists and engineers engaged in army ordnance research and development programs, this well-known and highly regarded handbook is a ready reference for advanced undergraduate and graduate students as well as for professionals seeking engineering information and quantitative data for designing, developing, constructing, and testing equipment. Topics include characterizing and comparing the measured performance of a material, product, or process; general considerations in planning experiments; statistical techniques for analyzing extreme-value data; use of transformations
Meneghetti, M; Dahle, H; Limousin, M
2013-01-01
The existence of an arc statistics problem was at the center of a strong debate in the last fifteen years. With the aim to clarify if the optical depth for giant gravitational arcs by galaxy clusters in the so called concordance model is compatible with observations, several studies were carried out which helped to significantly improve our knowledge of strong lensing clusters, unveiling their extremely complex internal structure. In particular, the abundance and the frequency of strong lensing events like gravitational arcs turned out to be a potentially very powerful tool to trace the structure formation. However, given the limited size of observational and theoretical data-sets, the power of arc statistics as a cosmological tool has been only minimally exploited so far. On the other hand, the last years were characterized by significant advancements in the field, and several cluster surveys that are ongoing or planned for the near future seem to have the potential to make arc statistics a competitive cosmo...
Energy Technology Data Exchange (ETDEWEB)
Rompotis, Dimitrios
2016-02-15
In this work, a single-shot temporal metrology scheme operating in the vacuum-extreme ultraviolet spectral range has been designed and experimentally implemented. Utilizing an anti-collinear geometry, a second-order intensity autocorrelation measurement of a vacuum ultraviolet pulse can be performed by encoding temporal delay information on the beam propagation coordinate. An ion-imaging time-of-flight spectrometer, offering micrometer resolution has been set-up for this purpose. This instrument enables the detection of a magnified image of the spatial distribution of ions exclusively generated by direct two-photon absorption in the combined counter-propagating pulse focus and thus obtain the second-order intensity autocorrelation measurement on a single-shot basis. Additionally, an intense VUV light source based on high-harmonic generation has been experimentally realized. It delivers intense sub-20 fs Ti:Sa fifth-harmonic pulses utilizing a loose-focusing geometry in a long Ar gas cell. The VUV pulses centered at 161.8 nm reach pulse energies of 1.1 μJ per pulse, while the corresponding pulse duration is measured with a second-order, fringe-resolved autocorrelation scheme to be 18 ± 1 fs on average. Non-resonant, two-photon ionization of Kr and Xe and three-photon ionization of Ne verify the fifth-harmonic pulse intensity and indicate the feasibility of multi-photon VUV pump/VUV probe studies of ultrafast atomic and molecular dynamics. Finally, the extended functionally of the counter-propagating pulse metrology approach is demonstrated by a single-shot VUV pump/VUV probe experiment aiming at the investigation of ultrafast dissociation dynamics of O{sub 2} excited in the Schumann-Runge continuum at 162 nm.
Directory of Open Access Journals (Sweden)
Karin Kandananond
2013-06-01
Full Text Available This research aims to evaluate the performance of the exponentially weighted moving average (EWMA control chart under the situation that the observations are autocorrelated. Three autoregressive integrated moving average (ARIMA models, AR (1, ARMA (1, 1 and IMA (1, 1, and a step func tion were utilized to characterize the process model. The auto correlated observations were monitored by the exponentially weighted moving average (EWMA chart and the average run length (ARL was used as the performance index. A response surface method, Box- Behnken design, was utilized to carry out the optimal design of the EWMA parameters, λ and L, while the robustness of the control chart was still maintained when there was no shift in the process. The empirical results show that the auto correlation has asignificant effect on the value of the ARL, i.e., the ability to detect a special cause and the occurrence frequency of a false alarm. Another important finding is that, under the autocorrelated situation (both stationary and non-stationary, the control limits of the EWMA chart should be narrowed down to L = 2 for the best performance. On the other hand, the value of λ does not seem to have a significant effect on the ARL except only when the observation follows ARMA (1, 1. Moreover, the results also reveal that the size of a shift will impact the detection sensitivity of the EWMA to a shift only when the process is stationary. According to the study, if the EWMA chart utilized under the autocorrelated environment is appropriately designed, the practitioners on the shop floor will have a state of the art guidelines for achieving the highest possible performance when deploying the EWMA chart.
CSIR Research Space (South Africa)
Kleynhans, W
2011-07-01
Full Text Available stream_source_info Kleynhans2_2011.pdf.txt stream_content_type text/plain stream_size 16869 Content-Encoding ISO-8859-1 stream_name Kleynhans2_2011.pdf.txt Content-Type text/plain; charset=ISO-8859-1 AN AUTOCORRELATION... ANALYSIS APPROACH TO DETECTING LAND COVER CHANGE USING HYPER-TEMPORAL TIME-SERIES DATA ??W. Kleynhans,, ??B.P. Salmon, ?J.C. Olivier, ?K.J. Wessels, ?F. van den Bergh ? Electrical, Electronic and Computer Engi- neering University of Pretoria, South...
Yu, Xiang-xiang; Wang, Yu-hua
2014-01-13
Silver nanoparticles synthesized in a synthetic sapphire matrix were fabricated by ion implantation using the metal vapor vacuum arc ion source. The optical absorption spectrum of the Ag: Al2O3 composite material has been measured. The analysis of the supercontinuum spectrum displayed the nonlinear refractive property of this kind of sample. Nonlinear optical refraction index was identified at 800 nm excitation using the Kerr-lens autocorrelation (KLAC) technique. The spectrum showed that the material possessed self-defocusing property (n(2) = -1.1 × 10(-15) cm(2)W). The mechanism of nonlinear refraction has been discussed.
Kutner, Ryszard; Świtała, Filip
2004-12-01
The paper consists of two parts: (i) the empirical one where the non-linear, long-term autocorrelations present in high-frequency data extracting from the Warsaw Stock Exchange were analyzed and (ii) theoretical one where predictions of our model (Quantitative Finance 3 (2003) 201; Physica A (2003); Chem. Phys. 284 (2002) 481; Phys. Comm. 147 (2002) 565; Physica A 264 (1999) 84; Physica A 264 (1999) 107; Lecture Notes in Computer Science 2657 (2003) 407; Eur. Phys. J. B 33 (2003) 495) were shown and discussed. This model introduces the possibility that the Weierstrass (hierarchical) random walk can be occasionally intermitted by momentary localizations; the localizations themselves are again described by the Weierstrass process. In other words, this combined walk is a kind of the non-separable, generalized continuous-time random walk formalism. To adapt the model to the description of empirical data recorded at time horizon Δt=1 min, we applied a discretization procedure into the continuous-time series produced by the model. We observed that such a procedure generates the non-linear, long-term autocorrelations even in the Gaussian regime, as turning points of the random walk trajectory are, most often, incommensurable with discretization time-step. These autocorrelations appear to be similar to those observed in the financial time series (Physica A 287 (2000) 396; Physica A 299 (2001) 1; Physica A 299 (2001) 16; Physica A 299 (2001) 28), although single steps of the walker within continuous time are, by definition, uncorrelated. Our approach suggests a surprising origin of the non-linear, long-term autocorrelations alternative to the one proposed very recently (cf. Phys. Rev. E 67 (2003) 021112 and refs. therein) although both approaches involve related variants of the well-known CTRW formalism applied in yet many different branches of knowledge (Phys. Rep. 158 (1987) 263; Phys. Rep. 195 (1990) 127; in: A. Bunde, S. Havlin (Eds.), Fractals in Science, Springer
2012-01-01
In 1975 John Tukey proposed a multivariate median which is the 'deepest' point in a given data cloud in R^d. Later, in measuring the depth of an arbitrary point z with respect to the data, David Donoho and Miriam Gasko considered hyperplanes through z and determined its 'depth' by the smallest portion of data that are separated by such a hyperplane. Since then, these ideas has proved extremely fruitful. A rich statistical methodology has developed that is based on data depth and, more general...
Sheffield, Scott
2009-01-01
In recent years, statistical mechanics has been increasingly recognized as a central domain of mathematics. Major developments include the Schramm-Loewner evolution, which describes two-dimensional phase transitions, random matrix theory, renormalization group theory and the fluctuations of random surfaces described by dimers. The lectures contained in this volume present an introduction to recent mathematical progress in these fields. They are designed for graduate students in mathematics with a strong background in analysis and probability. This book will be of particular interest to graduate students and researchers interested in modern aspects of probability, conformal field theory, percolation, random matrices and stochastic differential equations.
A Divergence Statistics Extension to VTK for Performance Analysis.
Energy Technology Data Exchange (ETDEWEB)
Pebay, Philippe Pierre; Bennett, Janine Camille
2015-02-01
This report follows the series of previous documents ([PT08, BPRT09b, PT09, BPT09, PT10, PB13], where we presented the parallel descriptive, correlative, multi-correlative, principal component analysis, contingency, k -means, order and auto-correlative statistics engines which we developed within the Visualization Tool Kit ( VTK ) as a scalable, parallel and versatile statistics package. We now report on a new engine which we developed for the calculation of divergence statistics, a concept which we hereafter explain and whose main goal is to quantify the discrepancy, in a stasticial manner akin to measuring a distance, between an observed empirical distribution and a theoretical, "ideal" one. The ease of use of the new diverence statistics engine is illustrated by the means of C++ code snippets. Although this new engine does not yet have a parallel implementation, it has already been applied to HPC performance analysis, of which we provide an example.
A Divergence Statistics Extension to VTK for Performance Analysis
Energy Technology Data Exchange (ETDEWEB)
Pebay, Philippe Pierre [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Bennett, Janine Camille [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2015-02-01
This report follows the series of previous documents ([PT08, BPRT09b, PT09, BPT09, PT10, PB13], where we presented the parallel descriptive, correlative, multi-correlative, principal component analysis, contingency, k -means, order and auto-correlative statistics engines which we developed within the Visualization Tool Kit ( VTK ) as a scalable, parallel and versatile statistics package. We now report on a new engine which we developed for the calculation of divergence statistics, a concept which we hereafter explain and whose main goal is to quantify the discrepancy, in a stasticial manner akin to measuring a distance, between an observed empirical distribution and a theoretical, "ideal" one. The ease of use of the new diverence statistics engine is illustrated by the means of C++ code snippets. Although this new engine does not yet have a parallel implementation, it has already been applied to HPC performance analysis, of which we provide an example.
Directory of Open Access Journals (Sweden)
Alejandro Said
2016-08-01
Full Text Available In this work, we present a simple algorithm to calculate automatically the Fourier spectrum of a Sinusoidal Pulse Width Modulation Signal (SPWM. Modulated voltage signals of this kind are used in industry by speed drives to vary the speed of alternating current motors while maintaining a smooth torque. Nevertheless, the SPWM technique produces undesired harmonics, which yield stator heating and power losses. By monitoring these signals without human interaction, it is possible to identify the harmonic content of SPWM signals in a fast and continuous manner. The algorithm is based in the autocorrelation function, commonly used in radar and voice signal processing. Taking advantage of the symmetry properties of the autocorrelation, the algorithm is capable of estimating half of the period of the fundamental frequency; thus, allowing one to estimate the necessary number of samples to produce an accurate Fourier spectrum. To deal with the loss of samples, i.e., the scan backlog, the algorithm iteratively acquires and trims the discrete sequence of samples until the required number of samples reaches a stable value. The simulation shows that the algorithm is not affected by either the magnitude of the switching pulses or the acquisition noise.
Directory of Open Access Journals (Sweden)
Mei-Yu LEE
2014-11-01
Full Text Available This paper investigates the effect of the nonzero autocorrelation coefficients on the sampling distributions of the Durbin-Watson test estimator in three time-series models that have different variance-covariance matrix assumption, separately. We show that the expected values and variances of the Durbin-Watson test estimator are slightly different, but the skewed and kurtosis coefficients are considerably different among three models. The shapes of four coefficients are similar between the Durbin-Watson model and our benchmark model, but are not the same with the autoregressive model cut by one-lagged period. Second, the large sample case shows that the three models have the same expected values, however, the autoregressive model cut by one-lagged period explores different shapes of variance, skewed and kurtosis coefficients from the other two models. This implies that the large samples lead to the same expected values, 2(1 – ρ0, whatever the variance-covariance matrix of the errors is assumed. Finally, comparing with the two sample cases, the shape of each coefficient is almost the same, moreover, the autocorrelation coefficients are negatively related with expected values, are inverted-U related with variances, are cubic related with skewed coefficients, and are U related with kurtosis coefficients.
Energy Technology Data Exchange (ETDEWEB)
Chong, E. Z.; Watson, T. F.; Festy, F., E-mail: frederic.festy@kcl.ac.uk [Biomaterials, Biomimetics and Biophotonics Division, King' s College London—Dental Institute, SE1 9RT London (United Kingdom)
2014-08-11
Semiconductor materials which exhibit two-photon absorption characteristic within a spectral region of interest can be useful in building an ultra-compact interferometric autocorrelator. In this paper, we report on the evidence of a nonlinear absorption process in GaP photodiodes which was exploited to measure the temporal profile of femtosecond Ti:sapphire laser pulses with a tunable peak wavelength above 680 nm. The two-photon mediated conductivity measurements were performed at an average laser power of less than a few tenths of milliwatts. Its suitability as a single detector in a broadband autocorrelator setup was assessed by investigating the nonlinear spectral sensitivity bandwidth of a GaP photodiode. The highly favourable nonlinear response was found to cover the entire tuning range of our Ti:sapphire laser and can potentially be extended to wavelengths below 680 nm. We also demonstrated the flexibility of GaP in determining the optimum compensation value of the group delay dispersion required to restore the positively chirped pulses inherent in our experimental optical system to the shortest pulse width possible. With the rise in the popularity of nonlinear microscopy, the broad two-photon response of GaP and the simplicity of this technique can provide an alternative way of measuring the excitation laser pulse duration at the focal point of any microscopy systems.
Paine, Gregory Harold
1982-03-01
The primary objective of the thesis is to explore the dynamical properties of small nerve networks by means of the methods of statistical mechanics. To this end, a general formalism is developed and applied to elementary groupings of model neurons which are driven by either constant (steady state) or nonconstant (nonsteady state) forces. Neuronal models described by a system of coupled, nonlinear, first-order, ordinary differential equations are considered. A linearized form of the neuronal equations is studied in detail. A Lagrange function corresponding to the linear neural network is constructed which, through a Legendre transformation, provides a constant of motion. By invoking the Maximum-Entropy Principle with the single integral of motion as a constraint, a probability distribution function for the network in a steady state can be obtained. The formalism is implemented for some simple networks driven by a constant force; accordingly, the analysis focuses on a study of fluctuations about the steady state. In particular, a network composed of N noninteracting neurons, termed Free Thinkers, is considered in detail, with a view to interpretation and numerical estimation of the Lagrange multiplier corresponding to the constant of motion. As an archetypical example of a net of interacting neurons, the classical neural oscillator, consisting of two mutually inhibitory neurons, is investigated. It is further shown that in the case of a network driven by a nonconstant force, the Maximum-Entropy Principle can be applied to determine a probability distribution functional describing the network in a nonsteady state. The above examples are reconsidered with nonconstant driving forces which produce small deviations from the steady state. Numerical studies are performed on simplified models of two physical systems: the starfish central nervous system and the mammalian olfactory bulb. Discussions are given as to how statistical neurodynamics can be used to gain a better
Application of Integration of Spatial Statistical Analysis with GIS to Regional Economic Analysis
Institute of Scientific and Technical Information of China (English)
CHEN Fei; DU Daosheng
2004-01-01
This paper summarizes a few spatial statistical analysis methods for to measuring spatial autocorrelation and spatial association, discusses the criteria for the identification of spatial association by the use of global Moran Coefficient, Local Moran and Local Geary. Furthermore, a user-friendly statistical module, combining spatial statistical analysis methods with GIS visual techniques, is developed in Arcview using Avenue. An example is also given to show the usefulness of this module in identifying and quantifying the underlying spatial association patterns between economic units.
A variance components model for statistical inference on functional connectivity networks.
Fiecas, Mark; Cribben, Ivor; Bahktiari, Reyhaneh; Cummine, Jacqueline
2017-01-24
We propose a variance components linear modeling framework to conduct statistical inference on functional connectivity networks that directly accounts for the temporal autocorrelation inherent in functional magnetic resonance imaging (fMRI) time series data and for the heterogeneity across subjects in the study. The novel method estimates the autocorrelation structure in a nonparametric and subject-specific manner, and estimates the variance due to the heterogeneity using iterative least squares. We apply the new model to a resting-state fMRI study to compare the functional connectivity networks in both typical and reading impaired young adults in order to characterize the resting state networks that are related to reading processes. We also compare the performance of our model to other methods of statistical inference on functional connectivity networks that do not account for the temporal autocorrelation or heterogeneity across the subjects using simulated data, and show that by accounting for these sources of variation and covariation results in more powerful tests for statistical inference.
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
2004-01-01
some arrival processes for some simulation study a thorough preliminary analysis has to be undertaken in order to uncover the basic time series nature of the interacting processes. Flexible methods for generating streams of autocorrelated variates of any desired distributional type, such as the ARTA...... method or some autocorrelation extended descriptive sampling method, can then easily be applied. The results from the Livny, Melamed and Tsiolis (1993) study as well as the results from this work both indicates that system performance measures as for instance average waiting time or average time...
Statistical properties of high-lying chaotic eigenstates
Li, B; Li, Baowen; Robnik, Marko
1995-01-01
We study the statistical properties of the high-lying chaotic eigenstates (200,000 and above) which are deep in the semiclassical regime. The system we are analyzing is the billiard system inside the region defined by the quadratic (complex) conformal map of the unit disk as introduced by Robnik (1983). We are using Heller's method of plane wave decomposition of the numerical eigenfunctions, and perform extensive statistical analysis with the following conclusions: (1) The local average probability density is in excellent agreement with the microcanonical assumption and all statistical properties are also in excellent agreement with the Gaussian random model; \\qquad (2) The autocorrelation function is found to be strongly direction dependent and only after averaging over all directions agrees well with Berry's (1977) prediction; \\qquad (3) Although the scars of unstable classical periodic orbits (in such ergodic regime) are expected to exist, so far we have not found any (around 200,000th state) but a scar-li...
Energy Technology Data Exchange (ETDEWEB)
Schulte, Stephan
2011-07-11
The history of cosmic rays started in the beginning of the 20th century. Since then one of the main questions is their origin. Due to the very low flux at the highest energies huge areas have to be instrumented to answer this question. For this purpose the distribution of the arrival directions of cosmic rays is studied. The largest experiment so far is the Pierre Auger Observatory, located in the Pampa in western Argentina with an area of about 3000 km{sup 2}. In recent years it provided many major contributions to the field of cosmic ray physics and its data is the basis of this work. Among other things a correlation analysis of Ultra High Energy Cosmic Rays (UHECRs) with Active Galactic Nuclei (AGN) was performed leading to the first evidence that UHECRs are not isotropically distributed. Here the distribution of arrival directions of cosmic rays at the highest energies (>50 EeV) is examined by using autocorrelation methods to check whether it is compatible with the isotropic expectation or not.This thesis is organised as follows: in the first two chapters a short introduction to the topic is given, followed by a more general discussion on cosmic rays including models of acceleration, possible sources and the propagation of UHECRs in the third chapter. The fourth chapter focuses on the detector design of the Pierre Auger Observatory and event reconstruction at highest energies. Special attention is paid to the monitoring of the High Elevation Auger Telescopes (HEAT). It is a low energy enhancement of the observatory consisting of three tiltable fluorescence telescopes. The calibration of the new sensor setups is described as well as the installation in each HEAT shelter. The next chapter starts with a detailed description of the underlying ideas and motivations of autocorrelation methods: a representation of the 2pt-Correlation Function and its extension, a Minimum Spanning Tree and a Cluster Algorithm with different weighting procedures. The principle of each
Barocchi, Fabrizio; Bafile, Ubaldo; Sampoli, Marco
2012-02-01
We show that an exact solution of the generalized Langevin equation (GLE) for the autocorrelations of a many-body classical system can be given in an exponential functionality (EF) form. As a consequence, the power spectrum of the correlation has a Lorentzian functionality, i.e., is represented by an infinite sum of Lorentzian functions corresponding to the eigenmodes of the considered correlation. By means of the simple derivation of the GLE by M. H. Lee [Phys. Rev. B 26, 2547 (1982)], we also show that, in practical cases of interest to experimental spectroscopies, possible approximations of the EF are related to a reduction of the relevant dynamical variables via a restriction of the dimensions of the orthogonalized space onto which the dynamics of the system is projected.
Sasaki, Kenya; Mitani, Yoshihiro; Fujita, Yusuke; Hamamoto, Yoshihiko; Sakaida, Isao
2017-02-01
In this paper, in order to classify liver cirrhosis on regions of interest (ROIs) images from B-mode ultrasound images, we have proposed to use the higher order local autocorrelation (HLAC) features. In a previous study, we tried to classify liver cirrhosis by using a Gabor filter based approach. However, the classification performance of the Gabor feature was poor from our preliminary experimental results. In order accurately to classify liver cirrhosis, we examined to use the HLAC features for liver cirrhosis classification. The experimental results show the effectiveness of HLAC features compared with the Gabor feature. Furthermore, by using a binary image made by an adaptive thresholding method, the classification performance of HLAC features has improved.
Guarini, E.; Neumann, M.; Bafile, U.; Celli, M.; Colognesi, D.; Bellissima, S.; Farhi, E.; Calzavara, Y.
2016-06-01
Very recently we showed that quantum centroid molecular dynamics (CMD) simulations of the velocity autocorrelation function provide, through the Gaussian approximation (GA), an appropriate representation of the single-molecule dynamic structure factor of liquid H2, as witnessed by a straightforward absolute-scale agreement between calculated and experimental values of the total neutron cross section (TCS) at thermal and epithermal incident energies. Also, a proper quantum evaluation of the self-dynamics was found to guarantee, via the simple Sköld model, a suitable account of the distinct (intermolecular) contributions that influence the neutron TCS of para-H2 for low-energy neutrons (below 10 meV). The very different role of coherent nuclear scattering in D2 makes the neutron response from this liquid much more extensively determined by the collective dynamics, even above the cold neutron range. Here we show that the Sköld approximation maintains its effectiveness in producing the correct cross section values also in the deuterium case. This confirms that the true key point for reliable computational estimates of the neutron TCS of the hydrogen liquids is, together with a good knowledge of the static structure factor, the modeling of the self part, which must take into due account quantum delocalization effects on the translational single-molecule dynamics. We demonstrate that both CMD and ring polymer molecular dynamics (RPMD) simulations provide similar results for the velocity autocorrelation function of liquid D2 and, consequently, for the neutron double differential cross section and its integrals. This second investigation completes and reinforces the validity of the proposed quantum method for the prediction of the scattering law of these cryogenic liquids, so important for cold neutron production and related condensed matter research.
Suttorp, L.G.; Schoolderman, A.J.
1987-01-01
The long-time behaviour of the velocity autocorrelation function that describes the motion of a tagged particle through a one-component plasma in a uniform magnetic field has been determined with the use of mode-coupling theory. The long-time tail depends on the orientation of the velocity with resp
Dong, Wen; Yang, Kun; Xu, Quan-Li; Yang, Yu-Lian
2015-01-01
This study investigated the spatial distribution, spatial autocorrelation, temporal cluster, spatial-temporal autocorrelation and probable risk factors of H7N9 outbreaks in humans from March 2013 to December 2014 in China. The results showed that the epidemic spread with significant spatial-temporal autocorrelation. In order to describe the spatial-temporal autocorrelation of H7N9, an improved model was developed by introducing a spatial-temporal factor in this paper. Logistic regression analyses were utilized to investigate the risk factors associated with their distribution, and nine risk factors were significantly associated with the occurrence of A(H7N9) human infections: the spatial-temporal factor φ (OR = 2546669.382, p 0.70) of the predictive risk map, whereas 44.6% (45/101) of which overlaid on the high risk areas (the predictive risk > 0.70) for the traditional model, and the fitting accuracy of the improved model was 91.6% which was superior to the traditional model (86.1%). The predictive risk map generated based on the improved model revealed that the east and southeast of China were the high risk areas of A(H7N9) human infections in February 2014. These results provided baseline data for the control and prevention of future human infections. PMID:26633446
Hoef, M.A. van der; Frenkel, D.
1990-01-01
We report simulations of the velocity autocorrelation function (VACF) of a tagged particle in two- and three-dimensional lattice-gas cellular automata, using a new technique that is about a million times more efficient than the conventional techniques. The simulations clearly show the algebraic t-D/
Pitch detection based on a harmonic autocorrelation method%基于谐波自相关的基音检测
Institute of Scientific and Technical Information of China (English)
王杰; 耿丽红
2013-01-01
The extracting pitch frequency based on the harmonic autocorrelation algorithm is discussed. First, a harmonic autocorrelation model is derived. By this model a least squares fitting optimization technique is developed to extract a pitch harmonic from the noise speech. Then, the harmonic number is determined by an objective function formulated as the short-time autocorrelation function of the noisy speech weighted an impulse-train. The pitch contour is obtained by pitch harmonic and harmonic number. The experiments show that in low signal-to-noise ratio, the error rate of harmonic autocorrelation method is 5. 0% and 13. 6% lower than that of autocorrelation method.%在分析短时自相关法的基础上,探讨了使用谐波自相关方法进行基音频率提取.首先根据语音信号建立谐波自相关模型,通过最小二乘法提取基音谐波频率.然后根据基音谐波频率建立一个周期单位脉冲序列函数,用该函数加权短时自相关函数计算谐波数.最后利用提取的基音谐波和相应的谐波数目进行基音频率估计.实验表明在较低信噪比时,谐波自相关法基音检测错误率为5.0％,比自相关法降低了13.6％.
de la Mata, Tamara; Llano, Carlos
2013-07-01
Recent literature on border effect has fostered research on informal barriers to trade and the role played by network dependencies. In relation to social networks, it has been shown that intensity of trade in goods is positively correlated with migration flows between pairs of countries/regions. In this article, we investigate whether such a relation also holds for interregional trade of services. We also consider whether interregional trade flows in services linked with tourism exhibit spatial and/or social network dependence. Conventional empirical gravity models assume the magnitude of bilateral flows between regions is independent of flows to/from regions located nearby in space, or flows to/from regions related through social/cultural/ethic network connections. With this aim, we provide estimates from a set of gravity models showing evidence of statistically significant spatial and network (demographic) dependence in the bilateral flows of the trade of services considered. The analysis has been applied to the Spanish intra- and interregional monetary flows of services from the accommodation, restaurants and travel agencies for the period 2000-2009, using alternative datasets for the migration stocks and definitions of network effects.
PERFORMANCE ANALYSIS OF SECOND-ORDER STATISTICS FOR CYCLOSTATIONARY SIGNALS
Institute of Scientific and Technical Information of China (English)
姜鸣; 陈进
2002-01-01
The second-order statistics for cyclostationary signals were introduced, and their performance were discussed. It especially researched the time lag characteristic of the cyclic autocorrelation function and spectral correlation characteristic of spectral correlation density function. It was pointed out that those functions can be available to extract the time-vary information of the kind of non-stationary signals. Using the relations of time lag-cyclic frequency and frequency-cyclic frequency independently, vibration signals of a rolling element bearing measured on test bed were analyzed. The results indicate that the second-order cyclostationary statistics might provide a powerful tool for the feature extracting and fault diagnosis of rolling element bearing.
Statistical analysis of effective singular values in matrix rank determination
Konstantinides, Konstantinos; Yao, Kung
1988-01-01
A major problem in using SVD (singular-value decomposition) as a tool in determining the effective rank of a perturbed matrix is that of distinguishing between significantly small and significantly large singular values to the end, conference regions are derived for the perturbed singular values of matrices with noisy observation data. The analysis is based on the theories of perturbations of singular values and statistical significance test. Threshold bounds for perturbation due to finite-precision and i.i.d. random models are evaluated. In random models, the threshold bounds depend on the dimension of the matrix, the noisy variance, and predefined statistical level of significance. Results applied to the problem of determining the effective order of a linear autoregressive system from the approximate rank of a sample autocorrelation matrix are considered. Various numerical examples illustrating the usefulness of these bounds and comparisons to other previously known approaches are given.
The NIRS Analysis Package: noise reduction and statistical inference.
Fekete, Tomer; Rubin, Denis; Carlson, Joshua M; Mujica-Parodi, Lilianne R
2011-01-01
Near infrared spectroscopy (NIRS) is a non-invasive optical imaging technique that can be used to measure cortical hemodynamic responses to specific stimuli or tasks. While analyses of NIRS data are normally adapted from established fMRI techniques, there are nevertheless substantial differences between the two modalities. Here, we investigate the impact of NIRS-specific noise; e.g., systemic (physiological), motion-related artifacts, and serial autocorrelations, upon the validity of statistical inference within the framework of the general linear model. We present a comprehensive framework for noise reduction and statistical inference, which is custom-tailored to the noise characteristics of NIRS. These methods have been implemented in a public domain Matlab toolbox, the NIRS Analysis Package (NAP). Finally, we validate NAP using both simulated and actual data, showing marked improvement in the detection power and reliability of NIRS.
... PSN PSEN GRAFT Contact Us News Plastic Surgery Statistics Plastic surgery procedural statistics from the American Society of Plastic Surgeons. Statistics by Year Print 2016 Plastic Surgery Statistics 2015 ...
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Statistical procedures for evaluating daily and monthly hydrologic model predictions
Coffey, M.E.; Workman, S.R.; Taraba, J.L.; Fogle, A.W.
2004-01-01
The overall study objective was to evaluate the applicability of different qualitative and quantitative methods for comparing daily and monthly SWAT computer model hydrologic streamflow predictions to observed data, and to recommend statistical methods for use in future model evaluations. Statistical methods were tested using daily streamflows and monthly equivalent runoff depths. The statistical techniques included linear regression, Nash-Sutcliffe efficiency, nonparametric tests, t-test, objective functions, autocorrelation, and cross-correlation. None of the methods specifically applied to the non-normal distribution and dependence between data points for the daily predicted and observed data. Of the tested methods, median objective functions, sign test, autocorrelation, and cross-correlation were most applicable for the daily data. The robust coefficient of determination (CD*) and robust modeling efficiency (EF*) objective functions were the preferred methods for daily model results due to the ease of comparing these values with a fixed ideal reference value of one. Predicted and observed monthly totals were more normally distributed, and there was less dependence between individual monthly totals than was observed for the corresponding predicted and observed daily values. More statistical methods were available for comparing SWAT model-predicted and observed monthly totals. The 1995 monthly SWAT model predictions and observed data had a regression Rr2 of 0.70, a Nash-Sutcliffe efficiency of 0.41, and the t-test failed to reject the equal data means hypothesis. The Nash-Sutcliffe coefficient and the R r2 coefficient were the preferred methods for monthly results due to the ability to compare these coefficients to a set ideal value of one.
Indian Academy of Sciences (India)
G A Adebayo; O Akinlade; L A Hussain
2005-02-01
The structures and autocorrelation functions of Al and Mg in the liquid state are investigated through the pair distribution function (), the diffusion coefficients as well as the shear viscosity via the Green{Kubo and Einstein relations. From the structure and the Enskog relation we determined the frequency of collisions of atoms in the first shell of () in the systems. We also discovered that the packing fraction of Lennard-Jones liquids should be approximately half the reduced density value. This approximation is accurate to within 99%. The temperature dependence of the pair distribution function and the atomic mean square displacement are investigated by performing simulations at various experimental temperatures and corresponding densities. The structures of the systems are affected by temperature via movements of atoms in the first minimum of (). The Lennard-Jones model shows that density dependence of the shear viscosity is in agreement with what is expected of simple liquids in the range of investigated temperatures and densities. In the gas limit, the Stoke-Einstein relation = B/2 is grossly overestimated by Lennard-Jones model. This could not be attributed to defficiencies in the model, as other investigators using first principle method could not obtain the gas limit of the Stoke-Einstein relation.
Maury, Augusto; Revilla, Reynier I
2015-08-01
Cosmic rays (CRs) occasionally affect charge-coupled device (CCD) detectors, introducing large spikes with very narrow bandwidth in the spectrum. These CR features can distort the chemical information expressed by the spectra. Consequently, we propose here an algorithm to identify and remove significant spikes in a single Raman spectrum. An autocorrelation analysis is first carried out to accentuate the CRs feature as outliers. Subsequently, with an adequate selection of the threshold, a discrete wavelet transform filter is used to identify CR spikes. Identified data points are then replaced by interpolated values using the weighted-average interpolation technique. This approach only modifies the data in a close vicinity of the CRs. Additionally, robust wavelet transform parameters are proposed (a desirable property for automation) after optimizing them with the application of the method in a great number of spectra. However, this algorithm, as well as all the single-spectrum analysis procedures, is limited to the cases in which CRs have much narrower bandwidth than the Raman bands. This might not be the case when low-resolution Raman instruments are used.
Institute of Scientific and Technical Information of China (English)
HUANG Wei; NAKAMORI Yoshiteru; WANG Shouyang
2004-01-01
Input selection is probably one of the most critical decision issues in neural network designing, because it has a great impact on forecasting performance. Among the many applications of artificial neural networks to finance, time series forecasting is perhaps one of the most challenging issues. Considering the features of neural networks, we propose a general approach called Autocorrelation Criterion (AC) to determine the inputs variables for a neural network. The purpose is to seek optimal lag periods, which are more predictive and less correlated. AC is a data-driven approach in that there is no prior assumption about the models for time series under study. So it has extensive applications and avoids a lengthy experimentation and tinkering in input selection. We apply the approach to the determination of input variables for foreign exchange rate forecasting and conduct comparisons between AC and information-based in-sample model selection criterion. The experiment results show that AC outperforms information-based in-sample model selection criterion.
Darcy, John L; King, Andrew J; Gendron, Eli M S; Schmidt, Steven K
2017-08-01
Although microbial communities from many glacial environments have been analyzed, microbes living in the debris atop debris-covered glaciers represent an understudied frontier in the cryosphere. The few previous molecular studies of microbes in supraglacial debris have either had limited phylogenetic resolution, limited spatial resolution (e.g. only one sample site on the glacier) or both. Here, we present the microbiome of a debris-covered glacier across all three domains of life, using a spatially-explicit sampling scheme to characterize the Middle Fork Toklat Glacier's microbiome from its terminus to sites high on the glacier. Our results show that microbial communities differ across the supraglacial transect, but surprisingly these communities are strongly spatially autocorrelated, suggesting the presence of a supraglacial chronosequence. This pattern is dominated by phototrophic microbes (both bacteria and eukaryotes) which are less abundant near the terminus and more abundant higher on the glacier. We use these data to refute the hypothesis that the inhabitants of the glacier are randomly deposited atmospheric microbes, and to provide evidence that succession from a predominantly photosynthetic to a more heterotrophic community is occurring on the glacier. © FEMS 2017. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Grant, Alexa H; Liebgold, Eric B
2017-07-01
Behavioral traits can be influenced by predation rates of color morphs, potentially leading to reduced boldness or increased escape behaviors in one color morph. The red-backed salamander, Plethodon cinereus, is a small terrestrial salamander whose color morphs have different diets and select different microhabitats, but little is known about potential differences in dispersal behaviors. We used fine-scale genetic spatial autocorrelation to examine 122 P. cinereus in a color-polymorphic population at 10 microsatellite loci in order to generate estimates of spatial genetic structure for each color morph. Differences in spatial genetic structure have been used extensively to infer within-population sex-biased dispersal but have never been used to test for dispersal differences between other groups within populations such as color morphs. We found evidence for color-biased dispersal, but not sex-biased dispersal. Striped salamanders had significant positive genetic structure in the shortest distance classes indicating philopatry. In contrast, unstriped salamanders showed a lack of spatial genetic structure at shorter distances and higher than expected genetic similarity at further distances, as expected if they are dispersing from their natal site. These results show that genetic methods typically used for sex-biased dispersal can be used to investigate differences in dispersal between morphs that vary discretely in polymorphic populations, such as color morphs. © The American Genetic Association 2017. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Cuoco, A; Haugbølle, T; Kachelrieß, M; Serpico, P D
2009-01-01
We perform an autocorrelation study of the Auger data with the aim to constrain the number density ns of ultrahigh energy cosmic ray (UHECR) sources, estimating at the same time the effect on ns of the systematic energy scale uncertainty and of the distribution of UHECR. The use of global analysis has the advantage that no biases are introduced, either in ns or in the related error bar, by the a priori choice of a single angular scale. The case of continuous, uniformly distributed sources is nominally disfavored at 99% CL and the fit improves if the sources follow the large-scale structure of matter in the universe. The best-fit values obtained for the number density of proton sources are within a factor ~2 around ns 1 × 10–4Mpc–3 and depend mainly on the Auger energy calibration scale, with lower densities being preferred if the current scale is correct. The data show no significant small-scale clustering on scales smaller than a few degrees. This might be interpreted as a signature of magnetic smearing...
Directory of Open Access Journals (Sweden)
O. D. Mrachkovskyi
2015-09-01
Full Text Available Introduction. Were reviewed publications dedicated to pseudorandom sequences in radiolocation, and was made conclusion about necessity of researching in this subject. Modeling of probing radiolocation signal with binary phase manipulation by Kasami sequence. Were considered the method of forming Kasami sequences and measuring their properties. Example of generator for sequence with length 63 symbols is also shown. Technique of research. Were shown graphical results for modeling of Kasami sequence with lengths of 255 binary values. Amplitude of side maximums of autocorrelation function are measured. Modeling of ambiguity function. In this article, graphical results for modeling Kasami sequence ambiguity function are shown. These includes 3-dimensional plot of function body and its cross-sections by plane of equal ranges and planes of function level, equal to 0.9, 0.7, 0.5, 0.4, 0.3, 0.2 and 0.1 of its maximum. Were analyzed amplitude of side maximums, cross-section form and relative values of range and speed resolution. Conclusion. These articles contain analyses of characteristics of previously shown plots. These analyses include estimation of total value of side maximums of ambiguity function of Kasami sequence, ambiguity function cross-section form analysis and conclusion about ability of using these sequences as probe signal in radiolocation.
Liu, Lu; Wei, Jianrong; Zhang, Huishu; Xin, Jianhong; Huang, Jiping
2013-01-01
Because classical music has greatly affected our life and culture in its long history, it has attracted extensive attention from researchers to understand laws behind it. Based on statistical physics, here we use a different method to investigate classical music, namely, by analyzing cumulative distribution functions (CDFs) and autocorrelation functions of pitch fluctuations in compositions. We analyze 1,876 compositions of five representative classical music composers across 164 years from Bach, to Mozart, to Beethoven, to Mendelsohn, and to Chopin. We report that the biggest pitch fluctuations of a composer gradually increase as time evolves from Bach time to Mendelsohn/Chopin time. In particular, for the compositions of a composer, the positive and negative tails of a CDF of pitch fluctuations are distributed not only in power laws (with the scale-free property), but also in symmetry (namely, the probability of a treble following a bass and that of a bass following a treble are basically the same for each composer). The power-law exponent decreases as time elapses. Further, we also calculate the autocorrelation function of the pitch fluctuation. The autocorrelation function shows a power-law distribution for each composer. Especially, the power-law exponents vary with the composers, indicating their different levels of long-range correlation of notes. This work not only suggests a way to understand and develop music from a viewpoint of statistical physics, but also enriches the realm of traditional statistical physics by analyzing music.
Directory of Open Access Journals (Sweden)
Lu Liu
Full Text Available Because classical music has greatly affected our life and culture in its long history, it has attracted extensive attention from researchers to understand laws behind it. Based on statistical physics, here we use a different method to investigate classical music, namely, by analyzing cumulative distribution functions (CDFs and autocorrelation functions of pitch fluctuations in compositions. We analyze 1,876 compositions of five representative classical music composers across 164 years from Bach, to Mozart, to Beethoven, to Mendelsohn, and to Chopin. We report that the biggest pitch fluctuations of a composer gradually increase as time evolves from Bach time to Mendelsohn/Chopin time. In particular, for the compositions of a composer, the positive and negative tails of a CDF of pitch fluctuations are distributed not only in power laws (with the scale-free property, but also in symmetry (namely, the probability of a treble following a bass and that of a bass following a treble are basically the same for each composer. The power-law exponent decreases as time elapses. Further, we also calculate the autocorrelation function of the pitch fluctuation. The autocorrelation function shows a power-law distribution for each composer. Especially, the power-law exponents vary with the composers, indicating their different levels of long-range correlation of notes. This work not only suggests a way to understand and develop music from a viewpoint of statistical physics, but also enriches the realm of traditional statistical physics by analyzing music.
Predict! Teaching Statistics Using Informational Statistical Inference
Makar, Katie
2013-01-01
Statistics is one of the most widely used topics for everyday life in the school mathematics curriculum. Unfortunately, the statistics taught in schools focuses on calculations and procedures before students have a chance to see it as a useful and powerful tool. Researchers have found that a dominant view of statistics is as an assortment of tools…
平稳自相关过程的残差累积和控制图%Stationary Residuals and Control Charts of Cumulative Autocorrelation Process
Institute of Scientific and Technical Information of China (English)
荀海潞; 常安定; 娄聃; 孙丽芹
2015-01-01
常规控制图的使用都是基于过程中得到的观测值是彼此独立的，但实际中过程出现自相关现象极为普遍。为了讨论对平稳自相关过程中出现的较小均值波动进行监控的一种方法，采用经典的自回归模型对平稳的自相关过程进行拟合，通过计算残差的方法消除过程中的自相关性，在此基础上建立了残差CUSUM控制图，并通过一个简单的例子进行说明。%The application of conventional control chart is that the observation values obtained on the basis of the pro⁃cess are independent,but autocorrelation appears in many processes.To discuss the method of monitoring the small mean shift in a stationary autocorrelated process,apply a classical auto-regressive model to fit the stationary au⁃to-correlated process,by calculating the residual to eliminate the autocorrelation of the process,and establish a resid⁃ual CUSUM control chart on this basis,and describe the use of this method by using a simple case.
Energy Technology Data Exchange (ETDEWEB)
Yamamoto, H.; Iwamoto, K.; Saito, T.; Tachibana, M. [Iwate University, Iwate (Japan). Faculty of Engineering
1997-05-27
Methods to learn underground structures by utilizing the dispersion phenomenon of surface waves contained in microtremors include the frequency-wave number analysis method (the F-K method) and the spatial autocorrelation method (the SAC method). Despite the fact that the SAC method is capable of exploring structures at greater depths, the method is not utilized because of its stringent restriction in arrangement of seismometers during observation that they must be arranged evenly on the same circumference. In order to eliminate this restriction in the SAC method, a research group in the Hokuriku University has proposed an expanded spatial autocorrelation (ESAC) method. Using the concept of the ESAC method as its base, a method was realized to improve phase velocity estimation by making a simulation on an array shifted to the radius direction. As a result of the discussion, it was found that the proposed improvement method can be applied to places where waves come from a number of directions, such as urban areas. If the improvement method can be applied, the spatial autocorrelation function needs not be even in the circumferential direction. In other words, the SAC method can be applied to arbitrary arrays. 1 ref., 7 figs.
Goussev, Arseni; Dorfman, J R
2006-07-01
We consider the time evolution of a wave packet representing a quantum particle moving in a geometrically open billiard that consists of a number of fixed hard-disk or hard-sphere scatterers. Using the technique of multiple collision expansions we provide a first-principle analytical calculation of the time-dependent autocorrelation function for the wave packet in the high-energy diffraction regime, in which the particle's de Broglie wavelength, while being small compared to the size of the scatterers, is large enough to prevent the formation of geometric shadow over distances of the order of the particle's free flight path. The hard-disk or hard-sphere scattering system must be sufficiently dilute in order for this high-energy diffraction regime to be achievable. Apart from the overall exponential decay, the autocorrelation function exhibits a generally complicated sequence of relatively strong peaks corresponding to partial revivals of the wave packet. Both the exponential decay (or escape) rate and the revival peak structure are predominantly determined by the underlying classical dynamics. A relation between the escape rate, and the Lyapunov exponents and Kolmogorov-Sinai entropy of the counterpart classical system, previously known for hard-disk billiards, is strengthened by generalization to three spatial dimensions. The results of the quantum mechanical calculation of the time-dependent autocorrelation function agree with predictions of the semiclassical periodic orbit theory.
Bellissima, S.; Neumann, M.; Guarini, E.; Bafile, U.; Barocchi, F.
2017-01-01
Extending a preceding study of the velocity autocorrelation function (VAF) in a simulated Lennard-Jones fluid [Phys. Rev. E 92, 042166 (2015), 10.1103/PhysRevE.92.042166] to cover higher-density and lower-temperature states, we show that the recently demonstrated multiexponential expansion method allows for a full account and understanding of the basic dynamical processes encompassed by a fundamental quantity as the VAF. In particular, besides obtaining evidence of a persisting long-time tail, we assign specific and unambiguous physical meanings to groups of exponential modes related to the longitudinal and transverse collective dynamics, respectively. We have made this possible by consistently introducing the interpretation of the VAF frequency spectrum as a global density of states in fluids, generalizing a solid-state concept, and by giving to specific spectral components, obtained through the VAF exponential expansion, the corresponding meaning of partial densities of states relative to specific dynamical processes. The clear identification of a high-frequency oscillation of the VAF with the near-top excitation frequency in the dispersion curve of acoustic waves is a neat example of the power of the method. As for the transverse mode contribution, its analysis turns out to be particularly important, because the multiexponential expansion reveals a transition marking the onset of propagating excitations when the density is increased beyond a threshold value. While this finding agrees with the recent literature debating the issue of dynamical crossover boundaries, such as the one identified with the Frenkel line, we can add detailed information on the modes involved in this specific process in the domains of both time and frequency. This will help obtain a still missing full account of transverse dynamics, in both its nonpropagating and propagating aspects which are linked through dynamical transitions depending on both the thermodynamic states and the excitation
Savage, Leonard J
1972-01-01
Classic analysis of the foundations of statistics and development of personal probability, one of the greatest controversies in modern statistical thought. Revised edition. Calculus, probability, statistics, and Boolean algebra are recommended.
Adrenal Gland Tumors: Statistics
... Gland Tumor: Statistics Request Permissions Adrenal Gland Tumor: Statistics Approved by the Cancer.Net Editorial Board , 03/ ... primary adrenal gland tumor is very uncommon. Exact statistics are not available for this type of tumor ...
... Facts and Statistics Printable Version Blood Facts and Statistics Facts about blood needs Facts about the blood ... to Top Learn About Blood Blood Facts and Statistics Blood Components Whole Blood and Red Blood Cells ...
Functional Maximum Autocorrelation Factors
DEFF Research Database (Denmark)
Larsen, Rasmus; Nielsen, Allan Aasbjerg
2005-01-01
Purpose. We aim at data where samples of an underlying function are observed in a spatial or temporal layout. Examples of underlying functions are reflectance spectra and biological shapes. We apply functional models based on smoothing splines and generalize the functional PCA in\\verb+~+\\$\\backsl......Purpose. We aim at data where samples of an underlying function are observed in a spatial or temporal layout. Examples of underlying functions are reflectance spectra and biological shapes. We apply functional models based on smoothing splines and generalize the functional PCA in...
Algebraic statistics computational commutative algebra in statistics
Pistone, Giovanni; Wynn, Henry P
2000-01-01
Written by pioneers in this exciting new field, Algebraic Statistics introduces the application of polynomial algebra to experimental design, discrete probability, and statistics. It begins with an introduction to Gröbner bases and a thorough description of their applications to experimental design. A special chapter covers the binary case with new application to coherent systems in reliability and two level factorial designs. The work paves the way, in the last two chapters, for the application of computer algebra to discrete probability and statistical modelling through the important concept of an algebraic statistical model.As the first book on the subject, Algebraic Statistics presents many opportunities for spin-off research and applications and should become a landmark work welcomed by both the statistical community and its relatives in mathematics and computer science.
Institute of Scientific and Technical Information of China (English)
江振蓝; 潘辉; 张宝玉; 王婷芬
2016-01-01
Objective] To find the effectiveness and feasibility of applying Spatial Autocorrelation Analysis Method in revealing spatiotemporal change law of urban heat island.[Method] Landsat thermal infrared band was used to define the spatial autocorrelation local index G coefficient within the range of urban heat island.Spatiotemporal pattern of urban heat island in Fuzhou was researched from 1996 to 2016.[Result] Within 1996-2016,heat island problem deteriorated,featuring continuous expansion of heat islands and higher rate of deterioration than that of mitiga-tion.But the intensity of heat was mitigated inside the heat islands.This showed that the threat of heat island in the city was mainly from the new heat island areas developed in the process of urbanization.[Conclusion] Spatial autocorrelation local index G coefficient reflects both the level of land surface temperature and its spatial correlation.It helps to define the scope of urban heat island statistically and to visualize the spatiotemporal dynamics.This research provides a new way of research on urban heat island.%[目的]明确空间自相关分析方法运用于揭示城市热岛时空变化规律的有效性和可行性。[方法]利用Landsat热红外波段进行地表温度反演，采用空间自相关局部指标G系数进行城市热岛范围的界定，并进行1996—2016年福州城市热岛的时空格局研究。[结果]1996—2016年城市热岛范围持续扩展，热岛状况的恶化速度大于缓解速度，热岛问题日益严重，但在热岛内部，强度却有所缓解，福州热岛效应的威胁主要来源于城市扩展形成的新热岛区。[结论]空间自相关局部指标G系数能同时兼顾地表温度的高低及其空间相关关系，不仅能从统计学意义上有效地界定城市热岛范围，还能从可视化角度揭示其时空变化规律，从而为城市热岛定量研究提供新思路。
STATISTICAL ANALYSIS, REPORTS), (*PROBABILITY, REPORTS), INFORMATION THEORY, DIFFERENTIAL EQUATIONS, STATISTICAL PROCESSES, STOCHASTIC PROCESSES, MULTIVARIATE ANALYSIS, DISTRIBUTION THEORY , DECISION THEORY, MEASURE THEORY, OPTIMIZATION
Wavelet analysis in ecology and epidemiology: impact of statistical tests.
Cazelles, Bernard; Cazelles, Kévin; Chavez, Mario
2014-02-06
Wavelet analysis is now frequently used to extract information from ecological and epidemiological time series. Statistical hypothesis tests are conducted on associated wavelet quantities to assess the likelihood that they are due to a random process. Such random processes represent null models and are generally based on synthetic data that share some statistical characteristics with the original time series. This allows the comparison of null statistics with those obtained from original time series. When creating synthetic datasets, different techniques of resampling result in different characteristics shared by the synthetic time series. Therefore, it becomes crucial to consider the impact of the resampling method on the results. We have addressed this point by comparing seven different statistical testing methods applied with different real and simulated data. Our results show that statistical assessment of periodic patterns is strongly affected by the choice of the resampling method, so two different resampling techniques could lead to two different conclusions about the same time series. Moreover, our results clearly show the inadequacy of resampling series generated by white noise and red noise that are nevertheless the methods currently used in the wide majority of wavelets applications. Our results highlight that the characteristics of a time series, namely its Fourier spectrum and autocorrelation, are important to consider when choosing the resampling technique. Results suggest that data-driven resampling methods should be used such as the hidden Markov model algorithm and the 'beta-surrogate' method.
Statistical properties of Charney-Hasegawa-Mima zonal flows
Energy Technology Data Exchange (ETDEWEB)
Anderson, Johan, E-mail: anderson.johan@gmail.com [Department of Earth and Space Sciences, Chalmers University of Technology, SE-412 96 Göteborg (Sweden); Botha, G. J. J. [Department of Mathematics and Information Sciences, Northumbria University, Newcastle Upon Tyne NE1 8ST (United Kingdom)
2015-05-15
A theoretical interpretation of numerically generated probability density functions (PDFs) of intermittent plasma transport events in unforced zonal flows is provided within the Charney-Hasegawa-Mima (CHM) model. The governing equation is solved numerically with various prescribed density gradients that are designed to produce different configurations of parallel and anti-parallel streams. Long-lasting vortices form whose flow is governed by the zonal streams. It is found that the numerically generated PDFs can be matched with analytical predictions of PDFs based on the instanton method by removing the autocorrelations from the time series. In many instances, the statistics generated by the CHM dynamics relaxes to Gaussian distributions for both the electrostatic and vorticity perturbations, whereas in areas with strong nonlinear interactions it is found that the PDFs are exponentially distributed.
Explorations in statistics: statistical facets of reproducibility.
Curran-Everett, Douglas
2016-06-01
Learning about statistics is a lot like learning about science: the learning is more meaningful if you can actively explore. This eleventh installment of Explorations in Statistics explores statistical facets of reproducibility. If we obtain an experimental result that is scientifically meaningful and statistically unusual, we would like to know that our result reflects a general biological phenomenon that another researcher could reproduce if (s)he repeated our experiment. But more often than not, we may learn this researcher cannot replicate our result. The National Institutes of Health and the Federation of American Societies for Experimental Biology have created training modules and outlined strategies to help improve the reproducibility of research. These particular approaches are necessary, but they are not sufficient. The principles of hypothesis testing and estimation are inherent to the notion of reproducibility in science. If we want to improve the reproducibility of our research, then we need to rethink how we apply fundamental concepts of statistics to our science.
Sanden, van der J.J.; Hoekman, D.H.
2005-01-01
In the present paper we review relationships between commonly used statistical approaches to analysis of image texture. The approaches considered characterize image texture by means of the statistics of grey- tone co- occurrence contrast, grey- tone co- occurrence correlation, semivariance, and auto
Lysenko, Sergiy; Fernández, Felix; Rúa, Armando; Sepúlveda, Nelson; Aparicio, Joaquin
2015-03-10
Measurements of ultrafast light scattering within a hemisphere are performed for statistical analysis of nonequilibrium processes in VO2 epitaxial film. A Gerchberg-Saxton error reduction algorithm is applied for accurate calculation of a surface autocorrelation function from light scattering data and for partial reconstruction of a power spectral density function. Upon ultrafast photoinduced phase transition of VO2, the elastic light scattering reveals anisotropic grain-size-dependent dynamics. It was found that the transition rate depends on the optical absorption and orientation of VO2 grains with respect to polarization of the pump pulse. An observed stepwise evolution of surface autocorrelation length and transient anisotropy of the scattering field presumably originates from complex multistage transformation of VO2 lattice on a subpicosecond time scale.
Chuang, Shin-Shin; Wu, Kung-Tai; Lin, Chen-Yang; Lee, Steven; Chen, Gau-Yang; Kuo, Cheng-Deng
2014-08-01
The Poincaré plot of RR intervals (RRI) is obtained by plotting RRIn+1 against RRIn. The Pearson correlation coefficient (ρRRI), slope (SRRI), Y-intercept (YRRI), standard deviation of instantaneous beat-to-beat RRI variability (SD1RR), and standard deviation of continuous long-term RRI variability (SD2RR) can be defined to characterize the plot. Similarly, the Poincaré plot of autocorrelation function (ACF) of RRI can be obtained by plotting ACFk+1 against ACFk. The corresponding Pearson correlation coefficient (ρACF), slope (SACF), Y-intercept (YACF), SD1ACF, and SD2ACF can be defined similarly to characterize the plot. By comparing the indices of Poincaré plots of RRI and ACF between patients with acute myocardial infarction (AMI) and patients with patent coronary artery (PCA), we found that the ρACF and SACF were significantly larger, whereas the RMSSDACF/SDACF and SD1ACF/SD2ACF were significantly smaller in AMI patients. The ρACF and SACF correlated significantly and negatively with normalized high-frequency power (nHFP), and significantly and positively with normalized very low-frequency power (nVLFP) of heart rate variability in both groups of patients. On the contrary, the RMSSDACF/SDACF and SD1ACF/SD2ACF correlated significantly and positively with nHFP, and significantly and negatively with nVLFP and low-/high-frequency power ratio (LHR) in both groups of patients. We concluded that the ρACF, SACF, RMSSDACF/SDACF, and SD1ACF/SD2ACF, among many other indices of ACF Poincaré plot, can be used to differentiate between patients with AMI and patients with PCA, and that the increase in ρACF and SACF and the decrease in RMSSDACF/SDACF and SD1ACF/SD2ACF suggest an increased sympathetic and decreased vagal modulations in both groups of patients.
Purohit, Sudha G; Deshmukh, Shailaja R
2015-01-01
STATISTICS USING R will be useful at different levels, from an undergraduate course in statistics, through graduate courses in biological sciences, engineering, management and so on. The book introduces statistical terminology and defines it for the benefit of a novice. For a practicing statistician, it will serve as a guide to R language for statistical analysis. For a researcher, it is a dual guide, simultaneously explaining appropriate statistical methods for the problems at hand and indicating how these methods can be implemented using the R language. For a software developer, it is a guide in a variety of statistical methods for development of a suite of statistical procedures.
From chaos to disorder: Statistics of the eigenfunctions of microwave cavities
Indian Academy of Sciences (India)
Prabhakar Pradhan; S Sridhar
2002-02-01
We study the statistics of the experimental eigenfunctions of chaotic and disordered microwave billiards in terms of the moments of their spatial distributions, such as the inverse participation ratio (IPR) and density-density auto-correlation. A path from chaos to disorder is described in terms of increasing IPR. In the chaotic, ballistic limit, the data correspond well with universal results from random matrix theory. Deviations from universal distributions are observed due to disorder induced localization, and for the weakly disordered case the data are well-described by including ﬁnite conductance and mean free path contributions in the framework of nonlinear sigma models of supersymmetry.
Statistical Analysis of Multipath Fading Channels Using Generalizations of Shot Noise
Directory of Open Access Journals (Sweden)
Djouadi SeddikM
2008-01-01
Full Text Available Abstract This paper provides a connection between the shot-noise analysis of Rice and the statistical analysis of multipath fading wireless channels when the received signals are a low-pass signal and a bandpass signal. Under certain conditions, explicit expressions are obtained for autocorrelation functions, power spectral densities, and moment-generating functions. In addition, a central limit theorem is derived identifying the mean and covariance of the received signals, which is a generalization of Campbell_s theorem. The results are easily applicable to transmitted signals which are random and to CDMA signals.
Compressed Speech Signal Sensing Based on Autocorrelative Measurement%基于自相关观测的语音信号压缩感知
Institute of Scientific and Technical Information of China (English)
季云云; 杨震
2011-01-01
A new measurement matrix-truncated circulant autocorrelation matrix is presented based on the Compressed Sensing theory and features of speech signals in this paper. From a practical point of view, an approximate truncated circulant autocorrelation matrix based on template matching as the measurement matrix is proposed in this paper and it proves that the new measurement matrix satisfies the restricted isometry property(RIP). By speech signals and the truncated circulant autocorrelation matrix, the approximate truncated circulant autoconelation matrix and the Gaussian random matrix respectively , Basis Pursuit ( BP) algorithm is used to reconstruct the original speech signal. Simulation results demonstrate that the performance of the approximate truncated circulant autocorrelation matrix created by a linear combination of two template elements to reconstruct the original speech signal is almost the aame as the truncated circulant autocorrelation matrix, and greatly better than the classic Gaussian random matrix. Moreover,in terms of the same reconstruction performance,the ratio of compression realized by the approximate truncated circulant autocorrelation matrix created by a linear combination of two template elements is far bigger than that of the Gaussian random matrix, which means that the new measurement matrix can significantly enhance the performance of compression for speech signals.%本文基于压缩感知技术,根据语音信号的特点,提出了一种基于自相关特性的截断循环自相关矩阵作为观测矩阵,并在此基础上,从实用的角度出发,提出了基于模板匹配的近似截断循环自相关矩阵作为观测矩阵,并证明其满足RIP特性.由语音信号与截断循环自相关矩阵、近似截断循环自相关矩阵和高斯随机矩阵分别构造相应的观测,采用基追踪(BP)算法来重构原始语音信号.实验表明,由2个模板元素线性组合而成的近似截断循环自相关矩阵重构原始语
Institute of Scientific and Technical Information of China (English)
陈小波; 陈红; 蔡晓霞; 丁敬校
2012-01-01
Spectrum sensing is one of key parts for CUWB system, since styles of targeted signals in the UWB spectrum band are predefined, in order to offset shortcomings of autocorrelation detection?which could not distinguish signal styles. This paper presents a sensing method employing the differences of cyclic feature and autocorrelation matrix between signals to distinguish whether the frequencies can be used by cognitive users, this method combines advantages of cyclostationary detection and autocorrelation detection to make a decision cooperatively. The simulation shows that performance of the proposed method is much better than the cyclostationary detection and energy detection both in high and low SNR environment, therefore, this method is fit for CUWB system.%频谱感知是认知超宽带系统的核心部分,针对超宽带频带内授权信号类型确定的特点,为了弥补自相关检测不能够识别信号类型的缺点,提出利用信号的循环谱特征和自相关矩阵差异性来检测授权信号,该方法融合了自相关检测和循环谱检测的优点进行合作判决.仿真表明该方法在高低信噪比环境下均能比循环谱检测和能量检测得到更好地检测效果,因此适合于认知超宽带系统.
Directory of Open Access Journals (Sweden)
Tura Andrea
2012-02-01
Full Text Available Abstract Background Symmetry and regularity of gait are essential outcomes of gait retraining programs, especially in lower-limb amputees. This study aims presenting an algorithm to automatically compute symmetry and regularity indices, and assessing the minimum number of strides for appropriate evaluation of gait symmetry and regularity through autocorrelation of acceleration signals. Methods Ten transfemoral amputees (AMP and ten control subjects (CTRL were studied. Subjects wore an accelerometer and were asked to walk for 70 m at their natural speed (twice. Reference values of step and stride regularity indices (Ad1 and Ad2 were obtained by autocorrelation analysis of the vertical and antero-posterior acceleration signals, excluding initial and final strides. The Ad1 and Ad2 coefficients were then computed at different stages by analyzing increasing portions of the signals (considering both the signals cleaned by initial and final strides, and the whole signals. At each stage, the difference between Ad1 and Ad2 values and the corresponding reference values were compared with the minimum detectable difference, MDD, of the index. If that difference was less than MDD, it was assumed that the portion of signal used in the analysis was of sufficient length to allow reliable estimation of the autocorrelation coefficient. Results All Ad1 and Ad2 indices were lower in AMP than in CTRL (P Conclusions Without the need to identify and eliminate the phases of gait initiation and termination, twenty strides can provide a reasonable amount of information to reliably estimate gait regularity in transfemoral amputees.
Industrial statistics with Minitab
Cintas, Pere Grima; Llabres, Xavier Tort-Martorell
2012-01-01
Industrial Statistics with MINITAB demonstrates the use of MINITAB as a tool for performing statistical analysis in an industrial context. This book covers introductory industrial statistics, exploring the most commonly used techniques alongside those that serve to give an overview of more complex issues. A plethora of examples in MINITAB are featured along with case studies for each of the statistical techniques presented. Industrial Statistics with MINITAB: Provides comprehensive coverage of user-friendly practical guidance to the essential statistical methods applied in industry.Explores
Rumsey, Deborah
2011-01-01
The fun and easy way to get down to business with statistics Stymied by statistics? No fear ? this friendly guide offers clear, practical explanations of statistical ideas, techniques, formulas, and calculations, with lots of examples that show you how these concepts apply to your everyday life. Statistics For Dummies shows you how to interpret and critique graphs and charts, determine the odds with probability, guesstimate with confidence using confidence intervals, set up and carry out a hypothesis test, compute statistical formulas, and more.Tracks to a typical first semester statistics cou
Mei, Zhixiong; Wu, Hao; Li, Shiyun
2017-04-01
The Conversion of Land Use and its Effects at Small regional extent (CLUE-S), which is a widely used model for land-use simulation, utilizes logistic regression to estimate the relationships between land use and its drivers, and thus, predict land-use change probabilities. However, logistic regression disregards possible spatial autocorrelation and self-organization in land-use data. Autologistic regression can depict spatial autocorrelation but cannot address self-organization, while logistic regression by considering only self-organization (NElogistic regression) fails to capture spatial autocorrelation. Therefore, this study developed a regression (NE-autologistic regression) method, which incorporated both spatial autocorrelation and self-organization, to improve CLUE-S. The Zengcheng District of Guangzhou, China was selected as the study area. The land-use data of 2001, 2005, and 2009, as well as 10 typical driving factors, were used to validate the proposed regression method and the improved CLUE-S model. Then, three future land-use scenarios in 2020: the natural growth scenario, ecological protection scenario, and economic development scenario, were simulated using the improved model. Validation results showed that NE-autologistic regression performed better than logistic regression, autologistic regression, and NE-logistic regression in predicting land-use change probabilities. The spatial allocation accuracy and kappa values of NE-autologistic-CLUE-S were higher than those of logistic-CLUE-S, autologistic-CLUE-S, and NE-logistic-CLUE-S for the simulations of two periods, 2001-2009 and 2005-2009, which proved that the improved CLUE-S model achieved the best simulation and was thereby effective to a certain extent. The scenario simulation results indicated that under all three scenarios, traffic land and residential/industrial land would increase, whereas arable land and unused land would decrease during 2009-2020. Apparent differences also existed in the
Energy Technology Data Exchange (ETDEWEB)
Fittinghoff, D N; der Au, J A; Squier, J A
2004-08-09
We show that a simple plane wave analysis can be used even under tight focusing conditions to predict the dependence of third-harmonic generation on the polarization state of the incident beam. Exploiting this fact, we then show that circularly polarized beams may be used to spatially characterize the beam focus and temporally characterize ultrashort pulses in high numerical aperture systems by experimentally demonstrating, for the first time, novel collinear, background-free, third-harmonic intensity autocorrelations in time and space in a high numerical aperture microscope. We also discuss the possibility of using third harmonic generation with circularly polarized beams for background-free collinear frequency resolved optical gating.
Directory of Open Access Journals (Sweden)
Wen Dong
2015-12-01
Full Text Available This study investigated the spatial distribution, spatial autocorrelation, temporal cluster, spatial-temporal autocorrelation and probable risk factors of H7N9 outbreaks in humans from March 2013 to December 2014 in China. The results showed that the epidemic spread with significant spatial-temporal autocorrelation. In order to describe the spatial-temporal autocorrelation of H7N9, an improved model was developed by introducing a spatial-temporal factor in this paper. Logistic regression analyses were utilized to investigate the risk factors associated with their distribution, and nine risk factors were significantly associated with the occurrence of A(H7N9 human infections: the spatial-temporal factor φ (OR = 2546669.382, p < 0.001, migration route (OR = 0.993, p < 0.01, river (OR = 0.861, p < 0.001, lake(OR = 0.992, p < 0.001, road (OR = 0.906, p < 0.001, railway (OR = 0.980, p < 0.001, temperature (OR = 1.170, p < 0.01, precipitation (OR = 0.615, p < 0.001 and relative humidity (OR = 1.337, p < 0.001. The improved model obtained a better prediction performance and a higher fitting accuracy than the traditional model: in the improved model 90.1% (91/101 of the cases during February 2014 occurred in the high risk areas (the predictive risk > 0.70 of the predictive risk map, whereas 44.6% (45/101 of which overlaid on the high risk areas (the predictive risk > 0.70 for the traditional model, and the fitting accuracy of the improved model was 91.6% which was superior to the traditional model (86.1%. The predictive risk map generated based on the improved model revealed that the east and southeast of China were the high risk areas of A(H7N9 human infections in February 2014. These results provided baseline data for the control and prevention of future human infections.
Goussev, Arseni; Dorfman, J. Robert
2006-01-01
We consider the time evolution of a wave packet representing a quantum particle moving in a geometrically open billiard that consists of a number of fixed hard-disk or hard-sphere scatterers. Using the technique of multiple collision expansions we provide a first-principle analytical calculation of the time-dependent autocorrelation function for the wave packet in the high-energy diffraction regime, in which the particle's de Broglie wave length, while being small compared to the size of the ...
CSIR Research Space (South Africa)
Kleynhans, Waldo
2012-01-01
Full Text Available vegetation using 500 m MODIS time-series satellite data is proposed. The method is a per pixel change alarm that uses the temporal autocorrelation to infer a change index which yields a change or no-change decision after thresholding. Simulated change data... dates are compared, and based on a change index and threshold selection method, each pixel is classified as either belonging to the change or no-change class [3], [4]. However, such a comparison of only two images is not always reliable, as similar land...
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
2004-01-01
significant nature or (2) aggregate system behaviour is in general very different from just the summing-up (even for finite sets of micro-behavioural patterns) and/or (3) it is simply a wrong assumption that in many cases is chosen by mere convention or plain convenience. It is evident that before choosing...... some arrival processes for some simulation study a thorough preliminary analysis has to be undertaken in order to uncover the basic time series nature of the interacting processes. Flexible methods for generating streams of autocorrelated variates of any desired distributional type, such as the ARTA...
U.S. Department of Health & Human Services — The CMS Office of Enterprise Data and Analytics has developed CMS Program Statistics, which includes detailed summary statistics on national health care, Medicare...
... Standard Drink? Drinking Levels Defined Alcohol Facts and Statistics Print version Alcohol Use in the United States: ... 1245, 2004. PMID: 15010446 11 National Center for Statistics and Analysis. 2014 Crash Data Key Findings (Traffic ...
... Statistics Students' Pages Errata Other Statistical Sites Subjects Inflation & Prices » Consumer Price Index Producer Price Indexes Import/Export Price ... Choose a Subject Employment and Unemployment Employment Unemployment Inflation, Prices, and ... price indexes Consumer spending Industry price indexes Pay ...
Recreational Boating Statistics 2012
Department of Homeland Security — Every year, the USCG compiles statistics on reported recreational boating accidents. These statistics are derived from accident reports that are filed by the owners...
DEFF Research Database (Denmark)
Lindström, Erik; Madsen, Henrik; Nielsen, Jan Nygaard
Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics...
Mathematical and statistical analysis
Houston, A. Glen
1988-01-01
The goal of the mathematical and statistical analysis component of RICIS is to research, develop, and evaluate mathematical and statistical techniques for aerospace technology applications. Specific research areas of interest include modeling, simulation, experiment design, reliability assessment, and numerical analysis.
DEFF Research Database (Denmark)
Lindström, Erik; Madsen, Henrik; Nielsen, Jan Nygaard
Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics...
Neuroendocrine Tumor: Statistics
... Tumor > Neuroendocrine Tumor: Statistics Request Permissions Neuroendocrine Tumor: Statistics Approved by the Cancer.Net Editorial Board , 11/ ... the United States are diagnosed with Merkel cell skin cancer each year. Almost all people diagnosed with the ...
Experiment in Elementary Statistics
Fernando, P. C. B.
1976-01-01
Presents an undergraduate laboratory exercise in elementary statistics in which students verify empirically the various aspects of the Gaussian distribution. Sampling techniques and other commonly used statistical procedures are introduced. (CP)
Overweight and Obesity Statistics
... the full list of resources . Overweight and Obesity Statistics Page Content About Overweight and Obesity Prevalence of ... adults age 20 and older [ Top ] Physical Activity Statistics Adults Research Findings Research suggests that staying active ...
... Research AMIGAS Fighting Cervical Cancer Worldwide Stay Informed Statistics for Other Kinds of Cancer Breast Cervical Colorectal ( ... Skin Vaginal and Vulvar Cancer Home Uterine Cancer Statistics Language: English Español (Spanish) Recommend on Facebook Tweet ...
School Violence: Data & Statistics
... Social Media Publications Injury Center School Violence: Data & Statistics Recommend on Facebook Tweet Share Compartir The first ... fact sheet provides up-to-date data and statistics on youth violence. Data Sources Indicators of School ...
Recreational Boating Statistics 2013
Department of Homeland Security — Every year, the USCG compiles statistics on reported recreational boating accidents. These statistics are derived from accident reports that are filed by the owners...
Software for Spatial Statistics
Directory of Open Access Journals (Sweden)
Edzer Pebesma
2015-02-01
Full Text Available We give an overview of the papers published in this special issue on spatial statistics, of the Journal of Statistical Software. 21 papers address issues covering visualization (micromaps, links to Google Maps or Google Earth, point pattern analysis, geostatistics, analysis of areal aggregated or lattice data, spatio-temporal statistics, Bayesian spatial statistics, and Laplace approximations. We also point to earlier publications in this journal on the same topic.
Software for Spatial Statistics
Edzer Pebesma; Roger Bivand; Paulo Justiniano Ribeiro
2015-01-01
We give an overview of the papers published in this special issue on spatial statistics, of the Journal of Statistical Software. 21 papers address issues covering visualization (micromaps, links to Google Maps or Google Earth), point pattern analysis, geostatistics, analysis of areal aggregated or lattice data, spatio-temporal statistics, Bayesian spatial statistics, and Laplace approximations. We also point to earlier publications in this journal on the same topic.
Lenard, Christopher; McCarthy, Sally; Mills, Terence
2014-01-01
There are many different aspects of statistics. Statistics involves mathematics, computing, and applications to almost every field of endeavour. Each aspect provides an opportunity to spark someone's interest in the subject. In this paper we discuss some ethical aspects of statistics, and describe how an introduction to ethics has been…
Selling statistics[Statistics in scientific progress
Energy Technology Data Exchange (ETDEWEB)
Bridle, S. [Astrophysics Group, University College London (United Kingdom)]. E-mail: sarah@star.ucl.ac.uk
2006-09-15
From Cosmos to Chaos- Peter Coles, 2006, Oxford University Press, 224pp. To confirm or refute a scientific theory you have to make a measurement. Unfortunately, however, measurements are never perfect: the rest is statistics. Indeed, statistics is at the very heart of scientific progress, but it is often poorly taught and badly received; for many, the very word conjures up half-remembered nightmares of 'null hypotheses' and 'student's t-tests'. From Cosmos to Chaos by Peter Coles, a cosmologist at Nottingham University, is an approachable antidote that places statistics in a range of catchy contexts. Using this book you will be able to calculate the probabilities in a game of bridge or in a legal trial based on DNA fingerprinting, impress friends by talking confidently about entropy, and stretch your mind thinking about quantum mechanics. (U.K.)
Statistics Essentials For Dummies
Rumsey, Deborah
2010-01-01
Statistics Essentials For Dummies not only provides students enrolled in Statistics I with an excellent high-level overview of key concepts, but it also serves as a reference or refresher for students in upper-level statistics courses. Free of review and ramp-up material, Statistics Essentials For Dummies sticks to the point, with content focused on key course topics only. It provides discrete explanations of essential concepts taught in a typical first semester college-level statistics course, from odds and error margins to confidence intervals and conclusions. This guide is also a perfect re
Statistics & probaility for dummies
Rumsey, Deborah J
2013-01-01
Two complete eBooks for one low price! Created and compiled by the publisher, this Statistics I and Statistics II bundle brings together two math titles in one, e-only bundle. With this special bundle, you'll get the complete text of the following two titles: Statistics For Dummies, 2nd Edition Statistics For Dummies shows you how to interpret and critique graphs and charts, determine the odds with probability, guesstimate with confidence using confidence intervals, set up and carry out a hypothesis test, compute statistical formulas, and more. Tra
Griffiths, Dawn
2009-01-01
Wouldn't it be great if there were a statistics book that made histograms, probability distributions, and chi square analysis more enjoyable than going to the dentist? Head First Statistics brings this typically dry subject to life, teaching you everything you want and need to know about statistics through engaging, interactive, and thought-provoking material, full of puzzles, stories, quizzes, visual aids, and real-world examples. Whether you're a student, a professional, or just curious about statistical analysis, Head First's brain-friendly formula helps you get a firm grasp of statistics
Business statistics for dummies
Anderson, Alan
2013-01-01
Score higher in your business statistics course? Easy. Business statistics is a common course for business majors and MBA candidates. It examines common data sets and the proper way to use such information when conducting research and producing informational reports such as profit and loss statements, customer satisfaction surveys, and peer comparisons. Business Statistics For Dummies tracks to a typical business statistics course offered at the undergraduate and graduate levels and provides clear, practical explanations of business statistical ideas, techniques, formulas, and calculations, w
Nonparametric statistical inference
Gibbons, Jean Dickinson
2010-01-01
Overall, this remains a very fine book suitable for a graduate-level course in nonparametric statistics. I recommend it for all people interested in learning the basic ideas of nonparametric statistical inference.-Eugenia Stoimenova, Journal of Applied Statistics, June 2012… one of the best books available for a graduate (or advanced undergraduate) text for a theory course on nonparametric statistics. … a very well-written and organized book on nonparametric statistics, especially useful and recommended for teachers and graduate students.-Biometrics, 67, September 2011This excellently presente
Boslaugh, Sarah
2013-01-01
Need to learn statistics for your job? Want help passing a statistics course? Statistics in a Nutshell is a clear and concise introduction and reference for anyone new to the subject. Thoroughly revised and expanded, this edition helps you gain a solid understanding of statistics without the numbing complexity of many college texts. Each chapter presents easy-to-follow descriptions, along with graphics, formulas, solved examples, and hands-on exercises. If you want to perform common statistical analyses and learn a wide range of techniques without getting in over your head, this is your book.
González-Díaz, Humberto; Riera-Fernández, Pablo
2012-12-21
The development of new methods for the computational re-evaluation of links in chemical and biological complex networks is very important to save time and resources. The Moreau-Broto autocorrelation indices (MBis) are well-known topological indices (TIs) used in QSAR/QSPR studies to encode the structural information contained in molecular graphs. In addition, MBis and similar autocorrelation measures have been used to study other systems like, for example, proteins. In the present work, MBis are combined with Markov chains to develop a general class of stochastic MBis of order k (MB(k)) that is used to encode the structural information contained in different types of large complex networks. The MB(k) values obtained for the nodes (centralities) of these networks are used as input variables to seek QSPR-like equations (by means of linear discriminant analysis) in which the outputs are numerical scores S(L(ij)) that allow us to discriminate between connected and nonconnected nodes and therefore re-evaluate the connectivity of the whole network. The models developed in this work produced the following results in terms of overall accuracy for network reconstruction: metabolic networks (72.10%), parasite-host networks (88.70%), CoCoMac brain cortex coactivation network (81.89%), and fasciolosis spreading network (86.39%).
Lunedei, Enrico; Albarello, Dario
2016-03-01
Synthetic dispersion curves are here computed in the frame of an ambient-vibration full-wavefield model, which relies on the description of both ambient-vibration ground displacement and its sources as stochastic fields defined on the Earth's surface, stationary in time and homogeneous in space. In this model, previously developed for computing synthetic Horizontal-to-Vertical Spectral Ratio curves, the power spectral density function and the spatial autocorrelation of the displacement are naturally described as functions of the power spectral density function of the generating forces and of the subsoil properties (via the relevant Green's function), by also accounting for spatial correlation of these forces. Dispersion curves are computed from the displacement power spectral density function and from the spatial autocorrelation according with the well-known f-k and SPAC techniques, respectively. Two examples illustrate the way this new ambient-vibration model works, showing its possible use in better understanding the role of the surface waves in forming the dispersion curves, as well as its capability to capture some remarkable experimental findings.
带有测量误差的相关数据的CUSUM控制图%The CUSUM Control Chart for the Autocorrelated Data with Measurement Error
Institute of Scientific and Technical Information of China (English)
刘晓红; 王兆军
2009-01-01
As we know, the measurement error often exists in practice, and affects the performance of quality control in some cases. The autoregressive process with the measurement error is investigated in this paper. For detecting the step shift of the autoregressive process mean with measurement error, a CUSUM control chart based on the maximum log-likelihood ratio test is obtained. Simulated in-control and out-of-control ARL's are made for various measurement error and autocorrelation coefficients. The simulation results show that this new CUSUM scheme works well when the process is negatively autocorrelated.%实际中测量误差不仅存在而且在某些情况下还影响质量摔制的表现,本文将考虑带有测量误差的相关数据的监控问题.为检测这类数据的飘移,我们给出了一个基于极大似然比检验的CUSUM控制图及其多种情况下的可控与失控的ARL.模拟结果显示,当过程负相关时,我们提出的CUSUM控制图具有良好的表现.
Corvalán, Natalia A; Kembro, Jackelyn M; Clop, Pedro D; Perillo, María A
2013-08-01
The present paper was aimed at evaluating the effect of cholesterol (CHO) on the voltage-induced lipid pore formation in bilayer membranes through a global characterization of the temporal dynamics of the fluctuation pattern of ion currents. The bilayer model used was black lipid membranes (BLMs) of palmitoyloleoylphosphatidylethanolamine and palmitoyloleoylphosphatidylcholine (POPE:POPC) at a 7:3 molar ratio in the absence (BLM0) or in the presence of 30 (BLM30), 40 (BLM40) or 50(BLM50)mol% of cholesterol with respect to total phospholipids. Electrical current intensities (I) were measured in voltage (ΔV) clamped conditions at ΔV ranging between 0 and ±200mV. The autocorrelation parameter α derived from detrended fluctuation analysis (DFA) on temporal fluctuation patterns of electrical currents allowed discriminating between non-correlated (α=0.5, white noise) and long-range correlated (0.5number of conductance states, the magnitude of conductance level, the capacitance of the bilayers and increased the tendency towards the development of long-range autocorrelated (fractal) processes (0.5<α<1) in lipid channel generation. Experiments were performed above the phase transition temperature of the lipid mixtures, but compositions used predicted a superlattice-like organization. This leads to the conclusion that structural defects other than phase coexistence may promote lipid channel formation under voltage clamped conditions. Furthermore, cholesterol controls the voltage threshold that allows the percolation of channel behavior where isolated channels become an interconnected network.
Lectures on algebraic statistics
Drton, Mathias; Sullivant, Seth
2009-01-01
How does an algebraic geometer studying secant varieties further the understanding of hypothesis tests in statistics? Why would a statistician working on factor analysis raise open problems about determinantal varieties? Connections of this type are at the heart of the new field of "algebraic statistics". In this field, mathematicians and statisticians come together to solve statistical inference problems using concepts from algebraic geometry as well as related computational and combinatorial techniques. The goal of these lectures is to introduce newcomers from the different camps to algebraic statistics. The introduction will be centered around the following three observations: many important statistical models correspond to algebraic or semi-algebraic sets of parameters; the geometry of these parameter spaces determines the behaviour of widely used statistical inference procedures; computational algebraic geometry can be used to study parameter spaces and other features of statistical models.
Naghshpour, Shahdad
2012-01-01
Statistics is the branch of mathematics that deals with real-life problems. As such, it is an essential tool for economists. Unfortunately, the way you and many other economists learn the concept of statistics is not compatible with the way economists think and learn. The problem is worsened by the use of mathematical jargon and complex derivations. Here's a book that proves none of this is necessary. All the examples and exercises in this book are constructed within the field of economics, thus eliminating the difficulty of learning statistics with examples from fields that have no relation to business, politics, or policy. Statistics is, in fact, not more difficult than economics. Anyone who can comprehend economics can understand and use statistics successfully within this field, including you! This book utilizes Microsoft Excel to obtain statistical results, as well as to perform additional necessary computations. Microsoft Excel is not the software of choice for performing sophisticated statistical analy...
Estimation and inferential statistics
Sahu, Pradip Kumar; Das, Ajit Kumar
2015-01-01
This book focuses on the meaning of statistical inference and estimation. Statistical inference is concerned with the problems of estimation of population parameters and testing hypotheses. Primarily aimed at undergraduate and postgraduate students of statistics, the book is also useful to professionals and researchers in statistical, medical, social and other disciplines. It discusses current methodological techniques used in statistics and related interdisciplinary areas. Every concept is supported with relevant research examples to help readers to find the most suitable application. Statistical tools have been presented by using real-life examples, removing the “fear factor” usually associated with this complex subject. The book will help readers to discover diverse perspectives of statistical theory followed by relevant worked-out examples. Keeping in mind the needs of readers, as well as constantly changing scenarios, the material is presented in an easy-to-understand form.
Statistical Analysis for Long Term Correlations in the Stress Time Series of Jerky Flow
Kugiumtzis, D; Kugiumtzis, Dimitris; Aifantis, Elias C.
2004-01-01
Stress time series from the PLC effect typically exhibit stick-slips of upload and download type. These data contain strong short-term correlations of a nonlinear type. We investigate whether there are also long term correlations, i.e. the successive up-down patterns are generated by a deterministic mechanism. A statistical test is conducted for the null hypothesis that the sequence of the up-down patterns is totally random. The test is constructed by means of surrogate data, suitably generated to represent the null hypothesis. Linear and nonlinear estimates are used as test statistics, namely autocorrelation, mutual information and Lyapunov exponents, which are found to have proper performance for the test. The test is then applied to three stress time series under different experimental conditions. Rejections are obtained for one of them and not with all statistics. From the overall results we cannot conclude that the underlying mechanism to the PLC effect has long memory.
Baseline Statistics of Linked Statistical Data
Scharnhorst, Andrea; Meroño-Peñuela, Albert; Guéret, Christophe
2014-01-01
We are surrounded by an ever increasing ocean of information, everybody will agree to that. We build sophisticated strategies to govern this information: design data models, develop infrastructures for data sharing, building tool for data analysis. Statistical datasets curated by National Statistica
Statistical model of clutter suppression in tissue harmonic imaging
Yan, Xiang; Hamilton, Mark F.
2011-01-01
A statistical model is developed for the suppression of clutter in tissue harmonic imaging (THI). Tissue heterogeneity is modeled as a random phase screen that is characterized by its correlation length and variance. With the autocorrelation function taken to be Gaussian and for small variance, statistical solutions are derived for the mean intensities at the fundamental and second-harmonic frequencies in the field of a focused sound beam that propagates through the phase screen. The statistical solutions are verified by comparison with ensemble averaging of direct numerical simulations. The model demonstrates that THI reduces the aberration clutter appearing in the focal region regardless of the depth of the aberrating layer, with suppression of the clutter most effective when the layer is close to the source. The model is also applied to the reverberation clutter that is transmitted forward along the axis of the beam. As with aberration clutter, suppression of such reverberation clutter by THI is most pronounced when the tissue heterogeneity is located close to the source. PMID:21428483
The statistical stability phenomenon
Gorban, Igor I
2017-01-01
This monograph investigates violations of statistical stability of physical events, variables, and processes and develops a new physical-mathematical theory taking into consideration such violations – the theory of hyper-random phenomena. There are five parts. The first describes the phenomenon of statistical stability and its features, and develops methods for detecting violations of statistical stability, in particular when data is limited. The second part presents several examples of real processes of different physical nature and demonstrates the violation of statistical stability over broad observation intervals. The third part outlines the mathematical foundations of the theory of hyper-random phenomena, while the fourth develops the foundations of the mathematical analysis of divergent and many-valued functions. The fifth part contains theoretical and experimental studies of statistical laws where there is violation of statistical stability. The monograph should be of particular interest to engineers...
Lectures on statistical mechanics
Bowler, M G
1982-01-01
Anyone dissatisfied with the almost ritual dullness of many 'standard' texts in statistical mechanics will be grateful for the lucid explanation and generally reassuring tone. Aimed at securing firm foundations for equilibrium statistical mechanics, topics of great subtlety are presented transparently and enthusiastically. Very little mathematical preparation is required beyond elementary calculus and prerequisites in physics are limited to some elementary classical thermodynamics. Suitable as a basis for a first course in statistical mechanics, the book is an ideal supplement to more convent
Campbell, M J
2011-01-01
The new edition of this international bestseller continues to throw light on the world of statistics for health care professionals and medical students. Revised throughout, the 11th edition features new material in the areas of relative risk, absolute risk and numbers needed to treat diagnostic tests, sensitivity, specificity, ROC curves free statistical software The popular self-testing exercises at the end of every chapter are strengthened by the addition of new sections on reading and reporting statistics and formula appreciation.
Contributions to industrial statistics
2015-01-01
This thesis is about statistics' contributions to industry. It is an article compendium comprising four articles divided in two blocks: (i) two contributions for a water supply company, and (ii) significance of the effects in Design of Experiments. In the first block, great emphasis is placed on how the research design and statistics can be applied to various real problems that a water company raises and it aims to convince water management companies that statistics can be very useful to impr...
Optimization techniques in statistics
Rustagi, Jagdish S
1994-01-01
Statistics help guide us to optimal decisions under uncertainty. A large variety of statistical problems are essentially solutions to optimization problems. The mathematical techniques of optimization are fundamentalto statistical theory and practice. In this book, Jagdish Rustagi provides full-spectrum coverage of these methods, ranging from classical optimization and Lagrange multipliers, to numerical techniques using gradients or direct search, to linear, nonlinear, and dynamic programming using the Kuhn-Tucker conditions or the Pontryagin maximal principle. Variational methods and optimiza
Equilibrium statistical mechanics
Jackson, E Atlee
2000-01-01
Ideal as an elementary introduction to equilibrium statistical mechanics, this volume covers both classical and quantum methodology for open and closed systems. Introductory chapters familiarize readers with probability and microscopic models of systems, while additional chapters describe the general derivation of the fundamental statistical mechanics relationships. The final chapter contains 16 sections, each dealing with a different application, ordered according to complexity, from classical through degenerate quantum statistical mechanics. Key features include an elementary introduction t
Applied statistics for economists
Lewis, Margaret
2012-01-01
This book is an undergraduate text that introduces students to commonly-used statistical methods in economics. Using examples based on contemporary economic issues and readily-available data, it not only explains the mechanics of the various methods, it also guides students to connect statistical results to detailed economic interpretations. Because the goal is for students to be able to apply the statistical methods presented, online sources for economic data and directions for performing each task in Excel are also included.
Equilibrium statistical mechanics
Mayer, J E
1968-01-01
The International Encyclopedia of Physical Chemistry and Chemical Physics, Volume 1: Equilibrium Statistical Mechanics covers the fundamental principles and the development of theoretical aspects of equilibrium statistical mechanics. Statistical mechanical is the study of the connection between the macroscopic behavior of bulk matter and the microscopic properties of its constituent atoms and molecules. This book contains eight chapters, and begins with a presentation of the master equation used for the calculation of the fundamental thermodynamic functions. The succeeding chapters highlight t
Mathematical statistics with applications
Wackerly, Dennis D; Scheaffer, Richard L
2008-01-01
In their bestselling MATHEMATICAL STATISTICS WITH APPLICATIONS, premiere authors Dennis Wackerly, William Mendenhall, and Richard L. Scheaffer present a solid foundation in statistical theory while conveying the relevance and importance of the theory in solving practical problems in the real world. The authors' use of practical applications and excellent exercises helps you discover the nature of statistics and understand its essential role in scientific research.
Mahalanobis, P C
1965-01-01
Contributions to Statistics focuses on the processes, methodologies, and approaches involved in statistics. The book is presented to Professor P. C. Mahalanobis on the occasion of his 70th birthday. The selection first offers information on the recovery of ancillary information and combinatorial properties of partially balanced designs and association schemes. Discussions focus on combinatorial applications of the algebra of association matrices, sample size analogy, association matrices and the algebra of association schemes, and conceptual statistical experiments. The book then examines latt
Ariwahjoedi, Seramika; Kosasih, Jusak Sali; Rovelli, Carlo; Zen, Freddy Permana
2016-01-01
Following our earlier work, we construct statistical discrete geometry by applying statistical mechanics to discrete (Regge) gravity. We propose a coarse-graining method for discrete geometry under the assumptions of atomism and background independence. To maintain these assumptions, restrictions are given to the theory by introducing cut-offs, both in ultraviolet and infrared regime. Having a well-defined statistical picture of discrete Regge geometry, we take the infinite degrees of freedom (large n) limit. We argue that the correct limit consistent with the restrictions and the background independence concept is not the continuum limit of statistical mechanics, but the thermodynamical limit.
2009-01-01
Ericsson is a global provider of telecommunications systems equipment and related services for mobile and fixed network operators. 3Gsim is a tool used by Ericsson in tests of the 3G RNC node. In order to validate the tests, statistics are constantly gathered within 3Gsim and users can use telnet to access the statistics using some system specific 3Gsim commands. The statistics can be retrieved but is unstructured for the human eye and needs parsing and arranging to be readable. The statist...
Annual Statistical Supplement, 2008
Social Security Administration — The Annual Statistical Supplement, 2008 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2004
Social Security Administration — The Annual Statistical Supplement, 2004 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2006
Social Security Administration — The Annual Statistical Supplement, 2006 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2016
Social Security Administration — The Annual Statistical Supplement, 2016 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2010
Social Security Administration — The Annual Statistical Supplement, 2010 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2002
Social Security Administration — The Annual Statistical Supplement, 2002 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2003
Social Security Administration — The Annual Statistical Supplement, 2003 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2011
Social Security Administration — The Annual Statistical Supplement, 2011 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2000
Social Security Administration — The Annual Statistical Supplement, 2000 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2015
Social Security Administration — The Annual Statistical Supplement, 2015 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2009
Social Security Administration — The Annual Statistical Supplement, 2009 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2014
Social Security Administration — The Annual Statistical Supplement, 2014 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2007
Social Security Administration — The Annual Statistical Supplement, 2007 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2005
Social Security Administration — The Annual Statistical Supplement, 2005 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Annual Statistical Supplement, 2001
Social Security Administration — The Annual Statistical Supplement, 2001 includes the most comprehensive data available on the Social Security and Supplemental Security Income programs. More than...
Kanji, Gopal K
2006-01-01
This expanded and updated Third Edition of Gopal K. Kanji's best-selling resource on statistical tests covers all the most commonly used tests with information on how to calculate and interpret results with simple datasets. Each entry begins with a short summary statement about the test's purpose, and contains details of the test objective, the limitations (or assumptions) involved, a brief outline of the method, a worked example, and the numerical calculation. 100 Statistical Tests, Third Edition is the one indispensable guide for users of statistical materials and consumers of statistical information at all levels and across all disciplines.
Understanding Computational Bayesian Statistics
Bolstad, William M
2011-01-01
A hands-on introduction to computational statistics from a Bayesian point of view Providing a solid grounding in statistics while uniquely covering the topics from a Bayesian perspective, Understanding Computational Bayesian Statistics successfully guides readers through this new, cutting-edge approach. With its hands-on treatment of the topic, the book shows how samples can be drawn from the posterior distribution when the formula giving its shape is all that is known, and how Bayesian inferences can be based on these samples from the posterior. These ideas are illustrated on common statistic
Boslaugh, Sarah
2008-01-01
Need to learn statistics as part of your job, or want some help passing a statistics course? Statistics in a Nutshell is a clear and concise introduction and reference that's perfect for anyone with no previous background in the subject. This book gives you a solid understanding of statistics without being too simple, yet without the numbing complexity of most college texts. You get a firm grasp of the fundamentals and a hands-on understanding of how to apply them before moving on to the more advanced material that follows. Each chapter presents you with easy-to-follow descriptions illustrat
Record Statistics and Dynamics
DEFF Research Database (Denmark)
Sibani, Paolo; Jensen, Henrik J.
2009-01-01
The term record statistics covers the statistical properties of records within an ordered series of numerical data obtained from observations or measurements. A record within such series is simply a value larger (or smaller) than all preceding values. The mathematical properties of records strongly...... fluctuations of e. g. the energy are able to push the system past some sort of ‘edge of stability’, inducing irreversible configurational changes, whose statistics then closely follows the statistics of record fluctuations....
Shasha, Dennis
2010-01-01
Statistics is the activity of inferring results about a population given a sample. Historically, statistics books assume an underlying distribution to the data (typically, the normal distribution) and derive results under that assumption. Unfortunately, in real life, one cannot normally be sure of the underlying distribution. For that reason, this book presents a distribution-independent approach to statistics based on a simple computational counting idea called resampling. This book explains the basic concepts of resampling, then systematically presents the standard statistical measures along
Bulmer, M G
1979-01-01
There are many textbooks which describe current methods of statistical analysis, while neglecting related theory. There are equally many advanced textbooks which delve into the far reaches of statistical theory, while bypassing practical applications. But between these two approaches is an unfilled gap, in which theory and practice merge at an intermediate level. Professor M. G. Bulmer's Principles of Statistics, originally published in 1965, was created to fill that need. The new, corrected Dover edition of Principles of Statistics makes this invaluable mid-level text available once again fo
Statistical Engine Knock Control
DEFF Research Database (Denmark)
Stotsky, Alexander A.
2008-01-01
A new statistical concept of the knock control of a spark ignition automotive engine is proposed . The control aim is associated with the statistical hy pothesis test which compares the threshold value to the average value of the max imal amplitud e of the knock sensor signal at a given freq uency...
Huizingh, Eelko K. R. E.
2007-01-01
Accessibly written and easy to use, "Applied Statistics Using SPSS" is an all-in-one self-study guide to SPSS and do-it-yourself guide to statistics. What is unique about Eelko Huizingh's approach is that this book is based around the needs of undergraduate students embarking on their own research project, and its self-help style is designed to…
Statistical Hadronization and Holography
DEFF Research Database (Denmark)
Bechi, Jacopo
2009-01-01
In this paper we consider some issues about the statistical model of the hadronization in a holographic approach. We introduce a Rindler like horizon in the bulk and we understand the string breaking as a tunneling event under this horizon. We calculate the hadron spectrum and we get a thermal......, and so statistical, shape for it....
Handbook of Spatial Statistics
Gelfand, Alan E
2010-01-01
Offers an introduction detailing the evolution of the field of spatial statistics. This title focuses on the three main branches of spatial statistics: continuous spatial variation (point referenced data); discrete spatial variation, including lattice and areal unit data; and, spatial point patterns.
Practical statistics simply explained
Langley, Dr Russell A
1971-01-01
For those who need to know statistics but shy away from math, this book teaches how to extract truth and draw valid conclusions from numerical data using logic and the philosophy of statistics rather than complex formulae. Lucid discussion of averages and scatter, investigation design, more. Problems with solutions.
Statistical methods in astronomy
Long, James P.; de Souza, Rafael S.
2017-01-01
We present a review of data types and statistical methods often encountered in astronomy. The aim is to provide an introduction to statistical applications in astronomy for statisticians and computer scientists. We highlight the complex, often hierarchical, nature of many astronomy inference problems and advocate for cross-disciplinary collaborations to address these challenges.
DEFF Research Database (Denmark)
Lauritzen, Steffen Lilholt
This book studies the brilliant Danish 19th Century astronomer, T.N. Thiele who made important contributions to statistics, actuarial science, astronomy and mathematics. The most important of these contributions in statistics are translated into English for the first time, and the text includes...
Huizingh, Eelko K. R. E.
2007-01-01
Accessibly written and easy to use, "Applied Statistics Using SPSS" is an all-in-one self-study guide to SPSS and do-it-yourself guide to statistics. What is unique about Eelko Huizingh's approach is that this book is based around the needs of undergraduate students embarking on their own research project, and its self-help style is designed to…
Inductive Logic and Statistics
Romeijn, J. -W.
2009-01-01
This chapter concerns inductive logic in relation to mathematical statistics. I start by introducing a general notion of probabilistic induc- tive inference. Then I introduce Carnapian inductive logic, and I show that it can be related to Bayesian statistical inference via de Finetti's representatio
Statistical mechanics of pluripotency.
MacArthur, Ben D; Lemischka, Ihor R
2013-08-01
Recent reports using single-cell profiling have indicated a remarkably dynamic view of pluripotent stem cell identity. Here, we argue that the pluripotent state is not well defined at the single-cell level but rather is a statistical property of stem cell populations, amenable to analysis using the tools of statistical mechanics and information theory.
DEFF Research Database (Denmark)
Lauritzen, Steffen Lilholt
This book studies the brilliant Danish 19th Century astronomer, T.N. Thiele who made important contributions to statistics, actuarial science, astronomy and mathematics. The most important of these contributions in statistics are translated into English for the first time, and the text includes...
Council of Ontario Universities, Toronto.
Summary statistics on application and registration patterns of applicants wishing to pursue full-time study in first-year places in Ontario universities (for the fall of 1987) are given. Data on registrations were received indirectly from the universities as part of their annual submission of USIS/UAR enrollment data to Statistics Canada and MCU.…
Statistics 101 for Radiologists.
Anvari, Arash; Halpern, Elkan F; Samir, Anthony E
2015-10-01
Diagnostic tests have wide clinical applications, including screening, diagnosis, measuring treatment effect, and determining prognosis. Interpreting diagnostic test results requires an understanding of key statistical concepts used to evaluate test efficacy. This review explains descriptive statistics and discusses probability, including mutually exclusive and independent events and conditional probability. In the inferential statistics section, a statistical perspective on study design is provided, together with an explanation of how to select appropriate statistical tests. Key concepts in recruiting study samples are discussed, including representativeness and random sampling. Variable types are defined, including predictor, outcome, and covariate variables, and the relationship of these variables to one another. In the hypothesis testing section, we explain how to determine if observed differences between groups are likely to be due to chance. We explain type I and II errors, statistical significance, and study power, followed by an explanation of effect sizes and how confidence intervals can be used to generalize observed effect sizes to the larger population. Statistical tests are explained in four categories: t tests and analysis of variance, proportion analysis tests, nonparametric tests, and regression techniques. We discuss sensitivity, specificity, accuracy, receiver operating characteristic analysis, and likelihood ratios. Measures of reliability and agreement, including κ statistics, intraclass correlation coefficients, and Bland-Altman graphs and analysis, are introduced.
Deconstructing Statistical Analysis
Snell, Joel
2014-01-01
Using a very complex statistical analysis and research method for the sake of enhancing the prestige of an article or making a new product or service legitimate needs to be monitored and questioned for accuracy. 1) The more complicated the statistical analysis, and research the fewer the number of learned readers can understand it. This adds a…
Practical statistics for educators
Ravid, Ruth
2014-01-01
Practical Statistics for Educators, Fifth Edition, is a clear and easy-to-follow text written specifically for education students in introductory statistics courses and in action research courses. It is also a valuable resource and guidebook for educational practitioners who wish to study their own settings.
Statistical laws in linguistics
Altmann, Eduardo G
2015-01-01
Zipf's law is just one out of many universal laws proposed to describe statistical regularities in language. Here we review and critically discuss how these laws can be statistically interpreted, fitted, and tested (falsified). The modern availability of large databases of written text allows for tests with an unprecedent statistical accuracy and also a characterization of the fluctuations around the typical behavior. We find that fluctuations are usually much larger than expected based on simplifying statistical assumptions (e.g., independence and lack of correlations between observations).These simplifications appear also in usual statistical tests so that the large fluctuations can be erroneously interpreted as a falsification of the law. Instead, here we argue that linguistic laws are only meaningful (falsifiable) if accompanied by a model for which the fluctuations can be computed (e.g., a generative model of the text). The large fluctuations we report show that the constraints imposed by linguistic laws...
Introduction to Bayesian statistics
Bolstad, William M
2017-01-01
There is a strong upsurge in the use of Bayesian methods in applied statistical analysis, yet most introductory statistics texts only present frequentist methods. Bayesian statistics has many important advantages that students should learn about if they are going into fields where statistics will be used. In this Third Edition, four newly-added chapters address topics that reflect the rapid advances in the field of Bayesian staistics. The author continues to provide a Bayesian treatment of introductory statistical topics, such as scientific data gathering, discrete random variables, robust Bayesian methods, and Bayesian approaches to inferenfe cfor discrete random variables, bionomial proprotion, Poisson, normal mean, and simple linear regression. In addition, newly-developing topics in the field are presented in four new chapters: Bayesian inference with unknown mean and variance; Bayesian inference for Multivariate Normal mean vector; Bayesian inference for Multiple Linear RegressionModel; and Computati...
Statistical Methods for Astronomy
Feigelson, Eric D
2012-01-01
This review outlines concepts of mathematical statistics, elements of probability theory, hypothesis tests and point estimation for use in the analysis of modern astronomical data. Least squares, maximum likelihood, and Bayesian approaches to statistical inference are treated. Resampling methods, particularly the bootstrap, provide valuable procedures when distributions functions of statistics are not known. Several approaches to model selection and good- ness of fit are considered. Applied statistics relevant to astronomical research are briefly discussed: nonparametric methods for use when little is known about the behavior of the astronomical populations or processes; data smoothing with kernel density estimation and nonparametric regression; unsupervised clustering and supervised classification procedures for multivariate problems; survival analysis for astronomical datasets with nondetections; time- and frequency-domain times series analysis for light curves; and spatial statistics to interpret the spati...
Energy Technology Data Exchange (ETDEWEB)
Schmidt, Slawa; Mascheck, Manfred; Silies, Martin [Carl-von-Ossietzky-Universitaet, Oldenburg (Germany); Yatsui, Takashi; Kitamura, Kokoro; Ohtsu, Motoichi; Lienau, Christoph [University of Tokyo (Japan)
2011-07-01
The nonlinear optical properties of a thin ZnO film are studied using interferometric frequency-resolved autocorrelation (IFRAC) microscopy. By exciting the film with 6-fs, below-bandgap laser pulses at 800nm focused to a spot size of 1 {mu}m two emission bands in the blue and bluegreen spectral region with distinctly different coherence properties can be detected. We show that an analysis of the wavelength-dependence of the interference fringes in the IFRAC signal allows for an unambiguous assignment of these bands as coherent second harmonic emission and incoherent, multiphoton-induced photoluminescence, respectively. More generally our analysis shows that IFRAC allows for a complete characterization of the coherence properties of the nonlinear optical emission from nanostructures in a single-beam experiment. Since this technique combines a very high temporal and spatial resolution we anticipate broad applications in nonlinear nano-optics.
Simonsen, Ingve; Kryvi, Jacob B; Maradudin, Alexei A
2015-01-01
An expression is obtained on the basis of phase perturbation theory for the contribution to the mean differential reflection coefficient from the in-plane co-polarized component of the light scattered diffusely from a two-dimensional randomly rough dielectric surface when the latter is illuminated by s-polarized light. This result forms the basis for an approach to inverting experimental light scattering data to obtain the normalized surface height autocorrelation function of the surface. Several parametrized forms of this correlation function, and the minimization of a cost function with respect to the parameters defining these representations, are used in the inversion scheme. This approach also yields the rms height of the surface roughness, and the dielectric constant of the dielectric substrate if it is not known in advance. The input data used in validating this inversion consists of computer simulation results for surfaces defined by exponential and Gaussian surface height correlation functions, withou...
Auto-correlation Effects on the sp3-d Exchange Interaction in Cd1-xMnxTe/CdTe Multilayers
Institute of Scientific and Technical Information of China (English)
K. Afif; A. Benyoussef; J. Diouri
2002-01-01
Band offsets and total energy of Wannier excitons in multilayers are affected by dimensional and auto-correlation effects, and sp3-d coupling is consequently modified. Thus, the calculation of the Zeeman splitting in the quantum wells has to take into account these effects, especially when the mismatch cannot be disregarded. In this work,the theoretical study of these combined effects has been performed for Cd1-xMnx Te/CdTe multilayers embedded by Cd1-yZny Te as the substrate (or the buffer) on one side and as a cladding layer on the other side. This sample allows us to highlight the role played by the substrate (buffer) and the growth direction on the Zeeman splitting in such multilayers.
Statistical indicators of Arctic sea-ice stability - prospects and limitations
Bathiany, Sebastian; van der Bolt, Bregje; Williamson, Mark S.; Lenton, Timothy M.; Scheffer, Marten; van Nes, Egbert H.; Notz, Dirk
2016-07-01
We examine the relationship between the mean and the variability of Arctic sea-ice coverage and volume in a large range of climates from globally ice-covered to globally ice-free conditions. Using a hierarchy of two column models and several comprehensive Earth system models, we consolidate the results of earlier studies and show that mechanisms found in simple models also dominate the interannual variability of Arctic sea ice in complex models. In contrast to predictions based on very idealised dynamical systems, we find a consistent and robust decrease of variance and autocorrelation of sea-ice volume before summer sea ice is lost. We attribute this to the fact that thinner ice can adjust more quickly to perturbations. Thereafter, the autocorrelation increases, mainly because it becomes dominated by the ocean water's large heat capacity when the ice-free season becomes longer. We show that these changes are robust to the nature and origin of climate variability in the models and do not depend on whether Arctic sea-ice loss occurs abruptly or irreversibly. We also show that our climate is changing too rapidly to detect reliable changes in autocorrelation of annual time series. Based on these results, the prospects of detecting statistical early warning signals before an abrupt sea-ice loss at a "tipping point" seem very limited. However, the robust relation between state and variability can be useful to build simple stochastic climate models and to make inferences about past and future sea-ice variability from only short observations or reconstructions.
Statistics a complete introduction
Graham, Alan
2013-01-01
Statistics: A Complete Introduction is the most comprehensive yet easy-to-use introduction to using Statistics. Written by a leading expert, this book will help you if you are studying for an important exam or essay, or if you simply want to improve your knowledge. The book covers all the key areas of Statistics including graphs, data interpretation, spreadsheets, regression, correlation and probability. Everything you will need is here in this one book. Each chapter includes not only an explanation of the knowledge and skills you need, but also worked examples and test questions.
Statistics of football dynamics
Mendes, R S; Anteneodo, C
2007-01-01
We investigate the dynamics of football matches. Our goal is to characterize statistically the temporal sequence of ball movements in this collective sport game, searching for traits of complex behavior. Data were collected over a variety of matches in South American, European and World championships throughout 2005 and 2006. We show that the statistics of ball touches presents power-law tails and can be described by $q$-gamma distributions. To explain such behavior we propose a model that provides information on the characteristics of football dynamics. Furthermore, we discuss the statistics of duration of out-of-play intervals, not directly related to the previous scenario.
Siegel, Andrew
2011-01-01
Practical Business Statistics, Sixth Edition, is a conceptual, realistic, and matter-of-fact approach to managerial statistics that carefully maintains-but does not overemphasize-mathematical correctness. The book offers a deep understanding of how to learn from data and how to deal with uncertainty while promoting the use of practical computer applications. This teaches present and future managers how to use and understand statistics without an overdose of technical detail, enabling them to better understand the concepts at hand and to interpret results. The text uses excellent examples with
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...
Wallis, W Allen
2014-01-01
Focusing on everyday applications as well as those of scientific research, this classic of modern statistical methods requires little to no mathematical background. Readers develop basic skills for evaluating and using statistical data. Lively, relevant examples include applications to business, government, social and physical sciences, genetics, medicine, and public health. ""W. Allen Wallis and Harry V. Roberts have made statistics fascinating."" - The New York Times ""The authors have set out with considerable success, to write a text which would be of interest and value to the student who,
Mauro, John
2013-01-01
Written to reveal statistical deceptions often thrust upon unsuspecting journalists, this book views the use of numbers from a public perspective. Illustrating how the statistical naivete of journalists often nourishes quantitative misinformation, the author's intent is to make journalists more critical appraisers of numerical data so that in reporting them they do not deceive the public. The book frequently uses actual reported examples of misused statistical data reported by mass media and describes how journalists can avoid being taken in by them. Because reports of survey findings seldom g
Statistical Pattern Recognition
Webb, Andrew R
2011-01-01
Statistical pattern recognition relates to the use of statistical techniques for analysing data measurements in order to extract information and make justified decisions. It is a very active area of study and research, which has seen many advances in recent years. Applications such as data mining, web searching, multimedia data retrieval, face recognition, and cursive handwriting recognition, all require robust and efficient pattern recognition techniques. This third edition provides an introduction to statistical pattern theory and techniques, with material drawn from a wide range of fields,
Statistical Engine Knock Control
DEFF Research Database (Denmark)
Stotsky, Alexander A.
2008-01-01
A new statistical concept of the knock control of a spark ignition automotive engine is proposed . The control aim is associated with the statistical hy pothesis test which compares the threshold value to the average value of the max imal amplitud e of the knock sensor signal at a given freq uency....... C ontrol algorithm which is used for minimization of the regulation error realizes a simple count-up-count-d own logic. A new ad aptation algorithm for the knock d etection threshold is also d eveloped . C onfi d ence interval method is used as the b asis for ad aptation. A simple statistical mod el...
Liao, Tim Futing
2011-01-01
An incomparably useful examination of statistical methods for comparisonThe nature of doing science, be it natural or social, inevitably calls for comparison. Statistical methods are at the heart of such comparison, for they not only help us gain understanding of the world around us but often define how our research is to be carried out. The need to compare between groups is best exemplified by experiments, which have clearly defined statistical methods. However, true experiments are not always possible. What complicates the matter more is a great deal of diversity in factors that are not inde
Young, M.; Koslovsky, M.; Schaefer, Caroline M.; Feiveson, A. H.
2017-01-01
Back by popular demand, the JSC Biostatistics Laboratory and LSAH statisticians are offering an opportunity to discuss your statistical challenges and needs. Take the opportunity to meet the individuals offering expert statistical support to the JSC community. Join us for an informal conversation about any questions you may have encountered with issues of experimental design, analysis, or data visualization. Get answers to common questions about sample size, repeated measures, statistical assumptions, missing data, multiple testing, time-to-event data, and when to trust the results of your analyses.
Approximating Stationary Statistical Properties
Institute of Scientific and Technical Information of China (English)
Xiaoming WANG
2009-01-01
It is well-known that physical laws for large chaotic dynamical systems are revealed statistically. Many times these statistical properties of the system must be approximated numerically. The main contribution of this manuscript is to provide simple and natural criterions on numerical methods (temporal and spatial discretization) that are able to capture the stationary statistical properties of the underlying dissipative chaotic dynamical systems asymptotically. The result on temporal approximation is a recent finding of the author, and the result on spatial approximation is a new one. Applications to the infinite Prandtl number model for convection and the barotropic quasi-geostrophic model are also discussed.
Commentary: statistics for biomarkers.
Lovell, David P
2012-05-01
This short commentary discusses Biomarkers' requirements for the reporting of statistical analyses in submitted papers. It is expected that submitters will follow the general instructions of the journal, the more detailed guidance given by the International Committee of Medical Journal Editors, the specific guidelines developed by the EQUATOR network, and those of various specialist groups. Biomarkers expects that the study design and subsequent statistical analyses are clearly reported and that the data reported can be made available for independent assessment. The journal recognizes that there is continuing debate about different approaches to statistical science. Biomarkers appreciates that the field continues to develop rapidly and encourages the use of new methodologies.
Evolutionary Statistical Procedures
Baragona, Roberto; Poli, Irene
2011-01-01
This proposed text appears to be a good introduction to evolutionary computation for use in applied statistics research. The authors draw from a vast base of knowledge about the current literature in both the design of evolutionary algorithms and statistical techniques. Modern statistical research is on the threshold of solving increasingly complex problems in high dimensions, and the generalization of its methodology to parameters whose estimators do not follow mathematically simple distributions is underway. Many of these challenges involve optimizing functions for which analytic solutions a
D'Alessio, Michael
2012-01-01
AP Statistics Crash Course - Gets You a Higher Advanced Placement Score in Less Time Crash Course is perfect for the time-crunched student, the last-minute studier, or anyone who wants a refresher on the subject. AP Statistics Crash Course gives you: Targeted, Focused Review - Study Only What You Need to Know Crash Course is based on an in-depth analysis of the AP Statistics course description outline and actual Advanced Placement test questions. It covers only the information tested on the exam, so you can make the most of your valuable study time. Our easy-to-read format covers: exploring da
Bouchet, Freddy; Dauxois, Thierry
2005-10-01
We explain the ubiquity and extremely slow evolution of non-Gaussian out-of-equilibrium distributions for the Hamiltonian mean-field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one also unambiguously explains and predicts striking slow algebraic relaxation of the momenta autocorrelation, previously found in numerical simulations. Finally, angular anomalous diffusion are predicted for a large class of initial distributions. Non-extensive statistical mechanics is shown to be unnecessary for the interpretation of these phenomena.
Hul, Oleh; Seba, Petr; Sirko, Leszek
2009-06-01
Parameter-dependent statistical properties of spectra of totally connected irregular quantum graphs with Neumann boundary conditions are studied. The autocorrelation functions of level velocities c(x) and c[over ](omega,x) as well as the distributions of level curvatures and avoided crossing gaps are calculated. The numerical results are compared with the predictions of random matrix theory for Gaussian orthogonal ensemble (GOE) and for coupled GOE matrices. The application of coupled GOE matrices was justified by studying localization phenomena in graphs' wave functions Psi(x) using the inverse participation ratio and the amplitude distribution P(Psi(x)) .
Directory of Open Access Journals (Sweden)
Muhammad Imran Akram
2012-01-01
Full Text Available This paper presents the statistical properties of the vehicle-to-vehicle Nakagami-Hoyt (Nakagami-q channel model under non-isotropic condition. The spatial time correlation function (STCF, the power spectral density (PSD, squared time autocorrelation function (SQCF, level crossing rate (LCR, and the average duration of Fade (ADF of the Nakagami-Hoyt channel have been derived under the assumption that both the transmitter and receiver are nonstationary having nonomnidirectional antennas. A simulator that uses the inverse-fast-fourier-transform- (IFFT- based computation method is designed for this model. The simulator and analytical results are compared.
Model output statistics applied to wind power prediction
Energy Technology Data Exchange (ETDEWEB)
Joensen, A.; Giebel, G.; Landberg, L. [Risoe National Lab., Roskilde (Denmark); Madsen, H.; Nielsen, H.A. [The Technical Univ. of Denmark, Dept. of Mathematical Modelling, Lyngby (Denmark)
1999-03-01
Being able to predict the output of a wind farm online for a day or two in advance has significant advantages for utilities, such as better possibility to schedule fossil fuelled power plants and a better position on electricity spot markets. In this paper prediction methods based on Numerical Weather Prediction (NWP) models are considered. The spatial resolution used in NWP models implies that these predictions are not valid locally at a specific wind farm. Furthermore, due to the non-stationary nature and complexity of the processes in the atmosphere, and occasional changes of NWP models, the deviation between the predicted and the measured wind will be time dependent. If observational data is available, and if the deviation between the predictions and the observations exhibits systematic behavior, this should be corrected for; if statistical methods are used, this approaches is usually referred to as MOS (Model Output Statistics). The influence of atmospheric turbulence intensity, topography, prediction horizon length and auto-correlation of wind speed and power is considered, and to take the time-variations into account, adaptive estimation methods are applied. Three estimation techniques are considered and compared, Extended Kalman Filtering, recursive least squares and a new modified recursive least squares algorithm. (au) EU-JOULE-3. 11 refs.
Müller-Kirsten, Harald J W
2013-01-01
Statistics links microscopic and macroscopic phenomena, and requires for this reason a large number of microscopic elements like atoms. The results are values of maximum probability or of averaging. This introduction to statistical physics concentrates on the basic principles, and attempts to explain these in simple terms supplemented by numerous examples. These basic principles include the difference between classical and quantum statistics, a priori probabilities as related to degeneracies, the vital aspect of indistinguishability as compared with distinguishability in classical physics, the differences between conserved and non-conserved elements, the different ways of counting arrangements in the three statistics (Maxwell-Boltzmann, Fermi-Dirac, Bose-Einstein), the difference between maximization of the number of arrangements of elements, and averaging in the Darwin-Fowler method. Significant applications to solids, radiation and electrons in metals are treated in separate chapters, as well as Bose-Eins...
Elements of statistical thermodynamics
Nash, Leonard K
2006-01-01
Encompassing essentially all aspects of statistical mechanics that appear in undergraduate texts, this concise, elementary treatment shows how an atomic-molecular perspective yields new insights into macroscopic thermodynamics. 1974 edition.
LBVs and Statistical Inference
Davidson, Kris; Weis, Kerstin
2016-01-01
Smith and Tombleson (2015) asserted that statistical tests disprove the standard view of LBVs, and proposed a far more complex scenario to replace it. But Humphreys et al. (2016) showed that Smith and Tombleson's Magellanic "LBV" sample was a mixture of physically different classes of stars, and genuine LBVs are in fact statistically consistent with the standard view. Smith (2016) recently objected at great length to this result. Here we note that he misrepresented some of the arguments, altered the test criteria, ignored some long-recognized observational facts, and employed inadequate statistical procedures. This case illustrates the dangers of uncareful statistical sampling, as well as the need to be wary of unstated assumptions.
Ehrlichiosis: Statistics and Epidemiology
... a tick Diseases transmitted by ticks Statistics and Epidemiology Recommend on Facebook Tweet Share Compartir On this ... Holman RC, McQuiston JH, Krebs JW, Swerdlow DL. Epidemiology of human ehrlichiosis and anaplasmosis in the United ...
Harrison, JM; Robbins, JM; 10.1098/rspa.2010.0254
2011-01-01
Quantum graphs are commonly used as models of complex quantum systems, for example molecules, networks of wires, and states of condensed matter. We consider quantum statistics for indistinguishable spinless particles on a graph, concentrating on the simplest case of abelian statistics for two particles. In spite of the fact that graphs are locally one-dimensional, anyon statistics emerge in a generalized form. A given graph may support a family of independent anyon phases associated with topologically inequivalent exchange processes. In addition, for sufficiently complex graphs, there appear new discrete-valued phases. Our analysis is simplified by considering combinatorial rather than metric graphs -- equivalently, a many-particle tight-binding model. The results demonstrate that graphs provide an arena in which to study new manifestations of quantum statistics. Possible applications include topological quantum computing, topological insulators, the fractional quantum Hall effect, superconductivity and molec...
DEFF Research Database (Denmark)
Lindström, Erik; Madsen, Henrik; Nielsen, Jan Nygaard
Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics...... that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical......, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues...
CMS Statistics Reference Booklet
U.S. Department of Health & Human Services — The annual CMS Statistics reference booklet provides a quick reference for summary information about health expenditures and the Medicare and Medicaid health...
Scheck, Florian
2016-01-01
Scheck’s textbook starts with a concise introduction to classical thermodynamics, including geometrical aspects. Then a short introduction to probabilities and statistics lays the basis for the statistical interpretation of thermodynamics. Phase transitions, discrete models and the stability of matter are explained in great detail. Thermodynamics has a special role in theoretical physics. Due to the general approach of thermodynamics the field has a bridging function between several areas like the theory of condensed matter, elementary particle physics, astrophysics and cosmology. The classical thermodynamics describes predominantly averaged properties of matter, reaching from few particle systems and state of matter to stellar objects. Statistical Thermodynamics covers the same fields, but explores them in greater depth and unifies classical statistical mechanics with quantum theory of multiple particle systems. The content is presented as two tracks: the fast track for master students, providing the essen...
Grégoire, G.
2016-05-01
This chapter is devoted to two objectives. The first one is to answer the request expressed by attendees of the first Astrostatistics School (Annecy, October 2013) to be provided with an elementary vademecum of statistics that would facilitate understanding of the given courses. In this spirit we recall very basic notions, that is definitions and properties that we think sufficient to benefit from courses given in the Astrostatistical School. Thus we give briefly definitions and elementary properties on random variables and vectors, distributions, estimation and tests, maximum likelihood methodology. We intend to present basic ideas in a hopefully comprehensible way. We do not try to give a rigorous presentation, and due to the place devoted to this chapter, can cover only a rather limited field of statistics. The second aim is to focus on some statistical tools that are useful in classification: basic introduction to Bayesian statistics, maximum likelihood methodology, Gaussian vectors and Gaussian mixture models.
Statistical mechanics of superconductivity
Kita, Takafumi
2015-01-01
This book provides a theoretical, step-by-step comprehensive explanation of superconductivity for undergraduate and graduate students who have completed elementary courses on thermodynamics and quantum mechanics. To this end, it adopts the unique approach of starting with the statistical mechanics of quantum ideal gases and successively adding and clarifying elements and techniques indispensible for understanding it. They include the spin-statistics theorem, second quantization, density matrices, the Bloch–De Dominicis theorem, the variational principle in statistical mechanics, attractive interaction, and bound states. Ample examples of their usage are also provided in terms of topics from advanced statistical mechanics such as two-particle correlations of quantum ideal gases, derivation of the Hartree–Fock equations, and Landau’s Fermi-liquid theory, among others. With these preliminaries, the fundamental mean-field equations of superconductivity are derived with maximum mathematical clarity based on ...
... Non-Hodgkin) Lymphoma (Hodgkin) Neuroblastoma Osteosarcoma Retinoblastoma Rhabdomyosarcoma Skin Cancer Soft Tissue Sarcoma Thyroid Cancer Cancer Resources Childhood Cancer Statistics Coping With Cancer CureSearch CancerCare App Late Effects ...
Department of Homeland Security — Accident statistics available on the Coast Guard’s website by state, year, and one variable to obtain tables and/or graphs. Data from reports has been loaded for...
Playing at Statistical Mechanics
Clark, Paul M.; And Others
1974-01-01
Discussed are the applications of counting techniques of a sorting game to distributions and concepts in statistical mechanics. Included are the following distributions: Fermi-Dirac, Bose-Einstein, and most probable. (RH)
CSIR Research Space (South Africa)
Shepperson, L
1997-12-01
Full Text Available This publication contains transport and related statistics on roads, vehicles, infrastructure, passengers, freight, rail, air, maritime and road traffic, and international comparisons. The information compiled in this publication has been gathered...
Testa, Massimo
2015-01-01
Based on the fundamental principles of Relativistic Quantum Mechanics, we give a rigorous, but completely elementary, proof of the relation between fundamental observables of a statistical system when measured relatively to two inertial reference frames, connected by a Lorentz transformation.
DEFF Research Database (Denmark)
Lindström, Erik; Madsen, Henrik; Nielsen, Jan Nygaard
that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical......, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues......Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics...
... gov Disability.gov Freedom of Information Act | Privacy & Security Statement | Disclaimers | Customer Survey | Important Web Site Notices U.S. Bureau of Labor Statistics | Postal Square Building, 2 Massachusetts Avenue, NE Washington, ...
Statistics For Neuroscientists
Directory of Open Access Journals (Sweden)
Subbakrishna D.K
2000-01-01
Full Text Available The role statistical methods play in medicine in the interpretation of empirical data is well recognized by researchers. With modern computing facilities and software packages there is little need for familiarity with the computational details of statistical calculations. However, for the researcher to understand whether these calculations are valid and appropriate it is necessary that the user is aware of the rudiments of the statistical methodology. Also, it needs to be emphasized that no amount of advanced analysis can be a substitute for a properly planned and executed study. An attempt is made in this communication to discuss some of the theoretical issues that are important for the valid analysis and interpretation of precious date that are gathered. The article summarises some of the basic statistical concepts followed by illustrations from live data generated from various research projects from the department of Neurology of this Institute.
Information theory and statistics
Kullback, Solomon
1997-01-01
Highly useful text studies logarithmic measures of information and their application to testing statistical hypotheses. Includes numerous worked examples and problems. References. Glossary. Appendix. 1968 2nd, revised edition.
Richfield, Jon; bookfeller
2016-07-01
In reply to Ralph Kenna and Pádraig Mac Carron's feature article “Maths meets myths” in which they describe how they are using techniques from statistical physics to characterize the societies depicted in ancient Icelandic sagas.
Gumbel, E J
2012-01-01
This classic text covers order statistics and their exceedances; exact distribution of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd asymptotes; more. 1958 edition. Includes 44 tables and 97 graphs.
Medicaid Drug Claims Statistics
U.S. Department of Health & Human Services — The Medicaid Drug Claims Statistics CD is a useful tool that conveniently breaks up Medicaid claim counts and separates them by quarter and includes an annual count.
U.S. Department of Health & Human Services — This section contains statistical information and reports related to the percentage of electronic transactions being sent to Medicare contractors in the formats...
... and Statistics Recommend on Facebook Tweet Share Compartir Plague in the United States Plague was first introduced ... per year in the United States: 1900-2012. Plague Worldwide Plague epidemics have occurred in Africa, Asia, ...
African Journals Online (AJOL)
Every year, the South African Minister of Police releases the crime statistics in ... prove an invaluable source of information for those who seek to better understand and respond to crime ... of Social Development in the JCPS may suggest a.
U.S. Department of Health & Human Services — The United States Cancer Statistics (USCS) online databases in WONDER provide cancer incidence and mortality data for the United States for the years since 1999, by...
Probability and Statistical Inference
Prosper, Harrison B.
2006-01-01
These lectures introduce key concepts in probability and statistical inference at a level suitable for graduate students in particle physics. Our goal is to paint as vivid a picture as possible of the concepts covered.
2010-01-01
Abstract Background For years the Robert Koch Institute (RKI) has been annually pooling and reviewing the data from the German population-based cancer registries and evaluating them together with the cause-of-death statistics provided by the statistical offices. Traditionally, the RKI periodically estimates the number of new cancer cases in Germany on the basis of the available data from the regional cancer registries in which registration is complete; this figure, in turn, forms the basis fo...
Dominican Republic; Statistical Appendix
International Monetary Fund
2003-01-01
In this paper, statistical data for the Dominican Republic were presented as real, public, financial, and external sectors. In real sector, GDP by sector at constant prices, savings, investment, consumer price index, petroleum statistics, and so on, were outlined. The public sector summarizes operations of the consolidated public sector, central government, and revenues. A summary of the banking system, claims, interest rates, financial indicators, and reserve requirements were described in t...
Introductory statistical inference
Mukhopadhyay, Nitis
2014-01-01
This gracefully organized text reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, figures, tables, and computer simulations to develop and illustrate concepts. Drills and boxed summaries emphasize and reinforce important ideas and special techniques.Beginning with a review of the basic concepts and methods in probability theory, moments, and moment generating functions, the author moves to more intricate topics. Introductory Statistical Inference studies multivariate random variables, exponential families of dist
Business statistics I essentials
Clark, Louise
2014-01-01
REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Business Statistics I includes descriptive statistics, introduction to probability, probability distributions, sampling and sampling distributions, interval estimation, and hypothesis t
Dominican Republic; Statistical Appendix
International Monetary Fund
2003-01-01
In this paper, statistical data for the Dominican Republic were presented as real, public, financial, and external sectors. In real sector, GDP by sector at constant prices, savings, investment, consumer price index, petroleum statistics, and so on, were outlined. The public sector summarizes operations of the consolidated public sector, central government, and revenues. A summary of the banking system, claims, interest rates, financial indicators, and reserve requirements were described in t...
Addressing mathematics & statistics anxiety
Kotecha, Meena
2015-01-01
This paper should be of interest to mathematics and statistics educators ranging from pre-university to university education sectors. It will discuss some features of the author’s teaching model developed over her longitudinal study conducted to understand and address mathematics and statistics anxiety, which is one of the main barriers to engaging with these subjects especially in non-specialist undergraduates. It will demonstrate how a range of formative assessments are used to kindle, as w...
Johnson, Norman
This is author-approved bcc: This is the third volume of a collection of seminal papers in the statistical sciences written during the past 110 years. These papers have each had an outstanding influence on the development of statistical theory and practice over the last century. Each paper is preceded by an introduction written by an authority in the field providing background information and assessing its influence. Volume III concerntrates on articles from the 1980's while including some earlier articles not included in Volume I and II. Samuel Kotz is Professor of Statistics in the College of Business and Management at the University of Maryland. Norman L. Johnson is Professor Emeritus of Statistics at the University of North Carolina. Also available: Breakthroughs in Statistics Volume I: Foundations and Basic Theory Samuel Kotz and Norman L. Johnson, Editors 1993. 631 pp. Softcover. ISBN 0-387-94037-5 Breakthroughs in Statistics Volume II: Methodology and Distribution Samuel Kotz and Norman L. Johnson, Edi...
UN Data: Environment Statistics: Waste
World Wide Human Geography Data Working Group — The Environment Statistics Database contains selected water and waste statistics by country. Statistics on water and waste are based on official statistics supplied...
UN Data- Environmental Statistics: Waste
World Wide Human Geography Data Working Group — The Environment Statistics Database contains selected water and waste statistics by country. Statistics on water and waste are based on official statistics supplied...
Statistical methods for detecting periodic fragments in DNA sequence data
Directory of Open Access Journals (Sweden)
Ying Hua
2011-04-01
Full Text Available Abstract Background Period 10 dinucleotides are structurally and functionally validated factors that influence the ability of DNA to form nucleosomes, histone core octamers. Robust identification of periodic signals in DNA sequences is therefore required to understand nucleosome organisation in genomes. While various techniques for identifying periodic components in genomic sequences have been proposed or adopted, the requirements for such techniques have not been considered in detail and confirmatory testing for a priori specified periods has not been developed. Results We compared the estimation accuracy and suitability for confirmatory testing of autocorrelation, discrete Fourier transform (DFT, integer period discrete Fourier transform (IPDFT and a previously proposed Hybrid measure. A number of different statistical significance procedures were evaluated but a blockwise bootstrap proved superior. When applied to synthetic data whose period-10 signal had been eroded, or for which the signal was approximately period-10, the Hybrid technique exhibited superior properties during exploratory period estimation. In contrast, confirmatory testing using the blockwise bootstrap procedure identified IPDFT as having the greatest statistical power. These properties were validated on yeast sequences defined from a ChIP-chip study where the Hybrid metric confirmed the expected dominance of period-10 in nucleosome associated DNA but IPDFT identified more significant occurrences of period-10. Application to the whole genomes of yeast and mouse identified ~ 21% and ~ 19% respectively of these genomes as spanned by period-10 nucleosome positioning sequences (NPS. Conclusions For estimating the dominant period, we find the Hybrid period estimation method empirically to be the most effective for both eroded and approximate periodicity. The blockwise bootstrap was found to be effective as a significance measure, performing particularly well in the problem of
Forster, Malcolm R
2011-01-01
Statisticians and philosophers of science have many common interests but restricted communication with each other. This volume aims to remedy these shortcomings. It provides state-of-the-art research in the area of philosophy of statistics by encouraging numerous experts to communicate with one another without feeling "restricted” by their disciplines or thinking "piecemeal” in their treatment of issues. A second goal of this book is to present work in the field without bias toward any particular statistical paradigm. Broadly speaking, the essays in this Handbook are concerned with problems of induction, statistics and probability. For centuries, foundational problems like induction have been among philosophers' favorite topics; recently, however, non-philosophers have increasingly taken a keen interest in these issues. This volume accordingly contains papers by both philosophers and non-philosophers, including scholars from nine academic disciplines.
Energy Technology Data Exchange (ETDEWEB)
NONE
2010-07-01
Detailed, complete, timely and reliable statistics are essential to monitor the energy situation at a country level as well as at an international level. Energy statistics on supply, trade, stocks, transformation and demand are indeed the basis for any sound energy policy decision. For instance, the market of oil -- which is the largest traded commodity worldwide -- needs to be closely monitored in order for all market players to know at any time what is produced, traded, stocked and consumed and by whom. In view of the role and importance of energy in world development, one would expect that basic energy information to be readily available and reliable. This is not always the case and one can even observe a decline in the quality, coverage and timeliness of energy statistics over the last few years.
Probability and Bayesian statistics
1987-01-01
This book contains selected and refereed contributions to the "Inter national Symposium on Probability and Bayesian Statistics" which was orga nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics an...
Feigelson, Eric D
2009-01-01
Perhaps more than other physical sciences, astronomy is frequently statistical in nature. The objects under study are inaccessible to direct manipulation in the laboratory, so the astronomer is restricted to observing a few external characteristics and inferring underlying properties and physics. Astronomy played a profound role in the historical development of statistics from the ancient Greeks through the 19th century. But the fields drifted apart in the 20th century as astronomy turned towards astrophysics and statistics towards human affairs. Today we see a resurgence in astrostatistical activity with the proliferation of survey mega-datasets and the need to link complicated data to nonlinear astrophysical models. Several contemporary astrostatistical challenges are outlined: heteroscedastic measurement errors, censoring and truncation in multivariate databases; time series analysis of variable objects including dynamical models of extrasolar planetary systems; treatments of faint sources and other Poisso...
STATISTICAL METHODS IN HISTORY
Directory of Open Access Journals (Sweden)
Orlov A. I.
2016-01-01
Full Text Available We have given a critical analysis of statistical models and methods for processing text information in historical records to establish the times when there were certain events, ie, to build science-based chronology. There are three main kinds of sources of knowledge of ancient history: ancient texts, the remains of material culture and traditions. The specific date of the extracted by archaeologists objects in most cases can not be found. The group of Academician A.T. Fomenko has developed and applied new statistical methods for analysis of historical texts (Chronicle, based on the intensive use of computer technology. Two major scientific results were: the majority of historical records that we know now, are duplicated (in particular, chronicles, describing the so-called "Ancient Rome" and "Middle Ages", talking about the same events; the known historical chronicles tell us about real events, separated from the present time for not more than 1000 years. It was found that chronicles describing the history of "ancient times" and "Middle Ages" and the chronicle of Chinese history and the history of various European countries do not talk about different, but about the same events. We have the attempt of a new dating of historical events and restoring the true history of human society based on new data. From the standpoint of statistical methods of historical records and images of their fragments – they are special cases of non-numeric objects of nature. Therefore, developed by the group of A.T. Fomenko computer-statistical methods are the part of non-numerical statistics. We have considered some methods of statistical analysis of chronicles applied by the group of A.T. Fomenko: correlation method of maximums; dynasties method; the method of attenuation frequency; questionnaire method codes. New chronology allows us to understand much of the battle of ideas in modern science and mass consciousness. It becomes clear the root cause of cautious