Is There a Critical Distance for Fickian Transport? - a Statistical Approach to Sub-Fickian Transport Modelling in Porous Media

NASA Astrophysics Data System (ADS)

Most, S.; Nowak, W.; Bijeljic, B.

2014-12-01

Transport processes in porous media are frequently simulated as particle movement. This process can be formulated as a stochastic process of particle position increments. At the pore scale, the geometry and micro-heterogeneities prohibit the commonly made assumption of independent and normally distributed increments to represent dispersion. Many recent particle methods seek to loosen this assumption. Recent experimental data suggest that we have not yet reached the end of the need to generalize, because particle increments show statistical dependency beyond linear correlation and over many time steps. The goal of this work is to better understand the validity regions of commonly made assumptions. We are investigating after what transport distances can we observe: A statistical dependence between increments, that can be modelled as an order-k Markov process, boils down to order 1. This would be the Markovian distance for the process, where the validity of yet-unexplored non-Gaussian-but-Markovian random walks would start. A bivariate statistical dependence that simplifies to a multi-Gaussian dependence based on simple linear correlation (validity of correlated PTRW). Complete absence of statistical dependence (validity of classical PTRW/CTRW). The approach is to derive a statistical model for pore-scale transport from a powerful experimental data set via copula analysis. The model is formulated as a non-Gaussian, mutually dependent Markov process of higher order, which allows us to investigate the validity ranges of simpler models.

The Development of the Children's Services Statistical Neighbour Benchmarking Model. Final Report

ERIC Educational Resources Information Center

Benton, Tom; Chamberlain, Tamsin; Wilson, Rebekah; Teeman, David

2007-01-01

In April 2006, the Department for Education and Skills (DfES) commissioned the National Foundation for Educational Research (NFER) to conduct an independent external review in order to develop a single "statistical neighbour" model. This single model aimed to combine the key elements of the different models currently available and be…

Order statistics applied to the most massive and most distant galaxy clusters

NASA Astrophysics Data System (ADS)

Waizmann, J.-C.; Ettori, S.; Bartelmann, M.

2013-06-01

In this work, we present an analytic framework for calculating the individual and joint distributions of the nth most massive or nth highest redshift galaxy cluster for a given survey characteristic allowing us to formulate Λ cold dark matter (ΛCDM) exclusion criteria. We show that the cumulative distribution functions steepen with increasing order, giving them a higher constraining power with respect to the extreme value statistics. Additionally, we find that the order statistics in mass (being dominated by clusters at lower redshifts) is sensitive to the matter density and the normalization of the matter fluctuations, whereas the order statistics in redshift is particularly sensitive to the geometric evolution of the Universe. For a fixed cosmology, both order statistics are efficient probes of the functional shape of the mass function at the high-mass end. To allow a quick assessment of both order statistics, we provide fits as a function of the survey area that allow percentile estimation with an accuracy better than 2 per cent. Furthermore, we discuss the joint distributions in the two-dimensional case and find that for the combination of the largest and the second largest observation, it is most likely to find them to be realized with similar values with a broadly peaked distribution. When combining the largest observation with higher orders, it is more likely to find a larger gap between the observations and when combining higher orders in general, the joint probability density function peaks more strongly. Having introduced the theory, we apply the order statistical analysis to the Southpole Telescope (SPT) massive cluster sample and metacatalogue of X-ray detected clusters of galaxies catalogue and find that the 10 most massive clusters in the sample are consistent with ΛCDM and the Tinker mass function. For the order statistics in redshift, we find a discrepancy between the data and the theoretical distributions, which could in principle indicate a deviation from the standard cosmology. However, we attribute this deviation to the uncertainty in the modelling of the SPT survey selection function. In turn, by assuming the ΛCDM reference cosmology, order statistics can also be utilized for consistency checks of the completeness of the observed sample and of the modelling of the survey selection function.

Moment-Based Physical Models of Broadband Clutter due to Aggregations of Fish

DTIC Science & Technology

2013-09-30

statistical models for signal-processing algorithm development. These in turn will help to develop a capability to statistically forecast the impact of...aggregations of fish based on higher-order statistical measures describable in terms of physical and system parameters. Environmentally , these models...processing. In this experiment, we had good ground truth on (1) and (2), and had control over (3) and (4) except for environmentally -imposed restrictions

Bayesian inference based on dual generalized order statistics from the exponentiated Weibull model

NASA Astrophysics Data System (ADS)

Al Sobhi, Mashail M.

2015-02-01

Bayesian estimation for the two parameters and the reliability function of the exponentiated Weibull model are obtained based on dual generalized order statistics (DGOS). Also, Bayesian prediction bounds for future DGOS from exponentiated Weibull model are obtained. The symmetric and asymmetric loss functions are considered for Bayesian computations. The Markov chain Monte Carlo (MCMC) methods are used for computing the Bayes estimates and prediction bounds. The results have been specialized to the lower record values. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation.

Pattern statistics on Markov chains and sensitivity to parameter estimation

PubMed Central

Nuel, Grégory

2006-01-01

Background: In order to compute pattern statistics in computational biology a Markov model is commonly used to take into account the sequence composition. Usually its parameter must be estimated. The aim of this paper is to determine how sensitive these statistics are to parameter estimation, and what are the consequences of this variability on pattern studies (finding the most over-represented words in a genome, the most significant common words to a set of sequences,...). Results: In the particular case where pattern statistics (overlap counting only) computed through binomial approximations we use the delta-method to give an explicit expression of σ, the standard deviation of a pattern statistic. This result is validated using simulations and a simple pattern study is also considered. Conclusion: We establish that the use of high order Markov model could easily lead to major mistakes due to the high sensitivity of pattern statistics to parameter estimation. PMID:17044916

Pattern statistics on Markov chains and sensitivity to parameter estimation.

PubMed

Nuel, Grégory

2006-10-17

In order to compute pattern statistics in computational biology a Markov model is commonly used to take into account the sequence composition. Usually its parameter must be estimated. The aim of this paper is to determine how sensitive these statistics are to parameter estimation, and what are the consequences of this variability on pattern studies (finding the most over-represented words in a genome, the most significant common words to a set of sequences,...). In the particular case where pattern statistics (overlap counting only) computed through binomial approximations we use the delta-method to give an explicit expression of sigma, the standard deviation of a pattern statistic. This result is validated using simulations and a simple pattern study is also considered. We establish that the use of high order Markov model could easily lead to major mistakes due to the high sensitivity of pattern statistics to parameter estimation.

Permutation glass.

PubMed

Williams, Mobolaji

2018-01-01

The field of disordered systems in statistical physics provides many simple models in which the competing influences of thermal and nonthermal disorder lead to new phases and nontrivial thermal behavior of order parameters. In this paper, we add a model to the subject by considering a disordered system where the state space consists of various orderings of a list. As in spin glasses, the disorder of such "permutation glasses" arises from a parameter in the Hamiltonian being drawn from a distribution of possible values, thus allowing nominally "incorrect orderings" to have lower energies than "correct orderings" in the space of permutations. We analyze a Gaussian, uniform, and symmetric Bernoulli distribution of energy costs, and, by employing Jensen's inequality, derive a simple condition requiring the permutation glass to always transition to the correctly ordered state at a temperature lower than that of the nondisordered system, provided that this correctly ordered state is accessible. We in turn find that in order for the correctly ordered state to be accessible, the probability that an incorrectly ordered component is energetically favored must be less than the inverse of the number of components in the system. We show that all of these results are consistent with a replica symmetric ansatz of the system. We conclude by arguing that there is no distinct permutation glass phase for the simplest model considered here and by discussing how to extend the analysis to more complex Hamiltonians capable of novel phase behavior and replica symmetry breaking. Finally, we outline an apparent correspondence between the presented system and a discrete-energy-level fermion gas. In all, the investigation introduces a class of exactly soluble models into statistical mechanics and provides a fertile ground to investigate statistical models of disorder.

Hybrid perturbation methods based on statistical time series models

NASA Astrophysics Data System (ADS)

San-Juan, Juan Félix; San-Martín, Montserrat; Pérez, Iván; López, Rosario

2016-04-01

In this work we present a new methodology for orbit propagation, the hybrid perturbation theory, based on the combination of an integration method and a prediction technique. The former, which can be a numerical, analytical or semianalytical theory, generates an initial approximation that contains some inaccuracies derived from the fact that, in order to simplify the expressions and subsequent computations, not all the involved forces are taken into account and only low-order terms are considered, not to mention the fact that mathematical models of perturbations not always reproduce physical phenomena with absolute precision. The prediction technique, which can be based on either statistical time series models or computational intelligence methods, is aimed at modelling and reproducing missing dynamics in the previously integrated approximation. This combination results in the precision improvement of conventional numerical, analytical and semianalytical theories for determining the position and velocity of any artificial satellite or space debris object. In order to validate this methodology, we present a family of three hybrid orbit propagators formed by the combination of three different orders of approximation of an analytical theory and a statistical time series model, and analyse their capability to process the effect produced by the flattening of the Earth. The three considered analytical components are the integration of the Kepler problem, a first-order and a second-order analytical theories, whereas the prediction technique is the same in the three cases, namely an additive Holt-Winters method.

Poisson-process generalization for the trading waiting-time distribution in a double-auction mechanism

NASA Astrophysics Data System (ADS)

Cincotti, Silvano; Ponta, Linda; Raberto, Marco; Scalas, Enrico

2005-05-01

In this paper, empirical analyses and computational experiments are presented on high-frequency data for a double-auction (book) market. Main objective of the paper is to generalize the order waiting time process in order to properly model such empirical evidences. The empirical study is performed on the best bid and best ask data of 7 U.S. financial markets, for 30-stock time series. In particular, statistical properties of trading waiting times have been analyzed and quality of fits is evaluated by suitable statistical tests, i.e., comparing empirical distributions with theoretical models. Starting from the statistical studies on real data, attention has been focused on the reproducibility of such results in an artificial market. The computational experiments have been performed within the Genoa Artificial Stock Market. In the market model, heterogeneous agents trade one risky asset in exchange for cash. Agents have zero intelligence and issue random limit or market orders depending on their budget constraints. The price is cleared by means of a limit order book. The order generation is modelled with a renewal process. Based on empirical trading estimation, the distribution of waiting times between two consecutive orders is modelled by a mixture of exponential processes. Results show that the empirical waiting-time distribution can be considered as a generalization of a Poisson process. Moreover, the renewal process can approximate real data and implementation on the artificial stocks market can reproduce the trading activity in a realistic way.

Online Statistical Modeling (Regression Analysis) for Independent Responses

NASA Astrophysics Data System (ADS)

Made Tirta, I.; Anggraeni, Dian; Pandutama, Martinus

2017-06-01

Regression analysis (statistical analmodelling) are among statistical methods which are frequently needed in analyzing quantitative data, especially to model relationship between response and explanatory variables. Nowadays, statistical models have been developed into various directions to model various type and complex relationship of data. Rich varieties of advanced and recent statistical modelling are mostly available on open source software (one of them is R). However, these advanced statistical modelling, are not very friendly to novice R users, since they are based on programming script or command line interface. Our research aims to developed web interface (based on R and shiny), so that most recent and advanced statistical modelling are readily available, accessible and applicable on web. We have previously made interface in the form of e-tutorial for several modern and advanced statistical modelling on R especially for independent responses (including linear models/LM, generalized linier models/GLM, generalized additive model/GAM and generalized additive model for location scale and shape/GAMLSS). In this research we unified them in the form of data analysis, including model using Computer Intensive Statistics (Bootstrap and Markov Chain Monte Carlo/ MCMC). All are readily accessible on our online Virtual Statistics Laboratory. The web (interface) make the statistical modeling becomes easier to apply and easier to compare them in order to find the most appropriate model for the data.

A global goodness-of-fit statistic for Cox regression models.

PubMed

Parzen, M; Lipsitz, S R

1999-06-01

In this paper, a global goodness-of-fit test statistic for a Cox regression model, which has an approximate chi-squared distribution when the model has been correctly specified, is proposed. Our goodness-of-fit statistic is global and has power to detect if interactions or higher order powers of covariates in the model are needed. The proposed statistic is similar to the Hosmer and Lemeshow (1980, Communications in Statistics A10, 1043-1069) goodness-of-fit statistic for binary data as well as Schoenfeld's (1980, Biometrika 67, 145-153) statistic for the Cox model. The methods are illustrated using data from a Mayo Clinic trial in primary billiary cirrhosis of the liver (Fleming and Harrington, 1991, Counting Processes and Survival Analysis), in which the outcome is the time until liver transplantation or death. The are 17 possible covariates. Two Cox proportional hazards models are fit to the data, and the proposed goodness-of-fit statistic is applied to the fitted models.

Statistical analysis of the effect of temperature and inlet humidities on the parameters of a semiempirical model of the internal resistance of a polymer electrolyte membrane fuel cell

NASA Astrophysics Data System (ADS)

Giner-Sanz, J. J.; Ortega, E. M.; Pérez-Herranz, V.

2018-03-01

The internal resistance of a PEM fuel cell depends on the operation conditions and on the current delivered by the cell. This work's goal is to obtain a semiempirical model able to reproduce the effect of the operation current on the internal resistance of an individual cell of a commercial PEM fuel cell stack; and to perform a statistical analysis in order to study the effect of the operation temperature and the inlet humidities on the parameters of the model. First, the internal resistance of the individual fuel cell operating in different operation conditions was experimentally measured for different DC currents, using the high frequency intercept of the impedance spectra. Then, a semiempirical model based on Springer and co-workers' model was proposed. This model is able to successfully reproduce the experimental trends. Subsequently, the curves of resistance versus DC current obtained for different operation conditions were fitted to the semiempirical model, and an analysis of variance (ANOVA) was performed in order to determine which factors have a statistically significant effect on each model parameter. Finally, a response surface method was applied in order to obtain a regression model.

A Stochastic Fractional Dynamics Model of Rainfall Statistics

NASA Astrophysics Data System (ADS)

Kundu, Prasun; Travis, James

2013-04-01

Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is designed to faithfully reflect the scale dependence and is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. The main restriction is the assumption that the statistics of the precipitation field is spatially homogeneous and isotropic and stationary in time. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of the radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment. Some data sets containing periods of non-stationary behavior that involves occasional anomalously correlated rain events, present a challenge for the model.

Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement

NASA Astrophysics Data System (ADS)

Zaccaria, A.; Cristelli, M.; Alfi, V.; Ciulla, F.; Pietronero, L.

2010-06-01

We show that the statistics of spreads in real order books is characterized by an intrinsic asymmetry due to discreteness effects for even or odd values of the spread. An analysis of data from the New York Stock Exchange (NYSE) order book points out that traders’ strategies contribute to this asymmetry. We also investigate this phenomenon in the framework of a microscopic model and, by introducing a nonuniform deposition mechanism for limit orders, we are able to quantitatively reproduce the asymmetry found in the experimental data. Simulations of our model also show a realistic dynamics with a sort of intermittent behavior characterized by long periods in which the order book is compact and liquid interrupted by volatile configurations. The order placement strategies produce a nontrivial behavior of the spread relaxation dynamics which is similar to the one observed in real markets.

Statistical physics of the symmetric group.

PubMed

Williams, Mobolaji

2017-04-01

Ordered chains (such as chains of amino acids) are ubiquitous in biological cells, and these chains perform specific functions contingent on the sequence of their components. Using the existence and general properties of such sequences as a theoretical motivation, we study the statistical physics of systems whose state space is defined by the possible permutations of an ordered list, i.e., the symmetric group, and whose energy is a function of how certain permutations deviate from some chosen correct ordering. Such a nonfactorizable state space is quite different from the state spaces typically considered in statistical physics systems and consequently has novel behavior in systems with interacting and even noninteracting Hamiltonians. Various parameter choices of a mean-field model reveal the system to contain five different physical regimes defined by two transition temperatures, a triple point, and a quadruple point. Finally, we conclude by discussing how the general analysis can be extended to state spaces with more complex combinatorial properties and to other standard questions of statistical mechanics models.

Statistical physics of the symmetric group

NASA Astrophysics Data System (ADS)

Williams, Mobolaji

2017-04-01

Ordered chains (such as chains of amino acids) are ubiquitous in biological cells, and these chains perform specific functions contingent on the sequence of their components. Using the existence and general properties of such sequences as a theoretical motivation, we study the statistical physics of systems whose state space is defined by the possible permutations of an ordered list, i.e., the symmetric group, and whose energy is a function of how certain permutations deviate from some chosen correct ordering. Such a nonfactorizable state space is quite different from the state spaces typically considered in statistical physics systems and consequently has novel behavior in systems with interacting and even noninteracting Hamiltonians. Various parameter choices of a mean-field model reveal the system to contain five different physical regimes defined by two transition temperatures, a triple point, and a quadruple point. Finally, we conclude by discussing how the general analysis can be extended to state spaces with more complex combinatorial properties and to other standard questions of statistical mechanics models.

Statistical model to perform error analysis of curve fits of wind tunnel test data using the techniques of analysis of variance and regression analysis

NASA Technical Reports Server (NTRS)

Alston, D. W.

1981-01-01

The considered research had the objective to design a statistical model that could perform an error analysis of curve fits of wind tunnel test data using analysis of variance and regression analysis techniques. Four related subproblems were defined, and by solving each of these a solution to the general research problem was obtained. The capabilities of the evolved true statistical model are considered. The least squares fit is used to determine the nature of the force, moment, and pressure data. The order of the curve fit is increased in order to delete the quadratic effect in the residuals. The analysis of variance is used to determine the magnitude and effect of the error factor associated with the experimental data.

Bayesian truncation errors in chiral effective field theory: model checking and accounting for correlations

NASA Astrophysics Data System (ADS)

Melendez, Jordan; Wesolowski, Sarah; Furnstahl, Dick

2017-09-01

Chiral effective field theory (EFT) predictions are necessarily truncated at some order in the EFT expansion, which induces an error that must be quantified for robust statistical comparisons to experiment. A Bayesian model yields posterior probability distribution functions for these errors based on expectations of naturalness encoded in Bayesian priors and the observed order-by-order convergence pattern of the EFT. As a general example of a statistical approach to truncation errors, the model was applied to chiral EFT for neutron-proton scattering using various semi-local potentials of Epelbaum, Krebs, and Meißner (EKM). Here we discuss how our model can learn correlation information from the data and how to perform Bayesian model checking to validate that the EFT is working as advertised. Supported in part by NSF PHY-1614460 and DOE NUCLEI SciDAC DE-SC0008533.

Conducting Multilevel Analyses in Medical Education

ERIC Educational Resources Information Center

Zyphur, Michael J.; Kaplan, Seth A.; Islam, Gazi; Barsky, Adam P.; Franklin, Michael S.

2008-01-01

A significant body of education literature has begun using multilevel statistical models to examine data that reside at multiple levels of analysis. In order to provide a primer for medical education researchers, the current work gives a brief overview of some issues associated with multilevel statistical modeling. To provide an example of this…

Nowcasting of Low-Visibility Procedure States with Ordered Logistic Regression at Vienna International Airport

NASA Astrophysics Data System (ADS)

Kneringer, Philipp; Dietz, Sebastian; Mayr, Georg J.; Zeileis, Achim

2017-04-01

Low-visibility conditions have a large impact on aviation safety and economic efficiency of airports and airlines. To support decision makers, we develop a statistical probabilistic nowcasting tool for the occurrence of capacity-reducing operations related to low visibility. The probabilities of four different low visibility classes are predicted with an ordered logistic regression model based on time series of meteorological point measurements. Potential predictor variables for the statistical models are visibility, humidity, temperature and wind measurements at several measurement sites. A stepwise variable selection method indicates that visibility and humidity measurements are the most important model inputs. The forecasts are tested with a 30 minute forecast interval up to two hours, which is a sufficient time span for tactical planning at Vienna Airport. The ordered logistic regression models outperform persistence and are competitive with human forecasters.

Modelling average maximum daily temperature using r largest order statistics: An application to South African data

PubMed Central

2018-01-01

Natural hazards (events that may cause actual disasters) are established in the literature as major causes of various massive and destructive problems worldwide. The occurrences of earthquakes, floods and heat waves affect millions of people through several impacts. These include cases of hospitalisation, loss of lives and economic challenges. The focus of this study was on the risk reduction of the disasters that occur because of extremely high temperatures and heat waves. Modelling average maximum daily temperature (AMDT) guards against the disaster risk and may also help countries towards preparing for extreme heat. This study discusses the use of the r largest order statistics approach of extreme value theory towards modelling AMDT over the period of 11 years, that is, 2000–2010. A generalised extreme value distribution for r largest order statistics is fitted to the annual maxima. This is performed in an effort to study the behaviour of the r largest order statistics. The method of maximum likelihood is used in estimating the target parameters and the frequency of occurrences of the hottest days is assessed. The study presents a case study of South Africa in which the data for the non-winter season (September–April of each year) are used. The meteorological data used are the AMDT that are collected by the South African Weather Service and provided by Eskom. The estimation of the shape parameter reveals evidence of a Weibull class as an appropriate distribution for modelling AMDT in South Africa. The extreme quantiles for specified return periods are estimated using the quantile function and the best model is chosen through the use of the deviance statistic with the support of the graphical diagnostic tools. The Entropy Difference Test (EDT) is used as a specification test for diagnosing the fit of the models to the data.

A Stochastic Fractional Dynamics Model of Space-time Variability of Rain

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Travis, James E.

2013-01-01

Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment.

Higher-Order Statistical Correlations and Mutual Information Among Particles in a Quantum Well

NASA Astrophysics Data System (ADS)

Yépez, V. S.; Sagar, R. P.; Laguna, H. G.

2017-12-01

The influence of wave function symmetry on statistical correlation is studied for the case of three non-interacting spin-free quantum particles in a unidimensional box, in position and in momentum space. Higher-order statistical correlations occurring among the three particles in this quantum system is quantified via higher-order mutual information and compared to the correlation between pairs of variables in this model, and to the correlation in the two-particle system. The results for the higher-order mutual information show that there are states where the symmetric wave functions are more correlated than the antisymmetric ones with same quantum numbers. This holds in position as well as in momentum space. This behavior is opposite to that observed for the correlation between pairs of variables in this model, and the two-particle system, where the antisymmetric wave functions are in general more correlated. These results are also consistent with those observed in a system of three uncoupled oscillators. The use of higher-order mutual information as a correlation measure, is monitored and examined by considering a superposition of states or systems with two Slater determinants.

Regularized learning of linear ordered-statistic constant false alarm rate filters (Conference Presentation)

NASA Astrophysics Data System (ADS)

Havens, Timothy C.; Cummings, Ian; Botts, Jonathan; Summers, Jason E.

2017-05-01

The linear ordered statistic (LOS) is a parameterized ordered statistic (OS) that is a weighted average of a rank-ordered sample. LOS operators are useful generalizations of aggregation as they can represent any linear aggregation, from minimum to maximum, including conventional aggregations, such as mean and median. In the fuzzy logic field, these aggregations are called ordered weighted averages (OWAs). Here, we present a method for learning LOS operators from training data, viz., data for which you know the output of the desired LOS. We then extend the learning process with regularization, such that a lower complexity or sparse LOS can be learned. Hence, we discuss what 'lower complexity' means in this context and how to represent that in the optimization procedure. Finally, we apply our learning methods to the well-known constant-false-alarm-rate (CFAR) detection problem, specifically for the case of background levels modeled by long-tailed distributions, such as the K-distribution. These backgrounds arise in several pertinent imaging problems, including the modeling of clutter in synthetic aperture radar and sonar (SAR and SAS) and in wireless communications.

Effects of Heterogeniety on Spatial Pattern Analysis of Wild Pistachio Trees in Zagros Woodlands, Iran

NASA Astrophysics Data System (ADS)

Erfanifard, Y.; Rezayan, F.

2014-10-01

Vegetation heterogeneity biases second-order summary statistics, e.g., Ripley's K-function, applied for spatial pattern analysis in ecology. Second-order investigation based on Ripley's K-function and related statistics (i.e., L- and pair correlation function g) is widely used in ecology to develop hypothesis on underlying processes by characterizing spatial patterns of vegetation. The aim of this study was to demonstrate effects of underlying heterogeneity of wild pistachio (Pistacia atlantica Desf.) trees on the second-order summary statistics of point pattern analysis in a part of Zagros woodlands, Iran. The spatial distribution of 431 wild pistachio trees was accurately mapped in a 40 ha stand in the Wild Pistachio & Almond Research Site, Fars province, Iran. Three commonly used second-order summary statistics (i.e., K-, L-, and g-functions) were applied to analyse their spatial pattern. The two-sample Kolmogorov-Smirnov goodness-of-fit test showed that the observed pattern significantly followed an inhomogeneous Poisson process null model in the study region. The results also showed that heterogeneous pattern of wild pistachio trees biased the homogeneous form of K-, L-, and g-functions, demonstrating a stronger aggregation of the trees at the scales of 0-50 m than actually existed and an aggregation at scales of 150-200 m, while regularly distributed. Consequently, we showed that heterogeneity of point patterns may bias the results of homogeneous second-order summary statistics and we also suggested applying inhomogeneous summary statistics with related null models for spatial pattern analysis of heterogeneous vegetations.

[Statistical prediction methods in violence risk assessment and its application].

PubMed

Liu, Yuan-Yuan; Hu, Jun-Mei; Yang, Min; Li, Xiao-Song

2013-06-01

It is an urgent global problem how to improve the violence risk assessment. As a necessary part of risk assessment, statistical methods have remarkable impacts and effects. In this study, the predicted methods in violence risk assessment from the point of statistics are reviewed. The application of Logistic regression as the sample of multivariate statistical model, decision tree model as the sample of data mining technique, and neural networks model as the sample of artificial intelligence technology are all reviewed. This study provides data in order to contribute the further research of violence risk assessment.

Neural Systems with Numerically Matched Input-Output Statistic: Isotonic Bivariate Statistical Modeling

PubMed Central

Fiori, Simone

2007-01-01

Bivariate statistical modeling from incomplete data is a useful statistical tool that allows to discover the model underlying two data sets when the data in the two sets do not correspond in size nor in ordering. Such situation may occur when the sizes of the two data sets do not match (i.e., there are “holes” in the data) or when the data sets have been acquired independently. Also, statistical modeling is useful when the amount of available data is enough to show relevant statistical features of the phenomenon underlying the data. We propose to tackle the problem of statistical modeling via a neural (nonlinear) system that is able to match its input-output statistic to the statistic of the available data sets. A key point of the new implementation proposed here is that it is based on look-up-table (LUT) neural systems, which guarantee a computationally advantageous way of implementing neural systems. A number of numerical experiments, performed on both synthetic and real-world data sets, illustrate the features of the proposed modeling procedure. PMID:18566641

Equilibrium statistical-thermal models in high-energy physics

NASA Astrophysics Data System (ADS)

Tawfik, Abdel Nasser

2014-05-01

We review some recent highlights from the applications of statistical-thermal models to different experimental measurements and lattice QCD thermodynamics that have been made during the last decade. We start with a short review of the historical milestones on the path of constructing statistical-thermal models for heavy-ion physics. We discovered that Heinz Koppe formulated in 1948, an almost complete recipe for the statistical-thermal models. In 1950, Enrico Fermi generalized this statistical approach, in which he started with a general cross-section formula and inserted into it, the simplifying assumptions about the matrix element of the interaction process that likely reflects many features of the high-energy reactions dominated by density in the phase space of final states. In 1964, Hagedorn systematically analyzed the high-energy phenomena using all tools of statistical physics and introduced the concept of limiting temperature based on the statistical bootstrap model. It turns to be quite often that many-particle systems can be studied with the help of statistical-thermal methods. The analysis of yield multiplicities in high-energy collisions gives an overwhelming evidence for the chemical equilibrium in the final state. The strange particles might be an exception, as they are suppressed at lower beam energies. However, their relative yields fulfill statistical equilibrium, as well. We review the equilibrium statistical-thermal models for particle production, fluctuations and collective flow in heavy-ion experiments. We also review their reproduction of the lattice QCD thermodynamics at vanishing and finite chemical potential. During the last decade, five conditions have been suggested to describe the universal behavior of the chemical freeze-out parameters. The higher order moments of multiplicity have been discussed. They offer deep insights about particle production and to critical fluctuations. Therefore, we use them to describe the freeze-out parameters and suggest the location of the QCD critical endpoint. Various extensions have been proposed in order to take into consideration the possible deviations of the ideal hadron gas. We highlight various types of interactions, dissipative properties and location-dependences (spatial rapidity). Furthermore, we review three models combining hadronic with partonic phases; quasi-particle model, linear sigma model with Polyakov potentials and compressible bag model.

Statistical thermodynamics of long straight rigid rods on triangular lattices: nematic order and adsorption thermodynamic functions.

PubMed

Matoz-Fernandez, D A; Linares, D H; Ramirez-Pastor, A J

2012-09-04

The statistical thermodynamics of straight rigid rods of length k on triangular lattices was developed on a generalization in the spirit of the lattice-gas model and the classical Guggenheim-DiMarzio approximation. In this scheme, the Helmholtz free energy and its derivatives were written in terms of the order parameter, δ, which characterizes the nematic phase occurring in the system at intermediate densities. Then, using the principle of minimum free energy with δ as a parameter, the main adsorption properties were calculated. Comparisons with Monte Carlo simulations and experimental data were performed in order to evaluate the outcome and limitations of the theoretical model.

On the Stability of Jump-Linear Systems Driven by Finite-State Machines with Markovian Inputs

NASA Technical Reports Server (NTRS)

Patilkulkarni, Sudarshan; Herencia-Zapana, Heber; Gray, W. Steven; Gonzalez, Oscar R.

2004-01-01

This paper presents two mean-square stability tests for a jump-linear system driven by a finite-state machine with a first-order Markovian input process. The first test is based on conventional Markov jump-linear theory and avoids the use of any higher-order statistics. The second test is developed directly using the higher-order statistics of the machine s output process. The two approaches are illustrated with a simple model for a recoverable computer control system.

Pitfalls in statistical landslide susceptibility modelling

NASA Astrophysics Data System (ADS)

Schröder, Boris; Vorpahl, Peter; Märker, Michael; Elsenbeer, Helmut

2010-05-01

The use of statistical methods is a well-established approach to predict landslide occurrence probabilities and to assess landslide susceptibility. This is achieved by applying statistical methods relating historical landslide inventories to topographic indices as predictor variables. In our contribution, we compare several new and powerful methods developed in machine learning and well-established in landscape ecology and macroecology for predicting the distribution of shallow landslides in tropical mountain rainforests in southern Ecuador (among others: boosted regression trees, multivariate adaptive regression splines, maximum entropy). Although these methods are powerful, we think it is necessary to follow a basic set of guidelines to avoid some pitfalls regarding data sampling, predictor selection, and model quality assessment, especially if a comparison of different models is contemplated. We therefore suggest to apply a novel toolbox to evaluate approaches to the statistical modelling of landslide susceptibility. Additionally, we propose some methods to open the "black box" as an inherent part of machine learning methods in order to achieve further explanatory insights into preparatory factors that control landslides. Sampling of training data should be guided by hypotheses regarding processes that lead to slope failure taking into account their respective spatial scales. This approach leads to the selection of a set of candidate predictor variables considered on adequate spatial scales. This set should be checked for multicollinearity in order to facilitate model response curve interpretation. Model quality assesses how well a model is able to reproduce independent observations of its response variable. This includes criteria to evaluate different aspects of model performance, i.e. model discrimination, model calibration, and model refinement. In order to assess a possible violation of the assumption of independency in the training samples or a possible lack of explanatory information in the chosen set of predictor variables, the model residuals need to be checked for spatial auto¬correlation. Therefore, we calculate spline correlograms. In addition to this, we investigate partial dependency plots and bivariate interactions plots considering possible interactions between predictors to improve model interpretation. Aiming at presenting this toolbox for model quality assessment, we investigate the influence of strategies in the construction of training datasets for statistical models on model quality.

Limit order book and its modeling in terms of Gibbs Grand-Canonical Ensemble

NASA Astrophysics Data System (ADS)

Bicci, Alberto

2016-12-01

In the domain of so called Econophysics some attempts have been already made for applying the theory of thermodynamics and statistical mechanics to economics and financial markets. In this paper a similar approach is made from a different perspective, trying to model the limit order book and price formation process of a given stock by the Grand-Canonical Gibbs Ensemble for the bid and ask orders. The application of the Bose-Einstein statistics to this ensemble allows then to derive the distribution of the sell and buy orders as a function of price. As a consequence we can define in a meaningful way expressions for the temperatures of the ensembles of bid orders and of ask orders, which are a function of minimum bid, maximum ask and closure prices of the stock as well as of the exchanged volume of shares. It is demonstrated that the difference between the ask and bid orders temperatures can be related to the VAO (Volume Accumulation Oscillator), an indicator empirically defined in Technical Analysis of stock markets. Furthermore the derived distributions for aggregate bid and ask orders can be subject to well defined validations against real data, giving a falsifiable character to the model.

Nonequilibrium critical behavior of model statistical systems and methods for the description of its features

NASA Astrophysics Data System (ADS)

Prudnikov, V. V.; Prudnikov, P. V.; Mamonova, M. V.

2017-11-01

This paper reviews features in critical behavior of far-from-equilibrium macroscopic systems and presents current methods of describing them by referring to some model statistical systems such as the three-dimensional Ising model and the two-dimensional XY model. The paper examines the critical relaxation of homogeneous and structurally disordered systems subjected to abnormally strong fluctuation effects involved in ordering processes in solids at second-order phase transitions. Interest in such systems is due to the aging properties and fluctuation-dissipation theorem violations predicted for and observed in systems slowly evolving from a nonequilibrium initial state. It is shown that these features of nonequilibrium behavior show up in the magnetic properties of magnetic superstructures consisting of alternating nanoscale-thick magnetic and nonmagnetic layers and can be observed not only near the film’s critical ferromagnetic ordering temperature Tc, but also over the wide temperature range T ⩽ Tc.

Second-order near-wall turbulence closures - A review

NASA Technical Reports Server (NTRS)

So, R. M. C.; Lai, Y. G.; Zhang, H. S.; Hwang, B. C.

1991-01-01

Advances in second-order near-wall turbulence closures are summarized. All closures under consideration are based on high-Reynolds-number models. Most near-wall closures proposed to date attempt to modify the high-Reynolds-number models for the dissipation function and the pressure redistribution term so that the resultant models are applicable all the way to the wall. The asymptotic behavior of the near-wall closures is examined and compared with the proper near-wall behavior of the exact Reynolds-stress equations. It is found that three second-order near-wall closures give the best correlations with simulated turbulence statistics. However, their predictions of near-wall Reynolds-stress budgets are considered to be incorrect. A proposed modification to the dissipitation-rate equation remedies part of those predictions. It is concluded that further improvements are required if a complete replication of all the turbulence properties and Reynolds-stress budgets by a statistical model of turbulence is desirable.

Bayesian selection of Markov models for symbol sequences: application to microsaccadic eye movements.

PubMed

Bettenbühl, Mario; Rusconi, Marco; Engbert, Ralf; Holschneider, Matthias

2012-01-01

Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.

The discrimination of sea ice types using SAR backscatter statistics

NASA Technical Reports Server (NTRS)

Shuchman, Robert A.; Wackerman, Christopher C.; Maffett, Andrew L.; Onstott, Robert G.; Sutherland, Laura L.

1989-01-01

X-band (HH) synthetic aperture radar (SAR) data of sea ice collected during the Marginal Ice Zone Experiment in March and April of 1987 was statistically analyzed with respect to discriminating open water, first-year ice, multiyear ice, and Odden. Odden are large expanses of nilas ice that rapidly form in the Greenland Sea and transform into pancake ice. A first-order statistical analysis indicated that mean versus variance can segment out open water and first-year ice, and skewness versus modified skewness can segment the Odden and multilayer categories. In additions to first-order statistics, a model has been generated for the distribution function of the SAR ice data. Segmentation of ice types was also attempted using textural measurements. In this case, the general co-occurency matrix was evaluated. The textural method did not generate better results than the first-order statistical approach.

A stochastic fractional dynamics model of space-time variability of rain

NASA Astrophysics Data System (ADS)

Kundu, Prasun K.; Travis, James E.

2013-09-01

varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, which allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and time scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and on the Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to fit the second moment statistics of radar data at the smaller spatiotemporal scales. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well at these scales without any further adjustment.

Selecting Summary Statistics in Approximate Bayesian Computation for Calibrating Stochastic Models

PubMed Central

Burr, Tom

2013-01-01

Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the “go-to” option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example. PMID:24288668

Selecting summary statistics in approximate Bayesian computation for calibrating stochastic models.

PubMed

Burr, Tom; Skurikhin, Alexei

2013-01-01

Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the "go-to" option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example.

Testing higher-order Lagrangian perturbation theory against numerical simulations. 2: Hierarchical models

NASA Technical Reports Server (NTRS)

Melott, A. L.; Buchert, T.; Weib, A. G.

1995-01-01

We present results showing an improvement of the accuracy of perturbation theory as applied to cosmological structure formation for a useful range of scales. The Lagrangian theory of gravitational instability of Friedmann-Lemaitre cosmogonies is compared with numerical simulations. We study the dynamics of hierarchical models as a second step. In the first step we analyzed the performance of the Lagrangian schemes for pancake models, the difference being that in the latter models the initial power spectrum is truncated. This work probed the quasi-linear and weakly non-linear regimes. We here explore whether the results found for pancake models carry over to hierarchical models which are evolved deeply into the non-linear regime. We smooth the initial data by using a variety of filter types and filter scales in order to determine the optimal performance of the analytical models, as has been done for the 'Zel'dovich-approximation' - hereafter TZA - in previous work. We find that for spectra with negative power-index the second-order scheme performs considerably better than TZA in terms of statistics which probe the dynamics, and slightly better in terms of low-order statistics like the power-spectrum. However, in contrast to the results found for pancake models, where the higher-order schemes get worse than TZA at late non-linear stages and on small scales, we here find that the second-order model is as robust as TZA, retaining the improvement at later stages and on smaller scales. In view of these results we expect that the second-order truncated Lagrangian model is especially useful for the modelling of standard dark matter models such as Hot-, Cold-, and Mixed-Dark-Matter.

Nondestructive Evaluation (NDE) Technology Initiatives (NTIP). Delivery Order 0039: Statistical Comparison of Competing Material Models

DTIC Science & Technology

2003-01-01

adapted from Kass and Rafferty (1995) and Congdon (2001). Page 10 of 57 density adjusted for resin content, z, since resin contributes to the density...c.f.: Congdon , 2001). How to Download the WinBUGS Software Package BUGS was originally a statistical research project at the Medical Research...Likelihood Estimation,” July 2002, working paper to be published. 18) Congdon , Peter, Bayesian Statistical Modeling, Wiley, 2001 19) Cox, D. R. and

Exactly soluble local bosonic cocycle models, statistical transmutation, and simplest time-reversal symmetric topological orders in 3+1 dimensions

NASA Astrophysics Data System (ADS)

Wen, Xiao-Gang

2017-05-01

We propose a generic construction of exactly soluble local bosonic models that realize various topological orders with gappable boundaries. In particular, we construct an exactly soluble bosonic model that realizes a (3+1)-dimensional [(3+1)D] Z2-gauge theory with emergent fermionic Kramers doublet. We show that the emergence of such a fermion will cause the nucleation of certain topological excitations in space-time without pin+ structure. The exactly soluble model also leads to a statistical transmutation in (3+1)D. In addition, we construct exactly soluble bosonic models that realize 2 types of time-reversal symmetry-enriched Z2 topological orders in 2+1 dimensions, and 20 types of simplest time-reversal symmetry-enriched topological (SET) orders which have only one nontrivial pointlike and stringlike topological excitation. Many physical properties of those topological states are calculated using the exactly soluble models. We find that some time-reversal SET orders have pointlike excitations that carry Kramers doublet, a fractionalized time-reversal symmetry. We also find that some Z2 SET orders have stringlike excitations that carry anomalous (nononsite) Z2 symmetry, which can be viewed as a fractionalization of Z2 symmetry on strings. Our construction is based on cochains and cocycles in algebraic topology, which is very versatile. In principle, it can also realize emergent topological field theory beyond the twisted gauge theory.

Statistical description of non-Gaussian samples in the F2 layer of the ionosphere during heliogeophysical disturbances

NASA Astrophysics Data System (ADS)

Sergeenko, N. P.

2017-11-01

An adequate statistical method should be developed in order to predict probabilistically the range of ionospheric parameters. This problem is solved in this paper. The time series of the critical frequency of the layer F2- foF2( t) were subjected to statistical processing. For the obtained samples {δ foF2}, statistical distributions and invariants up to the fourth order are calculated. The analysis shows that the distributions differ from the Gaussian law during the disturbances. At levels of sufficiently small probability distributions, there are arbitrarily large deviations from the model of the normal process. Therefore, it is attempted to describe statistical samples {δ foF2} based on the Poisson model. For the studied samples, the exponential characteristic function is selected under the assumption that time series are a superposition of some deterministic and random processes. Using the Fourier transform, the characteristic function is transformed into a nonholomorphic excessive-asymmetric probability-density function. The statistical distributions of the samples {δ foF2} calculated for the disturbed periods are compared with the obtained model distribution function. According to the Kolmogorov's criterion, the probabilities of the coincidence of a posteriori distributions with the theoretical ones are P 0.7-0.9. The conducted analysis makes it possible to draw a conclusion about the applicability of a model based on the Poisson random process for the statistical description and probabilistic variation estimates during heliogeophysical disturbances of the variations {δ foF2}.

A bilayer Double Semion model with symmetry-enriched topological order

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ortiz, L., E-mail: lauraort@ucm.es; Martin-Delgado, M.A.

2016-12-15

We construct a new model of two-dimensional quantum spin systems that combines intrinsic topological orders and a global symmetry called flavour symmetry. It is referred as the bilayer Doubled Semion model (bDS) and is an instance of symmetry-enriched topological order. A honeycomb bilayer lattice is introduced to combine a Double Semion Topological Order with a global spin–flavour symmetry to get the fractionalization of its quasiparticles. The bDS model exhibits non-trivial braiding self-statistics of excitations and its dual model constitutes a Symmetry-Protected Topological Order with novel edge states. This dual model gives rise to a bilayer Non-Trivial Paramagnet that is invariantmore » under the flavour symmetry and the well-known spin flip symmetry.« less

On a simple molecular–statistical model of a liquid-crystal suspension of anisometric particles

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zakhlevnykh, A. N., E-mail: anz@psu.ru; Lubnin, M. S.; Petrov, D. A.

2016-11-15

A molecular–statistical mean-field theory is constructed for suspensions of anisometric particles in nematic liquid crystals (NLCs). The spherical approximation, well known in the physics of ferromagnetic materials, is considered that allows one to obtain an analytic expression for the free energy and simple equations for the orientational state of a suspension that describe the temperature dependence of the order parameters of the suspension components. The transition temperature from ordered to isotropic state and the jumps in the order parameters at the phase-transition point are studied as a function of the anchoring energy of dispersed particles to the matrix, the concentrationmore » of the impurity phase, and the size of particles. The proposed approach allows one to generalize the model to the case of biaxial ordering.« less

Statistical model with two order parameters for ductile and soft fiber bundles in nanoscience and biomaterials.

PubMed

Rinaldi, Antonio

2011-04-01

Traditional fiber bundles models (FBMs) have been an effective tool to understand brittle heterogeneous systems. However, fiber bundles in modern nano- and bioapplications demand a new generation of FBM capturing more complex deformation processes in addition to damage. In the context of loose bundle systems and with reference to time-independent plasticity and soft biomaterials, we formulate a generalized statistical model for ductile fracture and nonlinear elastic problems capable of handling more simultaneous deformation mechanisms by means of two order parameters (as opposed to one). As the first rational FBM for coupled damage problems, it may be the cornerstone for advanced statistical models of heterogeneous systems in nanoscience and materials design, especially to explore hierarchical and bio-inspired concepts in the arena of nanobiotechnology. Applicative examples are provided for illustrative purposes at last, discussing issues in inverse analysis (i.e., nonlinear elastic polymer fiber and ductile Cu submicron bars arrays) and direct design (i.e., strength prediction).

A Virtual Study of Grid Resolution on Experiments of a Highly-Resolved Turbulent Plume

NASA Astrophysics Data System (ADS)

Maisto, Pietro M. F.; Marshall, Andre W.; Gollner, Michael J.; Fire Protection Engineering Department Collaboration

2017-11-01

An accurate representation of sub-grid scale turbulent mixing is critical for modeling fire plumes and smoke transport. In this study, PLIF and PIV diagnostics are used with the saltwater modeling technique to provide highly-resolved instantaneous field measurements in unconfined turbulent plumes useful for statistical analysis, physical insight, and model validation. The effect of resolution was investigated employing a virtual interrogation window (of varying size) applied to the high-resolution field measurements. Motivated by LES low-pass filtering concepts, the high-resolution experimental data in this study can be analyzed within the interrogation windows (i.e. statistics at the sub-grid scale) and on interrogation windows (i.e. statistics at the resolved scale). A dimensionless resolution threshold (L/D*) criterion was determined to achieve converged statistics on the filtered measurements. Such a criterion was then used to establish the relative importance between large and small-scale turbulence phenomena while investigating specific scales for the turbulent flow. First order data sets start to collapse at a resolution of 0.3D*, while for second and higher order statistical moments the interrogation window size drops down to 0.2D*.

Comparison of statistical algorithms for detecting homogeneous river reaches along a longitudinal continuum

NASA Astrophysics Data System (ADS)

Leviandier, Thierry; Alber, A.; Le Ber, F.; Piégay, H.

2012-02-01

Seven methods designed to delineate homogeneous river segments, belonging to four families, namely — tests of homogeneity, contrast enhancing, spatially constrained classification, and hidden Markov models — are compared, firstly on their principles, then on a case study, and on theoretical templates. These templates contain patterns found in the case study but not considered in the standard assumptions of statistical methods, such as gradients and curvilinear structures. The influence of data resolution, noise and weak satisfaction of the assumptions underlying the methods is investigated. The control of the number of reaches obtained in order to achieve meaningful comparisons is discussed. No method is found that outperforms all the others on all trials. However, the methods with sequential algorithms (keeping at order n + 1 all breakpoints found at order n) fail more often than those running complete optimisation at any order. The Hubert-Kehagias method and Hidden Markov Models are the most successful at identifying subpatterns encapsulated within the templates. Ergodic Hidden Markov Models are, moreover, liable to exhibit transition areas.

Phase transitions and spatially ordered counterion association in ionic-lipid membranes: a statistical model.

PubMed

Tamashiro, M N; Barbetta, C; Germano, R; Henriques, V B

2011-09-01

We propose a statistical model to account for the gel-fluid anomalous phase transitions in charged bilayer- or lamellae-forming ionic lipids. The model Hamiltonian comprises effective attractive interactions to describe neutral-lipid membranes as well as the effect of electrostatic repulsions of the discrete ionic charges on the lipid headgroups. The latter can be counterion dissociated (charged) or counterion associated (neutral), while the lipid acyl chains may be in gel (low-temperature or high-lateral-pressure) or fluid (high-temperature or low-lateral-pressure) states. The system is modeled as a lattice gas with two distinct particle types--each one associated, respectively, with the polar-headgroup and the acyl-chain states--which can be mapped onto an Ashkin-Teller model with the inclusion of cubic terms. The model displays a rich thermodynamic behavior in terms of the chemical potential of counterions (related to added salt concentration) and lateral pressure. In particular, we show the existence of semidissociated thermodynamic phases related to the onset of charge order in the system. This type of order stems from spatially ordered counterion association to the lipid headgroups, in which charged and neutral lipids alternate in a checkerboard-like order. Within the mean-field approximation, we predict that the acyl-chain order-disorder transition is discontinuous, with the first-order line ending at a critical point, as in the neutral case. Moreover, the charge order gives rise to continuous transitions, with the associated second-order lines joining the aforementioned first-order line at critical end points. We explore the thermodynamic behavior of some physical quantities, like the specific heat at constant lateral pressure and the degree of ionization, associated with the fraction of charged lipid headgroups.

Synchronization from Second Order Network Connectivity Statistics

PubMed Central

Zhao, Liqiong; Beverlin, Bryce; Netoff, Theoden; Nykamp, Duane Q.

2011-01-01

We investigate how network structure can influence the tendency for a neuronal network to synchronize, or its synchronizability, independent of the dynamical model for each neuron. The synchrony analysis takes advantage of the framework of second order networks, which defines four second order connectivity statistics based on the relative frequency of two-connection network motifs. The analysis identifies two of these statistics, convergent connections, and chain connections, as highly influencing the synchrony. Simulations verify that synchrony decreases with the frequency of convergent connections and increases with the frequency of chain connections. These trends persist with simulations of multiple models for the neuron dynamics and for different types of networks. Surprisingly, divergent connections, which determine the fraction of shared inputs, do not strongly influence the synchrony. The critical role of chains, rather than divergent connections, in influencing synchrony can be explained by their increasing the effective coupling strength. The decrease of synchrony with convergent connections is primarily due to the resulting heterogeneity in firing rates. PMID:21779239

The predictive power of zero intelligence in financial markets.

PubMed

Farmer, J Doyne; Patelli, Paolo; Zovko, Ilija I

2005-02-08

Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where constraints imposed by market institutions dominate strategic agent behavior. We use data from the London Stock Exchange to test a simple model in which minimally intelligent agents place orders to trade at random. The model treats the statistical mechanics of order placement, price formation, and the accumulation of revealed supply and demand within the context of the continuous double auction and yields simple laws relating order-arrival rates to statistical properties of the market. We test the validity of these laws in explaining cross-sectional variation for 11 stocks. The model explains 96% of the variance of the gap between the best buying and selling prices (the spread) and 76% of the variance of the price diffusion rate, with only one free parameter. We also study the market impact function, describing the response of quoted prices to the arrival of new orders. The nondimensional coordinates dictated by the model approximately collapse data from different stocks onto a single curve. This work is important from a practical point of view, because it demonstrates the existence of simple laws relating prices to order flows and, in a broader context, suggests there are circumstances where the strategic behavior of agents may be dominated by other considerations.

A STATISTICAL THERMODYNAMIC MODEL OF THE ORGANIZATIONAL ORDER OF VEGETATION. (R827676)

EPA Science Inventory

The complex pattern of vegetation is the macroscopic manifestation of biological diversity and the ecological order in space and time. How is this overwhelmingly diverse, yet wonderfully ordered spatial pattern formed, and how does it evolve? To answer these questions, most tr...

A low-order model for long-range infrasound propagation in random atmospheric waveguides

NASA Astrophysics Data System (ADS)

Millet, C.; Lott, F.

2014-12-01

In numerical modeling of long-range infrasound propagation in the atmosphere, the wind and temperature profiles are usually obtained as a result of matching atmospheric models to empirical data. The atmospheric models are classically obtained from operational numerical weather prediction centers (NOAA Global Forecast System or ECMWF Integrated Forecast system) as well as atmospheric climate reanalysis activities and thus, do not explicitly resolve atmospheric gravity waves (GWs). The GWs are generally too small to be represented in Global Circulation Models, and their effects on the resolved scales need to be parameterized in order to account for fine-scale atmospheric inhomogeneities (for length scales less than 100 km). In the present approach, the sound speed profiles are considered as random functions, obtained by superimposing a stochastic GW field on the ECMWF reanalysis ERA-Interim. The spectral domain is binned by a large number of monochromatic GWs, and the breaking of each GW is treated independently from the others. The wave equation is solved using a reduced-order model, starting from the classical normal mode technique. We focus on the asymptotic behavior of the transmitted waves in the weakly heterogeneous regime (for which the coupling between the wave and the medium is weak), with a fixed number of propagating modes that can be obtained by rearranging the eigenvalues by decreasing Sobol indices. The most important feature of the stochastic approach lies in the fact that the model order (i.e. the number of relevant eigenvalues) can be computed to satisfy a given statistical accuracy whatever the frequency. As the low-order model preserves the overall structure of waveforms under sufficiently small perturbations of the profile, it can be applied to sensitivity analysis and uncertainty quantification. The gain in CPU cost provided by the low-order model is essential for extracting statistical information from simulations. The statistics of a transmitted broadband pulse are computed by decomposing the original pulse into a sum of modal pulses that propagate with different phase speeds and can be described by a front pulse stabilization theory. The method is illustrated on two large-scale infrasound calibration experiments, that were conducted at the Sayarim Military Range, Israel, in 2009 and 2011.

Mixed-order phase transition in a minimal, diffusion-based spin model.

PubMed

Fronczak, Agata; Fronczak, Piotr

2016-07-01

In this paper we exactly solve, within the grand canonical ensemble, a minimal spin model with the hybrid phase transition. We call the model diffusion based because its Hamiltonian can be recovered from a simple dynamic procedure, which can be seen as an equilibrium statistical mechanics representation of a biased random walk. We outline the derivation of the phase diagram of the model, in which the triple point has the hallmarks of the hybrid transition: discontinuity in the average magnetization and algebraically diverging susceptibilities. At this point, two second-order transition curves meet in equilibrium with the first-order curve, resulting in a prototypical mixed-order behavior.

Statistical analysis of financial returns for a multiagent order book model of asset trading

NASA Astrophysics Data System (ADS)

Preis, Tobias; Golke, Sebastian; Paul, Wolfgang; Schneider, Johannes J.

2007-07-01

We recently introduced a realistic order book model [T. Preis , Europhys. Lett. 75, 510 (2006)] which is able to generate the stylized facts of financial markets. We analyze this model in detail, explain the consequences of the use of different groups of traders, and focus on the foundation of a nontrivial Hurst exponent based on the introduction of a market trend. Our order book model supports the theoretical argument that a nontrivial Hurst exponent implies not necessarily long-term correlations. A coupling of the order placement depth to the market trend can produce fat tails, which can be described by a truncated Lévy distribution.

Cascaded Amplitude Modulations in Sound Texture Perception

PubMed Central

McWalter, Richard; Dau, Torsten

2017-01-01

Sound textures, such as crackling fire or chirping crickets, represent a broad class of sounds defined by their homogeneous temporal structure. It has been suggested that the perception of texture is mediated by time-averaged summary statistics measured from early auditory representations. In this study, we investigated the perception of sound textures that contain rhythmic structure, specifically second-order amplitude modulations that arise from the interaction of different modulation rates, previously described as “beating” in the envelope-frequency domain. We developed an auditory texture model that utilizes a cascade of modulation filterbanks that capture the structure of simple rhythmic patterns. The model was examined in a series of psychophysical listening experiments using synthetic sound textures—stimuli generated using time-averaged statistics measured from real-world textures. In a texture identification task, our results indicated that second-order amplitude modulation sensitivity enhanced recognition. Next, we examined the contribution of the second-order modulation analysis in a preference task, where the proposed auditory texture model was preferred over a range of model deviants that lacked second-order modulation rate sensitivity. Lastly, the discriminability of textures that included second-order amplitude modulations appeared to be perceived using a time-averaging process. Overall, our results demonstrate that the inclusion of second-order modulation analysis generates improvements in the perceived quality of synthetic textures compared to the first-order modulation analysis considered in previous approaches. PMID:28955191

Cascaded Amplitude Modulations in Sound Texture Perception.

PubMed

McWalter, Richard; Dau, Torsten

2017-01-01

Sound textures, such as crackling fire or chirping crickets, represent a broad class of sounds defined by their homogeneous temporal structure. It has been suggested that the perception of texture is mediated by time-averaged summary statistics measured from early auditory representations. In this study, we investigated the perception of sound textures that contain rhythmic structure, specifically second-order amplitude modulations that arise from the interaction of different modulation rates, previously described as "beating" in the envelope-frequency domain. We developed an auditory texture model that utilizes a cascade of modulation filterbanks that capture the structure of simple rhythmic patterns. The model was examined in a series of psychophysical listening experiments using synthetic sound textures-stimuli generated using time-averaged statistics measured from real-world textures. In a texture identification task, our results indicated that second-order amplitude modulation sensitivity enhanced recognition. Next, we examined the contribution of the second-order modulation analysis in a preference task, where the proposed auditory texture model was preferred over a range of model deviants that lacked second-order modulation rate sensitivity. Lastly, the discriminability of textures that included second-order amplitude modulations appeared to be perceived using a time-averaging process. Overall, our results demonstrate that the inclusion of second-order modulation analysis generates improvements in the perceived quality of synthetic textures compared to the first-order modulation analysis considered in previous approaches.

Obtaining mathematical models for assessing efficiency of dust collectors using integrated system of analysis and data management STATISTICA Design of Experiments

NASA Astrophysics Data System (ADS)

Azarov, A. V.; Zhukova, N. S.; Kozlovtseva, E. Yu; Dobrinsky, D. R.

2018-05-01

The article considers obtaining mathematical models to assess the efficiency of the dust collectors using an integrated system of analysis and data management STATISTICA Design of Experiments. The procedure for obtaining mathematical models and data processing is considered by the example of laboratory studies on a mounted installation containing a dust collector in counter-swirling flows (CSF) using gypsum dust of various fractions. Planning of experimental studies has been carried out in order to reduce the number of experiments and reduce the cost of experimental research. A second-order non-position plan (Box-Bencken plan) was used, which reduced the number of trials from 81 to 27. The order of statistical data research of Box-Benken plan using standard tools of integrated system for analysis and data management STATISTICA Design of Experiments is considered. Results of statistical data processing with significance estimation of coefficients and adequacy of mathematical models are presented.

Statistical optics

NASA Astrophysics Data System (ADS)

Goodman, J. W.

This book is based on the thesis that some training in the area of statistical optics should be included as a standard part of any advanced optics curriculum. Random variables are discussed, taking into account definitions of probability and random variables, distribution functions and density functions, an extension to two or more random variables, statistical averages, transformations of random variables, sums of real random variables, Gaussian random variables, complex-valued random variables, and random phasor sums. Other subjects examined are related to random processes, some first-order properties of light waves, the coherence of optical waves, some problems involving high-order coherence, effects of partial coherence on imaging systems, imaging in the presence of randomly inhomogeneous media, and fundamental limits in photoelectric detection of light. Attention is given to deterministic versus statistical phenomena and models, the Fourier transform, and the fourth-order moment of the spectrum of a detected speckle image.

Cost model validation: a technical and cultural approach

NASA Technical Reports Server (NTRS)

Hihn, J.; Rosenberg, L.; Roust, K.; Warfield, K.

2001-01-01

This paper summarizes how JPL's parametric mission cost model (PMCM) has been validated using both formal statistical methods and a variety of peer and management reviews in order to establish organizational acceptance of the cost model estimates.

The predictive power of zero intelligence in financial markets

NASA Astrophysics Data System (ADS)

Farmer, J. Doyne; Patelli, Paolo; Zovko, Ilija I.

2005-02-01

Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where constraints imposed by market institutions dominate strategic agent behavior. We use data from the London Stock Exchange to test a simple model in which minimally intelligent agents place orders to trade at random. The model treats the statistical mechanics of order placement, price formation, and the accumulation of revealed supply and demand within the context of the continuous double auction and yields simple laws relating order-arrival rates to statistical properties of the market. We test the validity of these laws in explaining cross-sectional variation for 11 stocks. The model explains 96% of the variance of the gap between the best buying and selling prices (the spread) and 76% of the variance of the price diffusion rate, with only one free parameter. We also study the market impact function, describing the response of quoted prices to the arrival of new orders. The nondimensional coordinates dictated by the model approximately collapse data from different stocks onto a single curve. This work is important from a practical point of view, because it demonstrates the existence of simple laws relating prices to order flows and, in a broader context, suggests there are circumstances where the strategic behavior of agents may be dominated by other considerations. double auction market | market microstructure | agent-based models

Statistical properties of a Laguerre-Gaussian Schell-model beam in turbulent atmosphere.

PubMed

Chen, Rong; Liu, Lin; Zhu, Shijun; Wu, Gaofeng; Wang, Fei; Cai, Yangjian

2014-01-27

Laguerre-Gaussian Schell-model (LGSM) beam was proposed in theory [Opt. Lett.38, 91 (2013 Opt. Lett.38, 1814 (2013)] just recently. In this paper, we study the propagation of a LGSM beam in turbulent atmosphere. Analytical expressions for the cross-spectral density and the second-order moments of the Wigner distribution function of a LGSM beam in turbulent atmosphere are derived. The statistical properties, such as the degree of coherence and the propagation factor, of a LGSM beam in turbulent atmosphere are studied in detail. It is found that a LGSM beam with larger mode order n is less affected by turbulence than a LGSM beam with smaller mode order n or a GSM beam under certain condition, which will be useful in free-space optical communications.

Canonical Statistical Model for Maximum Expected Immission of Wire Conductor in an Aperture Enclosure

NASA Technical Reports Server (NTRS)

Bremner, Paul G.; Vazquez, Gabriel; Christiano, Daniel J.; Trout, Dawn H.

2016-01-01

Prediction of the maximum expected electromagnetic pick-up of conductors inside a realistic shielding enclosure is an important canonical problem for system-level EMC design of space craft, launch vehicles, aircraft and automobiles. This paper introduces a simple statistical power balance model for prediction of the maximum expected current in a wire conductor inside an aperture enclosure. It calculates both the statistical mean and variance of the immission from the physical design parameters of the problem. Familiar probability density functions can then be used to predict the maximum expected immission for deign purposes. The statistical power balance model requires minimal EMC design information and solves orders of magnitude faster than existing numerical models, making it ultimately viable for scaled-up, full system-level modeling. Both experimental test results and full wave simulation results are used to validate the foundational model.

Estimation of integral curves from high angular resolution diffusion imaging (HARDI) data.

PubMed

Carmichael, Owen; Sakhanenko, Lyudmila

2015-05-15

We develop statistical methodology for a popular brain imaging technique HARDI based on the high order tensor model by Özarslan and Mareci [10]. We investigate how uncertainty in the imaging procedure propagates through all levels of the model: signals, tensor fields, vector fields, and fibers. We construct asymptotically normal estimators of the integral curves or fibers which allow us to trace the fibers together with confidence ellipsoids. The procedure is computationally intense as it blends linear algebra concepts from high order tensors with asymptotical statistical analysis. The theoretical results are illustrated on simulated and real datasets. This work generalizes the statistical methodology proposed for low angular resolution diffusion tensor imaging by Carmichael and Sakhanenko [3], to several fibers per voxel. It is also a pioneering statistical work on tractography from HARDI data. It avoids all the typical limitations of the deterministic tractography methods and it delivers the same information as probabilistic tractography methods. Our method is computationally cheap and it provides well-founded mathematical and statistical framework where diverse functionals on fibers, directions and tensors can be studied in a systematic and rigorous way.

Estimation of integral curves from high angular resolution diffusion imaging (HARDI) data

PubMed Central

Carmichael, Owen; Sakhanenko, Lyudmila

2015-01-01

We develop statistical methodology for a popular brain imaging technique HARDI based on the high order tensor model by Özarslan and Mareci [10]. We investigate how uncertainty in the imaging procedure propagates through all levels of the model: signals, tensor fields, vector fields, and fibers. We construct asymptotically normal estimators of the integral curves or fibers which allow us to trace the fibers together with confidence ellipsoids. The procedure is computationally intense as it blends linear algebra concepts from high order tensors with asymptotical statistical analysis. The theoretical results are illustrated on simulated and real datasets. This work generalizes the statistical methodology proposed for low angular resolution diffusion tensor imaging by Carmichael and Sakhanenko [3], to several fibers per voxel. It is also a pioneering statistical work on tractography from HARDI data. It avoids all the typical limitations of the deterministic tractography methods and it delivers the same information as probabilistic tractography methods. Our method is computationally cheap and it provides well-founded mathematical and statistical framework where diverse functionals on fibers, directions and tensors can be studied in a systematic and rigorous way. PMID:25937674

Statistical Mechanics of Node-perturbation Learning with Noisy Baseline

NASA Astrophysics Data System (ADS)

Hara, Kazuyuki; Katahira, Kentaro; Okada, Masato

2017-02-01

Node-perturbation learning is a type of statistical gradient descent algorithm that can be applied to problems where the objective function is not explicitly formulated, including reinforcement learning. It estimates the gradient of an objective function by using the change in the object function in response to the perturbation. The value of the objective function for an unperturbed output is called a baseline. Cho et al. proposed node-perturbation learning with a noisy baseline. In this paper, we report on building the statistical mechanics of Cho's model and on deriving coupled differential equations of order parameters that depict learning dynamics. We also show how to derive the generalization error by solving the differential equations of order parameters. On the basis of the results, we show that Cho's results are also apply in general cases and show some general performances of Cho's model.

Sensation seeking and smoking behaviors among adolescents in the Republic of Korea.

PubMed

Hwang, Heejin; Park, Sunhee

2015-06-01

This study aimed to explore the relationship between the four components of sensation seeking (i.e., disinhibition, thrill and adventure seeking, experience seeking, and boredom susceptibility) and three types of smoking behavior (i.e., non-smoking, experimental smoking, and current smoking) among high school students in the Republic of Korea. Multivariate multinomial logistic regression analysis was performed using two models. In Model 1, the four subscales of sensation seeking were used as covariates, and in Model 2, other control factors (i.e., characteristics related to demographics, individuals, family, school, and friends) were added to Model 1 in order to adjust for their effects. In Model 1, the impact of disinhibition on experimental smoking and current smoking was statistically significant. In Model 2, the influence of disinhibition on both of these smoking behaviors remained statistically significant after controlling for all the other covariates. Also, the effect of thrill and adventure seeking on experimental smoking was statistically significant. The two statistically significant subscales of sensation seeking were positively associated with the risk of smoking behaviors. According to extant literature and current research, sensation seeking, particularly disinhibition, is strongly associated with smoking among youth. Therefore, sensation seeking should be measured among adolescents to identify those who are at greater risk of smoking and to develop more effective intervention strategies in order to curb the smoking epidemic among youth. Copyright © 2015 Elsevier Ltd. All rights reserved.

Regression Models of Quarterly Overhead Costs for Six Government Aerospace Contractors.

DTIC Science & Technology

1986-03-01

34 Testing ,, for Serial Correlation After Least Squares %Regression, Econometrica, Vol. 36, No. 1, pp. 133-150, January 1968. Intrili8ator M.D., Econometric ...to be superior. These two estimators are both two-stage estimators that are calculated utilizing Wallis’s test statistic for fourth-order...utilizing Wallis’s test statistic for fourth-order autocorrelation. NTIS C F’,& D tI1C T - .1 I -. . . ..- rJ ,. *p J • - DA 3

Predicting long-term catchment nutrient export: the use of nonlinear time series models

NASA Astrophysics Data System (ADS)

Valent, Peter; Howden, Nicholas J. K.; Szolgay, Jan; Komornikova, Magda

2010-05-01

After the Second World War the nitrate concentrations in European water bodies changed significantly as the result of increased nitrogen fertilizer use and changes in land use. However, in the last decades, as a consequence of the implementation of nitrate-reducing measures in Europe, the nitrate concentrations in water bodies slowly decrease. This causes that the mean and variance of the observed time series also changes with time (nonstationarity and heteroscedascity). In order to detect changes and properly describe the behaviour of such time series by time series analysis, linear models (such as autoregressive (AR), moving average (MA) and autoregressive moving average models (ARMA)), are no more suitable. Time series with sudden changes in statistical characteristics can cause various problems in the calibration of traditional water quality models and thus give biased predictions. Proper statistical analysis of these non-stationary and heteroscedastic time series with the aim of detecting and subsequently explaining the variations in their statistical characteristics requires the use of nonlinear time series models. This information can be then used to improve the model building and calibration of conceptual water quality model or to select right calibration periods in order to produce reliable predictions. The objective of this contribution is to analyze two long time series of nitrate concentrations of the rivers Ouse and Stour with advanced nonlinear statistical modelling techniques and compare their performance with traditional linear models of the ARMA class in order to identify changes in the time series characteristics. The time series were analysed with nonlinear models with multiple regimes represented by self-exciting threshold autoregressive (SETAR) and Markov-switching models (MSW). The analysis showed that, based on the value of residual sum of squares (RSS) in both datasets, SETAR and MSW models described the time-series better than models of the ARMA class. In most cases the relative improvement of SETAR models against AR models of first order was low ranging between 1% and 4% with the exception of the three-regime model for the River Stour time-series where the improvement was 48.9%. In comparison, the relative improvement of MSW models was between 44.6% and 52.5 for two-regime and from 60.4% to 75% for three-regime models. However, the visual assessment of models plotted against original datasets showed that despite a high value of RSS, some ARMA models could describe the analyzed time-series better than AR, MA and SETAR models with lower values of RSS. In both datasets MSW models provided a very good visual fit describing most of the extreme values.

Modelling the effect of structural QSAR parameters on skin penetration using genetic programming

NASA Astrophysics Data System (ADS)

Chung, K. K.; Do, D. Q.

2010-09-01

In order to model relationships between chemical structures and biological effects in quantitative structure-activity relationship (QSAR) data, an alternative technique of artificial intelligence computing—genetic programming (GP)—was investigated and compared to the traditional method—statistical. GP, with the primary advantage of generating mathematical equations, was employed to model QSAR data and to define the most important molecular descriptions in QSAR data. The models predicted by GP agreed with the statistical results, and the most predictive models of GP were significantly improved when compared to the statistical models using ANOVA. Recently, artificial intelligence techniques have been applied widely to analyse QSAR data. With the capability of generating mathematical equations, GP can be considered as an effective and efficient method for modelling QSAR data.

The prediction of epidemics through mathematical modeling.

PubMed

Schaus, Catherine

2014-01-01

Mathematical models may be resorted to in an endeavor to predict the development of epidemics. The SIR model is one of the applications. Still too approximate, the use of statistics awaits more data in order to come closer to reality.

An analytic technique for statistically modeling random atomic clock errors in estimation

NASA Technical Reports Server (NTRS)

Fell, P. J.

1981-01-01

Minimum variance estimation requires that the statistics of random observation errors be modeled properly. If measurements are derived through the use of atomic frequency standards, then one source of error affecting the observable is random fluctuation in frequency. This is the case, for example, with range and integrated Doppler measurements from satellites of the Global Positioning and baseline determination for geodynamic applications. An analytic method is presented which approximates the statistics of this random process. The procedure starts with a model of the Allan variance for a particular oscillator and develops the statistics of range and integrated Doppler measurements. A series of five first order Markov processes is used to approximate the power spectral density obtained from the Allan variance.

The statistical analysis of global climate change studies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hardin, J.W.

1992-01-01

The focus of this work is to contribute to the enhancement of the relationship between climatologists and statisticians. The analysis of global change data has been underway for many years by atmospheric scientists. Much of this analysis includes a heavy reliance on statistics and statistical inference. Some specific climatological analyses are presented and the dependence on statistics is documented before the analysis is undertaken. The first problem presented involves the fluctuation-dissipation theorem and its application to global climate models. This problem has a sound theoretical niche in the literature of both climate modeling and physics, but a statistical analysis inmore » which the data is obtained from the model to show graphically the relationship has not been undertaken. It is under this motivation that the author presents this problem. A second problem concerning the standard errors in estimating global temperatures is purely statistical in nature although very little materials exists for sampling on such a frame. This problem not only has climatological and statistical ramifications, but political ones as well. It is planned to use these results in a further analysis of global warming using actual data collected on the earth. In order to simplify the analysis of these problems, the development of a computer program, MISHA, is presented. This interactive program contains many of the routines, functions, graphics, and map projections needed by the climatologist in order to effectively enter the arena of data visualization.« less

A comparative study of two statistical approaches for the analysis of real seismicity sequences and synthetic seismicity generated by a stick-slip experimental model

NASA Astrophysics Data System (ADS)

Flores-Marquez, Leticia Elsa; Ramirez Rojaz, Alejandro; Telesca, Luciano

2015-04-01

The study of two statistical approaches is analyzed for two different types of data sets, one is the seismicity generated by the subduction processes occurred at south Pacific coast of Mexico between 2005 and 2012, and the other corresponds to the synthetic seismic data generated by a stick-slip experimental model. The statistical methods used for the present study are the visibility graph in order to investigate the time dynamics of the series and the scaled probability density function in the natural time domain to investigate the critical order of the system. This comparison has the purpose to show the similarities between the dynamical behaviors of both types of data sets, from the point of view of critical systems. The observed behaviors allow us to conclude that the experimental set up globally reproduces the behavior observed in the statistical approaches used to analyses the seismicity of the subduction zone. The present study was supported by the Bilateral Project Italy-Mexico Experimental Stick-slip models of tectonic faults: innovative statistical approaches applied to synthetic seismic sequences, jointly funded by MAECI (Italy) and AMEXCID (Mexico) in the framework of the Bilateral Agreement for Scientific and Technological Cooperation PE 2014-2016.

Assessing first-order emulator inference for physical parameters in nonlinear mechanistic models

USGS Publications Warehouse

Hooten, Mevin B.; Leeds, William B.; Fiechter, Jerome; Wikle, Christopher K.

2011-01-01

We present an approach for estimating physical parameters in nonlinear models that relies on an approximation to the mechanistic model itself for computational efficiency. The proposed methodology is validated and applied in two different modeling scenarios: (a) Simulation and (b) lower trophic level ocean ecosystem model. The approach we develop relies on the ability to predict right singular vectors (resulting from a decomposition of computer model experimental output) based on the computer model input and an experimental set of parameters. Critically, we model the right singular vectors in terms of the model parameters via a nonlinear statistical model. Specifically, we focus our attention on first-order models of these right singular vectors rather than the second-order (covariance) structure.

A detailed heterogeneous agent model for a single asset financial market with trading via an order book.

PubMed

Mota Navarro, Roberto; Larralde, Hernán

2017-01-01

We present an agent based model of a single asset financial market that is capable of replicating most of the non-trivial statistical properties observed in real financial markets, generically referred to as stylized facts. In our model agents employ strategies inspired on those used in real markets, and a realistic trade mechanism based on a double auction order book. We study the role of the distinct types of trader on the return statistics: specifically, correlation properties (or lack thereof), volatility clustering, heavy tails, and the degree to which the distribution can be described by a log-normal. Further, by introducing the practice of "profit taking", our model is also capable of replicating the stylized fact related to an asymmetry in the distribution of losses and gains.

A detailed heterogeneous agent model for a single asset financial market with trading via an order book

PubMed Central

2017-01-01

We present an agent based model of a single asset financial market that is capable of replicating most of the non-trivial statistical properties observed in real financial markets, generically referred to as stylized facts. In our model agents employ strategies inspired on those used in real markets, and a realistic trade mechanism based on a double auction order book. We study the role of the distinct types of trader on the return statistics: specifically, correlation properties (or lack thereof), volatility clustering, heavy tails, and the degree to which the distribution can be described by a log-normal. Further, by introducing the practice of “profit taking”, our model is also capable of replicating the stylized fact related to an asymmetry in the distribution of losses and gains. PMID:28245251

Obscure phenomena in statistical analysis of quantitative structure-activity relationships. Part 1: Multicollinearity of physicochemical descriptors.

PubMed

Mager, P P; Rothe, H

1990-10-01

Multicollinearity of physicochemical descriptors leads to serious consequences in quantitative structure-activity relationship (QSAR) analysis, such as incorrect estimators and test statistics of regression coefficients of the ordinary least-squares (OLS) model applied usually to QSARs. Beside the diagnosis of the known simple collinearity, principal component regression analysis (PCRA) also allows the diagnosis of various types of multicollinearity. Only if the absolute values of PCRA estimators are order statistics that decrease monotonically, the effects of multicollinearity can be circumvented. Otherwise, obscure phenomena may be observed, such as good data recognition but low predictive model power of a QSAR model.

The predictive power of zero intelligence in financial markets

PubMed Central

Farmer, J. Doyne; Patelli, Paolo; Zovko, Ilija I.

2005-01-01

Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where constraints imposed by market institutions dominate strategic agent behavior. We use data from the London Stock Exchange to test a simple model in which minimally intelligent agents place orders to trade at random. The model treats the statistical mechanics of order placement, price formation, and the accumulation of revealed supply and demand within the context of the continuous double auction and yields simple laws relating order-arrival rates to statistical properties of the market. We test the validity of these laws in explaining cross-sectional variation for 11 stocks. The model explains 96% of the variance of the gap between the best buying and selling prices (the spread) and 76% of the variance of the price diffusion rate, with only one free parameter. We also study the market impact function, describing the response of quoted prices to the arrival of new orders. The nondimensional coordinates dictated by the model approximately collapse data from different stocks onto a single curve. This work is important from a practical point of view, because it demonstrates the existence of simple laws relating prices to order flows and, in a broader context, suggests there are circumstances where the strategic behavior of agents may be dominated by other considerations. PMID:15687505

Comparisons of non-Gaussian statistical models in DNA methylation analysis.

PubMed

Ma, Zhanyu; Teschendorff, Andrew E; Yu, Hong; Taghia, Jalil; Guo, Jun

2014-06-16

As a key regulatory mechanism of gene expression, DNA methylation patterns are widely altered in many complex genetic diseases, including cancer. DNA methylation is naturally quantified by bounded support data; therefore, it is non-Gaussian distributed. In order to capture such properties, we introduce some non-Gaussian statistical models to perform dimension reduction on DNA methylation data. Afterwards, non-Gaussian statistical model-based unsupervised clustering strategies are applied to cluster the data. Comparisons and analysis of different dimension reduction strategies and unsupervised clustering methods are presented. Experimental results show that the non-Gaussian statistical model-based methods are superior to the conventional Gaussian distribution-based method. They are meaningful tools for DNA methylation analysis. Moreover, among several non-Gaussian methods, the one that captures the bounded nature of DNA methylation data reveals the best clustering performance.

Comparisons of Non-Gaussian Statistical Models in DNA Methylation Analysis

PubMed Central

Ma, Zhanyu; Teschendorff, Andrew E.; Yu, Hong; Taghia, Jalil; Guo, Jun

2014-01-01

As a key regulatory mechanism of gene expression, DNA methylation patterns are widely altered in many complex genetic diseases, including cancer. DNA methylation is naturally quantified by bounded support data; therefore, it is non-Gaussian distributed. In order to capture such properties, we introduce some non-Gaussian statistical models to perform dimension reduction on DNA methylation data. Afterwards, non-Gaussian statistical model-based unsupervised clustering strategies are applied to cluster the data. Comparisons and analysis of different dimension reduction strategies and unsupervised clustering methods are presented. Experimental results show that the non-Gaussian statistical model-based methods are superior to the conventional Gaussian distribution-based method. They are meaningful tools for DNA methylation analysis. Moreover, among several non-Gaussian methods, the one that captures the bounded nature of DNA methylation data reveals the best clustering performance. PMID:24937687

Statistics of Smoothed Cosmic Fields in Perturbation Theory. I. Formulation and Useful Formulae in Second-Order Perturbation Theory

NASA Astrophysics Data System (ADS)

Matsubara, Takahiko

2003-02-01

We formulate a general method for perturbative evaluations of statistics of smoothed cosmic fields and provide useful formulae for application of the perturbation theory to various statistics. This formalism is an extensive generalization of the method used by Matsubara, who derived a weakly nonlinear formula of the genus statistic in a three-dimensional density field. After describing the general method, we apply the formalism to a series of statistics, including genus statistics, level-crossing statistics, Minkowski functionals, and a density extrema statistic, regardless of the dimensions in which each statistic is defined. The relation between the Minkowski functionals and other geometrical statistics is clarified. These statistics can be applied to several cosmic fields, including three-dimensional density field, three-dimensional velocity field, two-dimensional projected density field, and so forth. The results are detailed for second-order theory of the formalism. The effect of the bias is discussed. The statistics of smoothed cosmic fields as functions of rescaled threshold by volume fraction are discussed in the framework of second-order perturbation theory. In CDM-like models, their functional deviations from linear predictions plotted against the rescaled threshold are generally much smaller than that plotted against the direct threshold. There is still a slight meatball shift against rescaled threshold, which is characterized by asymmetry in depths of troughs in the genus curve. A theory-motivated asymmetry factor in the genus curve is proposed.

Vehicle track segmentation using higher order random fields

DOE PAGES

Quach, Tu -Thach

2017-01-09

Here, we present an approach to segment vehicle tracks in coherent change detection images, a product of combining two synthetic aperture radar images taken at different times. The approach uses multiscale higher order random field models to capture track statistics, such as curvatures and their parallel nature, that are not currently utilized in existing methods. These statistics are encoded as 3-by-3 patterns at different scales. The model can complete disconnected tracks often caused by sensor noise and various environmental effects. Coupling the model with a simple classifier, our approach is effective at segmenting salient tracks. We improve the F-measure onmore » a standard vehicle track data set to 0.963, up from 0.897 obtained by the current state-of-the-art method.« less

Vehicle track segmentation using higher order random fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quach, Tu -Thach

Here, we present an approach to segment vehicle tracks in coherent change detection images, a product of combining two synthetic aperture radar images taken at different times. The approach uses multiscale higher order random field models to capture track statistics, such as curvatures and their parallel nature, that are not currently utilized in existing methods. These statistics are encoded as 3-by-3 patterns at different scales. The model can complete disconnected tracks often caused by sensor noise and various environmental effects. Coupling the model with a simple classifier, our approach is effective at segmenting salient tracks. We improve the F-measure onmore » a standard vehicle track data set to 0.963, up from 0.897 obtained by the current state-of-the-art method.« less

Development of a statistical model for cervical cancer cell death with irreversible electroporation in vitro.

PubMed

Yang, Yongji; Moser, Michael A J; Zhang, Edwin; Zhang, Wenjun; Zhang, Bing

2018-01-01

The aim of this study was to develop a statistical model for cell death by irreversible electroporation (IRE) and to show that the statistic model is more accurate than the electric field threshold model in the literature using cervical cancer cells in vitro. HeLa cell line was cultured and treated with different IRE protocols in order to obtain data for modeling the statistical relationship between the cell death and pulse-setting parameters. In total, 340 in vitro experiments were performed with a commercial IRE pulse system, including a pulse generator and an electric cuvette. Trypan blue staining technique was used to evaluate cell death after 4 hours of incubation following IRE treatment. Peleg-Fermi model was used in the study to build the statistical relationship using the cell viability data obtained from the in vitro experiments. A finite element model of IRE for the electric field distribution was also built. Comparison of ablation zones between the statistical model and electric threshold model (drawn from the finite element model) was used to show the accuracy of the proposed statistical model in the description of the ablation zone and its applicability in different pulse-setting parameters. The statistical models describing the relationships between HeLa cell death and pulse length and the number of pulses, respectively, were built. The values of the curve fitting parameters were obtained using the Peleg-Fermi model for the treatment of cervical cancer with IRE. The difference in the ablation zone between the statistical model and the electric threshold model was also illustrated to show the accuracy of the proposed statistical model in the representation of ablation zone in IRE. This study concluded that: (1) the proposed statistical model accurately described the ablation zone of IRE with cervical cancer cells, and was more accurate compared with the electric field model; (2) the proposed statistical model was able to estimate the value of electric field threshold for the computer simulation of IRE in the treatment of cervical cancer; and (3) the proposed statistical model was able to express the change in ablation zone with the change in pulse-setting parameters.

Logical reasoning versus information processing in the dual-strategy model of reasoning.

PubMed

Markovits, Henry; Brisson, Janie; de Chantal, Pier-Luc

2017-01-01

One of the major debates concerning the nature of inferential reasoning is between counterexample-based strategies such as mental model theory and statistical strategies underlying probabilistic models. The dual-strategy model, proposed by Verschueren, Schaeken, & d'Ydewalle (2005a, 2005b), which suggests that people might have access to both kinds of strategy has been supported by several recent studies. These have shown that statistical reasoners make inferences based on using information about premises in order to generate a likelihood estimate of conclusion probability. However, while results concerning counterexample reasoners are consistent with a counterexample detection model, these results could equally be interpreted as indicating a greater sensitivity to logical form. In order to distinguish these 2 interpretations, in Studies 1 and 2, we presented reasoners with Modus ponens (MP) inferences with statistical information about premise strength and in Studies 3 and 4, naturalistic MP inferences with premises having many disabling conditions. Statistical reasoners accepted the MP inference more often than counterexample reasoners in Studies 1 and 2, while the opposite pattern was observed in Studies 3 and 4. Results show that these strategies must be defined in terms of information processing, with no clear relations to "logical" reasoning. These results have additional implications for the underlying debate about the nature of human reasoning. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Internationalizing Nussbaum's Model of Cosmopolitan Democratic Education

ERIC Educational Resources Information Center

Culp, Julian

2018-01-01

Nussbaum's moral cosmopolitanism informs her capability-based theory of justice, which she uses in order to develop a distinctive model of cosmopolitan democratic education. I characterize Nussbaum's educational model as a 'statist model,' however, because it regards cosmopolitan democratic education as necessary for realizing democratic…

The confluence model: birth order as a within-family or between-family dynamic?

PubMed

Zajonc, R B; Sulloway, Frank J

2007-09-01

The confluence model explains birth-order differences in intellectual performance by quantifying the changing dynamics within the family. Wichman, Rodgers, and MacCallum (2006) claimed that these differences are a between-family phenomenon--and hence are not directly related to birth order itself. The study design and analyses presented by Wichman et al. nevertheless suffer from crucial shortcomings, including their use of unfocused tests, which cause statistically significant trends to be overlooked. In addition, Wichman et al. treated birth-order effects as a linear phenomenon thereby ignoring the confluence model's prediction that these two samples may manifest opposing results based on age. This article cites between- and within-family data that demonstrate systematic birth-order effects as predicted by the confluence model. The corpus of evidence invoked here offers strong support for the assumption of the confluence model that birth-order differences in intellectual performance are primarily a within-family phenomenon.

Exploring a Three-Level Model of Calibration Accuracy

ERIC Educational Resources Information Center

Schraw, Gregory; Kuch, Fred; Gutierrez, Antonio P.; Richmond, Aaron S.

2014-01-01

We compared 5 different statistics (i.e., G index, gamma, "d'", sensitivity, specificity) used in the social sciences and medical diagnosis literatures to assess calibration accuracy in order to examine the relationship among them and to explore whether one statistic provided a best fitting general measure of accuracy. College…

Predicting recreational water quality advisories: A comparison of statistical methods

USGS Publications Warehouse

Brooks, Wesley R.; Corsi, Steven R.; Fienen, Michael N.; Carvin, Rebecca B.

2016-01-01

Epidemiological studies indicate that fecal indicator bacteria (FIB) in beach water are associated with illnesses among people having contact with the water. In order to mitigate public health impacts, many beaches are posted with an advisory when the concentration of FIB exceeds a beach action value. The most commonly used method of measuring FIB concentration takes 18–24 h before returning a result. In order to avoid the 24 h lag, it has become common to ”nowcast” the FIB concentration using statistical regressions on environmental surrogate variables. Most commonly, nowcast models are estimated using ordinary least squares regression, but other regression methods from the statistical and machine learning literature are sometimes used. This study compares 14 regression methods across 7 Wisconsin beaches to identify which consistently produces the most accurate predictions. A random forest model is identified as the most accurate, followed by multiple regression fit using the adaptive LASSO.

Mesh Dependence on Shear Driven Boundary Layers in Stable Stratification Generated by Large Eddy-Simulation

NASA Astrophysics Data System (ADS)

Berg, Jacob; Patton, Edward G.; Sullivan, Peter S.

2017-11-01

The effect of mesh resolution and size on shear driven atmospheric boundary layers in a stable stratified environment is investigated with the NCAR pseudo-spectral LES model (J. Atmos. Sci. v68, p2395, 2011 and J. Atmos. Sci. v73, p1815, 2016). The model applies FFT in the two horizontal directions and finite differencing in the vertical direction. With vanishing heat flux at the surface and a capping inversion entraining potential temperature into the boundary layer the situation is often called the conditional neutral atmospheric boundary layer (ABL). Due to its relevance in high wind applications such as wind power meteorology, we emphasize on second order statistics important for wind turbines including spectral information. The simulations range from mesh sizes of 643 to 10243 grid points. Due to the non-stationarity of the problem, different simulations are compared at equal eddy-turnover times. Whereas grid convergence is mostly achieved in the middle portion of the ABL, statistics close to the surface of the ABL, where the presence of the ground limits the growth of the energy containing eddies, second order statistics are not converged on the studies meshes. Higher order structure functions also reveal non-Gaussian statistics highly dependent on the resolution.

A consistent framework for Horton regression statistics that leads to a modified Hack's law

USGS Publications Warehouse

Furey, P.R.; Troutman, B.M.

2008-01-01

A statistical framework is introduced that resolves important problems with the interpretation and use of traditional Horton regression statistics. The framework is based on a univariate regression model that leads to an alternative expression for Horton ratio, connects Horton regression statistics to distributional simple scaling, and improves the accuracy in estimating Horton plot parameters. The model is used to examine data for drainage area A and mainstream length L from two groups of basins located in different physiographic settings. Results show that confidence intervals for the Horton plot regression statistics are quite wide. Nonetheless, an analysis of covariance shows that regression intercepts, but not regression slopes, can be used to distinguish between basin groups. The univariate model is generalized to include n > 1 dependent variables. For the case where the dependent variables represent ln A and ln L, the generalized model performs somewhat better at distinguishing between basin groups than two separate univariate models. The generalized model leads to a modification of Hack's law where L depends on both A and Strahler order ??. Data show that ?? plays a statistically significant role in the modified Hack's law expression. ?? 2008 Elsevier B.V.

Beyond existence and aiming outside the laboratory: estimating frequency-dependent and pay-off-biased social learning strategies.

PubMed

McElreath, Richard; Bell, Adrian V; Efferson, Charles; Lubell, Mark; Richerson, Peter J; Waring, Timothy

2008-11-12

The existence of social learning has been confirmed in diverse taxa, from apes to guppies. In order to advance our understanding of the consequences of social transmission and evolution of behaviour, however, we require statistical tools that can distinguish among diverse social learning strategies. In this paper, we advance two main ideas. First, social learning is diverse, in the sense that individuals can take advantage of different kinds of information and combine them in different ways. Examining learning strategies for different information conditions illuminates the more detailed design of social learning. We construct and analyse an evolutionary model of diverse social learning heuristics, in order to generate predictions and illustrate the impact of design differences on an organism's fitness. Second, in order to eventually escape the laboratory and apply social learning models to natural behaviour, we require statistical methods that do not depend upon tight experimental control. Therefore, we examine strategic social learning in an experimental setting in which the social information itself is endogenous to the experimental group, as it is in natural settings. We develop statistical models for distinguishing among different strategic uses of social information. The experimental data strongly suggest that most participants employ a hierarchical strategy that uses both average observed pay-offs of options as well as frequency information, the same model predicted by our evolutionary analysis to dominate a wide range of conditions.

Identifiability of PBPK Models with Applications to ...

EPA Pesticide Factsheets

Any statistical model should be identifiable in order for estimates and tests using it to be meaningful. We consider statistical analysis of physiologically-based pharmacokinetic (PBPK) models in which parameters cannot be estimated precisely from available data, and discuss different types of identifiability that occur in PBPK models and give reasons why they occur. We particularly focus on how the mathematical structure of a PBPK model and lack of appropriate data can lead to statistical models in which it is impossible to estimate at least some parameters precisely. Methods are reviewed which can determine whether a purely linear PBPK model is globally identifiable. We propose a theorem which determines when identifiability at a set of finite and specific values of the mathematical PBPK model (global discrete identifiability) implies identifiability of the statistical model. However, we are unable to establish conditions that imply global discrete identifiability, and conclude that the only safe approach to analysis of PBPK models involves Bayesian analysis with truncated priors. Finally, computational issues regarding posterior simulations of PBPK models are discussed. The methodology is very general and can be applied to numerous PBPK models which can be expressed as linear time-invariant systems. A real data set of a PBPK model for exposure to dimethyl arsinic acid (DMA(V)) is presented to illustrate the proposed methodology. We consider statistical analy

Ordered phase and non-equilibrium fluctuation in stock market

NASA Astrophysics Data System (ADS)

Maskawa, Jun-ichi

2002-08-01

We analyze the statistics of daily price change of stock market in the framework of a statistical physics model for the collective fluctuation of stock portfolio. In this model the time series of price changes are coded into the sequences of up and down spins, and the Hamiltonian of the system is expressed by spin-spin interactions as in spin glass models of disordered magnetic systems. Through the analysis of Dow-Jones industrial portfolio consisting of 30 stock issues by this model, we find a non-equilibrium fluctuation mode on the point slightly below the boundary between ordered and disordered phases. The remaining 29 modes are still in disordered phase and well described by Gibbs distribution. The variance of the fluctuation is outlined by the theoretical curve and peculiarly large in the non-equilibrium mode compared with those in the other modes remaining in ordinary phase.

Scaling in geology: landforms and earthquakes.

PubMed Central

Turcotte, D L

1995-01-01

Landforms and earthquakes appear to be extremely complex; yet, there is order in the complexity. Both satisfy fractal statistics in a variety of ways. A basic question is whether the fractal behavior is due to scale invariance or is the signature of a broadly applicable class of physical processes. Both landscape evolution and regional seismicity appear to be examples of self-organized critical phenomena. A variety of statistical models have been proposed to model landforms, including diffusion-limited aggregation, self-avoiding percolation, and cellular automata. Many authors have studied the behavior of multiple slider-block models, both in terms of the rupture of a fault to generate an earthquake and in terms of the interactions between faults associated with regional seismicity. The slider-block models exhibit a remarkably rich spectrum of behavior; two slider blocks can exhibit low-order chaotic behavior. Large numbers of slider blocks clearly exhibit self-organized critical behavior. Images Fig. 6 PMID:11607562

Superthermal photon bunching in terms of simple probability distributions

NASA Astrophysics Data System (ADS)

Lettau, T.; Leymann, H. A. M.; Melcher, B.; Wiersig, J.

2018-05-01

We analyze the second-order photon autocorrelation function g(2 ) with respect to the photon probability distribution and discuss the generic features of a distribution that results in superthermal photon bunching [g(2 )(0 ) >2 ]. Superthermal photon bunching has been reported for a number of optical microcavity systems that exhibit processes such as superradiance or mode competition. We show that a superthermal photon number distribution cannot be constructed from the principle of maximum entropy if only the intensity and the second-order autocorrelation are given. However, for bimodal systems, an unbiased superthermal distribution can be constructed from second-order correlations and the intensities alone. Our findings suggest modeling superthermal single-mode distributions by a mixture of a thermal and a lasinglike state and thus reveal a generic mechanism in the photon probability distribution responsible for creating superthermal photon bunching. We relate our general considerations to a physical system, i.e., a (single-emitter) bimodal laser, and show that its statistics can be approximated and understood within our proposed model. Furthermore, the excellent agreement of the statistics of the bimodal laser and our model reveals that the bimodal laser is an ideal source of bunched photons, in the sense that it can generate statistics that contain no other features but the superthermal bunching.

Modelling 1-minute directional observations of the global irradiance.

NASA Astrophysics Data System (ADS)

Thejll, Peter; Pagh Nielsen, Kristian; Andersen, Elsa; Furbo, Simon

2016-04-01

Direct and diffuse irradiances from the sky has been collected at 1-minute intervals for about a year from the experimental station at the Technical University of Denmark for the IEA project "Solar Resource Assessment and Forecasting". These data were gathered by pyrheliometers tracking the Sun, as well as with apertured pyranometers gathering 1/8th and 1/16th of the light from the sky in 45 degree azimuthal ranges pointed around the compass. The data are gathered in order to develop detailed models of the potentially available solar energy and its variations at high temporal resolution in order to gain a more detailed understanding of the solar resource. This is important for a better understanding of the sub-grid scale cloud variation that cannot be resolved with climate and weather models. It is also important for optimizing the operation of active solar energy systems such as photovoltaic plants and thermal solar collector arrays, and for passive solar energy and lighting to buildings. We present regression-based modelling of the observed data, and focus, here, on the statistical properties of the model fits. Using models based on the one hand on what is found in the literature and on physical expectations, and on the other hand on purely statistical models, we find solutions that can explain up to 90% of the variance in global radiation. The models leaning on physical insights include terms for the direct solar radiation, a term for the circum-solar radiation, a diffuse term and a term for the horizon brightening/darkening. The purely statistical model is found using data- and formula-validation approaches picking model expressions from a general catalogue of possible formulae. The method allows nesting of expressions, and the results found are dependent on and heavily constrained by the cross-validation carried out on statistically independent testing and training data-sets. Slightly better fits -- in terms of variance explained -- is found using the purely statistical fitting/searching approach. We describe the methods applied, results found, and discuss the different potentials of the physics- and statistics-only based model-searches.

Statistical Mechanical Foundation for the Two-State Transition in Protein Folding of Small Globular Proteins

NASA Astrophysics Data System (ADS)

Iguchi, Kazumoto

We discuss the statistical mechanical foundation for the two-state transition in the protein folding of small globular proteins. In the standard arguments of protein folding, the statistical search for the ground state is carried out from astronomically many conformations in the configuration space. This leads us to the famous Levinthal's paradox. To resolve the paradox, Gō first postulated that the two-state transition - all-or-none type transition - is very crucial for the protein folding of small globular proteins and used the Gō's lattice model to show the two-state transition nature. Recently, there have been accumulated many experimental results that support the two-state transition for small globular proteins. Stimulated by such recent experiments, Zwanzig has introduced a minimal statistical mechanical model that exhibits the two-state transition. Also, Finkelstein and coworkers have discussed the solution of the paradox by considering the sequential folding of a small globular protein. On the other hand, recently Iguchi have introduced a toy model of protein folding using the Rubik's magic snake model, in which all folded structures are exactly known and mathematically represented in terms of the four types of conformations: cis-, trans-, left and right gauche-configurations between the unit polyhedrons. In this paper, we study the relationship between the Gō's two-state transition, the Zwanzig's statistical mechanics model and the Finkelsteinapos;s sequential folding model by applying them to the Rubik's magic snake models. We show that the foundation of the Gō's two-state transition model relies on the search within the equienergy surface that is labeled by the contact order of the hydrophobic condensation. This idea reproduces the Zwanzig's statistical model as a special case, realizes the Finkelstein's sequential folding model and fits together to understand the nature of the two-state transition of a small globular protein by calculating the physical quantities such as the free energy, the contact order and the specific heat. We point out the similarity between the liquid-gas transition in statistical mechanics and the two-state transition of protein folding. We also study morphology of the Rubik's magic snake models to give a prototype model for understanding the differences between α-helices proteins and β-sheets proteins.

A High Precision Prediction Model Using Hybrid Grey Dynamic Model

ERIC Educational Resources Information Center

Li, Guo-Dong; Yamaguchi, Daisuke; Nagai, Masatake; Masuda, Shiro

2008-01-01

In this paper, we propose a new prediction analysis model which combines the first order one variable Grey differential equation Model (abbreviated as GM(1,1) model) from grey system theory and time series Autoregressive Integrated Moving Average (ARIMA) model from statistics theory. We abbreviate the combined GM(1,1) ARIMA model as ARGM(1,1)…

Ice Water Classification Using Statistical Distribution Based Conditional Random Fields in RADARSAT-2 Dual Polarization Imagery

NASA Astrophysics Data System (ADS)

Zhang, Y.; Li, F.; Zhang, S.; Hao, W.; Zhu, T.; Yuan, L.; Xiao, F.

2017-09-01

In this paper, Statistical Distribution based Conditional Random Fields (STA-CRF) algorithm is exploited for improving marginal ice-water classification. Pixel level ice concentration is presented as the comparison of methods based on CRF. Furthermore, in order to explore the effective statistical distribution model to be integrated into STA-CRF, five statistical distribution models are investigated. The STA-CRF methods are tested on 2 scenes around Prydz Bay and Adélie Depression, where contain a variety of ice types during melt season. Experimental results indicate that the proposed method can resolve sea ice edge well in Marginal Ice Zone (MIZ) and show a robust distinction of ice and water.

Evaluation of Model Fit in Cognitive Diagnosis Models

ERIC Educational Resources Information Center

Hu, Jinxiang; Miller, M. David; Huggins-Manley, Anne Corinne; Chen, Yi-Hsin

2016-01-01

Cognitive diagnosis models (CDMs) estimate student ability profiles using latent attributes. Model fit to the data needs to be ascertained in order to determine whether inferences from CDMs are valid. This study investigated the usefulness of some popular model fit statistics to detect CDM fit including relative fit indices (AIC, BIC, and CAIC),…

Counting statistics for genetic switches based on effective interaction approximation

NASA Astrophysics Data System (ADS)

Ohkubo, Jun

2012-09-01

Applicability of counting statistics for a system with an infinite number of states is investigated. The counting statistics has been studied a lot for a system with a finite number of states. While it is possible to use the scheme in order to count specific transitions in a system with an infinite number of states in principle, we have non-closed equations in general. A simple genetic switch can be described by a master equation with an infinite number of states, and we use the counting statistics in order to count the number of transitions from inactive to active states in the gene. To avoid having the non-closed equations, an effective interaction approximation is employed. As a result, it is shown that the switching problem can be treated as a simple two-state model approximately, which immediately indicates that the switching obeys non-Poisson statistics.

Replication of Cancellation Orders Using First-Passage Time Theory in Foreign Currency Market

NASA Astrophysics Data System (ADS)

Boilard, Jean-François; Kanazawa, Kiyoshi; Takayasu, Hideki; Takayasu, Misako

Our research focuses on the annihilation dynamics of limit orders in a spot foreign currency market for various currency pairs. We analyze the cancellation order distribution conditioned on the normalized distance from the mid-price; where the normalized distance is defined as the final distance divided by the initial distance. To reproduce real data, we introduce two simple models that assume the market price moves randomly and cancellation occurs either after fixed time t or following the Poisson process. Results of our model qualitatively reproduce basic statistical properties of cancellation orders of the data when limit orders are cancelled according to the Poisson process. We briefly discuss implication of our findings in the construction of more detailed microscopic models.

An innovative statistical approach for analysing non-continuous variables in environmental monitoring: assessing temporal trends of TBT pollution.

PubMed

Santos, José António; Galante-Oliveira, Susana; Barroso, Carlos

2011-03-01

The current work presents an innovative statistical approach to model ordinal variables in environmental monitoring studies. An ordinal variable has values that can only be compared as "less", "equal" or "greater" and it is not possible to have information about the size of the difference between two particular values. The example of ordinal variable under this study is the vas deferens sequence (VDS) used in imposex (superimposition of male sexual characters onto prosobranch females) field assessment programmes for monitoring tributyltin (TBT) pollution. The statistical methodology presented here is the ordered logit regression model. It assumes that the VDS is an ordinal variable whose values match up a process of imposex development that can be considered continuous in both biological and statistical senses and can be described by a latent non-observable continuous variable. This model was applied to the case study of Nucella lapillus imposex monitoring surveys conducted in the Portuguese coast between 2003 and 2008 to evaluate the temporal evolution of TBT pollution in this country. In order to produce more reliable conclusions, the proposed model includes covariates that may influence the imposex response besides TBT (e.g. the shell size). The model also provides an analysis of the environmental risk associated to TBT pollution by estimating the probability of the occurrence of females with VDS ≥ 2 in each year, according to OSPAR criteria. We consider that the proposed application of this statistical methodology has a great potential in environmental monitoring whenever there is the need to model variables that can only be assessed through an ordinal scale of values.

Adaptation to changes in higher-order stimulus statistics in the salamander retina.

PubMed

Tkačik, Gašper; Ghosh, Anandamohan; Schneidman, Elad; Segev, Ronen

2014-01-01

Adaptation in the retina is thought to optimize the encoding of natural light signals into sequences of spikes sent to the brain. While adaptive changes in retinal processing to the variations of the mean luminance level and second-order stimulus statistics have been documented before, no such measurements have been performed when higher-order moments of the light distribution change. We therefore measured the ganglion cell responses in the tiger salamander retina to controlled changes in the second (contrast), third (skew) and fourth (kurtosis) moments of the light intensity distribution of spatially uniform temporally independent stimuli. The skew and kurtosis of the stimuli were chosen to cover the range observed in natural scenes. We quantified adaptation in ganglion cells by studying linear-nonlinear models that capture well the retinal encoding properties across all stimuli. We found that the encoding properties of retinal ganglion cells change only marginally when higher-order statistics change, compared to the changes observed in response to the variation in contrast. By analyzing optimal coding in LN-type models, we showed that neurons can maintain a high information rate without large dynamic adaptation to changes in skew or kurtosis. This is because, for uncorrelated stimuli, spatio-temporal summation within the receptive field averages away non-gaussian aspects of the light intensity distribution.

How Well Can We Detect Lineage-Specific Diversification-Rate Shifts? A Simulation Study of Sequential AIC Methods.

PubMed

May, Michael R; Moore, Brian R

2016-11-01

Evolutionary biologists have long been fascinated by the extreme differences in species numbers across branches of the Tree of Life. This has motivated the development of statistical methods for detecting shifts in the rate of lineage diversification across the branches of phylogenic trees. One of the most frequently used methods, MEDUSA, explores a set of diversification-rate models, where each model assigns branches of the phylogeny to a set of diversification-rate categories. Each model is first fit to the data, and the Akaike information criterion (AIC) is then used to identify the optimal diversification model. Surprisingly, the statistical behavior of this popular method is uncharacterized, which is a concern in light of: (1) the poor performance of the AIC as a means of choosing among models in other phylogenetic contexts; (2) the ad hoc algorithm used to visit diversification models, and; (3) errors that we reveal in the likelihood function used to fit diversification models to the phylogenetic data. Here, we perform an extensive simulation study demonstrating that MEDUSA (1) has a high false-discovery rate (on average, spurious diversification-rate shifts are identified [Formula: see text] of the time), and (2) provides biased estimates of diversification-rate parameters. Understanding the statistical behavior of MEDUSA is critical both to empirical researchers-in order to clarify whether these methods can make reliable inferences from empirical datasets-and to theoretical biologists-in order to clarify the specific problems that need to be solved in order to develop more reliable approaches for detecting shifts in the rate of lineage diversification. [Akaike information criterion; extinction; lineage-specific diversification rates; phylogenetic model selection; speciation.]. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

How Well Can We Detect Lineage-Specific Diversification-Rate Shifts? A Simulation Study of Sequential AIC Methods

PubMed Central

May, Michael R.; Moore, Brian R.

2016-01-01

Evolutionary biologists have long been fascinated by the extreme differences in species numbers across branches of the Tree of Life. This has motivated the development of statistical methods for detecting shifts in the rate of lineage diversification across the branches of phylogenic trees. One of the most frequently used methods, MEDUSA, explores a set of diversification-rate models, where each model assigns branches of the phylogeny to a set of diversification-rate categories. Each model is first fit to the data, and the Akaike information criterion (AIC) is then used to identify the optimal diversification model. Surprisingly, the statistical behavior of this popular method is uncharacterized, which is a concern in light of: (1) the poor performance of the AIC as a means of choosing among models in other phylogenetic contexts; (2) the ad hoc algorithm used to visit diversification models, and; (3) errors that we reveal in the likelihood function used to fit diversification models to the phylogenetic data. Here, we perform an extensive simulation study demonstrating that MEDUSA (1) has a high false-discovery rate (on average, spurious diversification-rate shifts are identified ≈30% of the time), and (2) provides biased estimates of diversification-rate parameters. Understanding the statistical behavior of MEDUSA is critical both to empirical researchers—in order to clarify whether these methods can make reliable inferences from empirical datasets—and to theoretical biologists—in order to clarify the specific problems that need to be solved in order to develop more reliable approaches for detecting shifts in the rate of lineage diversification. [Akaike information criterion; extinction; lineage-specific diversification rates; phylogenetic model selection; speciation.] PMID:27037081

How do rigid-lid assumption affect LES simulation results at high Reynolds flows?

NASA Astrophysics Data System (ADS)

Khosronejad, Ali; Farhadzadeh, Ali; SBU Collaboration

2017-11-01

This research is motivated by the work of Kara et al., JHE, 2015. They employed LES to model flow around a model of abutment at a Re number of 27,000. They showed that first-order turbulence characteristics obtained by rigid-lid (RL) assumption compares fairly well with those of level-set (LS) method. Concerning the second-order statistics, however, their simulation results showed a significant dependence on the method used to describe the free surface. This finding can have important implications for open channel flow modeling. The Reynolds number for typical open channel flows, however, could be much larger than that of Kara et al.'s test case. Herein, we replicate the reported study by augmenting the geometric and hydraulic scales to reach a Re number of one order of magnitude larger ( 200,000). The Virtual Flow Simulator (VFS-Geophysics) model in its LES mode is used to simulate the test case using both RL and LS methods. The computational results are validated using measured flow and free-surface data from our laboratory experiments. Our goal is to investigate the effects of RL assumption on both first-order and second order statistics at high Reynolds numbers that occur in natural waterways. Acknowledgment: Computational resources are provided by the Center of Excellence in Wireless & Information Technology (CEWIT) of Stony Brook University.

A low-order model for wave propagation in random waveguides

NASA Astrophysics Data System (ADS)

Millet, Christophe; Bertin, Michael; Bouche, Daniel

2014-11-01

In numerical modeling of infrasound propagation in the atmosphere, the wind and temperature profiles are usually obtained as a result of matching atmospheric models to empirical data and thus inevitably involve some random errors. In the present approach, the sound speed profiles are considered as random functions and the wave equation is solved using a reduced-order model, starting from the classical normal mode technique. We focus on the asymptotic behavior of the transmitted waves in the weakly heterogeneous regime (the coupling between the wave and the medium is weak), with a fixed number of propagating modes that can be obtained by rearranging the eigenvalues by decreasing Sobol indices. The most important feature of the stochastic approach lies in the fact that the model order can be computed to satisfy a given statistical accuracy whatever the frequency. The statistics of a transmitted broadband pulse are computed by decomposing the original pulse into a sum of modal pulses that can be described by a front pulse stabilization theory. The method is illustrated on two large-scale infrasound calibration experiments, that were conducted at the Sayarim Military Range, Israel, in 2009 and 2011.

Order and disorder in coupled metronome systems

NASA Astrophysics Data System (ADS)

Boda, Sz.; Davidova, L.; Néda, Z.

2014-04-01

Metronomes placed on a smoothly rotating disk are used for exemplifying order-disorder type phase-transitions. The ordered phase corresponds to spontaneously synchronized beats, while the disordered state is when the metronomes swing in unsynchronized manner. Using a given metronome ensemble, we propose several methods for switching between ordered and disordered states. The system is studied by controlled experiments and a realistic model. The model reproduces the experimental results, and allows to study large ensembles with good statistics. Finite-size effects and the increased fluctuation in the vicinity of the phase-transition point are also successfully reproduced.

Direct and indirect effects of birth order on personality and identity: support for the null hypothesis.

PubMed

Dunkel, Curtis S; Harbke, Colin R; Papini, Dennis R

2009-06-01

The authors proposed that birth order affects psychosocial outcomes through differential investment from parent to child and differences in the degree of identification from child to parent. The authors conducted this study to test these 2 models. Despite the use of statistical and methodological procedures to increase sensitivity and reduce error, the authors did not find support for the models. They discuss results in the context of the mixed-research findings regarding birth order and suggest further research on the proposed developmental dynamics that may produce birth-order effects.

Capturing the DSM-5 Alternative Personality Disorder Model Traits in the Five-Factor Model's Nomological Net.

PubMed

Suzuki, Takakuni; Griffin, Sarah A; Samuel, Douglas B

2017-04-01

Several studies have shown structural and statistical similarities between the Diagnostic and Statistical Manual of Mental Disorders (5th ed.; DSM-5) alternative personality disorder model and the Five-Factor Model (FFM). However, no study to date has evaluated the nomological network similarities between the two models. The relations of the Revised NEO Personality Inventory (NEO PI-R) and the Personality Inventory for DSM-5 (PID-5) with relevant criterion variables were examined in a sample of 336 undergraduate students (M age  = 19.4; 59.8% female). The resulting profiles for each instrument were statistically compared for similarity. Four of the five domains of the two models have highly similar nomological networks, with the exception being FFM Openness to Experience and PID-5 Psychoticism. Further probing of that pair suggested that the NEO PI-R domain scores obscured meaningful similarity between PID-5 Psychoticism and specific aspects and lower-order facets of Openness. The results support the notion that the DSM-5 alternative personality disorder model trait domains represent variants of the FFM domains. Similarities of Openness and Psychoticism domains were supported when the lower-order aspects and facets of Openness domain were considered. The findings support the view that the DSM-5 trait model represents an instantiation of the FFM. © 2015 Wiley Periodicals, Inc.

Weak lensing probe of cubic Galileon model

NASA Astrophysics Data System (ADS)

Dinda, Bikash R.

2018-06-01

The cubic Galileon model containing the lowest non-trivial order action of the full Galileon action can produce the stable late-time cosmic acceleration. This model can have a significant role in the growth of structures. The signatures of the cubic Galileon model in the structure formation can be probed by the weak lensing statistics. Weak lensing convergence statistics is one of the strongest probes to the structure formation and hence it can probe the dark energy or modified theories of gravity models. In this work, we investigate the detectability of the cubic Galileon model from the ΛCDM model or from the canonical quintessence model through the convergence power spectrum and bi-spectrum.

Utilization of an Enhanced Canonical Correlation Analysis (ECCA) to Predict Daily Precipitation and Temperature in a Semi-Arid Environment

NASA Astrophysics Data System (ADS)

Lopez, S. R.; Hogue, T. S.

2011-12-01

Global climate models (GCMs) are primarily used to generate historical and future large-scale circulation patterns at a coarse resolution (typical order of 50,000 km2) and fail to capture climate variability at the ground level due to localized surface influences (i.e topography, marine, layer, land cover, etc). Their inability to accurately resolve these processes has led to the development of numerous 'downscaling' techniques. The goal of this study is to enhance statistical downscaling of daily precipitation and temperature for regions with heterogeneous land cover and topography. Our analysis was divided into two periods, historical (1961-2000) and contemporary (1980-2000), and tested using sixteen predictand combinations from four GCMs (GFDL CM2.0, GFDL CM2.1, CNRM-CM3 and MRI-CGCM2 3.2a. The Southern California area was separated into five county regions: Santa Barbara, Ventura, Los Angeles, Orange and San Diego. Principle component analysis (PCA) was performed on ground-based observations in order to (1) reduce the number of redundant gauges and minimize dimensionality and (2) cluster gauges that behave statistically similarly for post-analysis. Post-PCA analysis included extensive testing of predictor-predictand relationships using an enhanced canonical correlation analysis (ECCA). The ECCA includes obtaining the optimal predictand sets for all models within each spatial domain (county) as governed by daily and monthly overall statistics. Results show all models maintain mean annual and monthly behavior within each county and daily statistics are improved. The level of improvement highly depends on the vegetation extent within each county and the land-to-ocean ratio within the GCM spatial grid. The utilization of the entire historical period also leads to better statistical representation of observed daily precipitation. The validated ECCA technique is being applied to future climate scenarios distributed by the IPCC in order to provide forcing data for regional hydrologic models and assess future water resources in the Southern California region.

Predicting lettuce canopy photosynthesis with statistical and neural network models

NASA Technical Reports Server (NTRS)

Frick, J.; Precetti, C.; Mitchell, C. A.

1998-01-01

An artificial neural network (NN) and a statistical regression model were developed to predict canopy photosynthetic rates (Pn) for 'Waldman's Green' leaf lettuce (Latuca sativa L.). All data used to develop and test the models were collected for crop stands grown hydroponically and under controlled-environment conditions. In the NN and regression models, canopy Pn was predicted as a function of three independent variables: shootzone CO2 concentration (600 to 1500 micromoles mol-1), photosynthetic photon flux (PPF) (600 to 1100 micromoles m-2 s-1), and canopy age (10 to 20 days after planting). The models were used to determine the combinations of CO2 and PPF setpoints required each day to maintain maximum canopy Pn. The statistical model (a third-order polynomial) predicted Pn more accurately than the simple NN (a three-layer, fully connected net). Over an 11-day validation period, average percent difference between predicted and actual Pn was 12.3% and 24.6% for the statistical and NN models, respectively. Both models lost considerable accuracy when used to determine relatively long-range Pn predictions (> or = 6 days into the future).

Predation and fragmentation portrayed in the statistical structure of prey time series

PubMed Central

Hendrichsen, Ditte K; Topping, Chris J; Forchhammer, Mads C

2009-01-01

Background Statistical autoregressive analyses of direct and delayed density dependence are widespread in ecological research. The models suggest that changes in ecological factors affecting density dependence, like predation and landscape heterogeneity are directly portrayed in the first and second order autoregressive parameters, and the models are therefore used to decipher complex biological patterns. However, independent tests of model predictions are complicated by the inherent variability of natural populations, where differences in landscape structure, climate or species composition prevent controlled repeated analyses. To circumvent this problem, we applied second-order autoregressive time series analyses to data generated by a realistic agent-based computer model. The model simulated life history decisions of individual field voles under controlled variations in predator pressure and landscape fragmentation. Analyses were made on three levels: comparisons between predated and non-predated populations, between populations exposed to different types of predators and between populations experiencing different degrees of habitat fragmentation. Results The results are unambiguous: Changes in landscape fragmentation and the numerical response of predators are clearly portrayed in the statistical time series structure as predicted by the autoregressive model. Populations without predators displayed significantly stronger negative direct density dependence than did those exposed to predators, where direct density dependence was only moderately negative. The effects of predation versus no predation had an even stronger effect on the delayed density dependence of the simulated prey populations. In non-predated prey populations, the coefficients of delayed density dependence were distinctly positive, whereas they were negative in predated populations. Similarly, increasing the degree of fragmentation of optimal habitat available to the prey was accompanied with a shift in the delayed density dependence, from strongly negative to gradually becoming less negative. Conclusion We conclude that statistical second-order autoregressive time series analyses are capable of deciphering interactions within and across trophic levels and their effect on direct and delayed density dependence. PMID:19419539

Statistical self-similarity of width function maxima with implications to floods

USGS Publications Warehouse

Veitzer, S.A.; Gupta, V.K.

2001-01-01

Recently a new theory of random self-similar river networks, called the RSN model, was introduced to explain empirical observations regarding the scaling properties of distributions of various topologic and geometric variables in natural basins. The RSN model predicts that such variables exhibit statistical simple scaling, when indexed by Horton-Strahler order. The average side tributary structure of RSN networks also exhibits Tokunaga-type self-similarity which is widely observed in nature. We examine the scaling structure of distributions of the maximum of the width function for RSNs for nested, complete Strahler basins by performing ensemble simulations. The maximum of the width function exhibits distributional simple scaling, when indexed by Horton-Strahler order, for both RSNs and natural river networks extracted from digital elevation models (DEMs). We also test a powerlaw relationship between Horton ratios for the maximum of the width function and drainage areas. These results represent first steps in formulating a comprehensive physical statistical theory of floods at multiple space-time scales for RSNs as discrete hierarchical branching structures. ?? 2001 Published by Elsevier Science Ltd.

Evaluating measurement models in clinical research: covariance structure analysis of latent variable models of self-conception.

PubMed

Hoyle, R H

1991-02-01

Indirect measures of psychological constructs are vital to clinical research. On occasion, however, the meaning of indirect measures of psychological constructs is obfuscated by statistical procedures that do not account for the complex relations between items and latent variables and among latent variables. Covariance structure analysis (CSA) is a statistical procedure for testing hypotheses about the relations among items that indirectly measure a psychological construct and relations among psychological constructs. This article introduces clinical researchers to the strengths and limitations of CSA as a statistical procedure for conceiving and testing structural hypotheses that are not tested adequately with other statistical procedures. The article is organized around two empirical examples that illustrate the use of CSA for evaluating measurement models with correlated error terms, higher-order factors, and measured and latent variables.

Modeling Error Distributions of Growth Curve Models through Bayesian Methods

ERIC Educational Resources Information Center

Zhang, Zhiyong

2016-01-01

Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is…

Assessment and prediction of inter-joint upper limb movement correlations based on kinematic analysis and statistical regression

NASA Astrophysics Data System (ADS)

Toth-Tascau, Mirela; Balanean, Flavia; Krepelka, Mircea

2013-10-01

Musculoskeletal impairment of the upper limb can cause difficulties in performing basic daily activities. Three dimensional motion analyses can provide valuable data of arm movement in order to precisely determine arm movement and inter-joint coordination. The purpose of this study was to develop a method to evaluate the degree of impairment based on the influence of shoulder movements in the amplitude of elbow flexion and extension based on the assumption that a lack of motion of the elbow joint will be compensated by an increased shoulder activity. In order to develop and validate a statistical model, one healthy young volunteer has been involved in the study. The activity of choice simulated blowing the nose, starting from a slight flexion of the elbow and raising the hand until the middle finger touches the tip of the nose and return to the start position. Inter-joint coordination between the elbow and shoulder movements showed significant correlation. Statistical regression was used to fit an equation model describing the influence of shoulder movements on the elbow mobility. The study provides a brief description of the kinematic analysis protocol and statistical models that may be useful in describing the relation between inter-joint movements of daily activities.

Noninformative prior in the quantum statistical model of pure states

NASA Astrophysics Data System (ADS)

Tanaka, Fuyuhiko

2012-06-01

In the present paper, we consider a suitable definition of a noninformative prior on the quantum statistical model of pure states. While the full pure-states model is invariant under unitary rotation and admits the Haar measure, restricted models, which we often see in quantum channel estimation and quantum process tomography, have less symmetry and no compelling rationale for any choice. We adopt a game-theoretic approach that is applicable to classical Bayesian statistics and yields a noninformative prior for a general class of probability distributions. We define the quantum detection game and show that there exist noninformative priors for a general class of a pure-states model. Theoretically, it gives one of the ways that we represent ignorance on the given quantum system with partial information. Practically, our method proposes a default distribution on the model in order to use the Bayesian technique in the quantum-state tomography with a small sample.

The log-periodic-AR(1)-GARCH(1,1) model for financial crashes

NASA Astrophysics Data System (ADS)

Gazola, L.; Fernandes, C.; Pizzinga, A.; Riera, R.

2008-02-01

This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price movements, which has been largely used to forecast financial crashes. In order to accomplish reliable statistical inference for unknown parameters, we incorporate an autoregressive dynamic and a conditional heteroskedasticity structure in the error term of the original model, yielding the log-periodic-AR(1)-GARCH(1,1) model. Both the original and the extended models are fitted to financial indices of U. S. market, namely S&P500 and NASDAQ. Our analysis reveal two main points: (i) the log-periodic-AR(1)-GARCH(1,1) model has residuals with better statistical properties and (ii) the estimation of the parameter concerning the time of the financial crash has been improved.

Z3 topological order in the face-centered-cubic quantum plaquette model

NASA Astrophysics Data System (ADS)

Devakul, Trithep

2018-04-01

We examine the topological order in the resonating singlet valence plaquette (RSVP) phase of the hard-core quantum plaquette model (QPM) on the face centered cubic (FCC) lattice. To do this, we construct a Rohksar-Kivelson type Hamiltonian of local plaquette resonances. This model is shown to exhibit a Z3 topological order, which we show by identifying a Z3 topological constant (which leads to a 33-fold topological ground state degeneracy on the 3-torus) and topological pointlike charge and looplike magnetic excitations which obey Z3 statistics. We also consider an exactly solvable generalization of this model, which makes the geometrical origin of the Z3 order explicitly clear. For other models and lattices, such generalizations produce a wide variety of topological phases, some of which are novel fracton phases.

On the streaming model for redshift-space distortions

NASA Astrophysics Data System (ADS)

Kuruvilla, Joseph; Porciani, Cristiano

2018-06-01

The streaming model describes the mapping between real and redshift space for 2-point clustering statistics. Its key element is the probability density function (PDF) of line-of-sight pairwise peculiar velocities. Following a kinetic-theory approach, we derive the fundamental equations of the streaming model for ordered and unordered pairs. In the first case, we recover the classic equation while we demonstrate that modifications are necessary for unordered pairs. We then discuss several statistical properties of the pairwise velocities for DM particles and haloes by using a suite of high-resolution N-body simulations. We test the often used Gaussian ansatz for the PDF of pairwise velocities and discuss its limitations. Finally, we introduce a mixture of Gaussians which is known in statistics as the generalised hyperbolic distribution and show that it provides an accurate fit to the PDF. Once inserted in the streaming equation, the fit yields an excellent description of redshift-space correlations at all scales that vastly outperforms the Gaussian and exponential approximations. Using a principal-component analysis, we reduce the complexity of our model for large redshift-space separations. Our results increase the robustness of studies of anisotropic galaxy clustering and are useful for extending them towards smaller scales in order to test theories of gravity and interacting dark-energy models.

Characterization of binary string statistics for syntactic landmine detection

NASA Astrophysics Data System (ADS)

Nasif, Ahmed O.; Mark, Brian L.; Hintz, Kenneth J.

2011-06-01

Syntactic landmine detection has been proposed to detect and classify non-metallic landmines using ground penetrating radar (GPR). In this approach, the GPR return is processed to extract characteristic binary strings for landmine and clutter discrimination. In our previous work, we discussed the preprocessing methodology by which the amplitude information of the GPR A-scan signal can be effectively converted into binary strings, which identify the impedance discontinuities in the signal. In this work, we study the statistical properties of the binary string space. In particular, we develop a Markov chain model to characterize the observed bit sequence of the binary strings. The state is defined as the number of consecutive zeros between two ones in the binarized A-scans. Since the strings are highly sparse (the number of zeros is much greater than the number of ones), defining the state this way leads to fewer number of states compared to the case where each bit is defined as a state. The number of total states is further reduced by quantizing the number of consecutive zeros. In order to identify the correct order of the Markov model, the mean square difference (MSD) between the transition matrices of mine strings and non-mine strings is calculated up to order four using training data. The results show that order one or two maximizes this MSD. The specification of the transition probabilities of the chain can be used to compute the likelihood of any given string. Such a model can be used to identify characteristic landmine strings during the training phase. These developments on modeling and characterizing the string statistics can potentially be part of a real-time landmine detection algorithm that identifies landmine and clutter in an adaptive fashion.

Theoretical study of gas hydrate decomposition kinetics--model development.

PubMed

Windmeier, Christoph; Oellrich, Lothar R

2013-10-10

In order to provide an estimate of the order of magnitude of intrinsic gas hydrate dissolution and dissociation kinetics, the "Consecutive Desorption and Melting Model" (CDM) is developed by applying only theoretical considerations. The process of gas hydrate decomposition is assumed to comprise two consecutive and repetitive quasi chemical reaction steps. These are desorption of the guest molecule followed by local solid body melting. The individual kinetic steps are modeled according to the "Statistical Rate Theory of Interfacial Transport" and the Wilson-Frenkel approach. All missing required model parameters are directly linked to geometric considerations and a thermodynamic gas hydrate equilibrium model.

The Developing Infant Creates a Curriculum for Statistical Learning.

PubMed

Smith, Linda B; Jayaraman, Swapnaa; Clerkin, Elizabeth; Yu, Chen

2018-04-01

New efforts are using head cameras and eye-trackers worn by infants to capture everyday visual environments from the point of view of the infant learner. From this vantage point, the training sets for statistical learning develop as the sensorimotor abilities of the infant develop, yielding a series of ordered datasets for visual learning that differ in content and structure between timepoints but are highly selective at each timepoint. These changing environments may constitute a developmentally ordered curriculum that optimizes learning across many domains. Future advances in computational models will be necessary to connect the developmentally changing content and statistics of infant experience to the internal machinery that does the learning. Copyright © 2018 Elsevier Ltd. All rights reserved.

A statistical rain attenuation prediction model with application to the advanced communication technology satellite project. Part 2: Theoretical development of a dynamic model and application to rain fade durations and tolerable control delays for fade countermeasures

NASA Technical Reports Server (NTRS)

Manning, Robert M.

1987-01-01

A dynamic rain attenuation prediction model is developed for use in obtaining the temporal characteristics, on time scales of minutes or hours, of satellite communication link availability. Analagous to the associated static rain attenuation model, which yields yearly attenuation predictions, this dynamic model is applicable at any location in the world that is characterized by the static rain attenuation statistics peculiar to the geometry of the satellite link and the rain statistics of the location. Such statistics are calculated by employing the formalism of Part I of this report. In fact, the dynamic model presented here is an extension of the static model and reduces to the static model in the appropriate limit. By assuming that rain attenuation is dynamically described by a first-order stochastic differential equation in time and that this random attenuation process is a Markov process, an expression for the associated transition probability is obtained by solving the related forward Kolmogorov equation. This transition probability is then used to obtain such temporal rain attenuation statistics as attenuation durations and allowable attenuation margins versus control system delay.

On the Question of an Identity Status Category Order: Rasch Model Step and Scale Statistics Used to Identify Category Order

ERIC Educational Resources Information Center

Al-Owidha, Amjed; Green, Kathy E.; Kroger, Jane

2009-01-01

The question of whether or not a developmental continuum underlies James Marcia's identity statuses has been a topic of debate among identity researchers for nearly 20 years. This study addressed the prefatory question of whether the identity statuses can be empirically ordered in a theoretically optimal way. This question was addressed via use of…

Pattern-Based Inverse Modeling for Characterization of Subsurface Flow Models with Complex Geologic Heterogeneity

NASA Astrophysics Data System (ADS)

Golmohammadi, A.; Jafarpour, B.; M Khaninezhad, M. R.

2017-12-01

Calibration of heterogeneous subsurface flow models leads to ill-posed nonlinear inverse problems, where too many unknown parameters are estimated from limited response measurements. When the underlying parameters form complex (non-Gaussian) structured spatial connectivity patterns, classical variogram-based geostatistical techniques cannot describe the underlying connectivity patterns. Modern pattern-based geostatistical methods that incorporate higher-order spatial statistics are more suitable for describing such complex spatial patterns. Moreover, when the underlying unknown parameters are discrete (geologic facies distribution), conventional model calibration techniques that are designed for continuous parameters cannot be applied directly. In this paper, we introduce a novel pattern-based model calibration method to reconstruct discrete and spatially complex facies distributions from dynamic flow response data. To reproduce complex connectivity patterns during model calibration, we impose a feasibility constraint to ensure that the solution follows the expected higher-order spatial statistics. For model calibration, we adopt a regularized least-squares formulation, involving data mismatch, pattern connectivity, and feasibility constraint terms. Using an alternating directions optimization algorithm, the regularized objective function is divided into a continuous model calibration problem, followed by mapping the solution onto the feasible set. The feasibility constraint to honor the expected spatial statistics is implemented using a supervised machine learning algorithm. The two steps of the model calibration formulation are repeated until the convergence criterion is met. Several numerical examples are used to evaluate the performance of the developed method.

Development of Boundary Condition Independent Reduced Order Thermal Models using Proper Orthogonal Decomposition

NASA Astrophysics Data System (ADS)

Raghupathy, Arun; Ghia, Karman; Ghia, Urmila

2008-11-01

Compact Thermal Models (CTM) to represent IC packages has been traditionally developed using the DELPHI-based (DEvelopment of Libraries of PHysical models for an Integrated design) methodology. The drawbacks of this method are presented, and an alternative method is proposed. A reduced-order model that provides the complete thermal information accurately with less computational resources can be effectively used in system level simulations. Proper Orthogonal Decomposition (POD), a statistical method, can be used to reduce the order of the degree of freedom or variables of the computations for such a problem. POD along with the Galerkin projection allows us to create reduced-order models that reproduce the characteristics of the system with a considerable reduction in computational resources while maintaining a high level of accuracy. The goal of this work is to show that this method can be applied to obtain a boundary condition independent reduced-order thermal model for complex components. The methodology is applied to the 1D transient heat equation.

A bilayer Double Semion Model with Symmetry-Enriched Topological Order

NASA Astrophysics Data System (ADS)

Ortiz, Laura; Martin-Delgado, Miguel Angel

We construct a new model of two-dimensional quantum spin systems that combines intrinsic topological orders and a global symmetry called flavour symmetry. It is referred as the bilayer Doubled Semion model (bDS) and is an instance of symmetry-enriched topological order. A honeycomb bilayer lattice is introduced to combine a Double Semion Topolgical Order with a global spin-flavour symmetry to get the fractionalization of its quasiparticles. The bDS model exhibits non-trival braiding self-statistics of excitations and its dual model constitutes a Symmetry-Protected Topological Order with novel edge states. This dual model gives rise to a bilayer Non-Trivial Paramagnet that is invariant under the flavour symmetry and the well-known spin flip symmetry. We acknowledge financial support from the Spanish MINECO Grants FIS2012-33152, FIS2015-67411, and the CAM research consortium QUITEMAD+, Grant No. S2013/ICE-2801. The research of M.A.M.-D. has been supported in part by the U.S. Army Research Office throu.

Low order models for uncertainty quantification in acoustic propagation problems

NASA Astrophysics Data System (ADS)

Millet, Christophe

2016-11-01

Long-range sound propagation problems are characterized by both a large number of length scales and a large number of normal modes. In the atmosphere, these modes are confined within waveguides causing the sound to propagate through multiple paths to the receiver. For uncertain atmospheres, the modes are described as random variables. Concise mathematical models and analysis reveal fundamental limitations in classical projection techniques due to different manifestations of the fact that modes that carry small variance can have important effects on the large variance modes. In the present study, we propose a systematic strategy for obtaining statistically accurate low order models. The normal modes are sorted in decreasing Sobol indices using asymptotic expansions, and the relevant modes are extracted using a modified iterative Krylov-based method. The statistics of acoustic signals are computed by decomposing the original pulse into a truncated sum of modal pulses that can be described by a stationary phase method. As the low-order acoustic model preserves the overall structure of waveforms under perturbations of the atmosphere, it can be applied to uncertainty quantification. The result of this study is a new algorithm which applies on the entire phase space of acoustic fields.

Comparison of the dynamics of neural interactions between current-based and conductance-based integrate-and-fire recurrent networks

PubMed Central

Cavallari, Stefano; Panzeri, Stefano; Mazzoni, Alberto

2014-01-01

Models of networks of Leaky Integrate-and-Fire (LIF) neurons are a widely used tool for theoretical investigations of brain function. These models have been used both with current- and conductance-based synapses. However, the differences in the dynamics expressed by these two approaches have been so far mainly studied at the single neuron level. To investigate how these synaptic models affect network activity, we compared the single neuron and neural population dynamics of conductance-based networks (COBNs) and current-based networks (CUBNs) of LIF neurons. These networks were endowed with sparse excitatory and inhibitory recurrent connections, and were tested in conditions including both low- and high-conductance states. We developed a novel procedure to obtain comparable networks by properly tuning the synaptic parameters not shared by the models. The so defined comparable networks displayed an excellent and robust match of first order statistics (average single neuron firing rates and average frequency spectrum of network activity). However, these comparable networks showed profound differences in the second order statistics of neural population interactions and in the modulation of these properties by external inputs. The correlation between inhibitory and excitatory synaptic currents and the cross-neuron correlation between synaptic inputs, membrane potentials and spike trains were stronger and more stimulus-modulated in the COBN. Because of these properties, the spike train correlation carried more information about the strength of the input in the COBN, although the firing rates were equally informative in both network models. Moreover, the network activity of COBN showed stronger synchronization in the gamma band, and spectral information about the input higher and spread over a broader range of frequencies. These results suggest that the second order statistics of network dynamics depend strongly on the choice of synaptic model. PMID:24634645

Comparison of the dynamics of neural interactions between current-based and conductance-based integrate-and-fire recurrent networks.

PubMed

Cavallari, Stefano; Panzeri, Stefano; Mazzoni, Alberto

2014-01-01

Models of networks of Leaky Integrate-and-Fire (LIF) neurons are a widely used tool for theoretical investigations of brain function. These models have been used both with current- and conductance-based synapses. However, the differences in the dynamics expressed by these two approaches have been so far mainly studied at the single neuron level. To investigate how these synaptic models affect network activity, we compared the single neuron and neural population dynamics of conductance-based networks (COBNs) and current-based networks (CUBNs) of LIF neurons. These networks were endowed with sparse excitatory and inhibitory recurrent connections, and were tested in conditions including both low- and high-conductance states. We developed a novel procedure to obtain comparable networks by properly tuning the synaptic parameters not shared by the models. The so defined comparable networks displayed an excellent and robust match of first order statistics (average single neuron firing rates and average frequency spectrum of network activity). However, these comparable networks showed profound differences in the second order statistics of neural population interactions and in the modulation of these properties by external inputs. The correlation between inhibitory and excitatory synaptic currents and the cross-neuron correlation between synaptic inputs, membrane potentials and spike trains were stronger and more stimulus-modulated in the COBN. Because of these properties, the spike train correlation carried more information about the strength of the input in the COBN, although the firing rates were equally informative in both network models. Moreover, the network activity of COBN showed stronger synchronization in the gamma band, and spectral information about the input higher and spread over a broader range of frequencies. These results suggest that the second order statistics of network dynamics depend strongly on the choice of synaptic model.

Order Selection for General Expression of Nonlinear Autoregressive Model Based on Multivariate Stepwise Regression

NASA Astrophysics Data System (ADS)

Shi, Jinfei; Zhu, Songqing; Chen, Ruwen

2017-12-01

An order selection method based on multiple stepwise regressions is proposed for General Expression of Nonlinear Autoregressive model which converts the model order problem into the variable selection of multiple linear regression equation. The partial autocorrelation function is adopted to define the linear term in GNAR model. The result is set as the initial model, and then the nonlinear terms are introduced gradually. Statistics are chosen to study the improvements of both the new introduced and originally existed variables for the model characteristics, which are adopted to determine the model variables to retain or eliminate. So the optimal model is obtained through data fitting effect measurement or significance test. The simulation and classic time-series data experiment results show that the method proposed is simple, reliable and can be applied to practical engineering.

On the Use of Principal Component and Spectral Density Analysis to Evaluate the Community Multiscale Air Quality (CMAQ) Model

EPA Science Inventory

A 5 year (2002-2006) simulation of CMAQ covering the eastern United States is evaluated using principle component analysis in order to identify and characterize statistically significant patterns of model bias. Such analysis is useful in that in can identify areas of poor model ...

An Intercomparison of the Dynamical Cores of Global Atmospheric Circulation Models for Mars

NASA Technical Reports Server (NTRS)

Hollingsworth, Jeffery L.; Bridger, Alison F. C.; Haberle, Robert M.

1998-01-01

This is a Final Report for a Joint Research Interchange (JRI) between NASA Ames Research Center and San Jose State University, Department of Meteorology. The focus of this JRI has been to evaluate the dynamical 'cores' of two global atmospheric circulation models for Mars that are in operation at the NASA Ames Research Center. The two global circulation models in use are fundamentally different: one uses spherical harmonics in its horizontal representation of field variables; the other uses finite differences on a uniform longitude-latitude grid. Several simulations have been conducted to assess how the dynamical processors of each of these circulation models perform using identical 'simple physics' parameterizations. A variety of climate statistics (e.g., time-mean flows and eddy fields) have been compared for realistic solstitial mean basic states. Results of this research have demonstrated that the two Mars circulation models with completely different spatial representations and discretizations produce rather similar circulation statistics for first-order meteorological fields, suggestive of a tendency for convergence of numerical solutions. Second and higher-order fields can, however, vary significantly between the two models.

An Intercomparison of the Dynamical Cores of Global Atmospheric Circulation Models for Mars

NASA Technical Reports Server (NTRS)

Hollingsworth, Jeffery L.; Bridger, Alison F. C.; Haberle, Robert M.

1998-01-01

This is a Final Report for a Joint Research Interchange (JRI) between NASA Ames Research Cen- ter and San Jose State University, Department of Meteorology. The focus of this JRI has been to evaluate the dynamical "cores" of two global atmospheric circulation models for Mars that are in operation at the NASA Ames Research Center. ne two global circulation models in use are fundamentally different: one uses spherical harmonics in its horizontal representation of field variables; the other uses finite differences on a uniform longitude-latitude grid. Several simulations have been conducted to assess how the dynamical processors of each of these circulation models perform using identical "simple physics" parameterizations. A variety of climate statistics (e.g., time-mean flows and eddy fields) have been compared for realistic solstitial mean basic states. Results of this research have demonstrated that the two Mars circulation models with completely different spatial representations and discretizations produce rather similar circulation statistics for first-order meteorological fields, suggestive of a tendency for convergence of numerical solutions. Second and higher-order fields can, however, vary significantly between the two models.

Velocity statistics of the Nagel-Schreckenberg model

NASA Astrophysics Data System (ADS)

Bain, Nicolas; Emig, Thorsten; Ulm, Franz-Josef; Schreckenberg, Michael

2016-02-01

The statistics of velocities in the cellular automaton model of Nagel and Schreckenberg for traffic are studied. From numerical simulations, we obtain the probability distribution function (PDF) for vehicle velocities and the velocity-velocity (vv) covariance function. We identify the probability to find a standing vehicle as a potential order parameter that signals nicely the transition between free congested flow for a sufficiently large number of velocity states. Our results for the vv covariance function resemble features of a second-order phase transition. We develop a 3-body approximation that allows us to relate the PDFs for velocities and headways. Using this relation, an approximation to the velocity PDF is obtained from the headway PDF observed in simulations. We find a remarkable agreement between this approximation and the velocity PDF obtained from simulations.

Velocity statistics of the Nagel-Schreckenberg model.

PubMed

Bain, Nicolas; Emig, Thorsten; Ulm, Franz-Josef; Schreckenberg, Michael

2016-02-01

The statistics of velocities in the cellular automaton model of Nagel and Schreckenberg for traffic are studied. From numerical simulations, we obtain the probability distribution function (PDF) for vehicle velocities and the velocity-velocity (vv) covariance function. We identify the probability to find a standing vehicle as a potential order parameter that signals nicely the transition between free congested flow for a sufficiently large number of velocity states. Our results for the vv covariance function resemble features of a second-order phase transition. We develop a 3-body approximation that allows us to relate the PDFs for velocities and headways. Using this relation, an approximation to the velocity PDF is obtained from the headway PDF observed in simulations. We find a remarkable agreement between this approximation and the velocity PDF obtained from simulations.

A Weibull statistics-based lignocellulose saccharification model and a built-in parameter accurately predict lignocellulose hydrolysis performance.

PubMed

Wang, Mingyu; Han, Lijuan; Liu, Shasha; Zhao, Xuebing; Yang, Jinghua; Loh, Soh Kheang; Sun, Xiaomin; Zhang, Chenxi; Fang, Xu

2015-09-01

Renewable energy from lignocellulosic biomass has been deemed an alternative to depleting fossil fuels. In order to improve this technology, we aim to develop robust mathematical models for the enzymatic lignocellulose degradation process. By analyzing 96 groups of previously published and newly obtained lignocellulose saccharification results and fitting them to Weibull distribution, we discovered Weibull statistics can accurately predict lignocellulose saccharification data, regardless of the type of substrates, enzymes and saccharification conditions. A mathematical model for enzymatic lignocellulose degradation was subsequently constructed based on Weibull statistics. Further analysis of the mathematical structure of the model and experimental saccharification data showed the significance of the two parameters in this model. In particular, the λ value, defined the characteristic time, represents the overall performance of the saccharification system. This suggestion was further supported by statistical analysis of experimental saccharification data and analysis of the glucose production levels when λ and n values change. In conclusion, the constructed Weibull statistics-based model can accurately predict lignocellulose hydrolysis behavior and we can use the λ parameter to assess the overall performance of enzymatic lignocellulose degradation. Advantages and potential applications of the model and the λ value in saccharification performance assessment were discussed. Copyright © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Order-Constrained Reference Priors with Implications for Bayesian Isotonic Regression, Analysis of Covariance and Spatial Models

NASA Astrophysics Data System (ADS)

Gong, Maozhen

Selecting an appropriate prior distribution is a fundamental issue in Bayesian Statistics. In this dissertation, under the framework provided by Berger and Bernardo, I derive the reference priors for several models which include: Analysis of Variance (ANOVA)/Analysis of Covariance (ANCOVA) models with a categorical variable under common ordering constraints, the conditionally autoregressive (CAR) models and the simultaneous autoregressive (SAR) models with a spatial autoregression parameter rho considered. The performances of reference priors for ANOVA/ANCOVA models are evaluated by simulation studies with comparisons to Jeffreys' prior and Least Squares Estimation (LSE). The priors are then illustrated in a Bayesian model of the "Risk of Type 2 Diabetes in New Mexico" data, where the relationship between the type 2 diabetes risk (through Hemoglobin A1c) and different smoking levels is investigated. In both simulation studies and real data set modeling, the reference priors that incorporate internal order information show good performances and can be used as default priors. The reference priors for the CAR and SAR models are also illustrated in the "1999 SAT State Average Verbal Scores" data with a comparison to a Uniform prior distribution. Due to the complexity of the reference priors for both CAR and SAR models, only a portion (12 states in the Midwest) of the original data set is considered. The reference priors can give a different marginal posterior distribution compared to a Uniform prior, which provides an alternative for prior specifications for areal data in Spatial statistics.

Optimal choice of word length when comparing two Markov sequences using a χ 2-statistic.

PubMed

Bai, Xin; Tang, Kujin; Ren, Jie; Waterman, Michael; Sun, Fengzhu

2017-10-03

Alignment-free sequence comparison using counts of word patterns (grams, k-tuples) has become an active research topic due to the large amount of sequence data from the new sequencing technologies. Genome sequences are frequently modelled by Markov chains and the likelihood ratio test or the corresponding approximate χ 2 -statistic has been suggested to compare two sequences. However, it is not known how to best choose the word length k in such studies. We develop an optimal strategy to choose k by maximizing the statistical power of detecting differences between two sequences. Let the orders of the Markov chains for the two sequences be r 1 and r 2 , respectively. We show through both simulations and theoretical studies that the optimal k= max(r 1 ,r 2 )+1 for both long sequences and next generation sequencing (NGS) read data. The orders of the Markov chains may be unknown and several methods have been developed to estimate the orders of Markov chains based on both long sequences and NGS reads. We study the power loss of the statistics when the estimated orders are used. It is shown that the power loss is minimal for some of the estimators of the orders of Markov chains. Our studies provide guidelines on choosing the optimal word length for the comparison of Markov sequences.

Models of temporal enhanced ultrasound data for prostate cancer diagnosis: the impact of time-series order

NASA Astrophysics Data System (ADS)

Nahlawi, Layan; Goncalves, Caroline; Imani, Farhad; Gaed, Mena; Gomez, Jose A.; Moussa, Madeleine; Gibson, Eli; Fenster, Aaron; Ward, Aaron D.; Abolmaesumi, Purang; Mousavi, Parvin; Shatkay, Hagit

2017-03-01

Recent studies have shown the value of Temporal Enhanced Ultrasound (TeUS) imaging for tissue characterization in transrectal ultrasound-guided prostate biopsies. Here, we present results of experiments designed to study the impact of temporal order of the data in TeUS signals. We assess the impact of variations in temporal order on the ability to automatically distinguish benign prostate-tissue from malignant tissue. We have previously used Hidden Markov Models (HMMs) to model TeUS data, as HMMs capture temporal order in time series. In the work presented here, we use HMMs to model malignant and benign tissues; the models are trained and tested on TeUS signals while introducing variation to their temporal order. We first model the signals in their original temporal order, followed by modeling the same signals under various time rearrangements. We compare the performance of these models for tissue characterization. Our results show that models trained over the original order-preserving signals perform statistically significantly better for distinguishing between malignant and benign tissues, than those trained on rearranged signals. The performance degrades as the amount of temporal-variation increases. Specifically, accuracy of tissue characterization decreases from 85% using models trained on original signals to 62% using models trained and tested on signals that are completely temporally-rearranged. These results indicate the importance of order in characterization of tissue malignancy from TeUS data.

Bacterial genomes lacking long-range correlations may not be modeled by low-order Markov chains: the role of mixing statistics and frame shift of neighboring genes.

PubMed

Cocho, Germinal; Miramontes, Pedro; Mansilla, Ricardo; Li, Wentian

2014-12-01

We examine the relationship between exponential correlation functions and Markov models in a bacterial genome in detail. Despite the well known fact that Markov models generate sequences with correlation function that decays exponentially, simply constructed Markov models based on nearest-neighbor dimer (first-order), trimer (second-order), up to hexamer (fifth-order), and treating the DNA sequence as being homogeneous all fail to predict the value of exponential decay rate. Even reading-frame-specific Markov models (both first- and fifth-order) could not explain the fact that the exponential decay is very slow. Starting with the in-phase coding-DNA-sequence (CDS), we investigated correlation within a fixed-codon-position subsequence, and in artificially constructed sequences by packing CDSs with out-of-phase spacers, as well as altering CDS length distribution by imposing an upper limit. From these targeted analyses, we conclude that the correlation in the bacterial genomic sequence is mainly due to a mixing of heterogeneous statistics at different codon positions, and the decay of correlation is due to the possible out-of-phase between neighboring CDSs. There are also small contributions to the correlation from bases at the same codon position, as well as by non-coding sequences. These show that the seemingly simple exponential correlation functions in bacterial genome hide a complexity in correlation structure which is not suitable for a modeling by Markov chain in a homogeneous sequence. Other results include: use of the (absolute value) second largest eigenvalue to represent the 16 correlation functions and the prediction of a 10-11 base periodicity from the hexamer frequencies. Copyright © 2014 Elsevier Ltd. All rights reserved.

Curve fitting and modeling with splines using statistical variable selection techniques

NASA Technical Reports Server (NTRS)

Smith, P. L.

1982-01-01

The successful application of statistical variable selection techniques to fit splines is demonstrated. Major emphasis is given to knot selection, but order determination is also discussed. Two FORTRAN backward elimination programs, using the B-spline basis, were developed. The program for knot elimination is compared in detail with two other spline-fitting methods and several statistical software packages. An example is also given for the two-variable case using a tensor product basis, with a theoretical discussion of the difficulties of their use.

Statistical analysis of polarization-inhomogeneous Fourier spectra of laser radiation scattered by human skin in the tasks of differentiation of benign and malignant formations

NASA Astrophysics Data System (ADS)

Ushenko, Alexander G.; Dubolazov, Alexander V.; Ushenko, Vladimir A.; Novakovskaya, Olga Y.

2016-07-01

The optical model of formation of polarization structure of laser radiation scattered by polycrystalline networks of human skin in Fourier plane was elaborated. The results of investigation of the values of statistical (statistical moments of the 1st to 4th order) parameters of polarization-inhomogeneous images of skin surface in Fourier plane were presented. The diagnostic criteria of pathological process in human skin and its severity degree differentiation were determined.

Inferring Markov chains: Bayesian estimation, model comparison, entropy rate, and out-of-class modeling.

PubMed

Strelioff, Christopher C; Crutchfield, James P; Hübler, Alfred W

2007-07-01

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer kth order Markov chains, for arbitrary k , from finite data by applying Bayesian methods to both parameter estimation and model-order selection. Extending existing results for multinomial models of discrete data, we connect inference to statistical mechanics through information-theoretic (type theory) techniques. We establish a direct relationship between Bayesian evidence and the partition function which allows for straightforward calculation of the expectation and variance of the conditional relative entropy and the source entropy rate. Finally, we introduce a method that uses finite data-size scaling with model-order comparison to infer the structure of out-of-class processes.

Nonclassical point of view of the Brownian motion generation via fractional deterministic model

NASA Astrophysics Data System (ADS)

Gilardi-Velázquez, H. E.; Campos-Cantón, E.

In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate Brownian motion is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second-order Langevin equation. Thus, it is transformed into a system of three first-order linear differential equations, additionally α-fractional derivative are considered which allow us to obtain better statistical properties. Switching surfaces are established as a part of fluctuating acceleration. The final system of three α-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

Progress of statistical analysis in biomedical research through the historical review of the development of the Framingham score.

PubMed

Ignjatović, Aleksandra; Stojanović, Miodrag; Milošević, Zoran; Anđelković Apostolović, Marija

2017-12-02

The interest in developing risk models in medicine not only is appealing, but also associated with many obstacles in different aspects of predictive model development. Initially, the association of biomarkers or the association of more markers with the specific outcome was proven by statistical significance, but novel and demanding questions required the development of new and more complex statistical techniques. Progress of statistical analysis in biomedical research can be observed the best through the history of the Framingham study and development of the Framingham score. Evaluation of predictive models comes from a combination of the facts which are results of several metrics. Using logistic regression and Cox proportional hazards regression analysis, the calibration test, and the ROC curve analysis should be mandatory and eliminatory, and the central place should be taken by some new statistical techniques. In order to obtain complete information related to the new marker in the model, recently, there is a recommendation to use the reclassification tables by calculating the net reclassification index and the integrated discrimination improvement. Decision curve analysis is a novel method for evaluating the clinical usefulness of a predictive model. It may be noted that customizing and fine-tuning of the Framingham risk score initiated the development of statistical analysis. Clinically applicable predictive model should be a trade-off between all abovementioned statistical metrics, a trade-off between calibration and discrimination, accuracy and decision-making, costs and benefits, and quality and quantity of patient's life.

Fractional viscoelasticity of soft elastomers and auxetic foams

NASA Astrophysics Data System (ADS)

Solheim, Hannah; Stanisauskis, Eugenia; Miles, Paul; Oates, William

2018-03-01

Dielectric elastomers are commonly implemented in adaptive structures due to their unique capabilities for real time control of a structure's shape, stiffness, and damping. These active polymers are often used in applications where actuator control or dynamic tunability are important, making an accurate understanding of the viscoelastic behavior critical. This challenge is complicated as these elastomers often operate over a broad range of deformation rates. Whereas research has demonstrated success in applying a nonlinear viscoelastic constitutive model to characterize the behavior of Very High Bond (VHB) 4910, robust predictions of the viscoelastic response over the entire range of time scales is still a significant challenge. An alternative formulation for viscoelastic modeling using fractional order calculus has shown significant improvement in predictive capabilities. While fractional calculus has been explored theoretically in the field of linear viscoelasticity, limited experimental validation and statistical evaluation of the underlying phenomena have been considered. In the present study, predictions across several orders of magnitude in deformation rates are validated against data using a single set of model parameters. Moreover, we illustrate the fractional order is material dependent by running complementary experiments and parameter estimation on the elastomer VHB 4949 as well as an auxetic foam. All results are statistically validated using Bayesian uncertainty methods to obtain posterior densities for the fractional order as well as the hyperelastic parameters.

Can Retinal Ganglion Cell Dipoles Seed Iso-Orientation Domains in the Visual Cortex?

PubMed Central

Schottdorf, Manuel; Eglen, Stephen J.; Wolf, Fred; Keil, Wolfgang

2014-01-01

It has been argued that the emergence of roughly periodic orientation preference maps (OPMs) in the primary visual cortex (V1) of carnivores and primates can be explained by a so-called statistical connectivity model. This model assumes that input to V1 neurons is dominated by feed-forward projections originating from a small set of retinal ganglion cells (RGCs). The typical spacing between adjacent cortical orientation columns preferring the same orientation then arises via Moiré-Interference between hexagonal ON/OFF RGC mosaics. While this Moiré-Interference critically depends on long-range hexagonal order within the RGC mosaics, a recent statistical analysis of RGC receptive field positions found no evidence for such long-range positional order. Hexagonal order may be only one of several ways to obtain spatially repetitive OPMs in the statistical connectivity model. Here, we investigate a more general requirement on the spatial structure of RGC mosaics that can seed the emergence of spatially repetitive cortical OPMs, namely that angular correlations between so-called RGC dipoles exhibit a spatial structure similar to that of OPM autocorrelation functions. Both in cat beta cell mosaics as well as primate parasol receptive field mosaics we find that RGC dipole angles are spatially uncorrelated. To help assess the level of these correlations, we introduce a novel point process that generates mosaics with realistic nearest neighbor statistics and a tunable degree of spatial correlations of dipole angles. Using this process, we show that given the size of available data sets, the presence of even weak angular correlations in the data is very unlikely. We conclude that the layout of ON/OFF ganglion cell mosaics lacks the spatial structure necessary to seed iso-orientation domains in the primary visual cortex. PMID:24475081

Can retinal ganglion cell dipoles seed iso-orientation domains in the visual cortex?

PubMed

Schottdorf, Manuel; Eglen, Stephen J; Wolf, Fred; Keil, Wolfgang

2014-01-01

It has been argued that the emergence of roughly periodic orientation preference maps (OPMs) in the primary visual cortex (V1) of carnivores and primates can be explained by a so-called statistical connectivity model. This model assumes that input to V1 neurons is dominated by feed-forward projections originating from a small set of retinal ganglion cells (RGCs). The typical spacing between adjacent cortical orientation columns preferring the same orientation then arises via Moiré-Interference between hexagonal ON/OFF RGC mosaics. While this Moiré-Interference critically depends on long-range hexagonal order within the RGC mosaics, a recent statistical analysis of RGC receptive field positions found no evidence for such long-range positional order. Hexagonal order may be only one of several ways to obtain spatially repetitive OPMs in the statistical connectivity model. Here, we investigate a more general requirement on the spatial structure of RGC mosaics that can seed the emergence of spatially repetitive cortical OPMs, namely that angular correlations between so-called RGC dipoles exhibit a spatial structure similar to that of OPM autocorrelation functions. Both in cat beta cell mosaics as well as primate parasol receptive field mosaics we find that RGC dipole angles are spatially uncorrelated. To help assess the level of these correlations, we introduce a novel point process that generates mosaics with realistic nearest neighbor statistics and a tunable degree of spatial correlations of dipole angles. Using this process, we show that given the size of available data sets, the presence of even weak angular correlations in the data is very unlikely. We conclude that the layout of ON/OFF ganglion cell mosaics lacks the spatial structure necessary to seed iso-orientation domains in the primary visual cortex.

An Improved 360 Degree and Order Model of Venus Topography

NASA Technical Reports Server (NTRS)

Rappaport, Nicole J.; Konopliv, Alex S.; Kucinskas, Algis B.; Ford, Peter G.

1999-01-01

We present an improved 360 degree and order spherical harmonic solution for Venus' topography. The new model uses the most recent set of Venus altimetry data with spacecraft positions derived from a recent high resolution gravity model. Geometric analysis indicates that the offset between the center of mass and center of figure of Venus is about 10 times smaller than that for the Earth, the Moon, or Mars. Statistical analyses confirm that the RMS topography follows a power law over the central part of the spectrum. Compared to the previous topography model, the new model is more highly correlated with Venus' harmonic gravity field.

Statistical analysis for understanding and predicting battery degradations in real-life electric vehicle use

NASA Astrophysics Data System (ADS)

Barré, Anthony; Suard, Frédéric; Gérard, Mathias; Montaru, Maxime; Riu, Delphine

2014-01-01

This paper describes the statistical analysis of recorded data parameters of electrical battery ageing during electric vehicle use. These data permit traditional battery ageing investigation based on the evolution of the capacity fade and resistance raise. The measured variables are examined in order to explain the correlation between battery ageing and operating conditions during experiments. Such study enables us to identify the main ageing factors. Then, detailed statistical dependency explorations present the responsible factors on battery ageing phenomena. Predictive battery ageing models are built from this approach. Thereby results demonstrate and quantify a relationship between variables and battery ageing global observations, and also allow accurate battery ageing diagnosis through predictive models.

Hybrid Evidence Theory-based Finite Element/Statistical Energy Analysis method for mid-frequency analysis of built-up systems with epistemic uncertainties

NASA Astrophysics Data System (ADS)

Yin, Shengwen; Yu, Dejie; Yin, Hui; Lü, Hui; Xia, Baizhan

2017-09-01

Considering the epistemic uncertainties within the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) model when it is used for the response analysis of built-up systems in the mid-frequency range, the hybrid Evidence Theory-based Finite Element/Statistical Energy Analysis (ETFE/SEA) model is established by introducing the evidence theory. Based on the hybrid ETFE/SEA model and the sub-interval perturbation technique, the hybrid Sub-interval Perturbation and Evidence Theory-based Finite Element/Statistical Energy Analysis (SIP-ETFE/SEA) approach is proposed. In the hybrid ETFE/SEA model, the uncertainty in the SEA subsystem is modeled by a non-parametric ensemble, while the uncertainty in the FE subsystem is described by the focal element and basic probability assignment (BPA), and dealt with evidence theory. Within the hybrid SIP-ETFE/SEA approach, the mid-frequency response of interest, such as the ensemble average of the energy response and the cross-spectrum response, is calculated analytically by using the conventional hybrid FE/SEA method. Inspired by the probability theory, the intervals of the mean value, variance and cumulative distribution are used to describe the distribution characteristics of mid-frequency responses of built-up systems with epistemic uncertainties. In order to alleviate the computational burdens for the extreme value analysis, the sub-interval perturbation technique based on the first-order Taylor series expansion is used in ETFE/SEA model to acquire the lower and upper bounds of the mid-frequency responses over each focal element. Three numerical examples are given to illustrate the feasibility and effectiveness of the proposed method.

Direct and Indirect Effects of Birth Order on Personality and Identity: Support for the Null Hypothesis

ERIC Educational Resources Information Center

Dunkel, Curtis S.; Harbke, Colin R.; Papini, Dennis R.

2009-01-01

The authors proposed that birth order affects psychosocial outcomes through differential investment from parent to child and differences in the degree of identification from child to parent. The authors conducted this study to test these 2 models. Despite the use of statistical and methodological procedures to increase sensitivity and reduce…

The E-Step of the MGROUP EM Algorithm. Program Statistics Research Technical Report No. 93-37.

ERIC Educational Resources Information Center

Thomas, Neal

Mislevy (1984, 1985) introduced an EM algorithm for estimating the parameters of a latent distribution model that is used extensively by the National Assessment of Educational Progress. Second order asymptotic corrections are derived and applied along with more common first order asymptotic corrections to approximate the expectations required by…

Perturbation Selection and Local Influence Analysis for Nonlinear Structural Equation Model

ERIC Educational Resources Information Center

Chen, Fei; Zhu, Hong-Tu; Lee, Sik-Yum

2009-01-01

Local influence analysis is an important statistical method for studying the sensitivity of a proposed model to model inputs. One of its important issues is related to the appropriate choice of a perturbation vector. In this paper, we develop a general method to select an appropriate perturbation vector and a second-order local influence measure…

Statistical-mechanics theory of active mode locking with noise.

PubMed

Gordon, Ariel; Fischer, Baruch

2004-05-01

Actively mode-locked lasers with noise are studied employing statistical mechanics. A mapping of the system to the spherical model (related to the Ising model) of ferromagnets in one dimension that has an exact solution is established. It gives basic features, such as analytical expressions for the correlation function between modes, and the widths and shapes of the pulses [different from the Kuizenga-Siegman expression; IEEE J. Quantum Electron. QE-6, 803 (1970)] and reveals the susceptibility to noise of mode ordering compared with passive mode locking.

The role of communication and imitation in limit order markets

NASA Astrophysics Data System (ADS)

Tedeschi, G.; Iori, G.; Gallegati, M.

2009-10-01

In this paper we develop an order driver market model with heterogeneous traders that imitate each other on different network structures. We assess how imitations among otherway noise traders, can give rise to well known stylized facts such as fat tails and volatility clustering. We examine the impact of communication and imitation on the statistical properties of prices and order flows when changing the networks' structure, and show that the imitation of a given, fixed agent, called “guru", can generate clustering of volatility in the model. We also find a positive correlation between volatility and bid-ask spread, and between fat-tailed fluctuations in asset prices and gap sizes in the order book. in here

Data on industrial new orders for the euro area.

PubMed

de Bondt, Gabe J; Dieden, Heinz C; Muzikarova, Sona; Pavlova, Iskra

2016-12-01

This data article provides time series on euro area industrial new orders and is related to the research article entitled "Modelling industrial new orders" (G.J. de Bondt, H.C. Dieden, S. Muzikarova, I. Vincze, 2014b) [3]. The data are in index format with a fixed base year (currently 2010) for total new orders as well as a number of breakdowns. The euro area data are based on the official national data for countries that still collect data and on European Central Bank (ECB) model estimates for countries that discontinued the data collection. The weighting scheme to calculate euro area aggregates makes use of country weights derived from industrial turnover statistics as published by Eurostat.

Risk prediction model: Statistical and artificial neural network approach

NASA Astrophysics Data System (ADS)

Paiman, Nuur Azreen; Hariri, Azian; Masood, Ibrahim

2017-04-01

Prediction models are increasingly gaining popularity and had been used in numerous areas of studies to complement and fulfilled clinical reasoning and decision making nowadays. The adoption of such models assist physician's decision making, individual's behavior, and consequently improve individual outcomes and the cost-effectiveness of care. The objective of this paper is to reviewed articles related to risk prediction model in order to understand the suitable approach, development and the validation process of risk prediction model. A qualitative review of the aims, methods and significant main outcomes of the nineteen published articles that developed risk prediction models from numerous fields were done. This paper also reviewed on how researchers develop and validate the risk prediction models based on statistical and artificial neural network approach. From the review done, some methodological recommendation in developing and validating the prediction model were highlighted. According to studies that had been done, artificial neural network approached in developing the prediction model were more accurate compared to statistical approach. However currently, only limited published literature discussed on which approach is more accurate for risk prediction model development.

A model for indexing medical documents combining statistical and symbolic knowledge.

PubMed

Avillach, Paul; Joubert, Michel; Fieschi, Marius

2007-10-11

To develop and evaluate an information processing method based on terminologies, in order to index medical documents in any given documentary context. We designed a model using both symbolic general knowledge extracted from the Unified Medical Language System (UMLS) and statistical knowledge extracted from a domain of application. Using statistical knowledge allowed us to contextualize the general knowledge for every particular situation. For each document studied, the extracted terms are ranked to highlight the most significant ones. The model was tested on a set of 17,079 French standardized discharge summaries (SDSs). The most important ICD-10 term of each SDS was ranked 1st or 2nd by the method in nearly 90% of the cases. The use of several terminologies leads to more precise indexing. The improvement achieved in the models implementation performances as a result of using semantic relationships is encouraging.

Theoretic aspects of the identification of the parameters in the optimal control model

NASA Technical Reports Server (NTRS)

Vanwijk, R. A.; Kok, J. J.

1977-01-01

The identification of the parameters of the optimal control model from input-output data of the human operator is considered. Accepting the basic structure of the model as a cascade of a full-order observer and a feedback law, and suppressing the inherent optimality of the human controller, the parameters to be identified are the feedback matrix, the observer gain matrix, and the intensity matrices of the observation noise and the motor noise. The identification of the parameters is a statistical problem, because the system and output are corrupted by noise, and therefore the solution must be based on the statistics (probability density function) of the input and output data of the human operator. However, based on the statistics of the input-output data of the human operator, no distinction can be made between the observation and the motor noise, which shows that the model suffers from overparameterization.

Key Results of Interaction Models with Centering

ERIC Educational Resources Information Center

Afshartous, David; Preston, Richard A.

2011-01-01

We consider the effect on estimation of simultaneous variable centering and interaction effects in linear regression. We technically define, review, and amplify many of the statistical issues for interaction models with centering in order to create a useful and compact reference for teachers, students, and applied researchers. In addition, we…

Statistical limitations in functional neuroimaging. I. Non-inferential methods and statistical models.

PubMed Central

Petersson, K M; Nichols, T E; Poline, J B; Holmes, A P

1999-01-01

Functional neuroimaging (FNI) provides experimental access to the intact living brain making it possible to study higher cognitive functions in humans. In this review and in a companion paper in this issue, we discuss some common methods used to analyse FNI data. The emphasis in both papers is on assumptions and limitations of the methods reviewed. There are several methods available to analyse FNI data indicating that none is optimal for all purposes. In order to make optimal use of the methods available it is important to know the limits of applicability. For the interpretation of FNI results it is also important to take into account the assumptions, approximations and inherent limitations of the methods used. This paper gives a brief overview over some non-inferential descriptive methods and common statistical models used in FNI. Issues relating to the complex problem of model selection are discussed. In general, proper model selection is a necessary prerequisite for the validity of the subsequent statistical inference. The non-inferential section describes methods that, combined with inspection of parameter estimates and other simple measures, can aid in the process of model selection and verification of assumptions. The section on statistical models covers approaches to global normalization and some aspects of univariate, multivariate, and Bayesian models. Finally, approaches to functional connectivity and effective connectivity are discussed. In the companion paper we review issues related to signal detection and statistical inference. PMID:10466149

Model variations in predicting incidence of Plasmodium falciparum malaria using 1998-2007 morbidity and meteorological data from south Ethiopia.

PubMed

Loha, Eskindir; Lindtjørn, Bernt

2010-06-16

Malaria transmission is complex and is believed to be associated with local climate changes. However, simple attempts to extrapolate malaria incidence rates from averaged regional meteorological conditions have proven unsuccessful. Therefore, the objective of this study was to determine if variations in specific meteorological factors are able to consistently predict P. falciparum malaria incidence at different locations in south Ethiopia. Retrospective data from 42 locations were collected including P. falciparum malaria incidence for the period of 1998-2007 and meteorological variables such as monthly rainfall (all locations), temperature (17 locations), and relative humidity (three locations). Thirty-five data sets qualified for the analysis. Ljung-Box Q statistics was used for model diagnosis, and R squared or stationary R squared was taken as goodness of fit measure. Time series modelling was carried out using Transfer Function (TF) models and univariate auto-regressive integrated moving average (ARIMA) when there was no significant predictor meteorological variable. Of 35 models, five were discarded because of the significant value of Ljung-Box Q statistics. Past P. falciparum malaria incidence alone (17 locations) or when coupled with meteorological variables (four locations) was able to predict P. falciparum malaria incidence within statistical significance. All seasonal AIRMA orders were from locations at altitudes above 1742 m. Monthly rainfall, minimum and maximum temperature was able to predict incidence at four, five and two locations, respectively. In contrast, relative humidity was not able to predict P. falciparum malaria incidence. The R squared values for the models ranged from 16% to 97%, with the exception of one model which had a negative value. Models with seasonal ARIMA orders were found to perform better. However, the models for predicting P. falciparum malaria incidence varied from location to location, and among lagged effects, data transformation forms, ARIMA and TF orders. This study describes P. falciparum malaria incidence models linked with meteorological data. Variability in the models was principally attributed to regional differences, and a single model was not found that fits all locations. Past P. falciparum malaria incidence appeared to be a superior predictor than meteorology. Future efforts in malaria modelling may benefit from inclusion of non-meteorological factors.

A general science-based framework for dynamical spatio-temporal models

USGS Publications Warehouse

Wikle, C.K.; Hooten, M.B.

2010-01-01

Spatio-temporal statistical models are increasingly being used across a wide variety of scientific disciplines to describe and predict spatially-explicit processes that evolve over time. Correspondingly, in recent years there has been a significant amount of research on new statistical methodology for such models. Although descriptive models that approach the problem from the second-order (covariance) perspective are important, and innovative work is being done in this regard, many real-world processes are dynamic, and it can be more efficient in some cases to characterize the associated spatio-temporal dependence by the use of dynamical models. The chief challenge with the specification of such dynamical models has been related to the curse of dimensionality. Even in fairly simple linear, first-order Markovian, Gaussian error settings, statistical models are often over parameterized. Hierarchical models have proven invaluable in their ability to deal to some extent with this issue by allowing dependency among groups of parameters. In addition, this framework has allowed for the specification of science based parameterizations (and associated prior distributions) in which classes of deterministic dynamical models (e. g., partial differential equations (PDEs), integro-difference equations (IDEs), matrix models, and agent-based models) are used to guide specific parameterizations. Most of the focus for the application of such models in statistics has been in the linear case. The problems mentioned above with linear dynamic models are compounded in the case of nonlinear models. In this sense, the need for coherent and sensible model parameterizations is not only helpful, it is essential. Here, we present an overview of a framework for incorporating scientific information to motivate dynamical spatio-temporal models. First, we illustrate the methodology with the linear case. We then develop a general nonlinear spatio-temporal framework that we call general quadratic nonlinearity and demonstrate that it accommodates many different classes of scientific-based parameterizations as special cases. The model is presented in a hierarchical Bayesian framework and is illustrated with examples from ecology and oceanography. ?? 2010 Sociedad de Estad??stica e Investigaci??n Operativa.

Statistical learning and adaptive decision-making underlie human response time variability in inhibitory control.

PubMed

Ma, Ning; Yu, Angela J

2015-01-01

Response time (RT) is an oft-reported behavioral measure in psychological and neurocognitive experiments, but the high level of observed trial-to-trial variability in this measure has often limited its usefulness. Here, we combine computational modeling and psychophysics to examine the hypothesis that fluctuations in this noisy measure reflect dynamic computations in human statistical learning and corresponding cognitive adjustments. We present data from the stop-signal task (SST), in which subjects respond to a go stimulus on each trial, unless instructed not to by a subsequent, infrequently presented stop signal. We model across-trial learning of stop signal frequency, P(stop), and stop-signal onset time, SSD (stop-signal delay), with a Bayesian hidden Markov model, and within-trial decision-making with an optimal stochastic control model. The combined model predicts that RT should increase with both expected P(stop) and SSD. The human behavioral data (n = 20) bear out this prediction, showing P(stop) and SSD both to be significant, independent predictors of RT, with P(stop) being a more prominent predictor in 75% of the subjects, and SSD being more prominent in the remaining 25%. The results demonstrate that humans indeed readily internalize environmental statistics and adjust their cognitive/behavioral strategy accordingly, and that subtle patterns in RT variability can serve as a valuable tool for validating models of statistical learning and decision-making. More broadly, the modeling tools presented in this work can be generalized to a large body of behavioral paradigms, in order to extract insights about cognitive and neural processing from apparently quite noisy behavioral measures. We also discuss how this behaviorally validated model can then be used to conduct model-based analysis of neural data, in order to help identify specific brain areas for representing and encoding key computational quantities in learning and decision-making.

Future missions studies: Combining Schatten's solar activity prediction model with a chaotic prediction model

NASA Technical Reports Server (NTRS)

Ashrafi, S.

1991-01-01

K. Schatten (1991) recently developed a method for combining his prediction model with our chaotic model. The philosophy behind this combined model and his method of combination is explained. Because the Schatten solar prediction model (KS) uses a dynamo to mimic solar dynamics, accurate prediction is limited to long-term solar behavior (10 to 20 years). The Chaotic prediction model (SA) uses the recently developed techniques of nonlinear dynamics to predict solar activity. It can be used to predict activity only up to the horizon. In theory, the chaotic prediction should be several orders of magnitude better than statistical predictions up to that horizon; beyond the horizon, chaotic predictions would theoretically be just as good as statistical predictions. Therefore, chaos theory puts a fundamental limit on predictability.

Permutation tests for goodness-of-fit testing of mathematical models to experimental data.

PubMed

Fişek, M Hamit; Barlas, Zeynep

2013-03-01

This paper presents statistical procedures for improving the goodness-of-fit testing of theoretical models to data obtained from laboratory experiments. We use an experimental study in the expectation states research tradition which has been carried out in the "standardized experimental situation" associated with the program to illustrate the application of our procedures. We briefly review the expectation states research program and the fundamentals of resampling statistics as we develop our procedures in the resampling context. The first procedure we develop is a modification of the chi-square test which has been the primary statistical tool for assessing goodness of fit in the EST research program, but has problems associated with its use. We discuss these problems and suggest a procedure to overcome them. The second procedure we present, the "Average Absolute Deviation" test, is a new test and is proposed as an alternative to the chi square test, as being simpler and more informative. The third and fourth procedures are permutation versions of Jonckheere's test for ordered alternatives, and Kendall's tau(b), a rank order correlation coefficient. The fifth procedure is a new rank order goodness-of-fit test, which we call the "Deviation from Ideal Ranking" index, which we believe may be more useful than other rank order tests for assessing goodness-of-fit of models to experimental data. The application of these procedures to the sample data is illustrated in detail. We then present another laboratory study from an experimental paradigm different from the expectation states paradigm - the "network exchange" paradigm, and describe how our procedures may be applied to this data set. Copyright © 2012 Elsevier Inc. All rights reserved.

Testing higher-order Lagrangian perturbation theory against numerical simulation. 1: Pancake models

NASA Technical Reports Server (NTRS)

Buchert, T.; Melott, A. L.; Weiss, A. G.

1993-01-01

We present results showing an improvement of the accuracy of perturbation theory as applied to cosmological structure formation for a useful range of quasi-linear scales. The Lagrangian theory of gravitational instability of an Einstein-de Sitter dust cosmogony investigated and solved up to the third order is compared with numerical simulations. In this paper we study the dynamics of pancake models as a first step. In previous work the accuracy of several analytical approximations for the modeling of large-scale structure in the mildly non-linear regime was analyzed in the same way, allowing for direct comparison of the accuracy of various approximations. In particular, the Zel'dovich approximation (hereafter ZA) as a subclass of the first-order Lagrangian perturbation solutions was found to provide an excellent approximation to the density field in the mildly non-linear regime (i.e. up to a linear r.m.s. density contrast of sigma is approximately 2). The performance of ZA in hierarchical clustering models can be greatly improved by truncating the initial power spectrum (smoothing the initial data). We here explore whether this approximation can be further improved with higher-order corrections in the displacement mapping from homogeneity. We study a single pancake model (truncated power-spectrum with power-spectrum with power-index n = -1) using cross-correlation statistics employed in previous work. We found that for all statistical methods used the higher-order corrections improve the results obtained for the first-order solution up to the stage when sigma (linear theory) is approximately 1. While this improvement can be seen for all spatial scales, later stages retain this feature only above a certain scale which is increasing with time. However, third-order is not much improvement over second-order at any stage. The total breakdown of the perturbation approach is observed at the stage, where sigma (linear theory) is approximately 2, which corresponds to the onset of hierarchical clustering. This success is found at a considerable higher non-linearity than is usual for perturbation theory. Whether a truncation of the initial power-spectrum in hierarchical models retains this improvement will be analyzed in a forthcoming work.

Dynamo onset as a first-order transition: lessons from a shell model for magnetohydrodynamics.

PubMed

Sahoo, Ganapati; Mitra, Dhrubaditya; Pandit, Rahul

2010-03-01

We carry out systematic and high-resolution studies of dynamo action in a shell model for magnetohydrodynamic (MHD) turbulence over wide ranges of the magnetic Prandtl number PrM and the magnetic Reynolds number ReM. Our study suggests that it is natural to think of dynamo onset as a nonequilibrium first-order phase transition between two different turbulent, but statistically steady, states. The ratio of the magnetic and kinetic energies is a convenient order parameter for this transition. By using this order parameter, we obtain the stability diagram (or nonequilibrium phase diagram) for dynamo formation in our MHD shell model in the (PrM-1,ReM) plane. The dynamo boundary, which separates dynamo and no-dynamo regions, appears to have a fractal character. We obtain a hysteretic behavior of the order parameter across this boundary and suggestions of nucleation-type phenomena.

Mathematic model analysis of Gaussian beam propagation through an arbitrary thickness random phase screen.

PubMed

Tian, Yuzhen; Guo, Jin; Wang, Rui; Wang, Tingfeng

2011-09-12

In order to research the statistical properties of Gaussian beam propagation through an arbitrary thickness random phase screen for adaptive optics and laser communication application in the laboratory, we establish mathematic models of statistical quantities, which are based on the Rytov method and the thin phase screen model, involved in the propagation process. And the analytic results are developed for an arbitrary thickness phase screen based on the Kolmogorov power spectrum. The comparison between the arbitrary thickness phase screen and the thin phase screen shows that it is more suitable for our results to describe the generalized case, especially the scintillation index.

Texture-preserved penalized weighted least-squares reconstruction of low-dose CT image via image segmentation and high-order MRF modeling

NASA Astrophysics Data System (ADS)

Han, Hao; Zhang, Hao; Wei, Xinzhou; Moore, William; Liang, Zhengrong

2016-03-01

In this paper, we proposed a low-dose computed tomography (LdCT) image reconstruction method with the help of prior knowledge learning from previous high-quality or normal-dose CT (NdCT) scans. The well-established statistical penalized weighted least squares (PWLS) algorithm was adopted for image reconstruction, where the penalty term was formulated by a texture-based Gaussian Markov random field (gMRF) model. The NdCT scan was firstly segmented into different tissue types by a feature vector quantization (FVQ) approach. Then for each tissue type, a set of tissue-specific coefficients for the gMRF penalty was statistically learnt from the NdCT image via multiple-linear regression analysis. We also proposed a scheme to adaptively select the order of gMRF model for coefficients prediction. The tissue-specific gMRF patterns learnt from the NdCT image were finally used to form an adaptive MRF penalty for the PWLS reconstruction of LdCT image. The proposed texture-adaptive PWLS image reconstruction algorithm was shown to be more effective to preserve image textures than the conventional PWLS image reconstruction algorithm, and we further demonstrated the gain of high-order MRF modeling for texture-preserved LdCT PWLS image reconstruction.

Uncertainty Analysis and Order-by-Order Optimization of Chiral Nuclear Interactions

DOE PAGES

Carlsson, Boris; Forssen, Christian; Fahlin Strömberg, D.; ...

2016-02-24

Chiral effective field theory ( ΧEFT) provides a systematic approach to describe low-energy nuclear forces. Moreover, EFT is able to provide well-founded estimates of statistical and systematic uncertainties | although this unique advantage has not yet been fully exploited. We ll this gap by performing an optimization and statistical analysis of all the low-energy constants (LECs) up to next-to-next-to-leading order. Our optimization protocol corresponds to a simultaneous t to scattering and bound-state observables in the pion-nucleon, nucleon-nucleon, and few-nucleon sectors, thereby utilizing the full model capabilities of EFT. Finally, we study the effect on other observables by demonstrating forward-error-propagation methodsmore » that can easily be adopted by future works. We employ mathematical optimization and implement automatic differentiation to attain e cient and machine-precise first- and second-order derivatives of the objective function with respect to the LECs. This is also vital for the regression analysis. We use power-counting arguments to estimate the systematic uncertainty that is inherent to EFT and we construct chiral interactions at different orders with quantified uncertainties. Statistical error propagation is compared with Monte Carlo sampling showing that statistical errors are in general small compared to systematic ones. In conclusion, we find that a simultaneous t to different sets of data is critical to (i) identify the optimal set of LECs, (ii) capture all relevant correlations, (iii) reduce the statistical uncertainty, and (iv) attain order-by-order convergence in EFT. Furthermore, certain systematic uncertainties in the few-nucleon sector are shown to get substantially magnified in the many-body sector; in particlar when varying the cutoff in the chiral potentials. The methodology and results presented in this Paper open a new frontier for uncertainty quantification in ab initio nuclear theory.« less

A Generalized Quantum Theory

NASA Astrophysics Data System (ADS)

Niestegge, Gerd

2014-09-01

In quantum mechanics, the selfadjoint Hilbert space operators play a triple role as observables, generators of the dynamical groups and statistical operators defining the mixed states. One might expect that this is typical of Hilbert space quantum mechanics, but it is not. The same triple role occurs for the elements of a certain ordered Banach space in a much more general theory based upon quantum logics and a conditional probability calculus (which is a quantum logical model of the Lueders-von Neumann measurement process). It is shown how positive groups, automorphism groups, Lie algebras and statistical operators emerge from one major postulate - the non-existence of third-order interference (third-order interference and its impossibility in quantum mechanics were discovered by R. Sorkin in 1994). This again underlines the power of the combination of the conditional probability calculus with the postulate that there is no third-order interference. In two earlier papers, its impact on contextuality and nonlocality had already been revealed.

A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

DOE PAGES

Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

2016-07-20

A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less

A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less

Subband Image Coding with Jointly Optimized Quantizers

NASA Technical Reports Server (NTRS)

Kossentini, Faouzi; Chung, Wilson C.; Smith Mark J. T.

1995-01-01

An iterative design algorithm for the joint design of complexity- and entropy-constrained subband quantizers and associated entropy coders is proposed. Unlike conventional subband design algorithms, the proposed algorithm does not require the use of various bit allocation algorithms. Multistage residual quantizers are employed here because they provide greater control of the complexity-performance tradeoffs, and also because they allow efficient and effective high-order statistical modeling. The resulting subband coder exploits statistical dependencies within subbands, across subbands, and across stages, mainly through complexity-constrained high-order entropy coding. Experimental results demonstrate that the complexity-rate-distortion performance of the new subband coder is exceptional.

Design of order statistics filters using feedforward neural networks

NASA Astrophysics Data System (ADS)

Maslennikova, Yu. S.; Bochkarev, V. V.

2016-08-01

In recent years significant progress have been made in the development of nonlinear data processing techniques. Such techniques are widely used in digital data filtering and image enhancement. Many of the most effective nonlinear filters based on order statistics. The widely used median filter is the best known order statistic filter. Generalized form of these filters could be presented based on Lloyd's statistics. Filters based on order statistics have excellent robustness properties in the presence of impulsive noise. In this paper, we present special approach for synthesis of order statistics filters using artificial neural networks. Optimal Lloyd's statistics are used for selecting of initial weights for the neural network. Adaptive properties of neural networks provide opportunities to optimize order statistics filters for data with asymmetric distribution function. Different examples demonstrate the properties and performance of presented approach.

Diffusion weighted imaging for the differentiation of breast tumors: From apparent diffusion coefficient to high order diffusion tensor imaging.

PubMed

Teruel, Jose R; Goa, Pål E; Sjøbakk, Torill E; Østlie, Agnes; Fjøsne, Hans E; Bathen, Tone F

2016-05-01

To compare "standard" diffusion weighted imaging, and diffusion tensor imaging (DTI) of 2(nd) and 4(th) -order for the differentiation of malignant and benign breast lesions. Seventy-one patients were imaged at 3 Tesla with a 16-channel breast coil. A diffusion weighted MRI sequence including b = 0 and b = 700 in 30 directions was obtained for all patients. The image data were fitted to three different diffusion models: isotropic model - apparent diffusion coefficient (ADC), 2(nd) -order tensor model (the standard model used for DTI) and a 4(th) -order tensor model, with increased degrees of freedom to describe anisotropy. The ability of the fitted parameters in the different models to differentiate between malignant and benign tumors was analyzed. Seventy-two breast lesions were analyzed, out of which 38 corresponded to malignant and 34 to benign tumors. ADC (using any model) presented the highest discriminative ability of malignant from benign tumors with a receiver operating characteristic area under the curve (AUC) of 0.968, and sensitivity and specificity of 94.1% and 94.7% respectively for a 1.33 × 10(-3) mm(2) /s cutoff. Anisotropy measurements presented high statistical significance between malignant and benign tumors (P < 0.001), but with lower discriminative ability of malignant from benign tumors than ADC (AUC of 0.896 and 0.897 for fractional anisotropy and generalized anisotropy respectively). Statistical significant difference was found between generalized anisotropy and fractional anisotropy for cancers (P < 0.001) but not for benign lesions (P = 0.87). While anisotropy parameters have the potential to provide additional value for breast applications as demonstrated in this study, ADC exhibited the highest differentiation power between malignant and benign breast tumors. © 2015 Wiley Periodicals, Inc.

Temperature gradient interaction chromatography of polymers: A molecular statistical model.

PubMed

Radke, Wolfgang; Lee, Sekyung; Chang, Taihyun

2010-11-01

A new model describing the retention in temperature gradient interaction chromatography of polymers is developed. The model predicts that polymers might elute in temperature gradient interaction chromatography in either an increasing or decreasing order or even nearly independent of molar mass, depending on the rate of the temperature increase relative to the flow rate. This is in contrast to solvent gradient elution, where polymers elute either in order of increasing molar mass or molar mass independent. The predictions of the newly developed model were verified with the literature data as well as new experimental data. Copyright © 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Δim-lacunary statistical convergence of order α

NASA Astrophysics Data System (ADS)

Altınok, Hıfsı; Et, Mikail; Işık, Mahmut

2018-01-01

The purpose of this work is to introduce the concepts of Δim-lacunary statistical convergence of order α and lacunary strongly (Δim,p )-convergence of order α. We establish some connections between lacunary strongly (Δim,p )-convergence of order α and Δim-lacunary statistical convergence of order α. It is shown that if a sequence is lacunary strongly (Δim,p )-summable of order α then it is Δim-lacunary statistically convergent of order α.

Highway runoff quality models for the protection of environmentally sensitive areas

NASA Astrophysics Data System (ADS)

Trenouth, William R.; Gharabaghi, Bahram

2016-11-01

This paper presents novel highway runoff quality models using artificial neural networks (ANN) which take into account site-specific highway traffic and seasonal storm event meteorological factors to predict the event mean concentration (EMC) statistics and mean daily unit area load (MDUAL) statistics of common highway pollutants for the design of roadside ditch treatment systems (RDTS) to protect sensitive receiving environs. A dataset of 940 monitored highway runoff events from fourteen sites located in five countries (Canada, USA, Australia, New Zealand, and China) was compiled and used to develop ANN models for the prediction of highway runoff suspended solids (TSS) seasonal EMC statistical distribution parameters, as well as the MDUAL statistics for four different heavy metal species (Cu, Zn, Cr and Pb). TSS EMCs are needed to estimate the minimum required removal efficiency of the RDTS needed in order to improve highway runoff quality to meet applicable standards and MDUALs are needed to calculate the minimum required capacity of the RDTS to ensure performance longevity.

Notes on power of normality tests of error terms in regression models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Střelec, Luboš

2015-03-10

Normality is one of the basic assumptions in applying statistical procedures. For example in linear regression most of the inferential procedures are based on the assumption of normality, i.e. the disturbance vector is assumed to be normally distributed. 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. Thus, error terms should be normally distributed in order to allow us to make exact inferences. As a consequence, normally distributed stochastic errors are necessary in order to make a not misleading inferences which explains a necessity and importancemore » of robust tests of normality. Therefore, the aim of this contribution is to discuss normality testing of error terms in regression models. In this contribution, we introduce the general RT class of robust tests for normality, and present and discuss the trade-off between power and robustness of selected classical and robust normality tests of error terms in regression models.« less

Thermodynamic, electronic and magnetic properties of intermetallic compounds through statistical models

NASA Astrophysics Data System (ADS)

Cadeville, M. C.; Pierron-Bohnes, V.; Bouzidi, L.; Sanchez, J. M.

1993-01-01

Local and average electronic and magnetic properties of transition metal alloys are strongly correlated to the distribution of atoms on the lattice sites. The ability of some systems to form long range ordered structures at low temperature allows to discuss their properties in term of well identified occupation operators as those related to long range order (LRO) parameters. We show that using theoretical determinations of these LRO parameters through statistical models like the cluster variation method (CVM) developed to simulate the experimental phase diagrams, we are able to reproduce a lot of physical properties. In this paper we focus on two points: (i) a comparison between CVM results and an experimental determination of the LRO parameter by NMR at 59Co in a CoPt3 compound, and (ii) the modelling of the resistivity of ferromagnetic and paramagnetic intermetallic compounds belonging to Co-Pt, Ni-Pt and Fe-Al systems. All experiments were performed on samples in identified thermodynamic states, implying that kinetic effects are thoroughly taken into account.

Summary Statistics for Homemade ?Play Dough? -- Data Acquired at LLNL

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kallman, J S; Morales, K E; Whipple, R E

Using x-ray computerized tomography (CT), we have characterized the x-ray linear attenuation coefficients (LAC) of a homemade Play Dough{trademark}-like material, designated as PDA. Table 1 gives the first-order statistics for each of four CT measurements, estimated with a Gaussian kernel density estimator (KDE) analysis. The mean values of the LAC range from a high of about 2700 LMHU{sub D} 100kVp to a low of about 1200 LMHUD at 300kVp. The standard deviation of each measurement is around 10% to 15% of the mean. The entropy covers the range from 6.0 to 7.4. Ordinarily, we would model the LAC of themore » material and compare the modeled values to the measured values. In this case, however, we did not have the detailed chemical composition of the material and therefore did not model the LAC. Using a method recently proposed by Lawrence Livermore National Laboratory (LLNL), we estimate the value of the effective atomic number, Z{sub eff}, to be near 10. LLNL prepared about 50mL of the homemade 'Play Dough' in a polypropylene vial and firmly compressed it immediately prior to the x-ray measurements. We used the computer program IMGREC to reconstruct the CT images. The values of the key parameters used in the data capture and image reconstruction are given in this report. Additional details may be found in the experimental SOP and a separate document. To characterize the statistical distribution of LAC values in each CT image, we first isolated an 80% central-core segment of volume elements ('voxels') lying completely within the specimen, away from the walls of the polypropylene vial. All of the voxels within this central core, including those comprised of voids and inclusions, are included in the statistics. We then calculated the mean value, standard deviation and entropy for (a) the four image segments and for (b) their digital gradient images. (A digital gradient image of a given image was obtained by taking the absolute value of the difference between the initial image and that same image offset by one voxel horizontally, parallel to the rows of the x-ray detector array.) The statistics of the initial image of LAC values are called 'first order statistics;' those of the gradient image, 'second order statistics.'« less

Rotational isomerism of molecules in condensed phases

NASA Astrophysics Data System (ADS)

Sakka, Tetsuo; Iwasaki, Matae; Ogata, Yukio

1991-08-01

A statistical mechanical model is developed for the description of the conformational distribution of organic molecules in the liquid and solid phases. In the model, they are assumed to have one internal freedom of rotation. The molecules are fixed to lattice sites and have two types of ordering, conformational and distributional. The latter is supposed to represent an ordering typical of solid state. The model is compared with the experimental results of the rotational-isomeric ratio of 1,2-dichloro-1,1-difluoroethane, in the temperature range from 77 to 300 K. It explains successfully the experimental results, especially the behavior near the melting point. From the point of view of melting, the present model is an extension of the Lennard-Jones and Devonshire model, because, when the distinctions between the two conformers are neglected, the parameter representing the distributional ordering of the molecules results in the same equation as that derived from the Lennard-Jones and Devonshire model.

Modeling the Effects of Meteorological Conditions on the Neutron Flux

DTIC Science & Technology

2017-05-22

a statistical model that predicts environmental neutron background as a function of five meteorological variables: inverse barometric pressure...variable of the model was inverse barometric pressure with a contribution an order of magnitude larger than any other variable’s contribution. The...is based on the sensitivity of each sensor. . . . . . . . . . . . . . . . . . . . . . . . . . 25 3.2 Neutron counts from the LNS and inverse pressure

Avalanches and generalized memory associativity in a network model for conscious and unconscious mental functioning

NASA Astrophysics Data System (ADS)

Siddiqui, Maheen; Wedemann, Roseli S.; Jensen, Henrik Jeldtoft

2018-01-01

We explore statistical characteristics of avalanches associated with the dynamics of a complex-network model, where two modules corresponding to sensorial and symbolic memories interact, representing unconscious and conscious mental processes. The model illustrates Freud's ideas regarding the neuroses and that consciousness is related with symbolic and linguistic memory activity in the brain. It incorporates the Stariolo-Tsallis generalization of the Boltzmann Machine in order to model memory retrieval and associativity. In the present work, we define and measure avalanche size distributions during memory retrieval, in order to gain insight regarding basic aspects of the functioning of these complex networks. The avalanche sizes defined for our model should be related to the time consumed and also to the size of the neuronal region which is activated, during memory retrieval. This allows the qualitative comparison of the behaviour of the distribution of cluster sizes, obtained during fMRI measurements of the propagation of signals in the brain, with the distribution of avalanche sizes obtained in our simulation experiments. This comparison corroborates the indication that the Nonextensive Statistical Mechanics formalism may indeed be more well suited to model the complex networks which constitute brain and mental structure.

Collagen morphology and texture analysis: from statistics to classification

PubMed Central

Mostaço-Guidolin, Leila B.; Ko, Alex C.-T.; Wang, Fei; Xiang, Bo; Hewko, Mark; Tian, Ganghong; Major, Arkady; Shiomi, Masashi; Sowa, Michael G.

2013-01-01

In this study we present an image analysis methodology capable of quantifying morphological changes in tissue collagen fibril organization caused by pathological conditions. Texture analysis based on first-order statistics (FOS) and second-order statistics such as gray level co-occurrence matrix (GLCM) was explored to extract second-harmonic generation (SHG) image features that are associated with the structural and biochemical changes of tissue collagen networks. Based on these extracted quantitative parameters, multi-group classification of SHG images was performed. With combined FOS and GLCM texture values, we achieved reliable classification of SHG collagen images acquired from atherosclerosis arteries with >90% accuracy, sensitivity and specificity. The proposed methodology can be applied to a wide range of conditions involving collagen re-modeling, such as in skin disorders, different types of fibrosis and muscular-skeletal diseases affecting ligaments and cartilage. PMID:23846580

Factorial analysis of trihalomethanes formation in drinking water.

PubMed

Chowdhury, Shakhawat; Champagne, Pascale; McLellan, P James

2010-06-01

Disinfection of drinking water reduces pathogenic infection, but may pose risks to human health through the formation of disinfection byproducts. The effects of different factors on the formation of trihalomethanes were investigated using a statistically designed experimental program, and a predictive model for trihalomethanes formation was developed. Synthetic water samples with different factor levels were produced, and trihalomethanes concentrations were measured. A replicated fractional factorial design with center points was performed, and significant factors were identified through statistical analysis. A second-order trihalomethanes formation model was developed from 92 experiments, and the statistical adequacy was assessed through appropriate diagnostics. This model was validated using additional data from the Drinking Water Surveillance Program database and was applied to the Smiths Falls water supply system in Ontario, Canada. The model predictions were correlated strongly to the measured trihalomethanes, with correlations of 0.95 and 0.91, respectively. The resulting model can assist in analyzing risk-cost tradeoffs in the design and operation of water supply systems.

Implication of correlations among some common stability statistics - a Monte Carlo simulations.

PubMed

Piepho, H P

1995-03-01

Stability analysis of multilocation trials is often based on a mixed two-way model. Two stability measures in frequent use are the environmental variance (S i (2) )and the ecovalence (W i). Under the two-way model the rank orders of the expected values of these two statistics are identical for a given set of genotypes. By contrast, empirical rank correlations among these measures are consistently low. This suggests that the two-way mixed model may not be appropriate for describing real data. To check this hypothesis, a Monte Carlo simulation was conducted. It revealed that the low empirical rank correlation amongS i (2) and W i is most likely due to sampling errors. It is concluded that the observed low rank correlation does not invalidate the two-way model. The paper also discusses tests for homogeneity of S i (2) as well as implications of the two-way model for the classification of stability statistics.

Statistical strategy for anisotropic adventitia modelling in IVUS.

PubMed

Gil, Debora; Hernández, Aura; Rodriguez, Oriol; Mauri, Josepa; Radeva, Petia

2006-06-01

Vessel plaque assessment by analysis of intravascular ultrasound sequences is a useful tool for cardiac disease diagnosis and intervention. Manual detection of luminal (inner) and media-adventitia (external) vessel borders is the main activity of physicians in the process of lumen narrowing (plaque) quantification. Difficult definition of vessel border descriptors, as well as, shades, artifacts, and blurred signal response due to ultrasound physical properties trouble automated adventitia segmentation. In order to efficiently approach such a complex problem, we propose blending advanced anisotropic filtering operators and statistical classification techniques into a vessel border modelling strategy. Our systematic statistical analysis shows that the reported adventitia detection achieves an accuracy in the range of interobserver variability regardless of plaque nature, vessel geometry, and incomplete vessel borders.

Multifactor-Dimensionality Reduction Reveals High-Order Interactions among Estrogen-Metabolism Genes in Sporadic Breast Cancer

PubMed Central

Ritchie, Marylyn D.; Hahn, Lance W.; Roodi, Nady; Bailey, L. Renee; Dupont, William D.; Parl, Fritz F.; Moore, Jason H.

2001-01-01

One of the greatest challenges facing human geneticists is the identification and characterization of susceptibility genes for common complex multifactorial human diseases. This challenge is partly due to the limitations of parametric-statistical methods for detection of gene effects that are dependent solely or partially on interactions with other genes and with environmental exposures. We introduce multifactor-dimensionality reduction (MDR) as a method for reducing the dimensionality of multilocus information, to improve the identification of polymorphism combinations associated with disease risk. The MDR method is nonparametric (i.e., no hypothesis about the value of a statistical parameter is made), is model-free (i.e., it assumes no particular inheritance model), and is directly applicable to case-control and discordant-sib-pair studies. Using simulated case-control data, we demonstrate that MDR has reasonable power to identify interactions among two or more loci in relatively small samples. When it was applied to a sporadic breast cancer case-control data set, in the absence of any statistically significant independent main effects, MDR identified a statistically significant high-order interaction among four polymorphisms from three different estrogen-metabolism genes. To our knowledge, this is the first report of a four-locus interaction associated with a common complex multifactorial disease. PMID:11404819

Comparison between Linear and Nonlinear Regression in a Laboratory Heat Transfer Experiment

ERIC Educational Resources Information Center

Gonçalves, Carine Messias; Schwaab, Marcio; Pinto, José Carlos

2013-01-01

In order to interpret laboratory experimental data, undergraduate students are used to perform linear regression through linearized versions of nonlinear models. However, the use of linearized models can lead to statistically biased parameter estimates. Even so, it is not an easy task to introduce nonlinear regression and show for the students…

Reduced Order Modeling Methods for Turbomachinery Design

DTIC Science & Technology

2009-03-01

and Ma- terials Conference, May 2006. [45] A. Gelman , J. B. Carlin, H. S. Stern, and D. B. Rubin, Bayesian Data Analysis. New York, NY: Chapman I& Hall...Macian- Juan , and R. Chawla, “A statistical methodology for quantif ca- tion of uncertainty in best estimate code physical models,” Annals of Nuclear En

Online Denoising Based on the Second-Order Adaptive Statistics Model.

PubMed

Yi, Sheng-Lun; Jin, Xue-Bo; Su, Ting-Li; Tang, Zhen-Yun; Wang, Fa-Fa; Xiang, Na; Kong, Jian-Lei

2017-07-20

Online denoising is motivated by real-time applications in the industrial process, where the data must be utilizable soon after it is collected. Since the noise in practical process is usually colored, it is quite a challenge for denoising techniques. In this paper, a novel online denoising method was proposed to achieve the processing of the practical measurement data with colored noise, and the characteristics of the colored noise were considered in the dynamic model via an adaptive parameter. The proposed method consists of two parts within a closed loop: the first one is to estimate the system state based on the second-order adaptive statistics model and the other is to update the adaptive parameter in the model using the Yule-Walker algorithm. Specifically, the state estimation process was implemented via the Kalman filter in a recursive way, and the online purpose was therefore attained. Experimental data in a reinforced concrete structure test was used to verify the effectiveness of the proposed method. Results show the proposed method not only dealt with the signals with colored noise, but also achieved a tradeoff between efficiency and accuracy.

Shilling Attacks Detection in Recommender Systems Based on Target Item Analysis

PubMed Central

Zhou, Wei; Wen, Junhao; Koh, Yun Sing; Xiong, Qingyu; Gao, Min; Dobbie, Gillian; Alam, Shafiq

2015-01-01

Recommender systems are highly vulnerable to shilling attacks, both by individuals and groups. Attackers who introduce biased ratings in order to affect recommendations, have been shown to negatively affect collaborative filtering (CF) algorithms. Previous research focuses only on the differences between genuine profiles and attack profiles, ignoring the group characteristics in attack profiles. In this paper, we study the use of statistical metrics to detect rating patterns of attackers and group characteristics in attack profiles. Another question is that most existing detecting methods are model specific. Two metrics, Rating Deviation from Mean Agreement (RDMA) and Degree of Similarity with Top Neighbors (DegSim), are used for analyzing rating patterns between malicious profiles and genuine profiles in attack models. Building upon this, we also propose and evaluate a detection structure called RD-TIA for detecting shilling attacks in recommender systems using a statistical approach. In order to detect more complicated attack models, we propose a novel metric called DegSim’ based on DegSim. The experimental results show that our detection model based on target item analysis is an effective approach for detecting shilling attacks. PMID:26222882

Counts-in-cylinders in the Sloan Digital Sky Survey with Comparisons to N-body Simulations

NASA Astrophysics Data System (ADS)

Berrier, Heather D.; Barton, Elizabeth J.; Berrier, Joel C.; Bullock, James S.; Zentner, Andrew R.; Wechsler, Risa H.

2011-01-01

Environmental statistics provide a necessary means of comparing the properties of galaxies in different environments, and a vital test of models of galaxy formation within the prevailing hierarchical cosmological model. We explore counts-in-cylinders, a common statistic defined as the number of companions of a particular galaxy found within a given projected radius and redshift interval. Galaxy distributions with the same two-point correlation functions do not necessarily have the same companion count distributions. We use this statistic to examine the environments of galaxies in the Sloan Digital Sky Survey Data Release 4 (SDSS DR4). We also make preliminary comparisons to four models for the spatial distributions of galaxies, based on N-body simulations and data from SDSS DR4, to study the utility of the counts-in-cylinders statistic. There is a very large scatter between the number of companions a galaxy has and the mass of its parent dark matter halo and the halo occupation, limiting the utility of this statistic for certain kinds of environmental studies. We also show that prevalent empirical models of galaxy clustering, that match observed two- and three-point clustering statistics well, fail to reproduce some aspects of the observed distribution of counts-in-cylinders on 1, 3, and 6 h -1 Mpc scales. All models that we explore underpredict the fraction of galaxies with few or no companions in 3 and 6 h -1 Mpc cylinders. Roughly 7% of galaxies in the real universe are significantly more isolated within a 6 h -1 Mpc cylinder than the galaxies in any of the models we use. Simple phenomenological models that map galaxies to dark matter halos fail to reproduce high-order clustering statistics in low-density environments.

In defence of model-based inference in phylogeography

PubMed Central

Beaumont, Mark A.; Nielsen, Rasmus; Robert, Christian; Hey, Jody; Gaggiotti, Oscar; Knowles, Lacey; Estoup, Arnaud; Panchal, Mahesh; Corander, Jukka; Hickerson, Mike; Sisson, Scott A.; Fagundes, Nelson; Chikhi, Lounès; Beerli, Peter; Vitalis, Renaud; Cornuet, Jean-Marie; Huelsenbeck, John; Foll, Matthieu; Yang, Ziheng; Rousset, Francois; Balding, David; Excoffier, Laurent

2017-01-01

Recent papers have promoted the view that model-based methods in general, and those based on Approximate Bayesian Computation (ABC) in particular, are flawed in a number of ways, and are therefore inappropriate for the analysis of phylogeographic data. These papers further argue that Nested Clade Phylogeographic Analysis (NCPA) offers the best approach in statistical phylogeography. In order to remove the confusion and misconceptions introduced by these papers, we justify and explain the reasoning behind model-based inference. We argue that ABC is a statistically valid approach, alongside other computational statistical techniques that have been successfully used to infer parameters and compare models in population genetics. We also examine the NCPA method and highlight numerous deficiencies, either when used with single or multiple loci. We further show that the ages of clades are carelessly used to infer ages of demographic events, that these ages are estimated under a simple model of panmixia and population stationarity but are then used under different and unspecified models to test hypotheses, a usage the invalidates these testing procedures. We conclude by encouraging researchers to study and use model-based inference in population genetics. PMID:29284924

Nonlinear identification of the total baroreflex arc: higher-order nonlinearity

PubMed Central

Moslehpour, Mohsen; Kawada, Toru; Sunagawa, Kenji; Sugimachi, Masaru

2016-01-01

The total baroreflex arc is the open-loop system relating carotid sinus pressure (CSP) to arterial pressure (AP). The nonlinear dynamics of this system were recently characterized. First, Gaussian white noise CSP stimulation was employed in open-loop conditions in normotensive and hypertensive rats with sectioned vagal and aortic depressor nerves. Nonparametric system identification was then applied to measured CSP and AP to establish a second-order nonlinear Uryson model. The aim in this study was to assess the importance of higher-order nonlinear dynamics via development and evaluation of a third-order nonlinear model of the total arc using the same experimental data. Third-order Volterra and Uryson models were developed by employing nonparametric and parametric identification methods. The R2 values between the AP predicted by the best third-order Volterra model and measured AP in response to Gaussian white noise CSP not utilized in developing the model were 0.69 ± 0.03 and 0.70 ± 0.03 for normotensive and hypertensive rats, respectively. The analogous R2 values for the best third-order Uryson model were 0.71 ± 0.03 and 0.73 ± 0.03. These R2 values were not statistically different from the corresponding values for the previously established second-order Uryson model, which were both 0.71 ± 0.03 (P > 0.1). Furthermore, none of the third-order models predicted well-known nonlinear behaviors including thresholding and saturation better than the second-order Uryson model. Additional experiments suggested that the unexplained AP variance was partly due to higher brain center activity. In conclusion, the second-order Uryson model sufficed to represent the sympathetically mediated total arc under the employed experimental conditions. PMID:27629885

Analysis of a Rocket Based Combined Cycle Engine during Rocket Only Operation

NASA Technical Reports Server (NTRS)

Smith, T. D.; Steffen, C. J., Jr.; Yungster, S.; Keller, D. J.

1998-01-01

The all rocket mode of operation is a critical factor in the overall performance of a rocket based combined cycle (RBCC) vehicle. However, outside of performing experiments or a full three dimensional analysis, there are no first order parametric models to estimate performance. As a result, an axisymmetric RBCC engine was used to analytically determine specific impulse efficiency values based upon both full flow and gas generator configurations. Design of experiments methodology was used to construct a test matrix and statistical regression analysis was used to build parametric models. The main parameters investigated in this study were: rocket chamber pressure, rocket exit area ratio, percent of injected secondary flow, mixer-ejector inlet area, mixer-ejector area ratio, and mixer-ejector length-to-inject diameter ratio. A perfect gas computational fluid dynamics analysis was performed to obtain values of vacuum specific impulse. Statistical regression analysis was performed based on both full flow and gas generator engine cycles. Results were also found to be dependent upon the entire cycle assumptions. The statistical regression analysis determined that there were five significant linear effects, six interactions, and one second-order effect. Two parametric models were created to provide performance assessments of an RBCC engine in the all rocket mode of operation.

Temperature and composition dependence of short-range order and entropy, and statistics of bond length: the semiconductor alloy (GaN)(1-x)(ZnO)(x).

PubMed

Liu, Jian; Pedroza, Luana S; Misch, Carissa; Fernández-Serra, Maria V; Allen, Philip B

2014-07-09

We present total energy and force calculations for the (GaN)1-x(ZnO)x alloy. Site-occupancy configurations are generated from Monte Carlo (MC) simulations, on the basis of a cluster expansion model proposed in a previous study. Local atomic coordinate relaxations of surprisingly large magnitude are found via density-functional calculations using a 432-atom periodic supercell, for three representative configurations at x = 0.5. These are used to generate bond-length distributions. The configurationally averaged composition- and temperature-dependent short-range order (SRO) parameters of the alloys are discussed. The entropy is approximated in terms of pair distribution statistics and thus related to SRO parameters. This approximate entropy is compared with accurate numerical values from MC simulations. An empirical model for the dependence of the bond length on the local chemical environments is proposed.

Higher order statistics of planetary gravities and topographies

NASA Technical Reports Server (NTRS)

Kaula, William M.

1993-01-01

The statistical properties of Earth, Venus, Mars, Moon, and a 3-D mantle convection model are compared. The higher order properties are expressed by third and fourth moments: i.e., as mean products over equilateral triangles (defined as coskewance) and equilateral quadrangles (defined as coexance). For point values, all the fields of real planets have positive skewness, ranging from slightly above zero for Lunar gravity to 2.6 sigma(exp 3) for Martian gravity (sigma is rms magnitude). Six of the eight excesses are greater than Gaussian (3 sigma(exp 4)), ranging from 2.0 sigma(exp 4) for Earth topography to 18.6 sigma(exp 4), for Martian topography. The coskewances and coexances drop off to zero within 20 deg arc in most cases. The mantle convective model has zero skewness and excess slightly less than Gaussian, probably arising from viscosity variations being only radial.

Predicting the dry deposition of atmospheric aerosol particles onto forests using a size-resolved multi-layer second-order closure model

NASA Astrophysics Data System (ADS)

Huang, C.; Launianen, S.; Gronholm, T.; Katul, G. G.

2013-12-01

Biological aerosol particles are now receiving significant attention given their role in air quality, climate change, and spreading of allergens and other communicable diseases. A major uncertainty in their quantification is associated with complex transport processes governing their generation and removal inside canopies. It has been known for some time now that the commonly used first-order closure to link mean concentration gradients with turbulent fluxes is problematic. The presence of a mean counter-gradient momentum transport in an open trunk space exemplifies such failure. Here, instead of employing K-theory, a size-resolved second-order multilayer model for dry particle deposition is proposed. The starting point of the proposed model is a particle flux budget in which the production, transport, and dissipation terms are modeled. Because these terms require higher-order velocity statistics, this flux budget is coupled with a conventional second-order closure scheme for the flow field within the canopy sub-layer. The failure of conventional K-theory for particle fluxes are explicitly linked to the onset of a mean counter or zero - gradient flow attributed to a significant particle flux transport term. The relative importance of these terms in the particle flux budget and their effects on the foliage particle collection terms for also discussed for each particle size. The proposed model is evaluated against published multi-level measurements of sized-resolved particle fluxes and mean concentration profiles collected within and above a tall Scots pine forest in Hyytiala, Southern Finland. The main findings are that (1) first-order closure schemes may be still plausible for modeling particle deposition velocity, especially in the particle size range smaller than 1 μm when the turbulent particle diffusivity is estimated from higher order flow statistics; (2) the mechanisms leading to the increased trend of particle deposition velocity with increasing friction velocity differ for different particle sizes and different levels (i.e. above and below the canopy); (3) the partitioning of particle deposition onto foliage and forest floor appears insensitive to friction velocity for particles smaller than 100 nm, but decreases with increasing friction velocity for particles large than 100 nm.

Grain-Size Based Additivity Models for Scaling Multi-rate Uranyl Surface Complexation in Subsurface Sediments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Xiaoying; Liu, Chongxuan; Hu, Bill X.

This study statistically analyzed a grain-size based additivity model that has been proposed to scale reaction rates and parameters from laboratory to field. The additivity model assumed that reaction properties in a sediment including surface area, reactive site concentration, reaction rate, and extent can be predicted from field-scale grain size distribution by linearly adding reaction properties for individual grain size fractions. This study focused on the statistical analysis of the additivity model with respect to reaction rate constants using multi-rate uranyl (U(VI)) surface complexation reactions in a contaminated sediment as an example. Experimental data of rate-limited U(VI) desorption in amore » stirred flow-cell reactor were used to estimate the statistical properties of multi-rate parameters for individual grain size fractions. The statistical properties of the rate constants for the individual grain size fractions were then used to analyze the statistical properties of the additivity model to predict rate-limited U(VI) desorption in the composite sediment, and to evaluate the relative importance of individual grain size fractions to the overall U(VI) desorption. The result indicated that the additivity model provided a good prediction of the U(VI) desorption in the composite sediment. However, the rate constants were not directly scalable using the additivity model, and U(VI) desorption in individual grain size fractions have to be simulated in order to apply the additivity model. An approximate additivity model for directly scaling rate constants was subsequently proposed and evaluated. The result found that the approximate model provided a good prediction of the experimental results within statistical uncertainty. This study also found that a gravel size fraction (2-8mm), which is often ignored in modeling U(VI) sorption and desorption, is statistically significant to the U(VI) desorption in the sediment.« less

Quantifying, displaying and accounting for heterogeneity in the meta-analysis of RCTs using standard and generalised Q statistics

PubMed Central

2011-01-01

Background Clinical researchers have often preferred to use a fixed effects model for the primary interpretation of a meta-analysis. Heterogeneity is usually assessed via the well known Q and I2 statistics, along with the random effects estimate they imply. In recent years, alternative methods for quantifying heterogeneity have been proposed, that are based on a 'generalised' Q statistic. Methods We review 18 IPD meta-analyses of RCTs into treatments for cancer, in order to quantify the amount of heterogeneity present and also to discuss practical methods for explaining heterogeneity. Results Differing results were obtained when the standard Q and I2 statistics were used to test for the presence of heterogeneity. The two meta-analyses with the largest amount of heterogeneity were investigated further, and on inspection the straightforward application of a random effects model was not deemed appropriate. Compared to the standard Q statistic, the generalised Q statistic provided a more accurate platform for estimating the amount of heterogeneity in the 18 meta-analyses. Conclusions Explaining heterogeneity via the pre-specification of trial subgroups, graphical diagnostic tools and sensitivity analyses produced a more desirable outcome than an automatic application of the random effects model. Generalised Q statistic methods for quantifying and adjusting for heterogeneity should be incorporated as standard into statistical software. Software is provided to help achieve this aim. PMID:21473747

Testing Transitivity of Preferences on Two-Alternative Forced Choice Data

PubMed Central

Regenwetter, Michel; Dana, Jason; Davis-Stober, Clintin P.

2010-01-01

As Duncan Luce and other prominent scholars have pointed out on several occasions, testing algebraic models against empirical data raises difficult conceptual, mathematical, and statistical challenges. Empirical data often result from statistical sampling processes, whereas algebraic theories are nonprobabilistic. Many probabilistic specifications lead to statistical boundary problems and are subject to nontrivial order constrained statistical inference. The present paper discusses Luce's challenge for a particularly prominent axiom: Transitivity. The axiom of transitivity is a central component in many algebraic theories of preference and choice. We offer the currently most complete solution to the challenge in the case of transitivity of binary preference on the theory side and two-alternative forced choice on the empirical side, explicitly for up to five, and implicitly for up to seven, choice alternatives. We also discuss the relationship between our proposed solution and weak stochastic transitivity. We recommend to abandon the latter as a model of transitive individual preferences. PMID:21833217

Image statistics underlying natural texture selectivity of neurons in macaque V4

PubMed Central

Okazawa, Gouki; Tajima, Satohiro; Komatsu, Hidehiko

2015-01-01

Our daily visual experiences are inevitably linked to recognizing the rich variety of textures. However, how the brain encodes and differentiates a plethora of natural textures remains poorly understood. Here, we show that many neurons in macaque V4 selectively encode sparse combinations of higher-order image statistics to represent natural textures. We systematically explored neural selectivity in a high-dimensional texture space by combining texture synthesis and efficient-sampling techniques. This yielded parameterized models for individual texture-selective neurons. The models provided parsimonious but powerful predictors for each neuron’s preferred textures using a sparse combination of image statistics. As a whole population, the neuronal tuning was distributed in a way suitable for categorizing textures and quantitatively predicts human ability to discriminate textures. Together, we suggest that the collective representation of visual image statistics in V4 plays a key role in organizing the natural texture perception. PMID:25535362

Disproportionation of rosin on an industrial Pd/C catalyst: reaction pathway and kinetic model discrimination.

PubMed

Souto, Juan Carlos; Yustos, Pedro; Ladero, Miguel; Garcia-Ochoa, Felix

2011-02-01

In this work, a phenomenological study of the isomerisation and disproportionation of rosin acids using an industrial 5% Pd on charcoal catalyst from 200 to 240°C is carried out. Medium composition is determined by elemental microanalysis, GC-MS and GC-FID. Dehydrogenated and hydrogenated acid species molar amounts in the final product show that dehydrogenation is the main reaction. Moreover, both hydrogen and non-hydrogen concentration considering kinetic models are fitted to experimental data using a multivariable non-linear technique. Statistical discrimination among the proposed kinetic models lead to the conclusion hydrogen considering models fit much better to experimental results. The final kinetic model involves first-order isomerisation reactions of neoabietic and palustric acids to abietic acid, first-order dehydrogenation and hydrogenation of this latter acid, and hydrogenation of pimaric acids. Hydrogenation reactions are partial first-order regarding the acid and hydrogen. Copyright © 2010 Elsevier Ltd. All rights reserved.

A Statistical Bias Correction Tool for Generating Climate Change Scenarios in Indonesia based on CMIP5 Datasets

NASA Astrophysics Data System (ADS)

Faqih, A.

2017-03-01

Providing information regarding future climate scenarios is very important in climate change study. The climate scenario can be used as basic information to support adaptation and mitigation studies. In order to deliver future climate scenarios over specific region, baseline and projection data from the outputs of global climate models (GCM) is needed. However, due to its coarse resolution, the data have to be downscaled and bias corrected in order to get scenario data with better spatial resolution that match the characteristics of the observed data. Generating this downscaled data is mostly difficult for scientist who do not have specific background, experience and skill in dealing with the complex data from the GCM outputs. In this regards, it is necessary to develop a tool that can be used to simplify the downscaling processes in order to help scientist, especially in Indonesia, for generating future climate scenario data that can be used for their climate change-related studies. In this paper, we introduce a tool called as “Statistical Bias Correction for Climate Scenarios (SiBiaS)”. The tool is specially designed to facilitate the use of CMIP5 GCM data outputs and process their statistical bias corrections relative to the reference data from observations. It is prepared for supporting capacity building in climate modeling in Indonesia as part of the Indonesia 3rd National Communication (TNC) project activities.

Statistics of voids in hierarchical universes

NASA Technical Reports Server (NTRS)

Fry, J. N.

1986-01-01

As one alternative to the N-point galaxy correlation function statistics, the distribution of holes or the probability that a volume of given size and shape be empty of galaxies can be considered. The probability of voids resulting from a variety of hierarchical patterns of clustering is considered, and these are compared with the results of numerical simulations and with observations. A scaling relation required by the hierarchical pattern of higher order correlation functions is seen to be obeyed in the simulations, and the numerical results show a clear difference between neutrino models and cold-particle models; voids are more likely in neutrino universes. Observational data do not yet distinguish but are close to being able to distinguish between models.

Theory and Experimental and Chemical Instabilities

DTIC Science & Technology

1989-01-31

Thresholds, Hysteresis, and Neuromodulation of Signal-to-Noise; and Statistical-Mechanical Theory of Many-body Effects in Reaction Rates. T Ic 2 UL3...submitted to the Journal of Physical Chemistry. 6. Noise in Neural Networks: Thresholds, Hysteresis, and Neuromodulation of Signal-to-Noise. We study a...neural-network model including Gaussian noise, higher-order neuronal interactions, and neuromodulation . For a first-order network, there is a

A Model for Indexing Medical Documents Combining Statistical and Symbolic Knowledge.

PubMed Central

Avillach, Paul; Joubert, Michel; Fieschi, Marius

2007-01-01

OBJECTIVES: To develop and evaluate an information processing method based on terminologies, in order to index medical documents in any given documentary context. METHODS: We designed a model using both symbolic general knowledge extracted from the Unified Medical Language System (UMLS) and statistical knowledge extracted from a domain of application. Using statistical knowledge allowed us to contextualize the general knowledge for every particular situation. For each document studied, the extracted terms are ranked to highlight the most significant ones. The model was tested on a set of 17,079 French standardized discharge summaries (SDSs). RESULTS: The most important ICD-10 term of each SDS was ranked 1st or 2nd by the method in nearly 90% of the cases. CONCLUSIONS: The use of several terminologies leads to more precise indexing. The improvement achieved in the model’s implementation performances as a result of using semantic relationships is encouraging. PMID:18693792

Modeling of the reactant conversion rate in a turbulent shear flow

NASA Technical Reports Server (NTRS)

Frankel, S. H.; Madnia, C. K.; Givi, P.

1992-01-01

Results are presented of direct numerical simulations (DNS) of spatially developing shear flows under the influence of infinitely fast chemical reactions of the type A + B yields Products. The simulation results are used to construct the compositional structure of the scalar field in a statistical manner. The results of this statistical analysis indicate that the use of a Beta density for the probability density function (PDF) of an appropriate Shvab-Zeldovich mixture fraction provides a very good estimate of the limiting bounds of the reactant conversion rate within the shear layer. This provides a strong justification for the implementation of this density in practical modeling of non-homogeneous turbulent reacting flows. However, the validity of the model cannot be generalized for predictions of higher order statistical quantities. A closed form analytical expression is presented for predicting the maximum rate of reactant conversion in non-homogeneous reacting turbulence.

Study of photon correlation techniques for processing of laser velocimeter signals

NASA Technical Reports Server (NTRS)

Mayo, W. T., Jr.

1977-01-01

The objective was to provide the theory and a system design for a new type of photon counting processor for low level dual scatter laser velocimeter (LV) signals which would be capable of both the first order measurements of mean flow and turbulence intensity and also the second order time statistics: cross correlation auto correlation, and related spectra. A general Poisson process model for low level LV signals and noise which is valid from the photon-resolved regime all the way to the limiting case of nonstationary Gaussian noise was used. Computer simulation algorithms and higher order statistical moment analysis of Poisson processes were derived and applied to the analysis of photon correlation techniques. A system design using a unique dual correlate and subtract frequency discriminator technique is postulated and analyzed. Expectation analysis indicates that the objective measurements are feasible.

A statistical model of the human core-temperature circadian rhythm

NASA Technical Reports Server (NTRS)

Brown, E. N.; Choe, Y.; Luithardt, H.; Czeisler, C. A.

2000-01-01

We formulate a statistical model of the human core-temperature circadian rhythm in which the circadian signal is modeled as a van der Pol oscillator, the thermoregulatory response is represented as a first-order autoregressive process, and the evoked effect of activity is modeled with a function specific for each circadian protocol. The new model directly links differential equation-based simulation models and harmonic regression analysis methods and permits statistical analysis of both static and dynamical properties of the circadian pacemaker from experimental data. We estimate the model parameters by using numerically efficient maximum likelihood algorithms and analyze human core-temperature data from forced desynchrony, free-run, and constant-routine protocols. By representing explicitly the dynamical effects of ambient light input to the human circadian pacemaker, the new model can estimate with high precision the correct intrinsic period of this oscillator ( approximately 24 h) from both free-run and forced desynchrony studies. Although the van der Pol model approximates well the dynamical features of the circadian pacemaker, the optimal dynamical model of the human biological clock may have a harmonic structure different from that of the van der Pol oscillator.

JIGSAW: Preference-directed, co-operative scheduling

NASA Technical Reports Server (NTRS)

Linden, Theodore A.; Gaw, David

1992-01-01

Techniques that enable humans and machines to cooperate in the solution of complex scheduling problems have evolved out of work on the daily allocation and scheduling of Tactical Air Force resources. A generalized, formal model of these applied techniques is being developed. It is called JIGSAW by analogy with the multi-agent, constructive process used when solving jigsaw puzzles. JIGSAW begins from this analogy and extends it by propagating local preferences into global statistics that dynamically influence the value and variable ordering decisions. The statistical projections also apply to abstract resources and time periods--allowing more opportunities to find a successful variable ordering by reserving abstract resources and deferring the choice of a specific resource or time period.

Routine Discovery of Complex Genetic Models using Genetic Algorithms

PubMed Central

Moore, Jason H.; Hahn, Lance W.; Ritchie, Marylyn D.; Thornton, Tricia A.; White, Bill C.

2010-01-01

Simulation studies are useful in various disciplines for a number of reasons including the development and evaluation of new computational and statistical methods. This is particularly true in human genetics and genetic epidemiology where new analytical methods are needed for the detection and characterization of disease susceptibility genes whose effects are complex, nonlinear, and partially or solely dependent on the effects of other genes (i.e. epistasis or gene-gene interaction). Despite this need, the development of complex genetic models that can be used to simulate data is not always intuitive. In fact, only a few such models have been published. We have previously developed a genetic algorithm approach to discovering complex genetic models in which two single nucleotide polymorphisms (SNPs) influence disease risk solely through nonlinear interactions. In this paper, we extend this approach for the discovery of high-order epistasis models involving three to five SNPs. We demonstrate that the genetic algorithm is capable of routinely discovering interesting high-order epistasis models in which each SNP influences risk of disease only through interactions with the other SNPs in the model. This study opens the door for routine simulation of complex gene-gene interactions among SNPs for the development and evaluation of new statistical and computational approaches for identifying common, complex multifactorial disease susceptibility genes. PMID:20948983

Statistical learning of an auditory sequence and reorganization of acquired knowledge: A time course of word segmentation and ordering.

PubMed

Daikoku, Tatsuya; Yatomi, Yutaka; Yumoto, Masato

2017-01-27

Previous neural studies have supported the hypothesis that statistical learning mechanisms are used broadly across different domains such as language and music. However, these studies have only investigated a single aspect of statistical learning at a time, such as recognizing word boundaries or learning word order patterns. In this study, we neutrally investigated how the two levels of statistical learning for recognizing word boundaries and word ordering could be reflected in neuromagnetic responses and how acquired statistical knowledge is reorganised when the syntactic rules are revised. Neuromagnetic responses to the Japanese-vowel sequence (a, e, i, o, and u), presented every .45s, were recorded from 14 right-handed Japanese participants. The vowel order was constrained by a Markov stochastic model such that five nonsense words (aue, eao, iea, oiu, and uoi) were chained with an either-or rule: the probability of the forthcoming word was statistically defined (80% for one word; 20% for the other word) by the most recent two words. All of the word transition probabilities (80% and 20%) were switched in the middle of the sequence. In the first and second quarters of the sequence, the neuromagnetic responses to the words that appeared with higher transitional probability were significantly reduced compared with those that appeared with a lower transitional probability. After switching the word transition probabilities, the response reduction was replicated in the last quarter of the sequence. The responses to the final vowels in the words were significantly reduced compared with those to the initial vowels in the last quarter of the sequence. The results suggest that both within-word and between-word statistical learning are reflected in neural responses. The present study supports the hypothesis that listeners learn larger structures such as phrases first, and they subsequently extract smaller structures, such as words, from the learned phrases. The present study provides the first neurophysiological evidence that the correction of statistical knowledge requires more time than the acquisition of new statistical knowledge. Copyright © 2016 Elsevier Ltd. All rights reserved.

A generalized statistical model for the size distribution of wealth

NASA Astrophysics Data System (ADS)

Clementi, F.; Gallegati, M.; Kaniadakis, G.

2012-12-01

In a recent paper in this journal (Clementi et al 2009 J. Stat. Mech. P02037), we proposed a new, physically motivated, distribution function for modeling individual incomes, having its roots in the framework of the κ-generalized statistical mechanics. The performance of the κ-generalized distribution was checked against real data on personal income for the United States in 2003. In this paper we extend our previous model so as to be able to account for the distribution of wealth. Probabilistic functions and inequality measures of this generalized model for wealth distribution are obtained in closed form. In order to check the validity of the proposed model, we analyze the US household wealth distributions from 1984 to 2009 and conclude an excellent agreement with the data that is superior to any other model already known in the literature.

Statistical properties of fluctuations of time series representing appearances of words in nationwide blog data and their applications: An example of modeling fluctuation scalings of nonstationary time series.

PubMed

Watanabe, Hayafumi; Sano, Yukie; Takayasu, Hideki; Takayasu, Misako

2016-11-01

To elucidate the nontrivial empirical statistical properties of fluctuations of a typical nonsteady time series representing the appearance of words in blogs, we investigated approximately 3×10^{9} Japanese blog articles over a period of six years and analyze some corresponding mathematical models. First, we introduce a solvable nonsteady extension of the random diffusion model, which can be deduced by modeling the behavior of heterogeneous random bloggers. Next, we deduce theoretical expressions for both the temporal and ensemble fluctuation scalings of this model, and demonstrate that these expressions can reproduce all empirical scalings over eight orders of magnitude. Furthermore, we show that the model can reproduce other statistical properties of time series representing the appearance of words in blogs, such as functional forms of the probability density and correlations in the total number of blogs. As an application, we quantify the abnormality of special nationwide events by measuring the fluctuation scalings of 1771 basic adjectives.

SEPEM: A tool for statistical modeling the solar energetic particle environment

NASA Astrophysics Data System (ADS)

Crosby, Norma; Heynderickx, Daniel; Jiggens, Piers; Aran, Angels; Sanahuja, Blai; Truscott, Pete; Lei, Fan; Jacobs, Carla; Poedts, Stefaan; Gabriel, Stephen; Sandberg, Ingmar; Glover, Alexi; Hilgers, Alain

2015-07-01

Solar energetic particle (SEP) events are a serious radiation hazard for spacecraft as well as a severe health risk to humans traveling in space. Indeed, accurate modeling of the SEP environment constitutes a priority requirement for astrophysics and solar system missions and for human exploration in space. The European Space Agency's Solar Energetic Particle Environment Modelling (SEPEM) application server is a World Wide Web interface to a complete set of cross-calibrated data ranging from 1973 to 2013 as well as new SEP engineering models and tools. Both statistical and physical modeling techniques have been included, in order to cover the environment not only at 1 AU but also in the inner heliosphere ranging from 0.2 AU to 1.6 AU using a newly developed physics-based shock-and-particle model to simulate particle flux profiles of gradual SEP events. With SEPEM, SEP peak flux and integrated fluence statistics can be studied, as well as durations of high SEP flux periods. Furthermore, effects tools are also included to allow calculation of single event upset rate and radiation doses for a variety of engineering scenarios.

Statistical analysis of target acquisition sensor modeling experiments

NASA Astrophysics Data System (ADS)

Deaver, Dawne M.; Moyer, Steve

2015-05-01

The U.S. Army RDECOM CERDEC NVESD Modeling and Simulation Division is charged with the development and advancement of military target acquisition models to estimate expected soldier performance when using all types of imaging sensors. Two elements of sensor modeling are (1) laboratory-based psychophysical experiments used to measure task performance and calibrate the various models and (2) field-based experiments used to verify the model estimates for specific sensors. In both types of experiments, it is common practice to control or measure environmental, sensor, and target physical parameters in order to minimize uncertainty of the physics based modeling. Predicting the minimum number of test subjects required to calibrate or validate the model should be, but is not always, done during test planning. The objective of this analysis is to develop guidelines for test planners which recommend the number and types of test samples required to yield a statistically significant result.

Measuring Multidimensional Latent Growth. Research Report. ETS RR-10-24

ERIC Educational Resources Information Center

Rijmen, Frank

2010-01-01

As is the case for any statistical model, a multidimensional latent growth model comes with certain requirements with respect to the data collection design. In order to measure growth, repeated measurements of the same set of individuals are required. Furthermore, the data collection design should be specified such that no individual is given the…

Utilization of Lymphoblastoid Cell Lines as a System for the Molecular Modeling of Autism

ERIC Educational Resources Information Center

Baron, Colin A.; Liu, Stephenie Y.; Hicks, Chindo; Gregg, Jeffrey P.

2006-01-01

In order to provide an alternative approach for understanding the biology and genetics of autism, we performed statistical analysis of gene expression profiles of lymphoblastoid cell lines derived from children with autism and their families. The goal was to assess the feasibility of using this model in identifying autism-associated genes.…

From Theory to Air Force Practice: Applications and Non-Binary Extensions of Probabilistic Model-Building Genetic Algorithms

DTIC Science & Technology

2006-05-31

dynamics (MD) and kinetic Monte Carlo ( KMC ) procedures. In 2D surface modeling our calculations project speedups of 9 orders of magnitude at 300 degrees...programming is used to perform customized statistical mechanics by bridging the different time scales of MD and KMC quickly and well. Speedups in

Faculty Salary Equity: Issues in Regression Model Selection. AIR 1992 Annual Forum Paper.

ERIC Educational Resources Information Center

Moore, Nelle

This paper discusses the determination of college faculty salary inequity and identifies the areas in which human judgment must be used in order to conduct a statistical analysis of salary equity. In addition, it provides some informed guidelines for making those judgments. The paper provides a framework for selecting salary equity models, based…

Conformal anomaly of some 2-d Z (n) models

NASA Astrophysics Data System (ADS)

William, Peter

1991-01-01

We describe a numerical calculation of the conformal anomaly in the case of some two-dimensional statistical models undergoing a second-order phase transition, utilizing a recently developed method to compute the partition function exactly. This computation is carried out on a massively parallel CM2 machine, using the finite size scaling behaviour of the free energy.

A statistical human resources costing and accounting model for analysing the economic effects of an intervention at a workplace.

PubMed

Landstad, Bodil J; Gelin, Gunnar; Malmquist, Claes; Vinberg, Stig

2002-09-15

The study had two primary aims. The first aim was to combine a human resources costing and accounting approach (HRCA) with a quantitative statistical approach in order to get an integrated model. The second aim was to apply this integrated model in a quasi-experimental study in order to investigate whether preventive intervention affected sickness absence costs at the company level. The intervention studied contained occupational organizational measures, competence development, physical and psychosocial working environmental measures and individual and rehabilitation measures on both an individual and a group basis. The study is a quasi-experimental design with a non-randomized control group. Both groups involved cleaning jobs at predominantly female workplaces. The study plan involved carrying out before and after studies on both groups. The study included only those who were at the same workplace during the whole of the study period. In the HRCA model used here, the cost of sickness absence is the net difference between the costs, in the form of the value of the loss of production and the administrative cost, and the benefits in the form of lower labour costs. According to the HRCA model, the intervention used counteracted a rise in sickness absence costs at the company level, giving an average net effect of 266.5 Euros per person (full-time working) during an 8-month period. Using an analogue statistical analysis on the whole of the material, the contribution of the intervention counteracted a rise in sickness absence costs at the company level giving an average net effect of 283.2 Euros. Using a statistical method it was possible to study the regression coefficients in sub-groups and calculate the p-values for these coefficients; in the younger group the intervention gave a calculated net contribution of 605.6 Euros with a p-value of 0.073, while the intervention net contribution in the older group had a very high p-value. Using the statistical model it was also possible to study contributions of other variables and interactions. This study established that the HRCA model and the integrated model produced approximately the same monetary outcomes. The integrated model, however, allowed a deeper understanding of the various possible relationships and quantified the results with confidence intervals.

On entropy, financial markets and minority games

NASA Astrophysics Data System (ADS)

Zapart, Christopher A.

2009-04-01

The paper builds upon an earlier statistical analysis of financial time series with Shannon information entropy, published in [L. Molgedey, W. Ebeling, Local order, entropy and predictability of financial time series, European Physical Journal B-Condensed Matter and Complex Systems 15/4 (2000) 733-737]. A novel generic procedure is proposed for making multistep-ahead predictions of time series by building a statistical model of entropy. The approach is first demonstrated on the chaotic Mackey-Glass time series and later applied to Japanese Yen/US dollar intraday currency data. The paper also reinterprets Minority Games [E. Moro, The minority game: An introductory guide, Advances in Condensed Matter and Statistical Physics (2004)] within the context of physical entropy, and uses models derived from minority game theory as a tool for measuring the entropy of a model in response to time series. This entropy conditional upon a model is subsequently used in place of information-theoretic entropy in the proposed multistep prediction algorithm.

Effects of reservoir heterogeneity on scaling of effective mass transfer coefficient for solute transport

NASA Astrophysics Data System (ADS)

Leung, Juliana Y.; Srinivasan, Sanjay

2016-09-01

Modeling transport process at large scale requires proper scale-up of subsurface heterogeneity and an understanding of its interaction with the underlying transport mechanisms. A technique based on volume averaging is applied to quantitatively assess the scaling characteristics of effective mass transfer coefficient in heterogeneous reservoir models. The effective mass transfer coefficient represents the combined contribution from diffusion and dispersion to the transport of non-reactive solute particles within a fluid phase. Although treatment of transport problems with the volume averaging technique has been published in the past, application to geological systems exhibiting realistic spatial variability remains a challenge. Previously, the authors developed a new procedure where results from a fine-scale numerical flow simulation reflecting the full physics of the transport process albeit over a sub-volume of the reservoir are integrated with the volume averaging technique to provide effective description of transport properties. The procedure is extended such that spatial averaging is performed at the local-heterogeneity scale. In this paper, the transport of a passive (non-reactive) solute is simulated on multiple reservoir models exhibiting different patterns of heterogeneities, and the scaling behavior of effective mass transfer coefficient (Keff) is examined and compared. One such set of models exhibit power-law (fractal) characteristics, and the variability of dispersion and Keff with scale is in good agreement with analytical expressions described in the literature. This work offers an insight into the impacts of heterogeneity on the scaling of effective transport parameters. A key finding is that spatial heterogeneity models with similar univariate and bivariate statistics may exhibit different scaling characteristics because of the influence of higher order statistics. More mixing is observed in the channelized models with higher-order continuity. It reinforces the notion that the flow response is influenced by the higher-order statistical description of heterogeneity. An important implication is that when scaling-up transport response from lab-scale results to the field scale, it is necessary to account for the scale-up of heterogeneity. Since the characteristics of higher-order multivariate distributions and large-scale heterogeneity are typically not captured in small-scale experiments, a reservoir modeling framework that captures the uncertainty in heterogeneity description should be adopted.

Fast maximum likelihood estimation using continuous-time neural point process models.

PubMed

Lepage, Kyle Q; MacDonald, Christopher J

2015-06-01

A recent report estimates that the number of simultaneously recorded neurons is growing exponentially. A commonly employed statistical paradigm using discrete-time point process models of neural activity involves the computation of a maximum-likelihood estimate. The time to computate this estimate, per neuron, is proportional to the number of bins in a finely spaced discretization of time. By using continuous-time models of neural activity and the optimally efficient Gaussian quadrature, memory requirements and computation times are dramatically decreased in the commonly encountered situation where the number of parameters p is much less than the number of time-bins n. In this regime, with q equal to the quadrature order, memory requirements are decreased from O(np) to O(qp), and the number of floating-point operations are decreased from O(np(2)) to O(qp(2)). Accuracy of the proposed estimates is assessed based upon physiological consideration, error bounds, and mathematical results describing the relation between numerical integration error and numerical error affecting both parameter estimates and the observed Fisher information. A check is provided which is used to adapt the order of numerical integration. The procedure is verified in simulation and for hippocampal recordings. It is found that in 95 % of hippocampal recordings a q of 60 yields numerical error negligible with respect to parameter estimate standard error. Statistical inference using the proposed methodology is a fast and convenient alternative to statistical inference performed using a discrete-time point process model of neural activity. It enables the employment of the statistical methodology available with discrete-time inference, but is faster, uses less memory, and avoids any error due to discretization.

Statistical properties of superimposed stationary spike trains.

PubMed

Deger, Moritz; Helias, Moritz; Boucsein, Clemens; Rotter, Stefan

2012-06-01

The Poisson process is an often employed model for the activity of neuronal populations. It is known, though, that superpositions of realistic, non- Poisson spike trains are not in general Poisson processes, not even for large numbers of superimposed processes. Here we construct superimposed spike trains from intracellular in vivo recordings from rat neocortex neurons and compare their statistics to specific point process models. The constructed superimposed spike trains reveal strong deviations from the Poisson model. We find that superpositions of model spike trains that take the effective refractoriness of the neurons into account yield a much better description. A minimal model of this kind is the Poisson process with dead-time (PPD). For this process, and for superpositions thereof, we obtain analytical expressions for some second-order statistical quantities-like the count variability, inter-spike interval (ISI) variability and ISI correlations-and demonstrate the match with the in vivo data. We conclude that effective refractoriness is the key property that shapes the statistical properties of the superposition spike trains. We present new, efficient algorithms to generate superpositions of PPDs and of gamma processes that can be used to provide more realistic background input in simulations of networks of spiking neurons. Using these generators, we show in simulations that neurons which receive superimposed spike trains as input are highly sensitive for the statistical effects induced by neuronal refractoriness.

Turbulent scaling laws as solutions of the multi-point correlation equation using statistical symmetries

NASA Astrophysics Data System (ADS)

Oberlack, Martin; Rosteck, Andreas; Avsarkisov, Victor

2013-11-01

Text-book knowledge proclaims that Lie symmetries such as Galilean transformation lie at the heart of fluid dynamics. These important properties also carry over to the statistical description of turbulence, i.e. to the Reynolds stress transport equations and its generalization, the multi-point correlation equations (MPCE). Interesting enough, the MPCE admit a much larger set of symmetries, in fact infinite dimensional, subsequently named statistical symmetries. Most important, theses new symmetries have important consequences for our understanding of turbulent scaling laws. The symmetries form the essential foundation to construct exact solutions to the infinite set of MPCE, which in turn are identified as classical and new turbulent scaling laws. Examples on various classical and new shear flow scaling laws including higher order moments will be presented. Even new scaling have been forecasted from these symmetries and in turn validated by DNS. Turbulence modellers have implicitly recognized at least one of the statistical symmetries as this is the basis for the usual log-law which has been employed for calibrating essentially all engineering turbulence models. An obvious conclusion is to generally make turbulence models consistent with the new statistical symmetries.

A new approach to fracture modelling in reservoirs using deterministic, genetic and statistical models of fracture growth

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rawnsley, K.; Swaby, P.

1996-08-01

It is increasingly acknowledged that in order to understand and forecast the behavior of fracture influenced reservoirs we must attempt to reproduce the fracture system geometry and use this as a basis for fluid flow calculation. This article aims to present a recently developed fracture modelling prototype designed specifically for use in hydrocarbon reservoir environments. The prototype {open_quotes}FRAME{close_quotes} (FRActure Modelling Environment) aims to provide a tool which will allow the generation of realistic 3D fracture systems within a reservoir model, constrained to the known geology of the reservoir by both mechanical and statistical considerations, and which can be used asmore » a basis for fluid flow calculation. Two newly developed modelling techniques are used. The first is an interactive tool which allows complex fault surfaces and their associated deformations to be reproduced. The second is a {open_quotes}genetic{close_quotes} model which grows fracture patterns from seeds using conceptual models of fracture development. The user defines the mechanical input and can retrieve all the statistics of the growing fractures to allow comparison to assumed statistical distributions for the reservoir fractures. Input parameters include growth rate, fracture interaction characteristics, orientation maps and density maps. More traditional statistical stochastic fracture models are also incorporated. FRAME is designed to allow the geologist to input hard or soft data including seismically defined surfaces, well fractures, outcrop models, analogue or numerical mechanical models or geological {open_quotes}feeling{close_quotes}. The geologist is not restricted to {open_quotes}a priori{close_quotes} models of fracture patterns that may not correspond to the data.« less

Exact goodness-of-fit tests for Markov chains.

PubMed

Besag, J; Mondal, D

2013-06-01

Goodness-of-fit tests are useful in assessing whether a statistical model is consistent with available data. However, the usual χ² asymptotics often fail, either because of the paucity of the data or because a nonstandard test statistic is of interest. In this article, we describe exact goodness-of-fit tests for first- and higher order Markov chains, with particular attention given to time-reversible ones. The tests are obtained by conditioning on the sufficient statistics for the transition probabilities and are implemented by simple Monte Carlo sampling or by Markov chain Monte Carlo. They apply both to single and to multiple sequences and allow a free choice of test statistic. Three examples are given. The first concerns multiple sequences of dry and wet January days for the years 1948-1983 at Snoqualmie Falls, Washington State, and suggests that standard analysis may be misleading. The second one is for a four-state DNA sequence and lends support to the original conclusion that a second-order Markov chain provides an adequate fit to the data. The last one is six-state atomistic data arising in molecular conformational dynamics simulation of solvated alanine dipeptide and points to strong evidence against a first-order reversible Markov chain at 6 picosecond time steps. © 2013, The International Biometric Society.

Determining Reduced Order Models for Optimal Stochastic Reduced Order Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bonney, Matthew S.; Brake, Matthew R.W.

2015-08-01

The use of parameterized reduced order models(PROMs) within the stochastic reduced order model (SROM) framework is a logical progression for both methods. In this report, five different parameterized reduced order models are selected and critiqued against the other models along with truth model for the example of the Brake-Reuss beam. The models are: a Taylor series using finite difference, a proper orthogonal decomposition of the the output, a Craig-Bampton representation of the model, a method that uses Hyper-Dual numbers to determine the sensitivities, and a Meta-Model method that uses the Hyper-Dual results and constructs a polynomial curve to better representmore » the output data. The methods are compared against a parameter sweep and a distribution propagation where the first four statistical moments are used as a comparison. Each method produces very accurate results with the Craig-Bampton reduction having the least accurate results. The models are also compared based on time requirements for the evaluation of each model where the Meta- Model requires the least amount of time for computation by a significant amount. Each of the five models provided accurate results in a reasonable time frame. The determination of which model to use is dependent on the availability of the high-fidelity model and how many evaluations can be performed. Analysis of the output distribution is examined by using a large Monte-Carlo simulation along with a reduced simulation using Latin Hypercube and the stochastic reduced order model sampling technique. Both techniques produced accurate results. The stochastic reduced order modeling technique produced less error when compared to an exhaustive sampling for the majority of methods.« less

High-order statistics of weber local descriptors for image representation.

PubMed

Han, Xian-Hua; Chen, Yen-Wei; Xu, Gang

2015-06-01

Highly discriminant visual features play a key role in different image classification applications. This study aims to realize a method for extracting highly-discriminant features from images by exploring a robust local descriptor inspired by Weber's law. The investigated local descriptor is based on the fact that human perception for distinguishing a pattern depends not only on the absolute intensity of the stimulus but also on the relative variance of the stimulus. Therefore, we firstly transform the original stimulus (the images in our study) into a differential excitation-domain according to Weber's law, and then explore a local patch, called micro-Texton, in the transformed domain as Weber local descriptor (WLD). Furthermore, we propose to employ a parametric probability process to model the Weber local descriptors, and extract the higher-order statistics to the model parameters for image representation. The proposed strategy can adaptively characterize the WLD space using generative probability model, and then learn the parameters for better fitting the training space, which would lead to more discriminant representation for images. In order to validate the efficiency of the proposed strategy, we apply three different image classification applications including texture, food images and HEp-2 cell pattern recognition, which validates that our proposed strategy has advantages over the state-of-the-art approaches.

Mixed-order phase transition in a two-step contagion model with a single infectious seed.

PubMed

Choi, Wonjun; Lee, Deokjae; Kahng, B

2017-02-01

Percolation is known as one of the most robust continuous transitions, because its occupation rule is intrinsically local. As one of the ways to break the robustness, occupation is allowed to more than one species of particles and they occupy cooperatively. This generalized percolation model undergoes a discontinuous transition. Here we investigate an epidemic model with two contagion steps and characterize its phase transition analytically and numerically. We find that even though the order parameter jumps at a transition point r_{c}, then increases continuously, it does not exhibit any critical behavior: the fluctuations of the order parameter do not diverge at r_{c}. However, critical behavior appears in mean outbreak size, which diverges at the transition point in a manner that the ordinary percolation shows. Such a type of phase transition is regarded as a mixed-order phase transition. We also obtain scaling relations of cascade outbreak statistics when the order parameter jumps at r_{c}.

Model variations in predicting incidence of Plasmodium falciparum malaria using 1998-2007 morbidity and meteorological data from south Ethiopia

PubMed Central

2010-01-01

Background Malaria transmission is complex and is believed to be associated with local climate changes. However, simple attempts to extrapolate malaria incidence rates from averaged regional meteorological conditions have proven unsuccessful. Therefore, the objective of this study was to determine if variations in specific meteorological factors are able to consistently predict P. falciparum malaria incidence at different locations in south Ethiopia. Methods Retrospective data from 42 locations were collected including P. falciparum malaria incidence for the period of 1998-2007 and meteorological variables such as monthly rainfall (all locations), temperature (17 locations), and relative humidity (three locations). Thirty-five data sets qualified for the analysis. Ljung-Box Q statistics was used for model diagnosis, and R squared or stationary R squared was taken as goodness of fit measure. Time series modelling was carried out using Transfer Function (TF) models and univariate auto-regressive integrated moving average (ARIMA) when there was no significant predictor meteorological variable. Results Of 35 models, five were discarded because of the significant value of Ljung-Box Q statistics. Past P. falciparum malaria incidence alone (17 locations) or when coupled with meteorological variables (four locations) was able to predict P. falciparum malaria incidence within statistical significance. All seasonal AIRMA orders were from locations at altitudes above 1742 m. Monthly rainfall, minimum and maximum temperature was able to predict incidence at four, five and two locations, respectively. In contrast, relative humidity was not able to predict P. falciparum malaria incidence. The R squared values for the models ranged from 16% to 97%, with the exception of one model which had a negative value. Models with seasonal ARIMA orders were found to perform better. However, the models for predicting P. falciparum malaria incidence varied from location to location, and among lagged effects, data transformation forms, ARIMA and TF orders. Conclusions This study describes P. falciparum malaria incidence models linked with meteorological data. Variability in the models was principally attributed to regional differences, and a single model was not found that fits all locations. Past P. falciparum malaria incidence appeared to be a superior predictor than meteorology. Future efforts in malaria modelling may benefit from inclusion of non-meteorological factors. PMID:20553590

Simultaneous calibration of ensemble river flow predictions over an entire range of lead times

NASA Astrophysics Data System (ADS)

Hemri, S.; Fundel, F.; Zappa, M.

2013-10-01

Probabilistic estimates of future water levels and river discharge are usually simulated with hydrologic models using ensemble weather forecasts as main inputs. As hydrologic models are imperfect and the meteorological ensembles tend to be biased and underdispersed, the ensemble forecasts for river runoff typically are biased and underdispersed, too. Thus, in order to achieve both reliable and sharp predictions statistical postprocessing is required. In this work Bayesian model averaging (BMA) is applied to statistically postprocess ensemble runoff raw forecasts for a catchment in Switzerland, at lead times ranging from 1 to 240 h. The raw forecasts have been obtained using deterministic and ensemble forcing meteorological models with different forecast lead time ranges. First, BMA is applied based on mixtures of univariate normal distributions, subject to the assumption of independence between distinct lead times. Then, the independence assumption is relaxed in order to estimate multivariate runoff forecasts over the entire range of lead times simultaneously, based on a BMA version that uses multivariate normal distributions. Since river runoff is a highly skewed variable, Box-Cox transformations are applied in order to achieve approximate normality. Both univariate and multivariate BMA approaches are able to generate well calibrated probabilistic forecasts that are considerably sharper than climatological forecasts. Additionally, multivariate BMA provides a promising approach for incorporating temporal dependencies into the postprocessed forecasts. Its major advantage against univariate BMA is an increase in reliability when the forecast system is changing due to model availability.

Statistical characterization of short wind waves from stereo images of the sea surface

NASA Astrophysics Data System (ADS)

Mironov, Alexey; Yurovskaya, Maria; Dulov, Vladimir; Hauser, Danièle; Guérin, Charles-Antoine

2013-04-01

We propose a methodology to extract short-scale statistical characteristics of the sea surface topography by means of stereo image reconstruction. The possibilities and limitations of the technique are discussed and tested on a data set acquired from an oceanographic platform at the Black Sea. The analysis shows that reconstruction of the topography based on stereo method is an efficient way to derive non-trivial statistical properties of surface short- and intermediate-waves (say from 1 centimer to 1 meter). Most technical issues pertaining to this type of datasets (limited range of scales, lacunarity of data or irregular sampling) can be partially overcome by appropriate processing of the available points. The proposed technique also allows one to avoid linear interpolation which dramatically corrupts properties of retrieved surfaces. The processing technique imposes that the field of elevation be polynomially detrended, which has the effect of filtering out the large scales. Hence the statistical analysis can only address the small-scale components of the sea surface. The precise cut-off wavelength, which is approximatively half the patch size, can be obtained by applying a high-pass frequency filter on the reference gauge time records. The results obtained for the one- and two-points statistics of small-scale elevations are shown consistent, at least in order of magnitude, with the corresponding gauge measurements as well as other experimental measurements available in the literature. The calculation of the structure functions provides a powerful tool to investigate spectral and statistical properties of the field of elevations. Experimental parametrization of the third-order structure function, the so-called skewness function, is one of the most important and original outcomes of this study. This function is of primary importance in analytical scattering models from the sea surface and was up to now unavailable in field conditions. Due to the lack of precise reference measurements for the small-scale wave field, we could not quantify exactly the accuracy of the retrieval technique. However, it appeared clearly that the obtained accuracy is good enough for the estimation of second-order statistical quantities (such as the correlation function), acceptable for third-order quantities (such as the skwewness function) and insufficient for fourth-order quantities (such as kurtosis). Therefore, the stereo technique in the present stage should not be thought as a self-contained universal tool to characterize the surface statistics. Instead, it should be used in conjunction with other well calibrated but sparse reference measurement (such as wave gauges) for cross-validation and calibration. It then completes the statistical analysis in as much as it provides a snapshot of the three-dimensional field and allows for the evaluation of higher-order spatial statistics.

Many roads to synchrony: natural time scales and their algorithms.

PubMed

James, Ryan G; Mahoney, John R; Ellison, Christopher J; Crutchfield, James P

2014-04-01

We consider two important time scales-the Markov and cryptic orders-that monitor how an observer synchronizes to a finitary stochastic process. We show how to compute these orders exactly and that they are most efficiently calculated from the ε-machine, a process's minimal unifilar model. Surprisingly, though the Markov order is a basic concept from stochastic process theory, it is not a probabilistic property of a process. Rather, it is a topological property and, moreover, it is not computable from any finite-state model other than the ε-machine. Via an exhaustive survey, we close by demonstrating that infinite Markov and infinite cryptic orders are a dominant feature in the space of finite-memory processes. We draw out the roles played in statistical mechanical spin systems by these two complementary length scales.

Reduced-Order Modeling for Optimization and Control of Complex Flows

DTIC Science & Technology

2010-11-30

Statistics Colloquium, Auburn, AL, (January 2009). 16. University of Pittsburgh, Mathematics Colloquium, Pittsburgh, PA, (February 2009). 17. Goethe ...Center for Scientific Computing, Goethe University Frankfurt am Main, Ger- many, (June 2009). 18. Air Force Institute of Technology, Wright-Patterson

Statistical analysis of the factors that influenced the mechanical properties improvement of cassava starch films

NASA Astrophysics Data System (ADS)

Monteiro, Mayra; Oliveira, Victor; Santos, Francisco; Barros Neto, Eduardo; Silva, Karyn; Silva, Rayane; Henrique, João; Chibério, Abimaelle

2017-08-01

In order to obtain cassava starch films with improved mechanical properties in relation to the synthetic polymer in the packaging production, a complete factorial design 23 was carried out in order to investigate which factor significantly influences the tensile strength of the biofilm. The factors to be investigated were cassava starch, glycerol and modified clay contents. Modified bentonite clay was used as a filling material of the biofilm. Glycerol was the plasticizer used to thermoplastify cassava starch. The factorial analysis suggested a regression model capable of predicting the optimal mechanical property of the cassava starch film from the maximization of the tensile strength. The reliability of the regression model was tested by the correlation established with the experimental data through the following statistical analyse: Pareto graph. The modified clay was the factor of greater statistical significance on the observed response variable, being the factor that contributed most to the improvement of the mechanical property of the starch film. The factorial experiments showed that the interaction of glycerol with both modified clay and cassava starch was significant for the reduction of biofilm ductility. Modified clay and cassava starch contributed to the maximization of biofilm ductility, while glycerol contributed to the minimization.

Statistical Physics of Cascading Failures in Complex Networks

NASA Astrophysics Data System (ADS)

Panduranga, Nagendra Kumar

Systems such as the power grid, world wide web (WWW), and internet are categorized as complex systems because of the presence of a large number of interacting elements. For example, the WWW is estimated to have a billion webpages and understanding the dynamics of such a large number of individual agents (whose individual interactions might not be fully known) is a challenging task. Complex network representations of these systems have proved to be of great utility. Statistical physics is the study of emergence of macroscopic properties of systems from the characteristics of the interactions between individual molecules. Hence, statistical physics of complex networks has been an effective approach to study these systems. In this dissertation, I have used statistical physics to study two distinct phenomena in complex systems: i) Cascading failures and ii) Shortest paths in complex networks. Understanding cascading failures is considered to be one of the "holy grails" in the study of complex systems such as the power grid, transportation networks, and economic systems. Studying failures of these systems as percolation on complex networks has proved to be insightful. Previously, cascading failures have been studied extensively using two different models: k-core percolation and interdependent networks. The first part of this work combines the two models into a general model, solves it analytically, and validates the theoretical predictions through extensive computer simulations. The phase diagram of the percolation transition has been systematically studied as one varies the average local k-core threshold and the coupling between networks. The phase diagram of the combined processes is very rich and includes novel features that do not appear in the models which study each of the processes separately. For example, the phase diagram consists of first- and second-order transition regions separated by two tricritical lines that merge together and enclose a two-stage transition region. In the two-stage transition, the size of the giant component undergoes a first-order jump at a certain occupation probability followed by a continuous second-order transition at a smaller occupation probability. Furthermore, at certain fixed interdependencies, the percolation transition cycles from first-order to second-order to two-stage to first-order as the k-core threshold is increased. We setup the analytical equations describing the phase boundaries of the two-stage transition region and we derive the critical exponents for each type of transition. Understanding the shortest paths between individual elements in systems like communication networks and social media networks is important in the study of information cascades in these systems. Often, large heterogeneity can be present in the connections between nodes in these networks. Certain sets of nodes can be more highly connected among themselves than with the nodes from other sets. These sets of nodes are often referred to as 'communities'. The second part of this work studies the effect of the presence of communities on the distribution of shortest paths in a network using a modular Erdős-Renyi network model. In this model, the number of communities and the degree of modularity of the network can be tuned using the parameters of the model. We find that the model reaches a percolation threshold while tuning the degree of modularity of the network and the distribution of the shortest paths in the network can be used as an indicator of how the communities are connected.

Development of a funding, cost, and spending model for satellite projects

NASA Technical Reports Server (NTRS)

Johnson, Jesse P.

1989-01-01

The need for a predictive budget/funging model is obvious. The current models used by the Resource Analysis Office (RAO) are used to predict the total costs of satellite projects. An effort to extend the modeling capabilities from total budget analysis to total budget and budget outlays over time analysis was conducted. A statistical based and data driven methodology was used to derive and develop the model. Th budget data for the last 18 GSFC-sponsored satellite projects were analyzed and used to build a funding model which would describe the historical spending patterns. This raw data consisted of dollars spent in that specific year and their 1989 dollar equivalent. This data was converted to the standard format used by the RAO group and placed in a database. A simple statistical analysis was performed to calculate the gross statistics associated with project length and project cost ant the conditional statistics on project length and project cost. The modeling approach used is derived form the theory of embedded statistics which states that properly analyzed data will produce the underlying generating function. The process of funding large scale projects over extended periods of time is described by Life Cycle Cost Models (LCCM). The data was analyzed to find a model in the generic form of a LCCM. The model developed is based on a Weibull function whose parameters are found by both nonlinear optimization and nonlinear regression. In order to use this model it is necessary to transform the problem from a dollar/time space to a percentage of total budget/time space. This transformation is equivalent to moving to a probability space. By using the basic rules of probability, the validity of both the optimization and the regression steps are insured. This statistically significant model is then integrated and inverted. The resulting output represents a project schedule which relates the amount of money spent to the percentage of project completion.

Fuzzy interval Finite Element/Statistical Energy Analysis for mid-frequency analysis of built-up systems with mixed fuzzy and interval parameters

NASA Astrophysics Data System (ADS)

Yin, Hui; Yu, Dejie; Yin, Shengwen; Xia, Baizhan

2016-10-01

This paper introduces mixed fuzzy and interval parametric uncertainties into the FE components of the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) model for mid-frequency analysis of built-up systems, thus an uncertain ensemble combining non-parametric with mixed fuzzy and interval parametric uncertainties comes into being. A fuzzy interval Finite Element/Statistical Energy Analysis (FIFE/SEA) framework is proposed to obtain the uncertain responses of built-up systems, which are described as intervals with fuzzy bounds, termed as fuzzy-bounded intervals (FBIs) in this paper. Based on the level-cut technique, a first-order fuzzy interval perturbation FE/SEA (FFIPFE/SEA) and a second-order fuzzy interval perturbation FE/SEA method (SFIPFE/SEA) are developed to handle the mixed parametric uncertainties efficiently. FFIPFE/SEA approximates the response functions by the first-order Taylor series, while SFIPFE/SEA improves the accuracy by considering the second-order items of Taylor series, in which all the mixed second-order items are neglected. To further improve the accuracy, a Chebyshev fuzzy interval method (CFIM) is proposed, in which the Chebyshev polynomials is used to approximate the response functions. The FBIs are eventually reconstructed by assembling the extrema solutions at all cut levels. Numerical results on two built-up systems verify the effectiveness of the proposed methods.

A heterogeneous artificial stock market model can benefit people against another financial crisis

PubMed Central

2018-01-01

This paper presents results of an artificial stock market and tries to make it more consistent with the statistical features of real stock data. Based on the SFI-ASM, a novel model is proposed to make agents more close to the real world. Agents are divided into four kinds in terms of different learning speeds, strategy-sizes, utility functions, and level of intelligence; and a crucial parameter has been found to ensure system stability. So, some parameters are appended to make the model which contains zero-intelligent and less-intelligent agents run steadily. Moreover, considering real stock markets change violently due to the financial crisis; the real stock markets are divided into two segments, before the financial crisis and after it. The optimal modified model before the financial crisis fails to replicate the statistical features of the real market after the financial crisis. Then, the optimal model after the financial crisis is shown. The experiments indicate that the optimal model after the financial crisis is able to replicate several of real market phenomena, including the first-order autocorrelation, kurtosis, standard deviation of yield series and first-order autocorrelation of yield square. We point out that there is a structural change in stock markets after the financial crisis, which can benefit people forecast the financial crisis. PMID:29912893

How to compare cross-lagged associations in a multilevel autoregressive model.

PubMed

Schuurman, Noémi K; Ferrer, Emilio; de Boer-Sonnenschein, Mieke; Hamaker, Ellen L

2016-06-01

By modeling variables over time it is possible to investigate the Granger-causal cross-lagged associations between variables. By comparing the standardized cross-lagged coefficients, the relative strength of these associations can be evaluated in order to determine important driving forces in the dynamic system. The aim of this study was twofold: first, to illustrate the added value of a multilevel multivariate autoregressive modeling approach for investigating these associations over more traditional techniques; and second, to discuss how the coefficients of the multilevel autoregressive model should be standardized for comparing the strength of the cross-lagged associations. The hierarchical structure of multilevel multivariate autoregressive models complicates standardization, because subject-based statistics or group-based statistics can be used to standardize the coefficients, and each method may result in different conclusions. We argue that in order to make a meaningful comparison of the strength of the cross-lagged associations, the coefficients should be standardized within persons. We further illustrate the bivariate multilevel autoregressive model and the standardization of the coefficients, and we show that disregarding individual differences in dynamics can prove misleading, by means of an empirical example on experienced competence and exhaustion in persons diagnosed with burnout. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

A heterogeneous artificial stock market model can benefit people against another financial crisis.

PubMed

Yang, Haijun; Chen, Shuheng

2018-01-01

This paper presents results of an artificial stock market and tries to make it more consistent with the statistical features of real stock data. Based on the SFI-ASM, a novel model is proposed to make agents more close to the real world. Agents are divided into four kinds in terms of different learning speeds, strategy-sizes, utility functions, and level of intelligence; and a crucial parameter has been found to ensure system stability. So, some parameters are appended to make the model which contains zero-intelligent and less-intelligent agents run steadily. Moreover, considering real stock markets change violently due to the financial crisis; the real stock markets are divided into two segments, before the financial crisis and after it. The optimal modified model before the financial crisis fails to replicate the statistical features of the real market after the financial crisis. Then, the optimal model after the financial crisis is shown. The experiments indicate that the optimal model after the financial crisis is able to replicate several of real market phenomena, including the first-order autocorrelation, kurtosis, standard deviation of yield series and first-order autocorrelation of yield square. We point out that there is a structural change in stock markets after the financial crisis, which can benefit people forecast the financial crisis.

Detector noise statistics in the non-linear regime

NASA Technical Reports Server (NTRS)

Shopbell, P. L.; Bland-Hawthorn, J.

1992-01-01

The statistical behavior of an idealized linear detector in the presence of threshold and saturation levels is examined. It is assumed that the noise is governed by the statistical fluctuations in the number of photons emitted by the source during an exposure. Since physical detectors cannot have infinite dynamic range, our model illustrates that all devices have non-linear regimes, particularly at high count rates. The primary effect is a decrease in the statistical variance about the mean signal due to a portion of the expected noise distribution being removed via clipping. Higher order statistical moments are also examined, in particular, skewness and kurtosis. In principle, the expected distortion in the detector noise characteristics can be calibrated using flatfield observations with count rates matched to the observations. For this purpose, some basic statistical methods that utilize Fourier analysis techniques are described.

Analysis of multi-fragmentation reactions induced by relativistic heavy ions using the statistical multi-fragmentation model

NASA Astrophysics Data System (ADS)

Ogawa, T.; Sato, T.; Hashimoto, S.; Niita, K.

2013-09-01

The fragmentation cross-sections of relativistic energy nucleus-nucleus collisions were analyzed using the statistical multi-fragmentation model (SMM) incorporated with the Monte-Carlo radiation transport simulation code particle and heavy ion transport code system (PHITS). Comparison with the literature data showed that PHITS-SMM reproduces fragmentation cross-sections of heavy nuclei at relativistic energies better than the original PHITS by up to two orders of magnitude. It was also found that SMM does not degrade the neutron production cross-sections in heavy ion collisions or the fragmentation cross-sections of light nuclei, for which SMM has not been benchmarked. Therefore, SMM is a robust model that can supplement conventional nucleus-nucleus reaction models, enabling more accurate prediction of fragmentation cross-sections.

Robust control for fractional variable-order chaotic systems with non-singular kernel

NASA Astrophysics Data System (ADS)

Zuñiga-Aguilar, C. J.; Gómez-Aguilar, J. F.; Escobar-Jiménez, R. F.; Romero-Ugalde, H. M.

2018-01-01

This paper investigates the chaos control for a class of variable-order fractional chaotic systems using robust control strategy. The variable-order fractional models of the non-autonomous biological system, the King Cobra chaotic system, the Halvorsen's attractor and the Burke-Shaw system, have been derived using the fractional-order derivative with Mittag-Leffler in the Liouville-Caputo sense. The fractional differential equations and the control law were solved using the Adams-Bashforth-Moulton algorithm. To test the control stability efficiency, different statistical indicators were introduced. Finally, simulation results demonstrate the effectiveness of the proposed robust control.

The possibilities of using scale-selective polarization cartography in diagnostics of myocardium pathologies

NASA Astrophysics Data System (ADS)

Ushenko, Yu. A.; Wanchuliak, O. Y.

2013-06-01

The optical model of polycrystalline networks of myocardium protein fibrils is presented. The technique of determining the coordinate distribution of polarization azimuth of the points of laser images of myocardium histological sections is suggested. The results of investigating the interrelation between the values of statistical (statistical moments of the 1st-4th order) parameters are presented which characterize distributions of wavelet-coefficients polarization maps of myocardium layers and death reasons.

Statistical downscaling of sub-daily (6-hour) temperature in Romania, by means of artificial neural networks

NASA Astrophysics Data System (ADS)

Birsan, Marius-Victor; Dumitrescu, Alexandru; Cǎrbunaru, Felicia

2016-04-01

The role of statistical downscaling is to model the relationship between large-scale atmospheric circulation and climatic variables on a regional and sub-regional scale, making use of the predictions of future circulation generated by General Circulation Models (GCMs) in order to capture the effects of climate change on smaller areas. The study presents a statistical downscaling model based on a neural network-based approach, by means of multi-layer perceptron networks. Sub-daily temperature data series from 81 meteorological stations over Romania, with full data records are used as predictands. As large-scale predictor, the NCEP/NCAD air temperature data at 850 hPa over the domain 20-30E / 40-50N was used, at a spatial resolution of 2.5×2.5 degrees. The period 1961-1990 was used for calibration, while the validation was realized over the 1991-2010 interval. Further, in order to estimate future changes in air temperature for 2021-2050 and 2071-2100, air temperature data at 850 hPa corresponding to the IPCC A1B scenario was extracted from the CNCM33 model (Meteo-France) and used as predictor. This work has been realized within the research project "Changes in climate extremes and associated impact in hydrological events in Romania" (CLIMHYDEX), code PN II-ID-2011-2-0073, financed by the Romanian Executive Agency for Higher Education Research, Development and Innovation Funding (UEFISCDI).

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kooperman, Gabriel J.; Pritchard, Michael S.; Burt, Melissa A.

Changes in the character of rainfall are assessed using a holistic set of statistics based on rainfall frequency and amount distributions in climate change experiments with three conventional and superparameterized versions of the Community Atmosphere Model (CAM and SPCAM). Previous work has shown that high-order statistics of present-day rainfall intensity are significantly improved with superparameterization, especially in regions of tropical convection. Globally, the two modeling approaches project a similar future increase in mean rainfall, especially across the Inter-Tropical Convergence Zone (ITCZ) and at high latitudes, but over land, SPCAM predicts a smaller mean change than CAM. Changes in high-order statisticsmore » are similar at high latitudes in the two models but diverge at lower latitudes. In the tropics, SPCAM projects a large intensification of moderate and extreme rain rates in regions of organized convection associated with the Madden Julian Oscillation, ITCZ, monsoons, and tropical waves. In contrast, this signal is missing in all versions of CAM, which are found to be prone to predicting increases in the amount but not intensity of moderate rates. Predictions from SPCAM exhibit a scale-insensitive behavior with little dependence on horizontal resolution for extreme rates, while lower resolution (~2°) versions of CAM are not able to capture the response simulated with higher resolution (~1°). Furthermore, moderate rain rates analyzed by the “amount mode” and “amount median” are found to be especially telling as a diagnostic for evaluating climate model performance and tracing future changes in rainfall statistics to tropical wave modes in SPCAM.« less

Attempting to physically explain space-time correlation of extremes

NASA Astrophysics Data System (ADS)

Bernardara, Pietro; Gailhard, Joel

2010-05-01

Spatial and temporal clustering of hydro-meteorological extreme events is scientific evidence. Moreover, the statistical parameters characterizing their local frequencies of occurrence show clear spatial patterns. Thus, in order to robustly assess the hydro-meteorological hazard, statistical models need to be able to take into account spatial and temporal dependencies. Statistical models considering long term correlation for quantifying and qualifying temporal and spatial dependencies are available, such as multifractal approach. Furthermore, the development of regional frequency analysis techniques allows estimating the frequency of occurrence of extreme events taking into account spatial patterns on the extreme quantiles behaviour. However, in order to understand the origin of spatio-temporal clustering, an attempt to find physical explanation should be done. Here, some statistical evidences of spatio-temporal correlation and spatial patterns of extreme behaviour are given on a large database of more than 400 rainfall and discharge series in France. In particular, the spatial distribution of multifractal and Generalized Pareto distribution parameters shows evident correlation patterns in the behaviour of frequency of occurrence of extremes. It is then shown that the identification of atmospheric circulation pattern (weather types) can physically explain the temporal clustering of extreme rainfall events (seasonality) and the spatial pattern of the frequency of occurrence. Moreover, coupling this information with the hydrological modelization of a watershed (as in the Schadex approach) an explanation of spatio-temporal distribution of extreme discharge can also be provided. We finally show that a hydro-meteorological approach (as the Schadex approach) can explain and take into account space and time dependencies of hydro-meteorological extreme events.

Non-local Second Order Closure Scheme for Boundary Layer Turbulence and Convection

NASA Astrophysics Data System (ADS)

Meyer, Bettina; Schneider, Tapio

2017-04-01

There has been scientific consensus that the uncertainty in the cloud feedback remains the largest source of uncertainty in the prediction of climate parameters like climate sensitivity. To narrow down this uncertainty, not only a better physical understanding of cloud and boundary layer processes is required, but specifically the representation of boundary layer processes in models has to be improved. General climate models use separate parameterisation schemes to model the different boundary layer processes like small-scale turbulence, shallow and deep convection. Small scale turbulence is usually modelled by local diffusive parameterisation schemes, which truncate the hierarchy of moment equations at first order and use second-order equations only to estimate closure parameters. In contrast, the representation of convection requires higher order statistical moments to capture their more complex structure, such as narrow updrafts in a quasi-steady environment. Truncations of moment equations at second order may lead to more accurate parameterizations. At the same time, they offer an opportunity to take spatially correlated structures (e.g., plumes) into account, which are known to be important for convective dynamics. In this project, we study the potential and limits of local and non-local second order closure schemes. A truncation of the momentum equations at second order represents the same dynamics as a quasi-linear version of the equations of motion. We study the three-dimensional quasi-linear dynamics in dry and moist convection by implementing it in a LES model (PyCLES) and compare it to a fully non-linear LES. In the quasi-linear LES, interactions among turbulent eddies are suppressed but nonlinear eddy—mean flow interactions are retained, as they are in the second order closure. In physical terms, suppressing eddy—eddy interactions amounts to suppressing, e.g., interactions among convective plumes, while retaining interactions between plumes and the environment (e.g., entrainment and detrainment). In a second part, we employ the possibility to include non-local statistical correlations in a second-order closure scheme. Such non-local correlations allow to directly incorporate the spatially coherent structures that occur in the form of convective updrafts penetrating the boundary layer. This allows us to extend the work that has been done using assumed-PDF schemes for parameterising boundary layer turbulence and shallow convection in a non-local sense.

A multiplicative process for generating a beta-like survival function with application to the UK 2016 EU referendum results

NASA Astrophysics Data System (ADS)

Fenner, Trevor; Kaufmann, Eric; Levene, Mark; Loizou, George

Human dynamics and sociophysics suggest statistical models that may explain and provide us with better insight into social phenomena. Contextual and selection effects tend to produce extreme values in the tails of rank-ordered distributions of both census data and district-level election outcomes. Models that account for this nonlinearity generally outperform linear models. Fitting nonlinear functions based on rank-ordering census and election data therefore improves the fit of aggregate voting models. This may help improve ecological inference, as well as election forecasting in majoritarian systems. We propose a generative multiplicative decrease model that gives rise to a rank-order distribution and facilitates the analysis of the recent UK EU referendum results. We supply empirical evidence that the beta-like survival function, which can be generated directly from our model, is a close fit to the referendum results, and also may have predictive value when covariate data are available.

Characterizing multivariate decoding models based on correlated EEG spectral features

PubMed Central

McFarland, Dennis J.

2013-01-01

Objective Multivariate decoding methods are popular techniques for analysis of neurophysiological data. The present study explored potential interpretative problems with these techniques when predictors are correlated. Methods Data from sensorimotor rhythm-based cursor control experiments was analyzed offline with linear univariate and multivariate models. Features were derived from autoregressive (AR) spectral analysis of varying model order which produced predictors that varied in their degree of correlation (i.e., multicollinearity). Results The use of multivariate regression models resulted in much better prediction of target position as compared to univariate regression models. However, with lower order AR features interpretation of the spectral patterns of the weights was difficult. This is likely to be due to the high degree of multicollinearity present with lower order AR features. Conclusions Care should be exercised when interpreting the pattern of weights of multivariate models with correlated predictors. Comparison with univariate statistics is advisable. Significance While multivariate decoding algorithms are very useful for prediction their utility for interpretation may be limited when predictors are correlated. PMID:23466267

Fecal indicator organism modeling and microbial source tracking in environmental waters: Chapter 3.4.6

USGS Publications Warehouse

Nevers, Meredith; Byappanahalli, Muruleedhara; Phanikumar, Mantha S.; Whitman, Richard L.

2016-01-01

Mathematical models have been widely applied to surface waters to estimate rates of settling, resuspension, flow, dispersion, and advection in order to calculate movement of particles that influence water quality. Of particular interest are the movement, survival, and persistence of microbial pathogens or their surrogates, which may contaminate recreational water, drinking water, or shellfish. Most models devoted to microbial water quality have been focused on fecal indicator organisms (FIO), which act as a surrogate for pathogens and viruses. Process-based modeling and statistical modeling have been used to track contamination events to source and to predict future events. The use of these two types of models require different levels of expertise and input; process-based models rely on theoretical physical constructs to explain present conditions and biological distribution while data-based, statistical models use extant paired data to do the same. The selection of the appropriate model and interpretation of results is critical to proper use of these tools in microbial source tracking. Integration of the modeling approaches could provide insight for tracking and predicting contamination events in real time. A review of modeling efforts reveals that process-based modeling has great promise for microbial source tracking efforts; further, combining the understanding of physical processes influencing FIO contamination developed with process-based models and molecular characterization of the population by gene-based (i.e., biological) or chemical markers may be an effective approach for locating sources and remediating contamination in order to protect human health better.

A statistical parts-based appearance model of inter-subject variability.

PubMed

Toews, Matthew; Collins, D Louis; Arbel, Tal

2006-01-01

In this article, we present a general statistical parts-based model for representing the appearance of an image set, applied to the problem of inter-subject MR brain image matching. In contrast with global image representations such as active appearance models, the parts-based model consists of a collection of localized image parts whose appearance, geometry and occurrence frequency are quantified statistically. The parts-based approach explicitly addresses the case where one-to-one correspondence does not exist between subjects due to anatomical differences, as parts are not expected to occur in all subjects. The model can be learned automatically, discovering structures that appear with statistical regularity in a large set of subject images, and can be robustly fit to new images, all in the presence of significant inter-subject variability. As parts are derived from generic scale-invariant features, the framework can be applied in a wide variety of image contexts, in order to study the commonality of anatomical parts or to group subjects according to the parts they share. Experimentation shows that a parts-based model can be learned from a large set of MR brain images, and used to determine parts that are common within the group of subjects. Preliminary results indicate that the model can be used to automatically identify distinctive features for inter-subject image registration despite large changes in appearance.

A mathematical model for HIV and hepatitis C co-infection and its assessment from a statistical perspective.

PubMed

Castro Sanchez, Amparo Yovanna; Aerts, Marc; Shkedy, Ziv; Vickerman, Peter; Faggiano, Fabrizio; Salamina, Guiseppe; Hens, Niel

2013-03-01

The hepatitis C virus (HCV) and the human immunodeficiency virus (HIV) are a clear threat for public health, with high prevalences especially in high risk groups such as injecting drug users. People with HIV infection who are also infected by HCV suffer from a more rapid progression to HCV-related liver disease and have an increased risk for cirrhosis and liver cancer. Quantifying the impact of HIV and HCV co-infection is therefore of great importance. We propose a new joint mathematical model accounting for co-infection with the two viruses in the context of injecting drug users (IDUs). Statistical concepts and methods are used to assess the model from a statistical perspective, in order to get further insights in: (i) the comparison and selection of optional model components, (ii) the unknown values of the numerous model parameters, (iii) the parameters to which the model is most 'sensitive' and (iv) the combinations or patterns of values in the high-dimensional parameter space which are most supported by the data. Data from a longitudinal study of heroin users in Italy are used to illustrate the application of the proposed joint model and its statistical assessment. The parameters associated with contact rates (sharing syringes) and the transmission rates per syringe-sharing event are shown to play a major role. Copyright © 2013 Elsevier B.V. All rights reserved.

A new statistical method for transfer coefficient calculations in the framework of the general multiple-compartment model of transport for radionuclides in biological systems.

PubMed

Garcia, F; Arruda-Neto, J D; Manso, M V; Helene, O M; Vanin, V R; Rodriguez, O; Mesa, J; Likhachev, V P; Filho, J W; Deppman, A; Perez, G; Guzman, F; de Camargo, S P

1999-10-01

A new and simple statistical procedure (STATFLUX) for the calculation of transfer coefficients of radionuclide transport to animals and plants is proposed. The method is based on the general multiple-compartment model, which uses a system of linear equations involving geometrical volume considerations. By using experimentally available curves of radionuclide concentrations versus time, for each animal compartment (organs), flow parameters were estimated by employing a least-squares procedure, whose consistency is tested. Some numerical results are presented in order to compare the STATFLUX transfer coefficients with those from other works and experimental data.

Intelligence, birth order, and family size.

PubMed

Kanazawa, Satoshi

2012-09-01

The analysis of the National Child Development Study in the United Kingdom (n = 17,419) replicates some earlier findings and shows that genuine within-family data are not necessary to make the apparent birth-order effect on intelligence disappear. Birth order is not associated with intelligence in between-family data once the number of siblings is statistically controlled. The analyses support the admixture hypothesis, which avers that the apparent birth-order effect on intelligence is an artifact of family size, and cast doubt on the confluence and resource dilution models, both of which claim that birth order has a causal influence on children's cognitive development. The analyses suggest that birth order has no genuine causal effect on general intelligence.

Summary Statistics for Fun Dough Data Acquired at LLNL

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kallman, J S; Morales, K E; Whipple, R E

Using x-ray computerized tomography (CT), we have characterized the x-ray linear attenuation coefficients (LAC) of a Play Dough{trademark}-like product, Fun Dough{trademark}, designated as PD. Table 1 gives the first-order statistics for each of four CT measurements, estimated with a Gaussian kernel density estimator (KDE) analysis. The mean values of the LAC range from a high of about 2100 LMHU{sub D} at 100kVp to a low of about 1100 LMHU{sub D} at 300kVp. The standard deviation of each measurement is around 1% of the mean. The entropy covers the range from 3.9 to 4.6. Ordinarily, we would model the LAC ofmore » the material and compare the modeled values to the measured values. In this case, however, we did not have the composition of the material and therefore did not model the LAC. Using a method recently proposed by Lawrence Livermore National Laboratory (LLNL), we estimate the value of the effective atomic number, Z{sub eff}, to be near 8.5. LLNL prepared about 50mL of the Fun Dough{trademark} in a polypropylene vial and firmly compressed it immediately prior to the x-ray measurements. Still, layers can plainly be seen in the reconstructed images, indicating that the bulk density of the material in the container is affected by voids and bubbles. We used the computer program IMGREC to reconstruct the CT images. The values of the key parameters used in the data capture and image reconstruction are given in this report. Additional details may be found in the experimental SOP and a separate document. To characterize the statistical distribution of LAC values in each CT image, we first isolated an 80% central-core segment of volume elements ('voxels') lying completely within the specimen, away from the walls of the polypropylene vial. All of the voxels within this central core, including those comprised of voids and inclusions, are included in the statistics. We then calculated the mean value, standard deviation and entropy for (a) the four image segments and for (b) their digital gradient images. (A digital gradient image of a given image was obtained by taking the absolute value of the difference between the initial image and that same image offset by one voxel horizontally, parallel to the rows of the x-ray detector array.) The statistics of the initial image of LAC values are called 'first order statistics;' those of the gradient image, 'second order statistics.'« less

Temporal Variability and Statistics of the Strehl Ratio in Adaptive-Optics Images

DTIC Science & Technology

2010-01-01

with the appropriate models and the residuals were extracted. This was done using the ARIMA modelling (Box & Jenkins 1970). ARIMA stands for...It was used here for the opposite goal – to obtain the values of the i.i.d. “noise” and test its distribution. Mixed ARIMA models of order 2 were...often sufficient to ensure non- significant autocorrelation of the residuals. Table 2 lists the stationary sequences with their respective ARIMA models

Detection of Erroneous Payments Utilizing Supervised And Unsupervised Data Mining Techniques

DTIC Science & Technology

2004-09-01

will look at which statistical analysis technique will work best in developing and enhancing existing erroneous payment models . Chapter I and II... payment models that are used for selection of records to be audited. The models are set up such that if two or more records have the same payment...Identification Number, Invoice Number and Delivery Order Number are not compared. The DM0102 Duplicate Payment Model will be analyzed in this thesis

A Confirmatory Factor Analysis of the Structure of Statistics Anxiety Measure: An examination of four alternative models

PubMed Central

Vahedi, Shahram; Farrokhi, Farahman

2011-01-01

Objective The aim of this study is to explore the confirmatory factor analysis results of the Persian adaptation of Statistics Anxiety Measure (SAM), proposed by Earp. Method The validity and reliability assessments of the scale were performed on 298 college students chosen randomly from Tabriz University in Iran. Confirmatory factor analysis (CFA) was carried out to determine the factor structures of the Persian adaptation of SAM. Results As expected, the second order model provided a better fit to the data than the three alternative models. Conclusions Hence, SAM provides an equally valid measure for use among college students. The study both expands and adds support to the existing body of math anxiety literature. PMID:22952530

Bayesian methods in reliability

NASA Astrophysics Data System (ADS)

Sander, P.; Badoux, R.

1991-11-01

The present proceedings from a course on Bayesian methods in reliability encompasses Bayesian statistical methods and their computational implementation, models for analyzing censored data from nonrepairable systems, the traits of repairable systems and growth models, the use of expert judgment, and a review of the problem of forecasting software reliability. Specific issues addressed include the use of Bayesian methods to estimate the leak rate of a gas pipeline, approximate analyses under great prior uncertainty, reliability estimation techniques, and a nonhomogeneous Poisson process. Also addressed are the calibration sets and seed variables of expert judgment systems for risk assessment, experimental illustrations of the use of expert judgment for reliability testing, and analyses of the predictive quality of software-reliability growth models such as the Weibull order statistics.

The Application of Probabilistic Methods to the Mistuning Problem

NASA Technical Reports Server (NTRS)

Griffin, J. H.; Rossi, M. R.; Feiner, D. M.

2004-01-01

FMM is a reduced order model for efficiently calculating the forced response of a mistuned bladed disk. FMM ID is a companion program which determines the mistuning in a particular rotor. Together, these methods provide a way to acquire data on the mistuning in a population of bladed disks, and then simulate the forced response of the fleet. This process is tested experimentally, and the simulated results are compared with laboratory measurements of a fleet of test rotors. The method is shown to work quite well. It is found that accuracy of the results depends on two factors: the quality of the statistical model used to characterize mistuning, and how sensitive the system is to errors in the statistical modeling.

Dynamic rain fade compensation techniques for the advanced communications technology satellite

NASA Technical Reports Server (NTRS)

Manning, Robert M.

1992-01-01

The dynamic and composite nature of propagation impairments that are incurred on earth-space communications links at frequencies in and above the 30/20 GHz Ka band necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) project by the implementation of optimal processing schemes derived through the use of the ACTS Rain Attenuation Prediction Model and nonlinear Markov filtering theory. The ACTS Rain Attenuation Prediction Model discerns climatological variations on the order of 0.5 deg in latitude and longitude in the continental U.S. The time-dependent portion of the model gives precise availability predictions for the 'spot beam' links of ACTS. However, the structure of the dynamic portion of the model, which yields performance parameters such as fade duration probabilities, is isomorphic to the state-variable approach of stochastic control theory and is amenable to the design of such statistical fade processing schemes which can be made specific to the particular climatological location at which they are employed.

A first-order statistical smoothing approximation for the coherent wave field in random porous random media

NASA Astrophysics Data System (ADS)

Müller, Tobias M.; Gurevich, Boris

2005-04-01

An important dissipation mechanism for waves in randomly inhomogeneous poroelastic media is the effect of wave-induced fluid flow. In the framework of Biot's theory of poroelasticity, this mechanism can be understood as scattering from fast into slow compressional waves. To describe this conversion scattering effect in poroelastic random media, the dynamic characteristics of the coherent wavefield using the theory of statistical wave propagation are analyzed. In particular, the method of statistical smoothing is applied to Biot's equations of poroelasticity. Within the accuracy of the first-order statistical smoothing an effective wave number of the coherent field, which accounts for the effect of wave-induced flow, is derived. This wave number is complex and involves an integral over the correlation function of the medium's fluctuations. It is shown that the known one-dimensional (1-D) result can be obtained as a special case of the present 3-D theory. The expression for the effective wave number allows to derive a model for elastic attenuation and dispersion due to wave-induced fluid flow. These wavefield attributes are analyzed in a companion paper. .

Inference of Markovian properties of molecular sequences from NGS data and applications to comparative genomics.

PubMed

Ren, Jie; Song, Kai; Deng, Minghua; Reinert, Gesine; Cannon, Charles H; Sun, Fengzhu

2016-04-01

Next-generation sequencing (NGS) technologies generate large amounts of short read data for many different organisms. The fact that NGS reads are generally short makes it challenging to assemble the reads and reconstruct the original genome sequence. For clustering genomes using such NGS data, word-count based alignment-free sequence comparison is a promising approach, but for this approach, the underlying expected word counts are essential.A plausible model for this underlying distribution of word counts is given through modeling the DNA sequence as a Markov chain (MC). For single long sequences, efficient statistics are available to estimate the order of MCs and the transition probability matrix for the sequences. As NGS data do not provide a single long sequence, inference methods on Markovian properties of sequences based on single long sequences cannot be directly used for NGS short read data. Here we derive a normal approximation for such word counts. We also show that the traditional Chi-square statistic has an approximate gamma distribution ,: using the Lander-Waterman model for physical mapping. We propose several methods to estimate the order of the MC based on NGS reads and evaluate those using simulations. We illustrate the applications of our results by clustering genomic sequences of several vertebrate and tree species based on NGS reads using alignment-free sequence dissimilarity measures. We find that the estimated order of the MC has a considerable effect on the clustering results ,: and that the clustering results that use a N: MC of the estimated order give a plausible clustering of the species. Our implementation of the statistics developed here is available as R package 'NGS.MC' at http://www-rcf.usc.edu/∼fsun/Programs/NGS-MC/NGS-MC.html fsun@usc.edu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

A new in silico classification model for ready biodegradability, based on molecular fragments.

PubMed

Lombardo, Anna; Pizzo, Fabiola; Benfenati, Emilio; Manganaro, Alberto; Ferrari, Thomas; Gini, Giuseppina

2014-08-01

Regulations such as the European REACH (Registration, Evaluation, Authorization and restriction of Chemicals) often require chemicals to be evaluated for ready biodegradability, to assess the potential risk for environmental and human health. Because not all chemicals can be tested, there is an increasing demand for tools for quick and inexpensive biodegradability screening, such as computer-based (in silico) theoretical models. We developed an in silico model starting from a dataset of 728 chemicals with ready biodegradability data (MITI-test Ministry of International Trade and Industry). We used the novel software SARpy to automatically extract, through a structural fragmentation process, a set of substructures statistically related to ready biodegradability. Then, we analysed these substructures in order to build some general rules. The model consists of a rule-set made up of the combination of the statistically relevant fragments and of the expert-based rules. The model gives good statistical performance with 92%, 82% and 76% accuracy on the training, test and external set respectively. These results are comparable with other in silico models like BIOWIN developed by the United States Environmental Protection Agency (EPA); moreover this new model includes an easily understandable explanation. Copyright © 2014 Elsevier Ltd. All rights reserved.

The adaptive nature of liquidity taking in limit order books

NASA Astrophysics Data System (ADS)

Taranto, D. E.; Bormetti, G.; Lillo, F.

2014-06-01

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling the persistence of the order flow with market efficiency is a subtle issue. A possible solution is provided by asymmetric liquidity, which states that the impact of a buy or sell order is inversely related to the probability of its occurrence. We empirically find that when the order flow predictability increases in one direction, the liquidity in the opposite side decreases, but the probability that a trade moves the price decreases significantly. While the last mechanism is able to counterbalance the persistence of order flow and restore efficiency and diffusivity, the first acts in the opposite direction. We introduce a statistical order book model where the persistence of the order flow is mitigated by adjusting the market order volume to the predictability of the order flow. The model reproduces the diffusive behaviour of prices at all time scales without fine-tuning the values of parameters, as well as the behaviour of most order book quantities as a function of the local predictability of the order flow.

Efficient estimation of Pareto model: Some modified percentile estimators.

PubMed

Bhatti, Sajjad Haider; Hussain, Shahzad; Ahmad, Tanvir; Aslam, Muhammad; Aftab, Muhammad; Raza, Muhammad Ali

2018-01-01

The article proposes three modified percentile estimators for parameter estimation of the Pareto distribution. These modifications are based on median, geometric mean and expectation of empirical cumulative distribution function of first-order statistic. The proposed modified estimators are compared with traditional percentile estimators through a Monte Carlo simulation for different parameter combinations with varying sample sizes. Performance of different estimators is assessed in terms of total mean square error and total relative deviation. It is determined that modified percentile estimator based on expectation of empirical cumulative distribution function of first-order statistic provides efficient and precise parameter estimates compared to other estimators considered. The simulation results were further confirmed using two real life examples where maximum likelihood and moment estimators were also considered.

Bayesian Image Segmentations by Potts Prior and Loopy Belief Propagation

NASA Astrophysics Data System (ADS)

Tanaka, Kazuyuki; Kataoka, Shun; Yasuda, Muneki; Waizumi, Yuji; Hsu, Chiou-Ting

2014-12-01

This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loopy belief propagation. In addition, we compare our conditional maximum entropy framework with the conventional maximum likelihood framework, and also clarify how the first order phase transitions in loopy belief propagations for Potts models influence our hyperparameter estimation procedures.

QCD Precision Measurements and Structure Function Extraction at a High Statistics, High Energy Neutrino Scattering Experiment:. NuSOnG

NASA Astrophysics Data System (ADS)

Adams, T.; Batra, P.; Bugel, L.; Camilleri, L.; Conrad, J. M.; de Gouvêa, A.; Fisher, P. H.; Formaggio, J. A.; Jenkins, J.; Karagiorgi, G.; Kobilarcik, T. R.; Kopp, S.; Kyle, G.; Loinaz, W. A.; Mason, D. A.; Milner, R.; Moore, R.; Morfín, J. G.; Nakamura, M.; Naples, D.; Nienaber, P.; Olness, F. I.; Owens, J. F.; Pate, S. F.; Pronin, A.; Seligman, W. G.; Shaevitz, M. H.; Schellman, H.; Schienbein, I.; Syphers, M. J.; Tait, T. M. P.; Takeuchi, T.; Tan, C. Y.; van de Water, R. G.; Yamamoto, R. K.; Yu, J. Y.

We extend the physics case for a new high-energy, ultra-high statistics neutrino scattering experiment, NuSOnG (Neutrino Scattering On Glass) to address a variety of issues including precision QCD measurements, extraction of structure functions, and the derived Parton Distribution Functions (PDF's). This experiment uses a Tevatron-based neutrino beam to obtain a sample of Deep Inelastic Scattering (DIS) events which is over two orders of magnitude larger than past samples. We outline an innovative method for fitting the structure functions using a parametrized energy shift which yields reduced systematic uncertainties. High statistics measurements, in combination with improved systematics, will enable NuSOnG to perform discerning tests of fundamental Standard Model parameters as we search for deviations which may hint of "Beyond the Standard Model" physics.

Advanced statistical energy analysis

NASA Astrophysics Data System (ADS)

Heron, K. H.

1994-09-01

A high-frequency theory (advanced statistical energy analysis (ASEA)) is developed which takes account of the mechanism of tunnelling and uses a ray theory approach to track the power flowing around a plate or a beam network and then uses statistical energy analysis (SEA) to take care of any residual power. ASEA divides the energy of each sub-system into energy that is freely available for transfer to other sub-systems and energy that is fixed within the sub-systems that are physically separate and can be interpreted as a series of mathematical models, the first of which is identical to standard SEA and subsequent higher order models are convergent on an accurate prediction. Using a structural assembly of six rods as an example, ASEA is shown to converge onto the exact results while SEA is shown to overpredict by up to 60 dB.

Final Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marzouk, Youssef; Conrad, Patrick; Bigoni, Daniele

QUEST (\\url{www.quest-scidac.org}) is a SciDAC Institute that is focused on uncertainty quantification (UQ) in large-scale scientific computations. Our goals are to (1) advance the state of the art in UQ mathematics, algorithms, and software; and (2) provide modeling, algorithmic, and general UQ expertise, together with software tools, to other SciDAC projects, thereby enabling and guiding a broad range of UQ activities in their respective contexts. QUEST is a collaboration among six institutions (Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University) with a historymore » of joint UQ research. Our vision encompasses all aspects of UQ in leadership-class computing. This includes the well-founded setup of UQ problems; characterization of the input space given available data/information; local and global sensitivity analysis; adaptive dimensionality and order reduction; forward and inverse propagation of uncertainty; handling of application code failures, missing data, and hardware/software fault tolerance; and model inadequacy, comparison, validation, selection, and averaging. The nature of the UQ problem requires the seamless combination of data, models, and information across this landscape in a manner that provides a self-consistent quantification of requisite uncertainties in predictions from computational models. Accordingly, our UQ methods and tools span an interdisciplinary space across applied math, information theory, and statistics. The MIT QUEST effort centers on statistical inference and methods for surrogate or reduced-order modeling. MIT personnel have been responsible for the development of adaptive sampling methods, methods for approximating computationally intensive models, and software for both forward uncertainty propagation and statistical inverse problems. A key software product of the MIT QUEST effort is the MIT Uncertainty Quantification library, called MUQ (\\url{muq.mit.edu}).« less

Statistics of Atmospheric Circulations from Cumulant Expansions

NASA Astrophysics Data System (ADS)

Marston, B.; Sabou, F.

2010-12-01

Large-scale atmospheric flows are not so nonlinear as to preclude their direct statistical simulation (DSS) by systematic expansions in equal-time cumulants. Such DSS offers a number of advantages: (i) Low-order statistics are smoother in space and stiffer in time than the underlying instantaneous flows, hence statistically stationary or slowly varying fixed points can be described with fewer degrees of freedom and can also be accessed rapidly. (ii) Convergence with increasing resolution can be demonstrated. (iii) Finally and most importantly, DSS leads more directly to understanding, by integrating out fast modes, leaving only the slow modes that contain the most interesting information. This makes the approach ideal for simulating and understanding modes of the climate system, including changes in these modes that are driven by climate change. The equations of motion for the cumulants form an infinite hierarchy. The simplest closure is to set the third and higher order cumulants to zero. We extend previous work (Marston, Conover, and Schneider 2008) along these lines to two-layer models of the general circulation which has previously been argued to be only weakly nonlinear (O'Gorman and Schneider, 2006). Equal-time statistics so obtained agree reasonably well with those accumulated by direct numerical simulation (DNS) reproducing efficiently the midlatitude westerlies and storm tracks, tropical easterlies, and non-local teleconnection patterns (Marston 2010). Low-frequency modes of variability can also be captured. The primitive equation model of Held & Suarez, with and without latent heat release, is investigated, providing a test of whether DSS accurately reproduces the responses to simple climate forcings as found by DNS.

Ecological Momentary Assessments and Automated Time Series Analysis to Promote Tailored Health Care: A Proof-of-Principle Study.

PubMed

van der Krieke, Lian; Emerencia, Ando C; Bos, Elisabeth H; Rosmalen, Judith Gm; Riese, Harriëtte; Aiello, Marco; Sytema, Sjoerd; de Jonge, Peter

2015-08-07

Health promotion can be tailored by combining ecological momentary assessments (EMA) with time series analysis. This combined method allows for studying the temporal order of dynamic relationships among variables, which may provide concrete indications for intervention. However, application of this method in health care practice is hampered because analyses are conducted manually and advanced statistical expertise is required. This study aims to show how this limitation can be overcome by introducing automated vector autoregressive modeling (VAR) of EMA data and to evaluate its feasibility through comparisons with results of previously published manual analyses. We developed a Web-based open source application, called AutoVAR, which automates time series analyses of EMA data and provides output that is intended to be interpretable by nonexperts. The statistical technique we used was VAR. AutoVAR tests and evaluates all possible VAR models within a given combinatorial search space and summarizes their results, thereby replacing the researcher's tasks of conducting the analysis, making an informed selection of models, and choosing the best model. We compared the output of AutoVAR to the output of a previously published manual analysis (n=4). An illustrative example consisting of 4 analyses was provided. Compared to the manual output, the AutoVAR output presents similar model characteristics and statistical results in terms of the Akaike information criterion, the Bayesian information criterion, and the test statistic of the Granger causality test. Results suggest that automated analysis and interpretation of times series is feasible. Compared to a manual procedure, the automated procedure is more robust and can save days of time. These findings may pave the way for using time series analysis for health promotion on a larger scale. AutoVAR was evaluated using the results of a previously conducted manual analysis. Analysis of additional datasets is needed in order to validate and refine the application for general use.

Ecological Momentary Assessments and Automated Time Series Analysis to Promote Tailored Health Care: A Proof-of-Principle Study

PubMed Central

Emerencia, Ando C; Bos, Elisabeth H; Rosmalen, Judith GM; Riese, Harriëtte; Aiello, Marco; Sytema, Sjoerd; de Jonge, Peter

2015-01-01

Background Health promotion can be tailored by combining ecological momentary assessments (EMA) with time series analysis. This combined method allows for studying the temporal order of dynamic relationships among variables, which may provide concrete indications for intervention. However, application of this method in health care practice is hampered because analyses are conducted manually and advanced statistical expertise is required. Objective This study aims to show how this limitation can be overcome by introducing automated vector autoregressive modeling (VAR) of EMA data and to evaluate its feasibility through comparisons with results of previously published manual analyses. Methods We developed a Web-based open source application, called AutoVAR, which automates time series analyses of EMA data and provides output that is intended to be interpretable by nonexperts. The statistical technique we used was VAR. AutoVAR tests and evaluates all possible VAR models within a given combinatorial search space and summarizes their results, thereby replacing the researcher’s tasks of conducting the analysis, making an informed selection of models, and choosing the best model. We compared the output of AutoVAR to the output of a previously published manual analysis (n=4). Results An illustrative example consisting of 4 analyses was provided. Compared to the manual output, the AutoVAR output presents similar model characteristics and statistical results in terms of the Akaike information criterion, the Bayesian information criterion, and the test statistic of the Granger causality test. Conclusions Results suggest that automated analysis and interpretation of times series is feasible. Compared to a manual procedure, the automated procedure is more robust and can save days of time. These findings may pave the way for using time series analysis for health promotion on a larger scale. AutoVAR was evaluated using the results of a previously conducted manual analysis. Analysis of additional datasets is needed in order to validate and refine the application for general use. PMID:26254160

Effects of Non-Normal Outlier-Prone Error Distribution on Kalman Filter Track

DTIC Science & Technology

1991-09-01

other possibilities exist. For example the GST (Generic Statistical Tracker) uses four motion models [Ref. 41. The GST keeps track of both the target...1.011 + + + 3.113 1.291 4 Although this procedure is not easily statistically interpretable, it was used for the sake of comparison with the other... TRANSITOR TARGET’ WRITE(6,*)’ 3 SECOND ORDER GAUSS MARKOV TARGET’ WRITE(6,*)’ 4 RANDOM TOUR TARGET’ READ(6,*) CHOICE IF((CHOICE.LT.1).OR.(CHOICE.GT.4

Hierarchy of N-point functions in the ΛCDM and ReBEL cosmologies

NASA Astrophysics Data System (ADS)

Hellwing, Wojciech A.; Juszkiewicz, Roman; van de Weygaert, Rien

2010-11-01

In this work we investigate higher-order statistics for the ΛCDM and ReBEL scalar-interacting dark matter models by analyzing 180h-1Mpc dark matter N-body simulation ensembles. The N-point correlation functions and the related hierarchical amplitudes, such as skewness and kurtosis, are computed using the counts-in-cells method. Our studies demonstrate that the hierarchical amplitudes Sn of the scalar-interacting dark matter model significantly deviate from the values in the ΛCDM cosmology on scales comparable and smaller than the screening length rs of a given scalar-interacting model. The corresponding additional forces that enhance the total attractive force exerted on dark matter particles at galaxy scales lower the values of the hierarchical amplitudes Sn. We conclude that hypothetical additional exotic interactions in the dark matter sector should leave detectable markers in the higher-order correlation statistics of the density field. We focused in detail on the redshift evolution of the dark matter field’s skewness and kurtosis. From this investigation we find that the deviations from the canonical ΛCDM model introduced by the presence of the “fifth” force attain a maximum value at redshifts 0.5

Morphological representation of order-statistics filters.

PubMed

Charif-Chefchaouni, M; Schonfeld, D

1995-01-01

We propose a comprehensive theory for the morphological bounds on order-statistics filters (and their repeated iterations). Conditions are derived for morphological openings and closings to serve as bounds (lower and upper, respectively) on order-statistics filters (and their repeated iterations). Under various assumptions, morphological open-closings and close-openings are also shown to serve as (tighter) bounds (lower and upper, respectively) on iterations of order-statistics filters. Simulations of the application of the results presented to image restoration are finally provided.

Statistical methods for quantitative mass spectrometry proteomic experiments with labeling.

PubMed

Oberg, Ann L; Mahoney, Douglas W

2012-01-01

Mass Spectrometry utilizing labeling allows multiple specimens to be subjected to mass spectrometry simultaneously. As a result, between-experiment variability is reduced. Here we describe use of fundamental concepts of statistical experimental design in the labeling framework in order to minimize variability and avoid biases. We demonstrate how to export data in the format that is most efficient for statistical analysis. We demonstrate how to assess the need for normalization, perform normalization, and check whether it worked. We describe how to build a model explaining the observed values and test for differential protein abundance along with descriptive statistics and measures of reliability of the findings. Concepts are illustrated through the use of three case studies utilizing the iTRAQ 4-plex labeling protocol.

Local sensitivity analysis for inverse problems solved by singular value decomposition

USGS Publications Warehouse

Hill, M.C.; Nolan, B.T.

2010-01-01

Local sensitivity analysis provides computationally frugal ways to evaluate models commonly used for resource management, risk assessment, and so on. This includes diagnosing inverse model convergence problems caused by parameter insensitivity and(or) parameter interdependence (correlation), understanding what aspects of the model and data contribute to measures of uncertainty, and identifying new data likely to reduce model uncertainty. Here, we consider sensitivity statistics relevant to models in which the process model parameters are transformed using singular value decomposition (SVD) to create SVD parameters for model calibration. The statistics considered include the PEST identifiability statistic, and combined use of the process-model parameter statistics composite scaled sensitivities and parameter correlation coefficients (CSS and PCC). The statistics are complimentary in that the identifiability statistic integrates the effects of parameter sensitivity and interdependence, while CSS and PCC provide individual measures of sensitivity and interdependence. PCC quantifies correlations between pairs or larger sets of parameters; when a set of parameters is intercorrelated, the absolute value of PCC is close to 1.00 for all pairs in the set. The number of singular vectors to include in the calculation of the identifiability statistic is somewhat subjective and influences the statistic. To demonstrate the statistics, we use the USDA’s Root Zone Water Quality Model to simulate nitrogen fate and transport in the unsaturated zone of the Merced River Basin, CA. There are 16 log-transformed process-model parameters, including water content at field capacity (WFC) and bulk density (BD) for each of five soil layers. Calibration data consisted of 1,670 observations comprising soil moisture, soil water tension, aqueous nitrate and bromide concentrations, soil nitrate concentration, and organic matter content. All 16 of the SVD parameters could be estimated by regression based on the range of singular values. Identifiability statistic results varied based on the number of SVD parameters included. Identifiability statistics calculated for four SVD parameters indicate the same three most important process-model parameters as CSS/PCC (WFC1, WFC2, and BD2), but the order differed. Additionally, the identifiability statistic showed that BD1 was almost as dominant as WFC1. The CSS/PCC analysis showed that this results from its high correlation with WCF1 (-0.94), and not its individual sensitivity. Such distinctions, combined with analysis of how high correlations and(or) sensitivities result from the constructed model, can produce important insights into, for example, the use of sensitivity analysis to design monitoring networks. In conclusion, the statistics considered identified similar important parameters. They differ because (1) with CSS/PCC can be more awkward because sensitivity and interdependence are considered separately and (2) identifiability requires consideration of how many SVD parameters to include. A continuing challenge is to understand how these computationally efficient methods compare with computationally demanding global methods like Markov-Chain Monte Carlo given common nonlinear processes and the often even more nonlinear models.

Improvements in sub-grid, microphysics averages using quadrature based approaches

NASA Astrophysics Data System (ADS)

Chowdhary, K.; Debusschere, B.; Larson, V. E.

2013-12-01

Sub-grid variability in microphysical processes plays a critical role in atmospheric climate models. In order to account for this sub-grid variability, Larson and Schanen (2013) propose placing a probability density function on the sub-grid cloud microphysics quantities, e.g. autoconversion rate, essentially interpreting the cloud microphysics quantities as a random variable in each grid box. Random sampling techniques, e.g. Monte Carlo and Latin Hypercube, can be used to calculate statistics, e.g. averages, on the microphysics quantities, which then feed back into the model dynamics on the coarse scale. We propose an alternate approach using numerical quadrature methods based on deterministic sampling points to compute the statistical moments of microphysics quantities in each grid box. We have performed a preliminary test on the Kessler autoconversion formula, and, upon comparison with Latin Hypercube sampling, our approach shows an increased level of accuracy with a reduction in sample size by almost two orders of magnitude. Application to other microphysics processes is the subject of ongoing research.

General solution of the chemical master equation and modality of marginal distributions for hierarchic first-order reaction networks.

PubMed

Reis, Matthias; Kromer, Justus A; Klipp, Edda

2018-01-20

Multimodality is a phenomenon which complicates the analysis of statistical data based exclusively on mean and variance. Here, we present criteria for multimodality in hierarchic first-order reaction networks, consisting of catalytic and splitting reactions. Those networks are characterized by independent and dependent subnetworks. First, we prove the general solvability of the Chemical Master Equation (CME) for this type of reaction network and thereby extend the class of solvable CME's. Our general solution is analytical in the sense that it allows for a detailed analysis of its statistical properties. Given Poisson/deterministic initial conditions, we then prove the independent species to be Poisson/binomially distributed, while the dependent species exhibit generalized Poisson/Khatri Type B distributions. Generalized Poisson/Khatri Type B distributions are multimodal for an appropriate choice of parameters. We illustrate our criteria for multimodality by several basic models, as well as the well-known two-stage transcription-translation network and Bateman's model from nuclear physics. For both examples, multimodality was previously not reported.

Basis function models for animal movement

USGS Publications Warehouse

Hooten, Mevin B.; Johnson, Devin S.

2017-01-01

Advances in satellite-based data collection techniques have served as a catalyst for new statistical methodology to analyze these data. In wildlife ecological studies, satellite-based data and methodology have provided a wealth of information about animal space use and the investigation of individual-based animal–environment relationships. With the technology for data collection improving dramatically over time, we are left with massive archives of historical animal telemetry data of varying quality. While many contemporary statistical approaches for inferring movement behavior are specified in discrete time, we develop a flexible continuous-time stochastic integral equation framework that is amenable to reduced-rank second-order covariance parameterizations. We demonstrate how the associated first-order basis functions can be constructed to mimic behavioral characteristics in realistic trajectory processes using telemetry data from mule deer and mountain lion individuals in western North America. Our approach is parallelizable and provides inference for heterogenous trajectories using nonstationary spatial modeling techniques that are feasible for large telemetry datasets. Supplementary materials for this article are available online.

Statistical alignment: computational properties, homology testing and goodness-of-fit.

PubMed

Hein, J; Wiuf, C; Knudsen, B; Møller, M B; Wibling, G

2000-09-08

The model of insertions and deletions in biological sequences, first formulated by Thorne, Kishino, and Felsenstein in 1991 (the TKF91 model), provides a basis for performing alignment within a statistical framework. Here we investigate this model.Firstly, we show how to accelerate the statistical alignment algorithms several orders of magnitude. The main innovations are to confine likelihood calculations to a band close to the similarity based alignment, to get good initial guesses of the evolutionary parameters and to apply an efficient numerical optimisation algorithm for finding the maximum likelihood estimate. In addition, the recursions originally presented by Thorne, Kishino and Felsenstein can be simplified. Two proteins, about 1500 amino acids long, can be analysed with this method in less than five seconds on a fast desktop computer, which makes this method practical for actual data analysis.Secondly, we propose a new homology test based on this model, where homology means that an ancestor to a sequence pair can be found finitely far back in time. This test has statistical advantages relative to the traditional shuffle test for proteins.Finally, we describe a goodness-of-fit test, that allows testing the proposed insertion-deletion (indel) process inherent to this model and find that real sequences (here globins) probably experience indels longer than one, contrary to what is assumed by the model. Copyright 2000 Academic Press.

Western classical music development: a statistical analysis of composers similarity, differentiation and evolution.

PubMed

Georges, Patrick

2017-01-01

This paper proposes a statistical analysis that captures similarities and differences between classical music composers with the eventual aim to understand why particular composers 'sound' different even if their 'lineages' (influences network) are similar or why they 'sound' alike if their 'lineages' are different. In order to do this we use statistical methods and measures of association or similarity (based on presence/absence of traits such as specific 'ecological' characteristics and personal musical influences) that have been developed in biosystematics, scientometrics, and bibliographic coupling. This paper also represents a first step towards a more ambitious goal of developing an evolutionary model of Western classical music.

Statistical modelling of networked human-automation performance using working memory capacity.

PubMed

Ahmed, Nisar; de Visser, Ewart; Shaw, Tyler; Mohamed-Ameen, Amira; Campbell, Mark; Parasuraman, Raja

2014-01-01

This study examines the challenging problem of modelling the interaction between individual attentional limitations and decision-making performance in networked human-automation system tasks. Analysis of real experimental data from a task involving networked supervision of multiple unmanned aerial vehicles by human participants shows that both task load and network message quality affect performance, but that these effects are modulated by individual differences in working memory (WM) capacity. These insights were used to assess three statistical approaches for modelling and making predictions with real experimental networked supervisory performance data: classical linear regression, non-parametric Gaussian processes and probabilistic Bayesian networks. It is shown that each of these approaches can help designers of networked human-automated systems cope with various uncertainties in order to accommodate future users by linking expected operating conditions and performance from real experimental data to observable cognitive traits like WM capacity. Practitioner Summary: Working memory (WM) capacity helps account for inter-individual variability in operator performance in networked unmanned aerial vehicle supervisory tasks. This is useful for reliable performance prediction near experimental conditions via linear models; robust statistical prediction beyond experimental conditions via Gaussian process models and probabilistic inference about unknown task conditions/WM capacities via Bayesian network models.

Niche harmony search algorithm for detecting complex disease associated high-order SNP combinations.

PubMed

Tuo, Shouheng; Zhang, Junying; Yuan, Xiguo; He, Zongzhen; Liu, Yajun; Liu, Zhaowen

2017-09-14

Genome-wide association study is especially challenging in detecting high-order disease-causing models due to model diversity, possible low or even no marginal effect of the model, and extraordinary search and computations. In this paper, we propose a niche harmony search algorithm where joint entropy is utilized as a heuristic factor to guide the search for low or no marginal effect model, and two computationally lightweight scores are selected to evaluate and adapt to diverse of disease models. In order to obtain all possible suspected pathogenic models, niche technique merges with HS, which serves as a taboo region to avoid HS trapping into local search. From the resultant set of candidate SNP-combinations, we use G-test statistic for testing true positives. Experiments were performed on twenty typical simulation datasets in which 12 models are with marginal effect and eight ones are with no marginal effect. Our results indicate that the proposed algorithm has very high detection power for searching suspected disease models in the first stage and it is superior to some typical existing approaches in both detection power and CPU runtime for all these datasets. Application to age-related macular degeneration (AMD) demonstrates our method is promising in detecting high-order disease-causing models.

Propagation of Bayesian Belief for Near-Real Time Statistical Assessment of Geosynchronous Satellite Status Based on Non-Resolved Photometry Data

DTIC Science & Technology

2014-09-01

of the BRDF for the Body and Panel. In order to provide a continuously updated baseline, the Photometry Model application is performed using a...brightness to its predicted brightness. The brightness predictions can be obtained using any analytical model chosen by the user. The inference for a...the analytical model as possible; and to mitigate the effect of bias that could be introduced by the choice of analytical model . It considers that a

Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system

NASA Astrophysics Data System (ADS)

Lu, Yunfan; Wang, Jun; Niu, Hongli

2015-10-01

Based on the epidemic dynamical system, we construct a new agent-based financial time series model. In order to check and testify its rationality, we compare the statistical properties of the time series model with the real stock market indices, Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange Component Index. For analyzing the statistical properties, we combine the multi-parameter analysis with the tail distribution analysis, the modified rescaled range analysis, and the multifractal detrended fluctuation analysis. For a better perspective, the three-dimensional diagrams are used to present the analysis results. The empirical research in this paper indicates that the long-range dependence property and the multifractal phenomenon exist in the real returns and the proposed model. Therefore, the new agent-based financial model can recurrence some important features of real stock markets.

The value of a statistical life: a meta-analysis with a mixed effects regression model.

PubMed

Bellavance, François; Dionne, Georges; Lebeau, Martin

2009-03-01

The value of a statistical life (VSL) is a very controversial topic, but one which is essential to the optimization of governmental decisions. We see a great variability in the values obtained from different studies. The source of this variability needs to be understood, in order to offer public decision-makers better guidance in choosing a value and to set clearer guidelines for future research on the topic. This article presents a meta-analysis based on 39 observations obtained from 37 studies (from nine different countries) which all use a hedonic wage method to calculate the VSL. Our meta-analysis is innovative in that it is the first to use the mixed effects regression model [Raudenbush, S.W., 1994. Random effects models. In: Cooper, H., Hedges, L.V. (Eds.), The Handbook of Research Synthesis. Russel Sage Foundation, New York] to analyze studies on the value of a statistical life. We conclude that the variability found in the values studied stems in large part from differences in methodologies.

A statistical approach to the brittle fracture of a multi-phase solid

NASA Technical Reports Server (NTRS)

Liu, W. K.; Lua, Y. I.; Belytschko, T.

1991-01-01

A stochastic damage model is proposed to quantify the inherent statistical distribution of the fracture toughness of a brittle, multi-phase solid. The model, based on the macrocrack-microcrack interaction, incorporates uncertainties in locations and orientations of microcracks. Due to the high concentration of microcracks near the macro-tip, a higher order analysis based on traction boundary integral equations is formulated first for an arbitrary array of cracks. The effects of uncertainties in locations and orientations of microcracks at a macro-tip are analyzed quantitatively by using the boundary integral equations method in conjunction with the computer simulation of the random microcrack array. The short range interactions resulting from surrounding microcracks closet to the main crack tip are investigated. The effects of microcrack density parameter are also explored in the present study. The validity of the present model is demonstrated by comparing its statistical output with the Neville distribution function, which gives correct fits to sets of experimental data from multi-phase solids.

Statistical Techniques Complement UML When Developing Domain Models of Complex Dynamical Biosystems.

PubMed

Williams, Richard A; Timmis, Jon; Qwarnstrom, Eva E

2016-01-01

Computational modelling and simulation is increasingly being used to complement traditional wet-lab techniques when investigating the mechanistic behaviours of complex biological systems. In order to ensure computational models are fit for purpose, it is essential that the abstracted view of biology captured in the computational model, is clearly and unambiguously defined within a conceptual model of the biological domain (a domain model), that acts to accurately represent the biological system and to document the functional requirements for the resultant computational model. We present a domain model of the IL-1 stimulated NF-κB signalling pathway, which unambiguously defines the spatial, temporal and stochastic requirements for our future computational model. Through the development of this model, we observe that, in isolation, UML is not sufficient for the purpose of creating a domain model, and that a number of descriptive and multivariate statistical techniques provide complementary perspectives, in particular when modelling the heterogeneity of dynamics at the single-cell level. We believe this approach of using UML to define the structure and interactions within a complex system, along with statistics to define the stochastic and dynamic nature of complex systems, is crucial for ensuring that conceptual models of complex dynamical biosystems, which are developed using UML, are fit for purpose, and unambiguously define the functional requirements for the resultant computational model.

Statistical Techniques Complement UML When Developing Domain Models of Complex Dynamical Biosystems

PubMed Central

Timmis, Jon; Qwarnstrom, Eva E.

2016-01-01

Computational modelling and simulation is increasingly being used to complement traditional wet-lab techniques when investigating the mechanistic behaviours of complex biological systems. In order to ensure computational models are fit for purpose, it is essential that the abstracted view of biology captured in the computational model, is clearly and unambiguously defined within a conceptual model of the biological domain (a domain model), that acts to accurately represent the biological system and to document the functional requirements for the resultant computational model. We present a domain model of the IL-1 stimulated NF-κB signalling pathway, which unambiguously defines the spatial, temporal and stochastic requirements for our future computational model. Through the development of this model, we observe that, in isolation, UML is not sufficient for the purpose of creating a domain model, and that a number of descriptive and multivariate statistical techniques provide complementary perspectives, in particular when modelling the heterogeneity of dynamics at the single-cell level. We believe this approach of using UML to define the structure and interactions within a complex system, along with statistics to define the stochastic and dynamic nature of complex systems, is crucial for ensuring that conceptual models of complex dynamical biosystems, which are developed using UML, are fit for purpose, and unambiguously define the functional requirements for the resultant computational model. PMID:27571414

A Hybrid Multi-Scale Model of Crystal Plasticity for Handling Stress Concentrations

DOE PAGES

Sun, Shang; Ramazani, Ali; Sundararaghavan, Veera

2017-09-04

Microstructural effects become important at regions of stress concentrators such as notches, cracks and contact surfaces. A multiscale model is presented that efficiently captures microstructural details at such critical regions. The approach is based on a multiresolution mesh that includes an explicit microstructure representation at critical regions where stresses are localized. At regions farther away from the stress concentration, a reduced order model that statistically captures the effect of the microstructure is employed. The statistical model is based on a finite element representation of the orientation distribution function (ODF). As an illustrative example, we have applied the multiscaling method tomore » compute the stress intensity factor K I around the crack tip in a wedge-opening load specimen. The approach is verified with an analytical solution within linear elasticity approximation and is then extended to allow modeling of microstructural effects on crack tip plasticity.« less

A Hybrid Multi-Scale Model of Crystal Plasticity for Handling Stress Concentrations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sun, Shang; Ramazani, Ali; Sundararaghavan, Veera

Microstructural effects become important at regions of stress concentrators such as notches, cracks and contact surfaces. A multiscale model is presented that efficiently captures microstructural details at such critical regions. The approach is based on a multiresolution mesh that includes an explicit microstructure representation at critical regions where stresses are localized. At regions farther away from the stress concentration, a reduced order model that statistically captures the effect of the microstructure is employed. The statistical model is based on a finite element representation of the orientation distribution function (ODF). As an illustrative example, we have applied the multiscaling method tomore » compute the stress intensity factor K I around the crack tip in a wedge-opening load specimen. The approach is verified with an analytical solution within linear elasticity approximation and is then extended to allow modeling of microstructural effects on crack tip plasticity.« less

The Research of Multiple Attenuation Based on Feedback Iteration and Independent Component Analysis

NASA Astrophysics Data System (ADS)

Xu, X.; Tong, S.; Wang, L.

2017-12-01

How to solve the problem of multiple suppression is a difficult problem in seismic data processing. The traditional technology for multiple attenuation is based on the principle of the minimum output energy of the seismic signal, this criterion is based on the second order statistics, and it can't achieve the multiple attenuation when the primaries and multiples are non-orthogonal. In order to solve the above problems, we combine the feedback iteration method based on the wave equation and the improved independent component analysis (ICA) based on high order statistics to suppress the multiple waves. We first use iterative feedback method to predict the free surface multiples of each order. Then, in order to predict multiples from real multiple in amplitude and phase, we design an expanded pseudo multi-channel matching filtering method to get a more accurate matching multiple result. Finally, we present the improved fast ICA algorithm which is based on the maximum non-Gauss criterion of output signal to the matching multiples and get better separation results of the primaries and the multiples. The advantage of our method is that we don't need any priori information to the prediction of the multiples, and can have a better separation result. The method has been applied to several synthetic data generated by finite-difference model technique and the Sigsbee2B model multiple data, the primaries and multiples are non-orthogonal in these models. The experiments show that after three to four iterations, we can get the perfect multiple results. Using our matching method and Fast ICA adaptive multiple subtraction, we can not only effectively preserve the effective wave energy in seismic records, but also can effectively suppress the free surface multiples, especially the multiples related to the middle and deep areas.

Inferring gene regression networks with model trees

PubMed Central

2010-01-01

Background Novel strategies are required in order to handle the huge amount of data produced by microarray technologies. To infer gene regulatory networks, the first step is to find direct regulatory relationships between genes building the so-called gene co-expression networks. They are typically generated using correlation statistics as pairwise similarity measures. Correlation-based methods are very useful in order to determine whether two genes have a strong global similarity but do not detect local similarities. Results We propose model trees as a method to identify gene interaction networks. While correlation-based methods analyze each pair of genes, in our approach we generate a single regression tree for each gene from the remaining genes. Finally, a graph from all the relationships among output and input genes is built taking into account whether the pair of genes is statistically significant. For this reason we apply a statistical procedure to control the false discovery rate. The performance of our approach, named REGNET, is experimentally tested on two well-known data sets: Saccharomyces Cerevisiae and E.coli data set. First, the biological coherence of the results are tested. Second the E.coli transcriptional network (in the Regulon database) is used as control to compare the results to that of a correlation-based method. This experiment shows that REGNET performs more accurately at detecting true gene associations than the Pearson and Spearman zeroth and first-order correlation-based methods. Conclusions REGNET generates gene association networks from gene expression data, and differs from correlation-based methods in that the relationship between one gene and others is calculated simultaneously. Model trees are very useful techniques to estimate the numerical values for the target genes by linear regression functions. They are very often more precise than linear regression models because they can add just different linear regressions to separate areas of the search space favoring to infer localized similarities over a more global similarity. Furthermore, experimental results show the good performance of REGNET. PMID:20950452

Simple statistical bias correction techniques greatly improve moderate resolution air quality forecast at station level

NASA Astrophysics Data System (ADS)

Curci, Gabriele; Falasca, Serena

2017-04-01

Deterministic air quality forecast is routinely carried out at many local Environmental Agencies in Europe and throughout the world by means of eulerian chemistry-transport models. The skill of these models in predicting the ground-level concentrations of relevant pollutants (ozone, nitrogen dioxide, particulate matter) a few days ahead has greatly improved in recent years, but it is not yet always compliant with the required quality level for decision making (e.g. the European Commission has set a maximum uncertainty of 50% on daily values of relevant pollutants). Post-processing of deterministic model output is thus still regarded as a useful tool to make the forecast more reliable. In this work, we test several bias correction techniques applied to a long-term dataset of air quality forecasts over Europe and Italy. We used the WRF-CHIMERE modelling system, which provides operational experimental chemical weather forecast at CETEMPS (http://pumpkin.aquila.infn.it/forechem/), to simulate the years 2008-2012 at low resolution over Europe (0.5° x 0.5°) and moderate resolution over Italy (0.15° x 0.15°). We compared the simulated dataset with available observation from the European Environmental Agency database (AirBase) and characterized model skill and compliance with EU legislation using the Delta tool from FAIRMODE project (http://fairmode.jrc.ec.europa.eu/). The bias correction techniques adopted are, in order of complexity: (1) application of multiplicative factors calculated as the ratio of model-to-observed concentrations averaged over the previous days; (2) correction of the statistical distribution of model forecasts, in order to make it similar to that of the observations; (3) development and application of Model Output Statistics (MOS) regression equations. We illustrate differences and advantages/disadvantages of the three approaches. All the methods are relatively easy to implement for other modelling systems.

EVALUATION OF A NEW MEAN SCALED AND MOMENT ADJUSTED TEST STATISTIC FOR SEM.

PubMed

Tong, Xiaoxiao; Bentler, Peter M

2013-01-01

Recently a new mean scaled and skewness adjusted test statistic was developed for evaluating structural equation models in small samples and with potentially nonnormal data, but this statistic has received only limited evaluation. The performance of this statistic is compared to normal theory maximum likelihood and two well-known robust test statistics. A modification to the Satorra-Bentler scaled statistic is developed for the condition that sample size is smaller than degrees of freedom. The behavior of the four test statistics is evaluated with a Monte Carlo confirmatory factor analysis study that varies seven sample sizes and three distributional conditions obtained using Headrick's fifth-order transformation to nonnormality. The new statistic performs badly in most conditions except under the normal distribution. The goodness-of-fit χ(2) test based on maximum-likelihood estimation performed well under normal distributions as well as under a condition of asymptotic robustness. The Satorra-Bentler scaled test statistic performed best overall, while the mean scaled and variance adjusted test statistic outperformed the others at small and moderate sample sizes under certain distributional conditions.

Robust Mean and Covariance Structure Analysis through Iteratively Reweighted Least Squares.

ERIC Educational Resources Information Center

Yuan, Ke-Hai; Bentler, Peter M.

2000-01-01

Adapts robust schemes to mean and covariance structures, providing an iteratively reweighted least squares approach to robust structural equation modeling. Each case is weighted according to its distance, based on first and second order moments. Test statistics and standard error estimators are given. (SLD)

The statistical evaluation and comparison of ADMS-Urban model for the prediction of nitrogen dioxide with air quality monitoring network.

PubMed

Dėdelė, Audrius; Miškinytė, Auksė

2015-09-01

In many countries, road traffic is one of the main sources of air pollution associated with adverse effects on human health and environment. Nitrogen dioxide (NO2) is considered to be a measure of traffic-related air pollution, with concentrations tending to be higher near highways, along busy roads, and in the city centers, and the exceedances are mainly observed at measurement stations located close to traffic. In order to assess the air quality in the city and the air pollution impact on public health, air quality models are used. However, firstly, before the model can be used for these purposes, it is important to evaluate the accuracy of the dispersion modelling as one of the most widely used method. The monitoring and dispersion modelling are two components of air quality monitoring system (AQMS), in which statistical comparison was made in this research. The evaluation of the Atmospheric Dispersion Modelling System (ADMS-Urban) was made by comparing monthly modelled NO2 concentrations with the data of continuous air quality monitoring stations in Kaunas city. The statistical measures of model performance were calculated for annual and monthly concentrations of NO2 for each monitoring station site. The spatial analysis was made using geographic information systems (GIS). The calculation of statistical parameters indicated a good ADMS-Urban model performance for the prediction of NO2. The results of this study showed that the agreement of modelled values and observations was better for traffic monitoring stations compared to the background and residential stations.

Modeling the Dynamic Interrelations between Mobility, Utility, and Land Asking Price

NASA Astrophysics Data System (ADS)

Hidayat, E.; Rudiarto, I.; Siegert, F.; Vries, W. D.

2018-02-01

Limited and insufficient information about the dynamic interrelation among mobility, utility, and land price is the main reason to conduct this research. Several studies, with several approaches, and several variables have been conducted so far in order to model the land price. However, most of these models appear to generate primarily static land prices. Thus, a research is required to compare, design, and validate different models which calculate and/or compare the inter-relational changes of mobility, utility, and land price. The applied method is a combination of analysis of literature review, expert interview, and statistical analysis. The result is newly improved mathematical model which have been validated and is suitable for the case study location. This improved model consists of 12 appropriate variables. This model can be implemented in the Salatiga city as the case study location in order to arrange better land use planning to mitigate the uncontrolled urban growth.

Helicity statistics in homogeneous and isotropic turbulence and turbulence models

NASA Astrophysics Data System (ADS)

Sahoo, Ganapati; De Pietro, Massimo; Biferale, Luca

2017-02-01

We study the statistical properties of helicity in direct numerical simulations of fully developed homogeneous and isotropic turbulence and in a class of turbulence shell models. We consider correlation functions based on combinations of vorticity and velocity increments that are not invariant under mirror symmetry. We also study the scaling properties of high-order structure functions based on the moments of the velocity increments projected on a subset of modes with either positive or negative helicity (chirality). We show that mirror symmetry is recovered at small scales, i.e., chiral terms are subleading and they are well captured by a dimensional argument plus anomalous corrections. These findings are also supported by a high Reynolds numbers study of helical shell models with the same chiral symmetry of Navier-Stokes equations.

Assimilating NOAA SST data into BSH operational circulation model for North and Baltic Seas

NASA Astrophysics Data System (ADS)

Losa, Svetlana; Schroeter, Jens; Nerger, Lars; Janjic, Tijana; Danilov, Sergey; Janssen, Frank

A data assimilation (DA) system is developed for BSH operational circulation model in order to improve forecast of current velocities, sea surface height, temperature and salinity in the North and Baltic Seas. Assimilated data are NOAA sea surface temperature (SST) data for the following period: 01.10.07 -30.09.08. All data assimilation experiments are based on im-plementation of one of the so-called statistical DA methods -Singular Evolutive Interpolated Kalman (SEIK) filter, -with different ways of prescribing assumed model and data errors statis-tics. Results of the experiments will be shown and compared against each other. Hydrographic data from MARNET stations and sea level at series of tide gauges are used as independent information to validate the data assimilation system. Keywords: Operational Oceanography and forecasting

Evaluation of neutron total and capture cross sections on 99Tc in the unresolved resonance region

NASA Astrophysics Data System (ADS)

Iwamoto, Nobuyuki; Katabuchi, Tatsuya

2017-09-01

Long-lived fission product Technetium-99 is one of the most important radioisotopes for nuclear transmutation. The reliable nuclear data are indispensable for a wide energy range up to a few MeV, in order to develop environmental load reducing technology. The statistical analyses of resolved resonances were performed by using the truncated Porter-Thomas distribution, coupled-channels optical model, nuclear level density model and Bayes' theorem on conditional probability. The total and capture cross sections were calculated by a nuclear reaction model code CCONE. The resulting cross sections have statistical consistency between the resolved and unresolved resonance regions. The evaluated capture data reproduce those recently measured at ANNRI of J-PARC/MLF above resolved resonance region up to 800 keV.

λ (Δim) -statistical convergence of order α

NASA Astrophysics Data System (ADS)

Colak, Rifat; Et, Mikail; Altin, Yavuz

2017-09-01

In this study, using the generalized difference operator Δim and a sequence λ = (λn) which is a non-decreasing sequence of positive numbers tending to ∞ such that λn+1 ≤ λn+1, λ1 = 1, we introduce the concepts of λ (Δim) -statistical convergence of order α (α ∈ (0, 1]) and strong λ (Δim) -Cesàro summablility of order α (α > 0). We establish some connections between λ (Δim) -statistical convergence of order α and strong λ (Δim) -Cesàro summablility of order α. It is shown that if a sequence is strongly λ (Δim) -Cesàro summable of order α, then it is λ (Δim) -statistically convergent of order β in case 0 < α ≤ β ≤ 1.

GPU-computing in econophysics and statistical physics

NASA Astrophysics Data System (ADS)

Preis, T.

2011-03-01

A recent trend in computer science and related fields is general purpose computing on graphics processing units (GPUs), which can yield impressive performance. With multiple cores connected by high memory bandwidth, today's GPUs offer resources for non-graphics parallel processing. This article provides a brief introduction into the field of GPU computing and includes examples. In particular computationally expensive analyses employed in financial market context are coded on a graphics card architecture which leads to a significant reduction of computing time. In order to demonstrate the wide range of possible applications, a standard model in statistical physics - the Ising model - is ported to a graphics card architecture as well, resulting in large speedup values.

Developing GIS-based eastern equine encephalitis vector-host models in Tuskegee, Alabama.

PubMed

Jacob, Benjamin G; Burkett-Cadena, Nathan D; Luvall, Jeffrey C; Parcak, Sarah H; McClure, Christopher J W; Estep, Laura K; Hill, Geoffrey E; Cupp, Eddie W; Novak, Robert J; Unnasch, Thomas R

2010-02-24

A site near Tuskegee, Alabama was examined for vector-host activities of eastern equine encephalomyelitis virus (EEEV). Land cover maps of the study site were created in ArcInfo 9.2 from QuickBird data encompassing visible and near-infrared (NIR) band information (0.45 to 0.72 microm) acquired July 15, 2008. Georeferenced mosquito and bird sampling sites, and their associated land cover attributes from the study site, were overlaid onto the satellite data. SAS 9.1.4 was used to explore univariate statistics and to generate regression models using the field and remote-sampled mosquito and bird data. Regression models indicated that Culex erracticus and Northern Cardinals were the most abundant mosquito and bird species, respectively. Spatial linear prediction models were then generated in Geostatistical Analyst Extension of ArcGIS 9.2. Additionally, a model of the study site was generated, based on a Digital Elevation Model (DEM), using ArcScene extension of ArcGIS 9.2. For total mosquito count data, a first-order trend ordinary kriging process was fitted to the semivariogram at a partial sill of 5.041 km, nugget of 6.325 km, lag size of 7.076 km, and range of 31.43 km, using 12 lags. For total adult Cx. erracticus count, a first-order trend ordinary kriging process was fitted to the semivariogram at a partial sill of 5.764 km, nugget of 6.114 km, lag size of 7.472 km, and range of 32.62 km, using 12 lags. For the total bird count data, a first-order trend ordinary kriging process was fitted to the semivariogram at a partial sill of 4.998 km, nugget of 5.413 km, lag size of 7.549 km and range of 35.27 km, using 12 lags. For the Northern Cardinal count data, a first-order trend ordinary kriging process was fitted to the semivariogram at a partial sill of 6.387 km, nugget of 5.935 km, lag size of 8.549 km and a range of 41.38 km, using 12 lags. Results of the DEM analyses indicated a statistically significant inverse linear relationship between total sampled mosquito data and elevation (R2 = -.4262; p < .0001), with a standard deviation (SD) of 10.46, and total sampled bird data and elevation (R2 = -.5111; p < .0001), with a SD of 22.97. DEM statistics also indicated a significant inverse linear relationship between total sampled Cx. erracticus data and elevation (R2 = -.4711; p < .0001), with a SD of 11.16, and the total sampled Northern Cardinal data and elevation (R2 = -.5831; p < .0001), SD of 11.42. These data demonstrate that GIS/remote sensing models and spatial statistics can capture space-varying functional relationships between field-sampled mosquito and bird parameters for determining risk for EEEV transmission.

Assessing the effect of land use change on catchment runoff by combined use of statistical tests and hydrological modelling: Case studies from Zimbabwe

NASA Astrophysics Data System (ADS)

Lørup, Jens Kristian; Refsgaard, Jens Christian; Mazvimavi, Dominic

1998-03-01

The purpose of this study was to identify and assess long-term impacts of land use change on catchment runoff in semi-arid Zimbabwe, based on analyses of long hydrological time series (25-50 years) from six medium-sized (200-1000 km 2) non-experimental rural catchments. A methodology combining common statistical methods with hydrological modelling was adopted in order to distinguish between the effects of climate variability and the effects of land use change. The hydrological model (NAM) was in general able to simulate the observed hydrographs very well during the reference period, thus providing a means to account for the effects of climate variability and hence strengthening the power of the subsequent statistical tests. In the test period the validated model was used to provide the runoff record which would have occurred in the absence of land use change. The analyses indicated a decrease in the annual runoff for most of the six catchments, with the largest changes occurring for catchments located within communal land, where large increases in population and agricultural intensity have taken place. However, the decrease was only statistically significant at the 5% level for one of the catchments.

Landscape movements of Anopheles gambiae malaria vector mosquitoes in rural Gambia.

PubMed

Thomas, Christopher J; Cross, Dónall E; Bøgh, Claus

2013-01-01

For malaria control in Africa it is crucial to characterise the dispersal of its most efficient vector, Anopheles gambiae, in order to target interventions and assess their impact spatially. Our study is, we believe, the first to present a statistical model of dispersal probability against distance from breeding habitat to human settlements for this important disease vector. We undertook post-hoc analyses of mosquito catches made in The Gambia to derive statistical dispersal functions for An. gambiae sensu lato collected in 48 villages at varying distances to alluvial larval habitat along the River Gambia. The proportion dispersing declined exponentially with distance, and we estimated that 90% of movements were within 1.7 km. Although a 'heavy-tailed' distribution is considered biologically more plausible due to active dispersal by mosquitoes seeking blood meals, there was no statistical basis for choosing it over a negative exponential distribution. Using a simple random walk model with daily survival and movements previously recorded in Burkina Faso, we were able to reproduce the dispersal probabilities observed in The Gambia. Our results provide an important quantification of the probability of An. gambiae s.l. dispersal in a rural African setting typical of many parts of the continent. However, dispersal will be landscape specific and in order to generalise to other spatial configurations of habitat and hosts it will be necessary to produce tractable models of mosquito movements for operational use. We show that simple random walk models have potential. Consequently, there is a pressing need for new empirical studies of An. gambiae survival and movements in different settings to drive this development.

DNA viewed as an out-of-equilibrium structure

NASA Astrophysics Data System (ADS)

Provata, A.; Nicolis, C.; Nicolis, G.

2014-05-01

The complexity of the primary structure of human DNA is explored using methods from nonequilibrium statistical mechanics, dynamical systems theory, and information theory. A collection of statistical analyses is performed on the DNA data and the results are compared with sequences derived from different stochastic processes. The use of χ2 tests shows that DNA can not be described as a low order Markov chain of order up to r =6. Although detailed balance seems to hold at the level of a binary alphabet, it fails when all four base pairs are considered, suggesting spatial asymmetry and irreversibility. Furthermore, the block entropy does not increase linearly with the block size, reflecting the long-range nature of the correlations in the human genomic sequences. To probe locally the spatial structure of the chain, we study the exit distances from a specific symbol, the distribution of recurrence distances, and the Hurst exponent, all of which show power law tails and long-range characteristics. These results suggest that human DNA can be viewed as a nonequilibrium structure maintained in its state through interactions with a constantly changing environment. Based solely on the exit distance distribution accounting for the nonequilibrium statistics and using the Monte Carlo rejection sampling method, we construct a model DNA sequence. This method allows us to keep both long- and short-range statistical characteristics of the native DNA data. The model sequence presents the same characteristic exponents as the natural DNA but fails to capture spatial correlations and point-to-point details.

Simultaneous measurement of lipid and aqueous layers of tear film using optical coherence tomography and statistical decision theory

NASA Astrophysics Data System (ADS)

Huang, Jinxin; Clarkson, Eric; Kupinski, Matthew; Rolland, Jannick P.

2014-03-01

The prevalence of Dry Eye Disease (DED) in the USA is approximately 40 million in aging adults with about $3.8 billion economic burden. However, a comprehensive understanding of tear film dynamics, which is the prerequisite to advance the management of DED, is yet to be realized. To extend our understanding of tear film dynamics, we investigate the simultaneous estimation of the lipid and aqueous layers thicknesses with the combination of optical coherence tomography (OCT) and statistical decision theory. In specific, we develop a mathematical model for Fourier-domain OCT where we take into account the different statistical processes associated with the imaging chain. We formulate the first-order and second-order statistical quantities of the output of the OCT system, which can generate some simulated OCT spectra. A tear film model, which includes a lipid and aqueous layer on top of a rough corneal surface, is the object being imaged. Then we further implement a Maximum-likelihood (ML) estimator to interpret the simulated OCT data to estimate the thicknesses of both layers of the tear film. Results show that an axial resolution of 1 μm allows estimates down to nanometers scale. We use the root mean square error of the estimates as a metric to evaluate the system parameters, such as the tradeoff between the imaging speed and the precision of estimation. This framework further provides the theoretical basics to optimize the imaging setup for a specific thickness estimation task.

DNA viewed as an out-of-equilibrium structure.

PubMed

Provata, A; Nicolis, C; Nicolis, G

2014-05-01

The complexity of the primary structure of human DNA is explored using methods from nonequilibrium statistical mechanics, dynamical systems theory, and information theory. A collection of statistical analyses is performed on the DNA data and the results are compared with sequences derived from different stochastic processes. The use of χ^{2} tests shows that DNA can not be described as a low order Markov chain of order up to r=6. Although detailed balance seems to hold at the level of a binary alphabet, it fails when all four base pairs are considered, suggesting spatial asymmetry and irreversibility. Furthermore, the block entropy does not increase linearly with the block size, reflecting the long-range nature of the correlations in the human genomic sequences. To probe locally the spatial structure of the chain, we study the exit distances from a specific symbol, the distribution of recurrence distances, and the Hurst exponent, all of which show power law tails and long-range characteristics. These results suggest that human DNA can be viewed as a nonequilibrium structure maintained in its state through interactions with a constantly changing environment. Based solely on the exit distance distribution accounting for the nonequilibrium statistics and using the Monte Carlo rejection sampling method, we construct a model DNA sequence. This method allows us to keep both long- and short-range statistical characteristics of the native DNA data. The model sequence presents the same characteristic exponents as the natural DNA but fails to capture spatial correlations and point-to-point details.

Age related neuromuscular changes in sEMG of m. Tibialis Anterior using higher order statistics (Gaussianity & linearity test).

PubMed

Siddiqi, Ariba; Arjunan, Sridhar P; Kumar, Dinesh K

2016-08-01

Age-associated changes in the surface electromyogram (sEMG) of Tibialis Anterior (TA) muscle can be attributable to neuromuscular alterations that precede strength loss. We have used our sEMG model of the Tibialis Anterior to interpret the age-related changes and compared with the experimental sEMG. Eighteen young (20-30 years) and 18 older (60-85 years) performed isometric dorsiflexion at 6 different percentage levels of maximum voluntary contractions (MVC), and their sEMG from the TA muscle was recorded. Six different age-related changes in the neuromuscular system were simulated using the sEMG model at the same MVCs as the experiment. The maximal power of the spectrum, Gaussianity and Linearity Test Statistics were computed from the simulated and experimental sEMG. A correlation analysis at α=0.05 was performed between the simulated and experimental age-related change in the sEMG features. The results show the loss in motor units was distinguished by the Gaussianity and Linearity test statistics; while the maximal power of the PSD distinguished between the muscular factors. The simulated condition of 40% loss of motor units with halved the number of fast fibers best correlated with the age-related change observed in the experimental sEMG higher order statistical features. The simulated aging condition found by this study corresponds with the moderate motor unit remodelling and negligible strength loss reported in literature for the cohorts aged 60-70 years.

Simultaneous data pre-processing and SVM classification model selection based on a parallel genetic algorithm applied to spectroscopic data of olive oils.

PubMed

Devos, Olivier; Downey, Gerard; Duponchel, Ludovic

2014-04-01

Classification is an important task in chemometrics. For several years now, support vector machines (SVMs) have proven to be powerful for infrared spectral data classification. However such methods require optimisation of parameters in order to control the risk of overfitting and the complexity of the boundary. Furthermore, it is established that the prediction ability of classification models can be improved using pre-processing in order to remove unwanted variance in the spectra. In this paper we propose a new methodology based on genetic algorithm (GA) for the simultaneous optimisation of SVM parameters and pre-processing (GENOPT-SVM). The method has been tested for the discrimination of the geographical origin of Italian olive oil (Ligurian and non-Ligurian) on the basis of near infrared (NIR) or mid infrared (FTIR) spectra. Different classification models (PLS-DA, SVM with mean centre data, GENOPT-SVM) have been tested and statistically compared using McNemar's statistical test. For the two datasets, SVM with optimised pre-processing give models with higher accuracy than the one obtained with PLS-DA on pre-processed data. In the case of the NIR dataset, most of this accuracy improvement (86.3% compared with 82.8% for PLS-DA) occurred using only a single pre-processing step. For the FTIR dataset, three optimised pre-processing steps are required to obtain SVM model with significant accuracy improvement (82.2%) compared to the one obtained with PLS-DA (78.6%). Furthermore, this study demonstrates that even SVM models have to be developed on the basis of well-corrected spectral data in order to obtain higher classification rates. Copyright © 2013 Elsevier Ltd. All rights reserved.

Confirmatory Factor Analysis of the Malay Version of the Confusion, Hubbub and Order Scale (CHAOS-6) among Myocardial Infarction Survivors in a Malaysian Cardiac Healthcare Facility.

PubMed

Ganasegeran, Kurubaran; Selvaraj, Kamaraj; Rashid, Abdul

2017-08-01

The six item Confusion, Hubbub and Order Scale (CHAOS-6) has been validated as a reliable tool to measure levels of household disorder. We aimed to investigate the goodness of fit and reliability of a new Malay version of the CHAOS-6. The original English version of the CHAOS-6 underwent forward-backward translation into the Malay language. The finalised Malay version was administered to 105 myocardial infarction survivors in a Malaysian cardiac health facility. We performed confirmatory factor analyses (CFAs) using structural equation modelling. A path diagram and fit statistics were yielded to determine the Malay version's validity. Composite reliability was tested to determine the scale's reliability. All 105 myocardial infarction survivors participated in the study. The CFA yielded a six-item, one-factor model with excellent fit statistics. Composite reliability for the single factor CHAOS-6 was 0.65, confirming that the scale is reliable for Malay speakers. The Malay version of the CHAOS-6 was reliable and showed the best fit statistics for our study sample. We thus offer a simple, brief, validated, reliable and novel instrument to measure chaos, the Skala Kecelaruan, Keriuhan & Tertib Terubahsuai (CHAOS-6) , for the Malaysian population.

Moral foundations in an interacting neural networks society: A statistical mechanics analysis

NASA Astrophysics Data System (ADS)

Vicente, R.; Susemihl, A.; Jericó, J. P.; Caticha, N.

2014-04-01

The moral foundations theory supports that people, across cultures, tend to consider a small number of dimensions when classifying issues on a moral basis. The data also show that the statistics of weights attributed to each moral dimension is related to self-declared political affiliation, which in turn has been connected to cognitive learning styles by the recent literature in neuroscience and psychology. Inspired by these data, we propose a simple statistical mechanics model with interacting neural networks classifying vectors and learning from members of their social neighbourhood about their average opinion on a large set of issues. The purpose of learning is to reduce dissension among agents when disagreeing. We consider a family of learning algorithms parametrized by δ, that represents the importance given to corroborating (same sign) opinions. We define an order parameter that quantifies the diversity of opinions in a group with homogeneous learning style. Using Monte Carlo simulations and a mean field approximation we find the relation between the order parameter and the learning parameter δ at a temperature we associate with the importance of social influence in a given group. In concordance with data, groups that rely more strongly on corroborating evidence sustain less opinion diversity. We discuss predictions of the model and propose possible experimental tests.

Confirmatory Factor Analysis of the Malay Version of the Confusion, Hubbub and Order Scale (CHAOS-6) among Myocardial Infarction Survivors in a Malaysian Cardiac Healthcare Facility

PubMed Central

Ganasegeran, Kurubaran; Selvaraj, Kamaraj; Rashid, Abdul

2017-01-01

Background The six item Confusion, Hubbub and Order Scale (CHAOS-6) has been validated as a reliable tool to measure levels of household disorder. We aimed to investigate the goodness of fit and reliability of a new Malay version of the CHAOS-6. Methods The original English version of the CHAOS-6 underwent forward-backward translation into the Malay language. The finalised Malay version was administered to 105 myocardial infarction survivors in a Malaysian cardiac health facility. We performed confirmatory factor analyses (CFAs) using structural equation modelling. A path diagram and fit statistics were yielded to determine the Malay version’s validity. Composite reliability was tested to determine the scale’s reliability. Results All 105 myocardial infarction survivors participated in the study. The CFA yielded a six-item, one-factor model with excellent fit statistics. Composite reliability for the single factor CHAOS-6 was 0.65, confirming that the scale is reliable for Malay speakers. Conclusion The Malay version of the CHAOS-6 was reliable and showed the best fit statistics for our study sample. We thus offer a simple, brief, validated, reliable and novel instrument to measure chaos, the Skala Kecelaruan, Keriuhan & Tertib Terubahsuai (CHAOS-6), for the Malaysian population. PMID:28951688

A multi-object statistical atlas adaptive for deformable registration errors in anomalous medical image segmentation

NASA Astrophysics Data System (ADS)

Botter Martins, Samuel; Vallin Spina, Thiago; Yasuda, Clarissa; Falcão, Alexandre X.

2017-02-01

Statistical Atlases have played an important role towards automated medical image segmentation. However, a challenge has been to make the atlas more adaptable to possible errors in deformable registration of anomalous images, given that the body structures of interest for segmentation might present significant differences in shape and texture. Recently, deformable registration errors have been accounted by a method that locally translates the statistical atlas over the test image, after registration, and evaluates candidate objects from a delineation algorithm in order to choose the best one as final segmentation. In this paper, we improve its delineation algorithm and extend the model to be a multi-object statistical atlas, built from control images and adaptable to anomalous images, by incorporating a texture classifier. In order to provide a first proof of concept, we instantiate the new method for segmenting, object-by-object and all objects simultaneously, the left and right brain hemispheres, and the cerebellum, without the brainstem, and evaluate it on MRT1-images of epilepsy patients before and after brain surgery, which removed portions of the temporal lobe. The results show efficiency gain with statistically significant higher accuracy, using the mean Average Symmetric Surface Distance, with respect to the original approach.

Impacts of cloud superparameterization on projected daily rainfall intensity climate changes in multiple versions of the Community Earth System Model

DOE PAGES

Kooperman, Gabriel J.; Pritchard, Michael S.; Burt, Melissa A.; ...

2016-09-26

Changes in the character of rainfall are assessed using a holistic set of statistics based on rainfall frequency and amount distributions in climate change experiments with three conventional and superparameterized versions of the Community Atmosphere Model (CAM and SPCAM). Previous work has shown that high-order statistics of present-day rainfall intensity are significantly improved with superparameterization, especially in regions of tropical convection. Globally, the two modeling approaches project a similar future increase in mean rainfall, especially across the Inter-Tropical Convergence Zone (ITCZ) and at high latitudes, but over land, SPCAM predicts a smaller mean change than CAM. Changes in high-order statisticsmore » are similar at high latitudes in the two models but diverge at lower latitudes. In the tropics, SPCAM projects a large intensification of moderate and extreme rain rates in regions of organized convection associated with the Madden Julian Oscillation, ITCZ, monsoons, and tropical waves. In contrast, this signal is missing in all versions of CAM, which are found to be prone to predicting increases in the amount but not intensity of moderate rates. Predictions from SPCAM exhibit a scale-insensitive behavior with little dependence on horizontal resolution for extreme rates, while lower resolution (~2°) versions of CAM are not able to capture the response simulated with higher resolution (~1°). Furthermore, moderate rain rates analyzed by the “amount mode” and “amount median” are found to be especially telling as a diagnostic for evaluating climate model performance and tracing future changes in rainfall statistics to tropical wave modes in SPCAM.« less

Statistical analysis of effective singular values in matrix rank determination

NASA Technical Reports Server (NTRS)

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.

Prediction of Patient-Controlled Analgesic Consumption: A Multimodel Regression Tree Approach.

PubMed

Hu, Yuh-Jyh; Ku, Tien-Hsiung; Yang, Yu-Hung; Shen, Jia-Ying

2018-01-01

Several factors contribute to individual variability in postoperative pain, therefore, individuals consume postoperative analgesics at different rates. Although many statistical studies have analyzed postoperative pain and analgesic consumption, most have identified only the correlation and have not subjected the statistical model to further tests in order to evaluate its predictive accuracy. In this study involving 3052 patients, a multistrategy computational approach was developed for analgesic consumption prediction. This approach uses data on patient-controlled analgesia demand behavior over time and combines clustering, classification, and regression to mitigate the limitations of current statistical models. Cross-validation results indicated that the proposed approach significantly outperforms various existing regression methods. Moreover, a comparison between the predictions by anesthesiologists and medical specialists and those of the computational approach for an independent test data set of 60 patients further evidenced the superiority of the computational approach in predicting analgesic consumption because it produced markedly lower root mean squared errors.

Molecular theory of smectic ordering in liquid crystals with nanoscale segregation of different molecular fragments

NASA Astrophysics Data System (ADS)

Gorkunov, M. V.; Osipov, M. A.; Kapernaum, N.; Nonnenmacher, D.; Giesselmann, F.

2011-11-01

A molecular statistical theory of the smectic A phase is developed taking into account specific interactions between different molecular fragments which enables one to describe different microscopic scenario of the transition into the smectic phase. The effects of nanoscale segregation are described using molecular models with different combinations of attractive and repulsive sites. These models have been used to calculate numerically coefficients in the mean filed potential as functions of molecular model parameters and the period of the smectic structure. The same coefficients are calculated also for a conventional smectic with standard Gay-Berne interaction potential which does not promote the segregation. The free energy is minimized numerically to calculate the order parameters of the smectic A phases and to study the nature of the smectic transition in both systems. It has been found that in conventional materials the smectic order can be stabilized only when the orientational order is sufficiently high, In contrast, in materials with nanosegregation the smectic order develops mainly in the form of the orientational-translational wave while the nematic order parameter remains relatively small. Microscopic mechanisms of smectic ordering in both systems are discussed in detail, and the results for smectic order parameters are compared with experimental data for materials of various molecular structure.

A study of finite mixture model: Bayesian approach on financial time series data

NASA Astrophysics Data System (ADS)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-07-01

Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.

Impact of statistical learning methods on the predictive power of multivariate normal tissue complication probability models.

PubMed

Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A; van't Veld, Aart A

2012-03-15

To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended. Copyright © 2012 Elsevier Inc. All rights reserved.

Threshold Values for Identification of Contamination Predicted by Reduced-Order Models

DOE PAGES

Last, George V.; Murray, Christopher J.; Bott, Yi-Ju; ...

2014-12-31

The U.S. Department of Energy’s (DOE’s) National Risk Assessment Partnership (NRAP) Project is developing reduced-order models to evaluate potential impacts on underground sources of drinking water (USDWs) if CO2 or brine leaks from deep CO2 storage reservoirs. Threshold values, below which there would be no predicted impacts, were determined for portions of two aquifer systems. These threshold values were calculated using an interwell approach for determining background groundwater concentrations that is an adaptation of methods described in the U.S. Environmental Protection Agency’s Unified Guidance for Statistical Analysis of Groundwater Monitoring Data at RCRA Facilities.

Heuristic Identification of Biological Architectures for Simulating Complex Hierarchical Genetic Interactions

PubMed Central

Moore, Jason H; Amos, Ryan; Kiralis, Jeff; Andrews, Peter C

2015-01-01

Simulation plays an essential role in the development of new computational and statistical methods for the genetic analysis of complex traits. Most simulations start with a statistical model using methods such as linear or logistic regression that specify the relationship between genotype and phenotype. This is appealing due to its simplicity and because these statistical methods are commonly used in genetic analysis. It is our working hypothesis that simulations need to move beyond simple statistical models to more realistically represent the biological complexity of genetic architecture. The goal of the present study was to develop a prototype genotype–phenotype simulation method and software that are capable of simulating complex genetic effects within the context of a hierarchical biology-based framework. Specifically, our goal is to simulate multilocus epistasis or gene–gene interaction where the genetic variants are organized within the framework of one or more genes, their regulatory regions and other regulatory loci. We introduce here the Heuristic Identification of Biological Architectures for simulating Complex Hierarchical Interactions (HIBACHI) method and prototype software for simulating data in this manner. This approach combines a biological hierarchy, a flexible mathematical framework, a liability threshold model for defining disease endpoints, and a heuristic search strategy for identifying high-order epistatic models of disease susceptibility. We provide several simulation examples using genetic models exhibiting independent main effects and three-way epistatic effects. PMID:25395175

Specious causal attributions in the social sciences: the reformulated stepping-stone theory of heroin use as exemplar.

PubMed

Baumrind, D

1983-12-01

The claims based on causal models employing either statistical or experimental controls are examined and found to be excessive when applied to social or behavioral science data. An exemplary case, in which strong causal claims are made on the basis of a weak version of the regularity model of cause, is critiqued. O'Donnell and Clayton claim that in order to establish that marijuana use is a cause of heroin use (their "reformulated stepping-stone" hypothesis), it is necessary and sufficient to demonstrate that marijuana use precedes heroin use and that the statistically significant association between the two does not vanish when the effects of other variables deemed to be prior to both of them are removed. I argue that O'Donnell and Clayton's version of the regularity model is not sufficient to establish cause and that the planning of social interventions both presumes and requires a generative rather than a regularity causal model. Causal modeling using statistical controls is of value when it compels the investigator to make explicit and to justify a causal explanation but not when it is offered as a substitute for a generative analysis of causal connection.

SPSS macros to compare any two fitted values from a regression model.

PubMed

Weaver, Bruce; Dubois, Sacha

2012-12-01

In regression models with first-order terms only, the coefficient for a given variable is typically interpreted as the change in the fitted value of Y for a one-unit increase in that variable, with all other variables held constant. Therefore, each regression coefficient represents the difference between two fitted values of Y. But the coefficients represent only a fraction of the possible fitted value comparisons that might be of interest to researchers. For many fitted value comparisons that are not captured by any of the regression coefficients, common statistical software packages do not provide the standard errors needed to compute confidence intervals or carry out statistical tests-particularly in more complex models that include interactions, polynomial terms, or regression splines. We describe two SPSS macros that implement a matrix algebra method for comparing any two fitted values from a regression model. The !OLScomp and !MLEcomp macros are for use with models fitted via ordinary least squares and maximum likelihood estimation, respectively. The output from the macros includes the standard error of the difference between the two fitted values, a 95% confidence interval for the difference, and a corresponding statistical test with its p-value.

A Computer Program for the Generation of ARIMA Data

ERIC Educational Resources Information Center

Green, Samuel B.; Noles, Keith O.

1977-01-01

The autoregressive integrated moving averages model (ARIMA) has been applied to time series data in psychological and educational research. A program is described that generates ARIMA data of a known order. The program enables researchers to explore statistical properties of ARIMA data and simulate systems producing time dependent observations.…

Exploration of the Maximum Entropy/Optimal Projection Approach to Control Design Synthesis for Large Space Structures.

DTIC Science & Technology

1985-02-01

Energy Analysis , a branch of dynamic modal analysis developed for analyzing acoustic vibration problems, its present stage of development embodies a...Maximum Entropy Stochastic Modelling and Reduced-Order Design Synthesis is a rigorous new approach to this class of problems. Inspired by Statistical

A Kramers-Moyal approach to the analysis of third-order noise with applications in option valuation.

PubMed

Popescu, Dan M; Lipan, Ovidiu

2015-01-01

We propose the use of the Kramers-Moyal expansion in the analysis of third-order noise. In particular, we show how the approach can be applied in the theoretical study of option valuation. Despite Pawula's theorem, which states that a truncated model may exhibit poor statistical properties, we show that for a third-order Kramers-Moyal truncation model of an option's and its underlier's price, important properties emerge: (i) the option price can be written in a closed analytical form that involves the Airy function, (ii) the price is a positive function for positive skewness in the distribution, (iii) for negative skewness, the price becomes negative only for price values that are close to zero. Moreover, using third-order noise in option valuation reveals additional properties: (iv) the inconsistencies between two popular option pricing approaches (using a "delta-hedged" portfolio and using an option replicating portfolio) that are otherwise equivalent up to the second moment, (v) the ability to develop a measure R of how accurately an option can be replicated by a mixture of the underlying stocks and cash, (vi) further limitations of second-order models revealed by introducing third-order noise.

A Kramers-Moyal Approach to the Analysis of Third-Order Noise with Applications in Option Valuation

PubMed Central

Popescu, Dan M.; Lipan, Ovidiu

2015-01-01

We propose the use of the Kramers-Moyal expansion in the analysis of third-order noise. In particular, we show how the approach can be applied in the theoretical study of option valuation. Despite Pawula’s theorem, which states that a truncated model may exhibit poor statistical properties, we show that for a third-order Kramers-Moyal truncation model of an option’s and its underlier’s price, important properties emerge: (i) the option price can be written in a closed analytical form that involves the Airy function, (ii) the price is a positive function for positive skewness in the distribution, (iii) for negative skewness, the price becomes negative only for price values that are close to zero. Moreover, using third-order noise in option valuation reveals additional properties: (iv) the inconsistencies between two popular option pricing approaches (using a “delta-hedged” portfolio and using an option replicating portfolio) that are otherwise equivalent up to the second moment, (v) the ability to develop a measure R of how accurately an option can be replicated by a mixture of the underlying stocks and cash, (vi) further limitations of second-order models revealed by introducing third-order noise. PMID:25625856

Characterizing multivariate decoding models based on correlated EEG spectral features.

PubMed

McFarland, Dennis J

2013-07-01

Multivariate decoding methods are popular techniques for analysis of neurophysiological data. The present study explored potential interpretative problems with these techniques when predictors are correlated. Data from sensorimotor rhythm-based cursor control experiments was analyzed offline with linear univariate and multivariate models. Features were derived from autoregressive (AR) spectral analysis of varying model order which produced predictors that varied in their degree of correlation (i.e., multicollinearity). The use of multivariate regression models resulted in much better prediction of target position as compared to univariate regression models. However, with lower order AR features interpretation of the spectral patterns of the weights was difficult. This is likely to be due to the high degree of multicollinearity present with lower order AR features. Care should be exercised when interpreting the pattern of weights of multivariate models with correlated predictors. Comparison with univariate statistics is advisable. While multivariate decoding algorithms are very useful for prediction their utility for interpretation may be limited when predictors are correlated. Copyright © 2013 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Correcting for population structure and kinship using the linear mixed model: theory and extensions.

PubMed

Hoffman, Gabriel E

2013-01-01

Population structure and kinship are widespread confounding factors in genome-wide association studies (GWAS). It has been standard practice to include principal components of the genotypes in a regression model in order to account for population structure. More recently, the linear mixed model (LMM) has emerged as a powerful method for simultaneously accounting for population structure and kinship. The statistical theory underlying the differences in empirical performance between modeling principal components as fixed versus random effects has not been thoroughly examined. We undertake an analysis to formalize the relationship between these widely used methods and elucidate the statistical properties of each. Moreover, we introduce a new statistic, effective degrees of freedom, that serves as a metric of model complexity and a novel low rank linear mixed model (LRLMM) to learn the dimensionality of the correction for population structure and kinship, and we assess its performance through simulations. A comparison of the results of LRLMM and a standard LMM analysis applied to GWAS data from the Multi-Ethnic Study of Atherosclerosis (MESA) illustrates how our theoretical results translate into empirical properties of the mixed model. Finally, the analysis demonstrates the ability of the LRLMM to substantially boost the strength of an association for HDL cholesterol in Europeans.

OPLS statistical model versus linear regression to assess sonographic predictors of stroke prognosis.

PubMed

Vajargah, Kianoush Fathi; Sadeghi-Bazargani, Homayoun; Mehdizadeh-Esfanjani, Robab; Savadi-Oskouei, Daryoush; Farhoudi, Mehdi

2012-01-01

The objective of the present study was to assess the comparable applicability of orthogonal projections to latent structures (OPLS) statistical model vs traditional linear regression in order to investigate the role of trans cranial doppler (TCD) sonography in predicting ischemic stroke prognosis. The study was conducted on 116 ischemic stroke patients admitted to a specialty neurology ward. The Unified Neurological Stroke Scale was used once for clinical evaluation on the first week of admission and again six months later. All data was primarily analyzed using simple linear regression and later considered for multivariate analysis using PLS/OPLS models through the SIMCA P+12 statistical software package. The linear regression analysis results used for the identification of TCD predictors of stroke prognosis were confirmed through the OPLS modeling technique. Moreover, in comparison to linear regression, the OPLS model appeared to have higher sensitivity in detecting the predictors of ischemic stroke prognosis and detected several more predictors. Applying the OPLS model made it possible to use both single TCD measures/indicators and arbitrarily dichotomized measures of TCD single vessel involvement as well as the overall TCD result. In conclusion, the authors recommend PLS/OPLS methods as complementary rather than alternative to the available classical regression models such as linear regression.

Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

NASA Technical Reports Server (NTRS)

Zhu, Yanqui; Cohn, Stephen E.; Todling, Ricardo

1999-01-01

The Kalman filter is the optimal filter in the presence of known gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions. Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz model as well as more realistic models of the means and atmosphere. A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter situations to allow for correct update of the ensemble members. The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to be quite puzzling in that results state estimates are worse than for their filter analogue. In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use the Lorenz model to test and compare the behavior of a variety of implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Higher Order Cumulant Studies of Ocean Surface Random Fields from Satellite Altimeter Data

NASA Technical Reports Server (NTRS)

Cheng, B.

1996-01-01

Higher order statistics, especially 2nd order statistics, have been used to study ocean processes for many years in the past, and occupy an appreciable part of the research literature on physical oceanography. They in turn form part of a much larger field of study in statistical fluid mechanics.

Computer program to minimize prediction error in models from experiments with 16 hypercube points and 0 to 6 center points

NASA Technical Reports Server (NTRS)

Holms, A. G.

1982-01-01

A previous report described a backward deletion procedure of model selection that was optimized for minimum prediction error and which used a multiparameter combination of the F - distribution and an order statistics distribution of Cochran's. A computer program is described that applies the previously optimized procedure to real data. The use of the program is illustrated by examples.

Prediction of the effect of formulation on the toxicity of chemicals.

PubMed

Mistry, Pritesh; Neagu, Daniel; Sanchez-Ruiz, Antonio; Trundle, Paul R; Vessey, Jonathan D; Gosling, John Paul

2017-01-01

Two approaches for the prediction of which of two vehicles will result in lower toxicity for anticancer agents are presented. Machine-learning models are developed using decision tree, random forest and partial least squares methodologies and statistical evidence is presented to demonstrate that they represent valid models. Separately, a clustering method is presented that allows the ordering of vehicles by the toxicity they show for chemically-related compounds.

Characterization of the Body-to-Body Propagation Channel for Subjects during Sports Activities.

PubMed

Mohamed, Marshed; Cheffena, Michael; Moldsvor, Arild

2018-02-18

Body-to-body wireless networks (BBWNs) have great potential to find applications in team sports activities among others. However, successful design of such systems requires great understanding of the communication channel as the movement of the body components causes time-varying shadowing and fading effects. In this study, we present results of the measurement campaign of BBWN during running and cycling activities. Among others, the results indicated the presence of good and bad states with each state following a specific distribution for the considered propagation scenarios. This motivated the development of two-state semi-Markov model, for simulation of the communication channels. The simulation model was validated using the available measurement data in terms of first and second order statistics and have shown good agreement. The first order statistics obtained from the simulation model as well as the measured results were then used to analyze the performance of the BBWNs channels under running and cycling activities in terms of capacity and outage probability. Cycling channels showed better performance than running, having higher channel capacity and lower outage probability, regardless of the speed of the subjects involved in the measurement campaign.

Statistical modeling, detection, and segmentation of stains in digitized fabric images

NASA Astrophysics Data System (ADS)

Gururajan, Arunkumar; Sari-Sarraf, Hamed; Hequet, Eric F.

2007-02-01

This paper will describe a novel and automated system based on a computer vision approach, for objective evaluation of stain release on cotton fabrics. Digitized color images of the stained fabrics are obtained, and the pixel values in the color and intensity planes of these images are probabilistically modeled as a Gaussian Mixture Model (GMM). Stain detection is posed as a decision theoretic problem, where the null hypothesis corresponds to absence of a stain. The null hypothesis and the alternate hypothesis mathematically translate into a first order GMM and a second order GMM respectively. The parameters of the GMM are estimated using a modified Expectation-Maximization (EM) algorithm. Minimum Description Length (MDL) is then used as the test statistic to decide the verity of the null hypothesis. The stain is then segmented by a decision rule based on the probability map generated by the EM algorithm. The proposed approach was tested on a dataset of 48 fabric images soiled with stains of ketchup, corn oil, mustard, ragu sauce, revlon makeup and grape juice. The decision theoretic part of the algorithm produced a correct detection rate (true positive) of 93% and a false alarm rate of 5% on these set of images.

Data-driven reduced order models for effective yield strength and partitioning of strain in multiphase materials

NASA Astrophysics Data System (ADS)

Latypov, Marat I.; Kalidindi, Surya R.

2017-10-01

There is a critical need for the development and verification of practically useful multiscale modeling strategies for simulating the mechanical response of multiphase metallic materials with heterogeneous microstructures. In this contribution, we present data-driven reduced order models for effective yield strength and strain partitioning in such microstructures. These models are built employing the recently developed framework of Materials Knowledge Systems that employ 2-point spatial correlations (or 2-point statistics) for the quantification of the heterostructures and principal component analyses for their low-dimensional representation. The models are calibrated to a large collection of finite element (FE) results obtained for a diverse range of microstructures with various sizes, shapes, and volume fractions of the phases. The performance of the models is evaluated by comparing the predictions of yield strength and strain partitioning in two-phase materials with the corresponding predictions from a classical self-consistent model as well as results of full-field FE simulations. The reduced-order models developed in this work show an excellent combination of accuracy and computational efficiency, and therefore present an important advance towards computationally efficient microstructure-sensitive multiscale modeling frameworks.

Stochastic modeling of sunshine number data

NASA Astrophysics Data System (ADS)

Brabec, Marek; Paulescu, Marius; Badescu, Viorel

2013-11-01

In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation of Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar Radiation Monitoring Station of the West University of Timisoara.

Stochastic modeling of sunshine number data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brabec, Marek, E-mail: mbrabec@cs.cas.cz; Paulescu, Marius; Badescu, Viorel

2013-11-13

In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation ofmore » Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar Radiation Monitoring Station of the West University of Timisoara.« less

Statistical learning of music- and language-like sequences and tolerance for spectral shifts.

PubMed

Daikoku, Tatsuya; Yatomi, Yutaka; Yumoto, Masato

2015-02-01

In our previous study (Daikoku, Yatomi, & Yumoto, 2014), we demonstrated that the N1m response could be a marker for the statistical learning process of pitch sequence, in which each tone was ordered by a Markov stochastic model. The aim of the present study was to investigate how the statistical learning of music- and language-like auditory sequences is reflected in the N1m responses based on the assumption that both language and music share domain generality. By using vowel sounds generated by a formant synthesizer, we devised music- and language-like auditory sequences in which higher-ordered transitional rules were embedded according to a Markov stochastic model by controlling fundamental (F0) and/or formant frequencies (F1-F2). In each sequence, F0 and/or F1-F2 were spectrally shifted in the last one-third of the tone sequence. Neuromagnetic responses to the tone sequences were recorded from 14 right-handed normal volunteers. In the music- and language-like sequences with pitch change, the N1m responses to the tones that appeared with higher transitional probability were significantly decreased compared with the responses to the tones that appeared with lower transitional probability within the first two-thirds of each sequence. Moreover, the amplitude difference was even retained within the last one-third of the sequence after the spectral shifts. However, in the language-like sequence without pitch change, no significant difference could be detected. The pitch change may facilitate the statistical learning in language and music. Statistically acquired knowledge may be appropriated to process altered auditory sequences with spectral shifts. The relative processing of spectral sequences may be a domain-general auditory mechanism that is innate to humans. Copyright © 2014 Elsevier Inc. All rights reserved.

Limited-information goodness-of-fit testing of diagnostic classification item response models.

PubMed

Hansen, Mark; Cai, Li; Monroe, Scott; Li, Zhen

2016-11-01

Despite the growing popularity of diagnostic classification models (e.g., Rupp et al., 2010, Diagnostic measurement: theory, methods, and applications, Guilford Press, New York, NY) in educational and psychological measurement, methods for testing their absolute goodness of fit to real data remain relatively underdeveloped. For tests of reasonable length and for realistic sample size, full-information test statistics such as Pearson's X 2 and the likelihood ratio statistic G 2 suffer from sparseness in the underlying contingency table from which they are computed. Recently, limited-information fit statistics such as Maydeu-Olivares and Joe's (2006, Psychometrika, 71, 713) M 2 have been found to be quite useful in testing the overall goodness of fit of item response theory models. In this study, we applied Maydeu-Olivares and Joe's (2006, Psychometrika, 71, 713) M 2 statistic to diagnostic classification models. Through a series of simulation studies, we found that M 2 is well calibrated across a wide range of diagnostic model structures and was sensitive to certain misspecifications of the item model (e.g., fitting disjunctive models to data generated according to a conjunctive model), errors in the Q-matrix (adding or omitting paths, omitting a latent variable), and violations of local item independence due to unmodelled testlet effects. On the other hand, M 2 was largely insensitive to misspecifications in the distribution of higher-order latent dimensions and to the specification of an extraneous attribute. To complement the analyses of the overall model goodness of fit using M 2 , we investigated the utility of the Chen and Thissen (1997, J. Educ. Behav. Stat., 22, 265) local dependence statistic XLD2 for characterizing sources of misfit, an important aspect of model appraisal often overlooked in favour of overall statements. The XLD2 statistic was found to be slightly conservative (with Type I error rates consistently below the nominal level) but still useful in pinpointing the sources of misfit. Patterns of local dependence arising due to specific model misspecifications are illustrated. Finally, we used the M 2 and XLD2 statistics to evaluate a diagnostic model fit to data from the Trends in Mathematics and Science Study, drawing upon analyses previously conducted by Lee et al., (2011, IJT, 11, 144). © 2016 The British Psychological Society.

Joint Seasonal ARMA Approach for Modeling of Load Forecast Errors in Planning Studies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hafen, Ryan P.; Samaan, Nader A.; Makarov, Yuri V.

2014-04-14

To make informed and robust decisions in the probabilistic power system operation and planning process, it is critical to conduct multiple simulations of the generated combinations of wind and load parameters and their forecast errors to handle the variability and uncertainty of these time series. In order for the simulation results to be trustworthy, the simulated series must preserve the salient statistical characteristics of the real series. In this paper, we analyze day-ahead load forecast error data from multiple balancing authority locations and characterize statistical properties such as mean, standard deviation, autocorrelation, correlation between series, time-of-day bias, and time-of-day autocorrelation.more » We then construct and validate a seasonal autoregressive moving average (ARMA) model to model these characteristics, and use the model to jointly simulate day-ahead load forecast error series for all BAs.« less

[Regression on order statistics and its application in estimating nondetects for food exposure assessment].

PubMed

Yu, Xiaojin; Liu, Pei; Min, Jie; Chen, Qiguang

2009-01-01

To explore the application of regression on order statistics (ROS) in estimating nondetects for food exposure assessment. Regression on order statistics was adopted in analysis of cadmium residual data set from global food contaminant monitoring, the mean residual was estimated basing SAS programming and compared with the results from substitution methods. The results show that ROS method performs better obviously than substitution methods for being robust and convenient for posterior analysis. Regression on order statistics is worth to adopt,but more efforts should be make for details of application of this method.

Modified physiologically equivalent temperature—basics and applications for western European climate

NASA Astrophysics Data System (ADS)

Chen, Yung-Chang; Matzarakis, Andreas

2018-05-01

A new thermal index, the modified physiologically equivalent temperature (mPET) has been developed for universal application in different climate zones. The mPET has been improved against the weaknesses of the original physiologically equivalent temperature (PET) by enhancing evaluation of the humidity and clothing variability. The principles of mPET and differences between original PET and mPET are introduced and discussed in this study. Furthermore, this study has also evidenced the usability of mPET with climatic data in Freiburg, which is located in Western Europe. Comparisons of PET, mPET, and Universal Thermal Climate Index (UTCI) have shown that mPET gives a more realistic estimation of human thermal sensation than the other two thermal indices (PET, UTCI) for the thermal conditions in Freiburg. Additionally, a comparison of physiological parameters between mPET model and PET model (Munich Energy Balance Model for Individual, namely MEMI) is proposed. The core temperatures and skin temperatures of PET model vary more violently to a low temperature during cold stress than the mPET model. It can be regarded as that the mPET model gives a more realistic core temperature and mean skin temperature than the PET model. Statistical regression analysis of mPET based on the air temperature, mean radiant temperature, vapor pressure, and wind speed has been carried out. The R square (0.995) has shown a well co-relationship between human biometeorological factors and mPET. The regression coefficient of each factor represents the influence of the each factor on changing mPET (i.e., ±1 °C of T a = ± 0.54 °C of mPET). The first-order regression has been considered predicting a more realistic estimation of mPET at Freiburg during 2003 than the other higher order regression model, because the predicted mPET from the first-order regression has less difference from mPET calculated from measurement data. Statistic tests recognize that mPET can effectively evaluate the influences of all human biometeorological factors on thermal environments. Moreover, a first-order regression function can also predict the thermal evaluations of the mPET by using human biometeorological factors in Freiburg.

Indexed semi-Markov process for wind speed modeling.

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. In a previous work we proposed different semi-Markov models, showing their ability to reproduce the autocorrelation structures of wind speed data. In that paper we showed also that the autocorrelation is higher with respect to the Markov model. Unfortunately this autocorrelation was still too small compared to the empirical one. In order to overcome the problem of low autocorrelation, in this paper we propose an indexed semi-Markov model. More precisely we assume that wind speed is described by a discrete time homogeneous semi-Markov process. We introduce a memory index which takes into account the periods of different wind activities. With this model the statistical characteristics of wind speed are faithfully reproduced. The wind is a very unstable phenomenon characterized by a sequence of lulls and sustained speeds, and a good wind generator must be able to reproduce such sequences. To check the validity of the predictive semi-Markovian model, the persistence of synthetic winds were calculated, then averaged and computed. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy 28 (2003) 1787-1802.

Increasing the statistical significance of entanglement detection in experiments.

PubMed

Jungnitsch, Bastian; Niekamp, Sönke; Kleinmann, Matthias; Gühne, Otfried; Lu, He; Gao, Wei-Bo; Chen, Yu-Ao; Chen, Zeng-Bing; Pan, Jian-Wei

2010-05-28

Entanglement is often verified by a violation of an inequality like a Bell inequality or an entanglement witness. Considerable effort has been devoted to the optimization of such inequalities in order to obtain a high violation. We demonstrate theoretically and experimentally that such an optimization does not necessarily lead to a better entanglement test, if the statistical error is taken into account. Theoretically, we show for different error models that reducing the violation of an inequality can improve the significance. Experimentally, we observe this phenomenon in a four-photon experiment, testing the Mermin and Ardehali inequality for different levels of noise. Furthermore, we provide a way to develop entanglement tests with high statistical significance.

Evaluation Of Statistical Models For Forecast Errors From The HBV-Model

NASA Astrophysics Data System (ADS)

Engeland, K.; Kolberg, S.; Renard, B.; Stensland, I.

2009-04-01

Three statistical models for the forecast errors for inflow to the Langvatn reservoir in Northern Norway have been constructed and tested according to how well the distribution and median values of the forecasts errors fit to the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order autoregressive model was constructed for the forecast errors. The parameters were conditioned on climatic conditions. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order autoregressive model was constructed for the forecast errors. For the last model positive and negative errors were modeled separately. The errors were first NQT-transformed before a model where the mean values were conditioned on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: We wanted a) the median values to be close to the observed values; b) the forecast intervals to be narrow; c) the distribution to be correct. The results showed that it is difficult to obtain a correct model for the forecast errors, and that the main challenge is to account for the auto-correlation in the errors. Model 1 and 2 gave similar results, and the main drawback is that the distributions are not correct. The 95% forecast intervals were well identified, but smaller forecast intervals were over-estimated, and larger intervals were under-estimated. Model 3 gave a distribution that fits better, but the median values do not fit well since the auto-correlation is not properly accounted for. If the 95% forecast interval is of interest, Model 2 is recommended. If the whole distribution is of interest, Model 3 is recommended.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nunes, Rafael C.; Abreu, Everton M.C.; Neto, Jorge Ananias

Based on the relationship between thermodynamics and gravity we propose, with the aid of Verlinde's formalism, an alternative interpretation of the dynamical evolution of the Friedmann-Robertson-Walker Universe. This description takes into account the entropy and temperature intrinsic to the horizon of the universe due to the information holographically stored there through non-gaussian statistical theories proposed by Tsallis and Kaniadakis. The effect of these non-gaussian statistics in the cosmological context is to change the strength of the gravitational constant. In this paper, we consider the w CDM model modified by the non-gaussian statistics and investigate the compatibility of these non-gaussian modificationmore » with the cosmological observations. In order to analyze in which extend the cosmological data constrain these non-extensive statistics, we will use type Ia supernovae, baryon acoustic oscillations, Hubble expansion rate function and the linear growth of matter density perturbations data. We show that Tsallis' statistics is favored at 1σ confidence level.« less

Maximum likelihood estimation of finite mixture model for economic data

NASA Astrophysics Data System (ADS)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-06-01

Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.

Response Surface Methodology Using a Fullest Balanced Model: A Re-Analysis of a Dataset in the Korean Journal for Food Science of Animal Resources.

PubMed

Rheem, Sungsue; Rheem, Insoo; Oh, Sejong

2017-01-01

Response surface methodology (RSM) is a useful set of statistical techniques for modeling and optimizing responses in research studies of food science. In the analysis of response surface data, a second-order polynomial regression model is usually used. However, sometimes we encounter situations where the fit of the second-order model is poor. If the model fitted to the data has a poor fit including a lack of fit, the modeling and optimization results might not be accurate. In such a case, using a fullest balanced model, which has no lack of fit, can fix such problem, enhancing the accuracy of the response surface modeling and optimization. This article presents how to develop and use such a model for the better modeling and optimizing of the response through an illustrative re-analysis of a dataset in Park et al. (2014) published in the Korean Journal for Food Science of Animal Resources .

Emergence of a new pair-coherent phase in many-body quenches of repulsive bosons

NASA Astrophysics Data System (ADS)

Fischer, Uwe R.; Lee, Kang-Soo; Xiong, Bo

2011-07-01

We investigate the dynamical mode population statistics and associated first- and second-order coherence of an interacting bosonic two-mode model when the pair-exchange coupling is quenched from negative to positive values. It is shown that for moderately rapid second-order transitions, a new pair-coherent phase emerges on the positive coupling side in an excited state, which is not fragmented as the ground-state single-particle density matrix would prescribe it to be.

Uterus models for use in virtual reality hysteroscopy simulators.

PubMed

Niederer, Peter; Weiss, Stephan; Caduff, Rosmarie; Bajka, Michael; Szekély, Gabor; Harders, Matthias

2009-05-01

Virtual reality models of human organs are needed in surgery simulators which are developed for educational and training purposes. A simulation can only be useful, however, if the mechanical performance of the system in terms of force-feedback for the user as well as the visual representation is realistic. We therefore aim at developing a mechanical computer model of the organ in question which yields realistic force-deformation behavior under virtual instrument-tissue interactions and which, in particular, runs in real time. The modeling of the human uterus is described as it is to be implemented in a simulator for minimally invasive gynecological procedures. To this end, anatomical information which was obtained from specially designed computed tomography and magnetic resonance imaging procedures as well as constitutive tissue properties recorded from mechanical testing were used. In order to achieve real-time performance, the combination of mechanically realistic numerical uterus models of various levels of complexity with a statistical deformation approach is suggested. In view of mechanical accuracy of such models, anatomical characteristics including the fiber architecture along with the mechanical deformation properties are outlined. In addition, an approach to make this numerical representation potentially usable in an interactive simulation is discussed. The numerical simulation of hydrometra is shown in this communication. The results were validated experimentally. In order to meet the real-time requirements and to accommodate the large biological variability associated with the uterus, a statistical modeling approach is demonstrated to be useful.

A multidimensional model of police legitimacy: A cross-cultural assessment.

PubMed

Tankebe, Justice; Reisig, Michael D; Wang, Xia

2016-02-01

This study used survey data from cross-sectional, university-based samples of young adults in different cultural settings (i.e., the United States and Ghana) to accomplish 2 main objectives: (1) to construct a 4-dimensional police legitimacy scale, and (2) to assess the relationship that police legitimacy and feelings of obligation to obey the police have with 2 outcome measures. The fit statistics for the second-order confirmatory factor models indicated that the 4-dimensional police legitimacy model is reasonably consistent with the data in both samples. Results from the linear regression analyses showed that the police legitimacy scale is related to cooperation with the police, and that the observed association is attenuated when the obligation to obey scale is included in the model specification in both the United States and Ghana data. A similar pattern emerged in the U.S. sample when estimating compliance with the law models. However, although police legitimacy was associated with compliance in the Ghana sample, this relationship along with the test statistic for the sense of obligation to obey estimate were both null in the fully saturated equation. The findings provide support for the Bottoms and Tankebe's (2012) argument that legitimacy is multidimensional, comprising police lawfulness, distributive fairness, procedural fairness, and effectiveness. However, the link between police legitimacy and social order appears to be culturally variable. PsycINFO Database Record (c) 2016 APA, all rights reserved.

Predicting changes of glass optical properties in polluted atmospheric environment by a neural network model

NASA Astrophysics Data System (ADS)

Verney-Carron, A.; Dutot, A. L.; Lombardo, T.; Chabas, A.

2012-07-01

Soiling results from the deposition of pollutants on materials. On glass, it leads to an alteration of its intrinsic optical properties. The nature and intensity of this phenomenon mirrors the pollution of an environment. This paper proposes a new statistical model in order to predict the evolution of haze (H) (i.e. diffuse/direct transmitted light ratio) as a function of time and major pollutant concentrations in the atmosphere (SO2, NO2, and PM10 (Particulate Matter < 10 μm)). The model was parameterized by using a large set of data collected in European cities (especially, Paris and its suburbs, Athens, Krakow, Prague, and Rome) during field exposure campaigns (French, European, and international programs). This statistical model, called NEUROPT-Glass, comes from an artificial neural network with two hidden layers and uses a non-linear parametric regression named Multilayer Perceptron (MLP). The results display a high determination coefficient (R2 = 0.88) between the measured and the predicted hazes and minimizes the dispersion of data compared to existing multilinear dose-response functions. Therefore, this model can be used with a great confidence in order to predict the soiling of glass as a function of time in world cities with different levels of pollution or to assess the effect of pollution reduction policies on glass soiling problems in urban environments.

Active control on high-order coherence and statistic characterization on random phase fluctuation of two classical point sources.

PubMed

Hong, Peilong; Li, Liming; Liu, Jianji; Zhang, Guoquan

2016-03-29

Young's double-slit or two-beam interference is of fundamental importance to understand various interference effects, in which the stationary phase difference between two beams plays the key role in the first-order coherence. Different from the case of first-order coherence, in the high-order optical coherence the statistic behavior of the optical phase will play the key role. In this article, by employing a fundamental interfering configuration with two classical point sources, we showed that the high- order optical coherence between two classical point sources can be actively designed by controlling the statistic behavior of the relative phase difference between two point sources. Synchronous position Nth-order subwavelength interference with an effective wavelength of λ/M was demonstrated, in which λ is the wavelength of point sources and M is an integer not larger than N. Interestingly, we found that the synchronous position Nth-order interference fringe fingerprints the statistic trace of random phase fluctuation of two classical point sources, therefore, it provides an effective way to characterize the statistic properties of phase fluctuation for incoherent light sources.

Statistical downscaling of general-circulation-model- simulated average monthly air temperature to the beginning of flowering of the dandelion (Taraxacum officinale) in Slovenia

NASA Astrophysics Data System (ADS)

Bergant, Klemen; Kajfež-Bogataj, Lučka; Črepinšek, Zalika

2002-02-01

Phenological observations are a valuable source of information for investigating the relationship between climate variation and plant development. Potential climate change in the future will shift the occurrence of phenological phases. Information about future climate conditions is needed in order to estimate this shift. General circulation models (GCM) provide the best information about future climate change. They are able to simulate reliably the most important mean features on a large scale, but they fail on a regional scale because of their low spatial resolution. A common approach to bridging the scale gap is statistical downscaling, which was used to relate the beginning of flowering of Taraxacum officinale in Slovenia with the monthly mean near-surface air temperature for January, February and March in Central Europe. Statistical models were developed and tested with NCAR/NCEP Reanalysis predictor data and EARS predictand data for the period 1960-1999. Prior to developing statistical models, empirical orthogonal function (EOF) analysis was employed on the predictor data. Multiple linear regression was used to relate the beginning of flowering with expansion coefficients of the first three EOF for the Janauary, Febrauary and March air temperatures, and a strong correlation was found between them. Developed statistical models were employed on the results of two GCM (HadCM3 and ECHAM4/OPYC3) to estimate the potential shifts in the beginning of flowering for the periods 1990-2019 and 2020-2049 in comparison with the period 1960-1989. The HadCM3 model predicts, on average, 4 days earlier occurrence and ECHAM4/OPYC3 5 days earlier occurrence of flowering in the period 1990-2019. The analogous results for the period 2020-2049 are a 10- and 11-day earlier occurrence.

Plackett-Burman experimental design for bacterial cellulose-silica composites synthesis.

PubMed

Guzun, Anicuta Stoica; Stroescu, Marta; Jinga, Sorin Ion; Voicu, Georgeta; Grumezescu, Alexandru Mihai; Holban, Alina Maria

2014-09-01

Bacterial cellulose-silica hybrid composites were prepared starting from wet bacterial cellulose (BC) membranes using Stöber reaction. The structure and surface morphology of hybrid composites were examined by FTIR and SEM. The SEM pictures revealed that the silica particles are attached to BC fibrils and are well dispersed in the BC matrix. The influence of silica particles upon BC crystallinity was studied using XRD analysis. Thermogravimetric (TG) analysis showed that the composites are stable up to 300°C. A Plackett-Burman design was applied in order to investigate the influence of process parameters upon silica particle sizes and silica content of BC-silica composites. The statistical model predicted that it is possible for silica particles size to vary the synthesis parameters in order to obtain silica particles deposed on BC membranes in the range from 34.5 to 500 nm, the significant parameters being ammonia concentration, reaction time and temperature. The silica content also varies depending on process parameters, the statistical model predicting that the most influential parameters are water-tetraethoxysilane (TEOS) ratio and reaction temperature. The antimicrobial behavior on Staphylococcus aureus of BC-silica composites functionalized with usnic acid (UA) was also studied, in order to create improved surfaces with antiadherence and anti-biofilm properties. Copyright © 2014 Elsevier B.V. All rights reserved.

Adaptive interference cancel filter for evoked potential using high-order cumulants.

PubMed

Lin, Bor-Shyh; Lin, Bor-Shing; Chong, Fok-Ching; Lai, Feipei

2004-01-01

This paper is to present evoked potential (EP) processing using adaptive interference cancel (AIC) filter with second and high order cumulants. In conventional ensemble averaging method, people have to conduct repetitively experiments to record the required data. Recently, the use of AIC structure with second statistics in processing EP has proved more efficiency than traditional averaging method, but it is sensitive to both of the reference signal statistics and the choice of step size. Thus, we proposed higher order statistics-based AIC method to improve these disadvantages. This study was experimented in somatosensory EP corrupted with EEG. Gradient type algorithm is used in AIC method. Comparisons with AIC filter on second, third, fourth order statistics are also presented in this paper. We observed that AIC filter with third order statistics has better convergent performance for EP processing and is not sensitive to the selection of step size and reference input.

Approach for Input Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

NASA Technical Reports Server (NTRS)

Putko, Michele M.; Taylor, Arthur C., III; Newman, Perry A.; Green, Lawrence L.

2002-01-01

An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, these moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

A Comparison of Two Balance Calibration Model Building Methods

NASA Technical Reports Server (NTRS)

DeLoach, Richard; Ulbrich, Norbert

2007-01-01

Simulated strain-gage balance calibration data is used to compare the accuracy of two balance calibration model building methods for different noise environments and calibration experiment designs. The first building method obtains a math model for the analysis of balance calibration data after applying a candidate math model search algorithm to the calibration data set. The second building method uses stepwise regression analysis in order to construct a model for the analysis. Four balance calibration data sets were simulated in order to compare the accuracy of the two math model building methods. The simulated data sets were prepared using the traditional One Factor At a Time (OFAT) technique and the Modern Design of Experiments (MDOE) approach. Random and systematic errors were introduced in the simulated calibration data sets in order to study their influence on the math model building methods. Residuals of the fitted calibration responses and other statistical metrics were compared in order to evaluate the calibration models developed with different combinations of noise environment, experiment design, and model building method. Overall, predicted math models and residuals of both math model building methods show very good agreement. Significant differences in model quality were attributable to noise environment, experiment design, and their interaction. Generally, the addition of systematic error significantly degraded the quality of calibration models developed from OFAT data by either method, but MDOE experiment designs were more robust with respect to the introduction of a systematic component of the unexplained variance.

Generating action descriptions from statistically integrated representations of human motions and sentences.

PubMed

Takano, Wataru; Kusajima, Ikuo; Nakamura, Yoshihiko

2016-08-01

It is desirable for robots to be able to linguistically understand human actions during human-robot interactions. Previous research has developed frameworks for encoding human full body motion into model parameters and for classifying motion into specific categories. For full understanding, the motion categories need to be connected to the natural language such that the robots can interpret human motions as linguistic expressions. This paper proposes a novel framework for integrating observation of human motion with that of natural language. This framework consists of two models; the first model statistically learns the relations between motions and their relevant words, and the second statistically learns sentence structures as word n-grams. Integration of these two models allows robots to generate sentences from human motions by searching for words relevant to the motion using the first model and then arranging these words in appropriate order using the second model. This allows making sentences that are the most likely to be generated from the motion. The proposed framework was tested on human full body motion measured by an optical motion capture system. In this, descriptive sentences were manually attached to the motions, and the validity of the system was demonstrated. Copyright © 2016 Elsevier Ltd. All rights reserved.

Statistics of Data Fitting: Flaws and Fixes of Polynomial Analysis of Channeled Spectra

NASA Astrophysics Data System (ADS)

Karstens, William; Smith, David

2013-03-01

Starting from general statistical principles, we have critically examined Baumeister's procedure* for determining the refractive index of thin films from channeled spectra. Briefly, the method assumes that the index and interference fringe order may be approximated by polynomials quadratic and cubic in photon energy, respectively. The coefficients of the polynomials are related by differentiation, which is equivalent to comparing energy differences between fringes. However, we find that when the fringe order is calculated from the published IR index for silicon* and then analyzed with Baumeister's procedure, the results do not reproduce the original index. This problem has been traced to 1. Use of unphysical powers in the polynomials (e.g., time-reversal invariance requires that the index is an even function of photon energy), and 2. Use of insufficient terms of the correct parity. Exclusion of unphysical terms and addition of quartic and quintic terms to the index and order polynomials yields significantly better fits with fewer parameters. This represents a specific example of using statistics to determine if the assumed fitting model adequately captures the physics contained in experimental data. The use of analysis of variance (ANOVA) and the Durbin-Watson statistic to test criteria for the validity of least-squares fitting will be discussed. *D.F. Edwards and E. Ochoa, Appl. Opt. 19, 4130 (1980). Supported in part by the US Department of Energy, Office of Nuclear Physics under contract DE-AC02-06CH11357.

An integrated system for rainfall induced shallow landslides modeling

NASA Astrophysics Data System (ADS)

Formetta, Giuseppe; Capparelli, Giovanna; Rigon, Riccardo; Versace, Pasquale

2014-05-01

Rainfall induced shallow landslides (RISL) cause significant damages involving loss of life and properties. Predict susceptible locations for RISL is a complex task that involves many disciplines: hydrology, geotechnical science, geomorphology, statistic. Usually to accomplish this task two main approaches are used: statistical or physically based model. In this work an open source (OS), 3-D, fully distributed hydrological model was integrated in an OS modeling framework (Object Modeling System). The chain is closed by linking the system to a component for safety factor computation with infinite slope approximation able to take into account layered soils and suction contribution to hillslope stability. The model composition was tested for a case study in Calabria (Italy) in order to simulate the triggering of a landslide happened in the Cosenza Province. The integration in OMS allows the use of other components such as a GIS to manage inputs-output processes, and automatic calibration algorithms to estimate model parameters. Finally, model performances were quantified by comparing modelled and simulated trigger time. This research is supported by Ambito/Settore AMBIENTE E SICUREZZA (PON01_01503) project.

Keep it simple - A case study of model development in the context of the Dynamic Stocks and Flows (DSF) task

NASA Astrophysics Data System (ADS)

Halbrügge, Marc

2010-12-01

This paper describes the creation of a cognitive model submitted to the ‘Dynamic Stocks and Flows’ (DSF) modeling challenge. This challenge aims at comparing computational cognitive models for human behavior during an open ended control task. Participants in the modeling competition were provided with a simulation environment and training data for benchmarking their models while the actual specification of the competition task was withheld. To meet this challenge, the cognitive model described here was designed and optimized for generalizability. Only two simple assumptions about human problem solving were used to explain the empirical findings of the training data. In-depth analysis of the data set prior to the development of the model led to the dismissal of correlations or other parametric statistics as goodness-of-fit indicators. A new statistical measurement based on rank orders and sequence matching techniques is being proposed instead. This measurement, when being applied to the human sample, also identifies clusters of subjects that use different strategies for the task. The acceptability of the fits achieved by the model is verified using permutation tests.

The Health Belief Model as an Explanatory Framework in Communication Research: Exploring Parallel, Serial, and Moderated Mediation

PubMed Central

Jones, Christina L.; Jensen, Jakob D.; Scherr, Courtney L.; Brown, Natasha R.; Christy, Katheryn; Weaver, Jeremy

2015-01-01

The Health Belief Model (HBM) posits that messages will achieve optimal behavior change if they successfully target perceived barriers, benefits, self-efficacy, and threat. While the model seems to be an ideal explanatory framework for communication research, theoretical limitations have limited its use in the field. Notably, variable ordering is currently undefined in the HBM. Thus, it is unclear whether constructs mediate relationships comparably (parallel mediation), in sequence (serial mediation), or in tandem with a moderator (moderated mediation). To investigate variable ordering, adults (N = 1,377) completed a survey in the aftermath of an 8-month flu vaccine campaign grounded in the HBM. Exposure to the campaign was positively related to vaccination behavior. Statistical evaluation supported a model where the indirect effect of exposure on behavior through perceived barriers and threat was moderated by self-efficacy (moderated mediation). Perceived barriers and benefits also formed a serial mediation chain. The results indicate that variable ordering in the Health Belief Model may be complex, may help to explain conflicting results of the past, and may be a good focus for future research. PMID:25010519

Targeted estimation of nuisance parameters to obtain valid statistical inference.

PubMed

van der Laan, Mark J

2014-01-01

In order to obtain concrete results, we focus on estimation of the treatment specific mean, controlling for all measured baseline covariates, based on observing independent and identically distributed copies of a random variable consisting of baseline covariates, a subsequently assigned binary treatment, and a final outcome. The statistical model only assumes possible restrictions on the conditional distribution of treatment, given the covariates, the so-called propensity score. Estimators of the treatment specific mean involve estimation of the propensity score and/or estimation of the conditional mean of the outcome, given the treatment and covariates. In order to make these estimators asymptotically unbiased at any data distribution in the statistical model, it is essential to use data-adaptive estimators of these nuisance parameters such as ensemble learning, and specifically super-learning. Because such estimators involve optimal trade-off of bias and variance w.r.t. the infinite dimensional nuisance parameter itself, they result in a sub-optimal bias/variance trade-off for the resulting real-valued estimator of the estimand. We demonstrate that additional targeting of the estimators of these nuisance parameters guarantees that this bias for the estimand is second order and thereby allows us to prove theorems that establish asymptotic linearity of the estimator of the treatment specific mean under regularity conditions. These insights result in novel targeted minimum loss-based estimators (TMLEs) that use ensemble learning with additional targeted bias reduction to construct estimators of the nuisance parameters. In particular, we construct collaborative TMLEs (C-TMLEs) with known influence curve allowing for statistical inference, even though these C-TMLEs involve variable selection for the propensity score based on a criterion that measures how effective the resulting fit of the propensity score is in removing bias for the estimand. As a particular special case, we also demonstrate the required targeting of the propensity score for the inverse probability of treatment weighted estimator using super-learning to fit the propensity score.

Incorporation of the statistical multi-fragmentation model in PHITS and its application for simulation of fragmentation by heavy ions and protons

NASA Astrophysics Data System (ADS)

Ogawa, Tatsuhiko; Sato, Tatsuhiko; Hashimoto, Shintaro; Niita, Koji

2014-06-01

The fragmentation reactions of relativistic-energy nucleus-nucleus and proton-nucleus collisions were simulated using the Statistical Multi-fragmentation Model (SMM) incorporated with the Particle and Heavy Ion Transport code System (PHITS). The comparisons of calculated cross-sections with literature data showed that PHITS-SMM predicts the fragmentation cross-sections of heavy nuclei up to two orders of magnitude more accurately than PHITS for heavy-ion-induced reactions. For proton-induced reactions, noticeable improvements are observed for interactions of the heavy target with protons at an energy greater than 1 GeV. Therefore, consideration for multi-fragmentation reactions is necessary for the accurate simulation of energetic fragmentation reactions of heavy nuclei.

Coherent spectroscopic methods for monitoring pathogens, genetically modified products and nanostructured materials in colloidal solution

NASA Astrophysics Data System (ADS)

Moguilnaya, T.; Suminov, Y.; Botikov, A.; Ignatov, S.; Kononenko, A.; Agibalov, A.

2017-01-01

We developed the new automatic method that combines the method of forced luminescence and stimulated Brillouin scattering. This method is used for monitoring pathogens, genetically modified products and nanostructured materials in colloidal solution. We carried out the statistical spectral analysis of pathogens, genetically modified soy and nano-particles of silver in water from different regions in order to determine the statistical errors of the method. We studied spectral characteristics of these objects in water to perform the initial identification with 95% probability. These results were used for creation of the model of the device for monitor of pathogenic organisms and working model of the device to determine the genetically modified soy in meat.

Time-course variation of statistics embedded in music: Corpus study on implicit learning and knowledge.

PubMed

Daikoku, Tatsuya

2018-01-01

Learning and knowledge of transitional probability in sequences like music, called statistical learning and knowledge, are considered implicit processes that occur without intention to learn and awareness of what one knows. This implicit statistical knowledge can be alternatively expressed via abstract medium such as musical melody, which suggests this knowledge is reflected in melodies written by a composer. This study investigates how statistics in music vary over a composer's lifetime. Transitional probabilities of highest-pitch sequences in Ludwig van Beethoven's Piano Sonata were calculated based on different hierarchical Markov models. Each interval pattern was ordered based on the sonata opus number. The transitional probabilities of sequential patterns that are musical universal in music gradually decreased, suggesting that time-course variations of statistics in music reflect time-course variations of a composer's statistical knowledge. This study sheds new light on novel methodologies that may be able to evaluate the time-course variation of composer's implicit knowledge using musical scores.

Statistical methodologies for the control of dynamic remapping

NASA Technical Reports Server (NTRS)

Saltz, J. H.; Nicol, D. M.

1986-01-01

Following an initial mapping of a problem onto a multiprocessor machine or computer network, system performance often deteriorates with time. In order to maintain high performance, it may be necessary to remap the problem. The decision to remap must take into account measurements of performance deterioration, the cost of remapping, and the estimated benefits achieved by remapping. We examine the tradeoff between the costs and the benefits of remapping two qualitatively different kinds of problems. One problem assumes that performance deteriorates gradually, the other assumes that performance deteriorates suddenly. We consider a variety of policies for governing when to remap. In order to evaluate these policies, statistical models of problem behaviors are developed. Simulation results are presented which compare simple policies with computationally expensive optimal decision policies; these results demonstrate that for each problem type, the proposed simple policies are effective and robust.

Thermodynamic model of social influence on two-dimensional square lattice: Case for two features

NASA Astrophysics Data System (ADS)

Genzor, Jozef; Bužek, Vladimír; Gendiar, Andrej

2015-02-01

We propose a thermodynamic multi-state spin model in order to describe equilibrial behavior of a society. Our model is inspired by the Axelrod model used in social network studies. In the framework of the statistical mechanics language, we analyze phase transitions of our model, in which the spin interaction J is interpreted as a mutual communication among individuals forming a society. The thermal fluctuations introduce a noise T into the communication, which suppresses long-range correlations. Below a certain phase transition point Tt, large-scale clusters of the individuals, who share a specific dominant property, are formed. The measure of the cluster sizes is an order parameter after spontaneous symmetry breaking. By means of the Corner transfer matrix renormalization group algorithm, we treat our model in the thermodynamic limit and classify the phase transitions with respect to inherent degrees of freedom. Each individual is chosen to possess two independent features f = 2 and each feature can assume one of q traits (e.g. interests). Hence, each individual is described by q2 degrees of freedom. A single first-order phase transition is detected in our model if q > 2, whereas two distinct continuous phase transitions are found if q = 2 only. Evaluating the free energy, order parameters, specific heat, and the entanglement von Neumann entropy, we classify the phase transitions Tt(q) in detail. The permanent existence of the ordered phase (the large-scale cluster formation with a non-zero order parameter) is conjectured below a non-zero transition point Tt(q) ≈ 0.5 in the asymptotic regime q → ∞.

Sensitivity analysis of navy aviation readiness based sparing model

DTIC Science & Technology

2017-09-01

variability. (See Figure 4.) Figure 4. Research design flowchart 18 Figure 4 lays out the four steps of the methodology , starting in the upper left-hand...as a function of changes in key inputs. We develop NAVARM Experimental Designs (NED), a computational tool created by applying a state-of-the-art...experimental design to the NAVARM model. Statistical analysis of the resulting data identifies the most influential cost factors. Those are, in order of

Approche statistique de l'aridification de l'Afrique de l'Ouest

NASA Astrophysics Data System (ADS)

Hubert, Pierre; Carbonnel, Jean-Pierre

1987-11-01

The statistical study of 42 rainfall series from Niger to Senegal, the length of which is between 37 and 97 years, points out the nonstationarity of these series and suggests a climatic jump about 1969-1970. An integrated autoregressive model (ARIMA) of order ( p, 1, 0) can be fitted to most of these series but such a model remains useless for operational purposes. Some climatological, meteorological and hydrological consequences are discussed.

Rapid Fuel Quality Surveillance Through Chemometric Modeling of Near-Infrared Spectra

DTIC Science & Technology

2009-01-01

measurements also have a first order advantage and are not time-dependent as is the case for chromatography. Thus, the data preprocessing requirements, while...due in part to the nature of hydrocarbon fuels, which imposes significant technical challenges that must be overcome, and in many cases , traditional...properties. The statistical significance of some other fuel properties is given in Table 2. Note also that in those cases where the property models

Backward deletion to minimize prediction errors in models from factorial experiments with zero to six center points

NASA Technical Reports Server (NTRS)

Holms, A. G.

1980-01-01

Population model coefficients were chosen to simulate a saturated 2 to the fourth power fixed effects experiment having an unfavorable distribution of relative values. Using random number studies, deletion strategies were compared that were based on the F distribution, on an order statistics distribution of Cochran's, and on a combination of the two. Results of the comparisons and a recommended strategy are given.

A Statistical Weather-Driven Streamflow Model: Enabling future flow predictions in data-scarce headwater streams

NASA Astrophysics Data System (ADS)

Rosner, A.; Letcher, B. H.; Vogel, R. M.

2014-12-01

Predicting streamflow in headwaters and over a broad spatial scale pose unique challenges due to limited data availability. Flow observation gages for headwaters streams are less common than for larger rivers, and gages with records lengths of ten year or more are even more scarce. Thus, there is a great need for estimating streamflows in ungaged or sparsely-gaged headwaters. Further, there is often insufficient basin information to develop rainfall-runoff models that could be used to predict future flows under various climate scenarios. Headwaters in the northeastern U.S. are of particular concern to aquatic biologists, as these stream serve as essential habitat for native coldwater fish. In order to understand fish response to past or future environmental drivers, estimates of seasonal streamflow are needed. While there is limited flow data, there is a wealth of data for historic weather conditions. Observed data has been modeled to interpolate a spatially continuous historic weather dataset. (Mauer et al 2002). We present a statistical model developed by pairing streamflow observations with precipitation and temperature information for the same and preceding time-steps. We demonstrate this model's use to predict flow metrics at the seasonal time-step. While not a physical model, this statistical model represents the weather drivers. Since this model can predict flows not directly tied to reference gages, we can generate flow estimates for historic as well as potential future conditions.

Leveraging non-targeted metabolite profiling via statistical genomics

USDA-ARS?s Scientific Manuscript database

One of the challenges of systems biology is to integrate multiple sources of data in order to build a cohesive view of the system of study. Here we describe the mass spectrometry based profiling of maize kernels, a model system for genomic studies and a cornerstone of the agroeconomy. Using a networ...

Testing Manifest Monotonicity Using Order-Constrained Statistical Inference

ERIC Educational Resources Information Center

Tijmstra, Jesper; Hessen, David J.; van der Heijden, Peter G. M.; Sijtsma, Klaas

2013-01-01

Most dichotomous item response models share the assumption of latent monotonicity, which states that the probability of a positive response to an item is a nondecreasing function of a latent variable intended to be measured. Latent monotonicity cannot be evaluated directly, but it implies manifest monotonicity across a variety of observed scores,…

76 FR 58319 - Order Granting Temporary Exemption of Kroll Bond Rating Agency, Inc. From the Conflict of...

Federal Register 2010, 2011, 2012, 2013, 2014

2011-09-20

... Exchange Act of 1934 (``Exchange Act'') prohibits a nationally recognized statistical rating organization... traditionally has operated mainly under the ``subscriber-paid'' business model, in which the NRSRO derives its... Act'') as set forth in the Report of the Senate Committee on Banking, Housing, and Urban Affairs...

New Models for Velocity/Pressure-Gradient Correlations in Turbulent Boundary Layers

NASA Astrophysics Data System (ADS)

Poroseva, Svetlana; Murman, Scott

2014-11-01

To improve the performance of Reynolds-Averaged Navier-Stokes (RANS) turbulence models, one has to improve the accuracy of models for three physical processes: turbulent diffusion, interaction of turbulent pressure and velocity fluctuation fields, and dissipative processes. The accuracy of modeling the turbulent diffusion depends on the order of a statistical closure chosen as a basis for a RANS model. When the Gram-Charlier series expansions for the velocity correlations are used to close the set of RANS equations, no assumption on Gaussian turbulence is invoked and no unknown model coefficients are introduced into the modeled equations. In such a way, this closure procedure reduces the modeling uncertainty of fourth-order RANS (FORANS) closures. Experimental and direct numerical simulation data confirmed the validity of using the Gram-Charlier series expansions in various flows including boundary layers. We will address modeling the velocity/pressure-gradient correlations. New linear models will be introduced for the second- and higher-order correlations applicable to two-dimensional incompressible wall-bounded flows. Results of models' validation with DNS data in a channel flow and in a zero-pressure gradient boundary layer over a flat plate will be demonstrated. A part of the material is based upon work supported by NASA under award NNX12AJ61A.

Models for Estimating Genetic Parameters of Milk Production Traits Using Random Regression Models in Korean Holstein Cattle

PubMed Central

Cho, C. I.; Alam, M.; Choi, T. J.; Choy, Y. H.; Choi, J. G.; Lee, S. S.; Cho, K. H.

2016-01-01

The objectives of the study were to estimate genetic parameters for milk production traits of Holstein cattle using random regression models (RRMs), and to compare the goodness of fit of various RRMs with homogeneous and heterogeneous residual variances. A total of 126,980 test-day milk production records of the first parity Holstein cows between 2007 and 2014 from the Dairy Cattle Improvement Center of National Agricultural Cooperative Federation in South Korea were used. These records included milk yield (MILK), fat yield (FAT), protein yield (PROT), and solids-not-fat yield (SNF). The statistical models included random effects of genetic and permanent environments using Legendre polynomials (LP) of the third to fifth order (L3–L5), fixed effects of herd-test day, year-season at calving, and a fixed regression for the test-day record (third to fifth order). The residual variances in the models were either homogeneous (HOM) or heterogeneous (15 classes, HET15; 60 classes, HET60). A total of nine models (3 orders of polynomials×3 types of residual variance) including L3-HOM, L3-HET15, L3-HET60, L4-HOM, L4-HET15, L4-HET60, L5-HOM, L5-HET15, and L5-HET60 were compared using Akaike information criteria (AIC) and/or Schwarz Bayesian information criteria (BIC) statistics to identify the model(s) of best fit for their respective traits. The lowest BIC value was observed for the models L5-HET15 (MILK; PROT; SNF) and L4-HET15 (FAT), which fit the best. In general, the BIC values of HET15 models for a particular polynomial order was lower than that of the HET60 model in most cases. This implies that the orders of LP and types of residual variances affect the goodness of models. Also, the heterogeneity of residual variances should be considered for the test-day analysis. The heritability estimates of from the best fitted models ranged from 0.08 to 0.15 for MILK, 0.06 to 0.14 for FAT, 0.08 to 0.12 for PROT, and 0.07 to 0.13 for SNF according to days in milk of first lactation. Genetic variances for studied traits tended to decrease during the earlier stages of lactation, which were followed by increases in the middle and decreases further at the end of lactation. With regards to the fitness of the models and the differential genetic parameters across the lactation stages, we could estimate genetic parameters more accurately from RRMs than from lactation models. Therefore, we suggest using RRMs in place of lactation models to make national dairy cattle genetic evaluations for milk production traits in Korea. PMID:26954184

Models for Estimating Genetic Parameters of Milk Production Traits Using Random Regression Models in Korean Holstein Cattle.

PubMed

Cho, C I; Alam, M; Choi, T J; Choy, Y H; Choi, J G; Lee, S S; Cho, K H

2016-05-01

The objectives of the study were to estimate genetic parameters for milk production traits of Holstein cattle using random regression models (RRMs), and to compare the goodness of fit of various RRMs with homogeneous and heterogeneous residual variances. A total of 126,980 test-day milk production records of the first parity Holstein cows between 2007 and 2014 from the Dairy Cattle Improvement Center of National Agricultural Cooperative Federation in South Korea were used. These records included milk yield (MILK), fat yield (FAT), protein yield (PROT), and solids-not-fat yield (SNF). The statistical models included random effects of genetic and permanent environments using Legendre polynomials (LP) of the third to fifth order (L3-L5), fixed effects of herd-test day, year-season at calving, and a fixed regression for the test-day record (third to fifth order). The residual variances in the models were either homogeneous (HOM) or heterogeneous (15 classes, HET15; 60 classes, HET60). A total of nine models (3 orders of polynomials×3 types of residual variance) including L3-HOM, L3-HET15, L3-HET60, L4-HOM, L4-HET15, L4-HET60, L5-HOM, L5-HET15, and L5-HET60 were compared using Akaike information criteria (AIC) and/or Schwarz Bayesian information criteria (BIC) statistics to identify the model(s) of best fit for their respective traits. The lowest BIC value was observed for the models L5-HET15 (MILK; PROT; SNF) and L4-HET15 (FAT), which fit the best. In general, the BIC values of HET15 models for a particular polynomial order was lower than that of the HET60 model in most cases. This implies that the orders of LP and types of residual variances affect the goodness of models. Also, the heterogeneity of residual variances should be considered for the test-day analysis. The heritability estimates of from the best fitted models ranged from 0.08 to 0.15 for MILK, 0.06 to 0.14 for FAT, 0.08 to 0.12 for PROT, and 0.07 to 0.13 for SNF according to days in milk of first lactation. Genetic variances for studied traits tended to decrease during the earlier stages of lactation, which were followed by increases in the middle and decreases further at the end of lactation. With regards to the fitness of the models and the differential genetic parameters across the lactation stages, we could estimate genetic parameters more accurately from RRMs than from lactation models. Therefore, we suggest using RRMs in place of lactation models to make national dairy cattle genetic evaluations for milk production traits in Korea.

Temporal asymmetry in precipitation time series and its influence on flow simulations in combined sewer systems

NASA Astrophysics Data System (ADS)

Müller, Thomas; Schütze, Manfred; Bárdossy, András

2017-09-01

A property of natural processes is temporal irreversibility. However, this property cannot be reflected by most statistics used to describe precipitation time series and, consequently, is not considered in most precipitation models. In this paper, a new statistic, the asymmetry measure, is introduced and applied to precipitation enabling to detect and quantify irreversibility. It is used to analyze two different data sets of Singapore and Germany. The data of both locations show a significant asymmetry for high temporal resolutions. The asymmetry is more pronounced for Singapore where the climate is dominated by convective precipitation events. The impact of irreversibility on applications is analyzed on two different hydrological sewer system models. The results show that the effect of the irreversibility can lead to biases in combined sewer overflow statistics. This bias is in the same order as the effect that can be achieved by real time control of sewer systems. Consequently, wrong conclusion can be drawn if synthetic time series are used for sewer systems if asymmetry is present, but not considered in precipitation modeling.

2D Affine and Projective Shape Analysis.

PubMed

Bryner, Darshan; Klassen, Eric; Huiling Le; Srivastava, Anuj

2014-05-01

Current techniques for shape analysis tend to seek invariance to similarity transformations (rotation, translation, and scale), but certain imaging situations require invariance to larger groups, such as affine or projective groups. Here we present a general Riemannian framework for shape analysis of planar objects where metrics and related quantities are invariant to affine and projective groups. Highlighting two possibilities for representing object boundaries-ordered points (or landmarks) and parameterized curves-we study different combinations of these representations (points and curves) and transformations (affine and projective). Specifically, we provide solutions to three out of four situations and develop algorithms for computing geodesics and intrinsic sample statistics, leading up to Gaussian-type statistical models, and classifying test shapes using such models learned from training data. In the case of parameterized curves, we also achieve the desired goal of invariance to re-parameterizations. The geodesics are constructed by particularizing the path-straightening algorithm to geometries of current manifolds and are used, in turn, to compute shape statistics and Gaussian-type shape models. We demonstrate these ideas using a number of examples from shape and activity recognition.

Work Engagement among Rescue Workers: Psychometric Properties of the Portuguese UWES

PubMed Central

Sinval, Jorge; Marques-Pinto, Alexandra; Queirós, Cristina; Marôco, João

2018-01-01

Rescue workers have a stressful and risky occupation where being engaged is crucial to face physical and emotional risks in order to help other persons. This study aims to estimate work engagement levels of rescue workers (namely comparing nurses, firefighters, and police officers) and to assess the validity evidence related to the internal structure of the Portuguese versions of the UWES-17 and UWES-9, namely, dimensionality, measurement invariance between occupational groups, and reliability of the scores. To evaluate the dimensionality, we compared the fit of the three-factor model with the fit of a second-order model. A Portuguese version of the instrument was applied to a convenience sample of 3,887 rescue workers (50% nurses, 39% firefighters, and 11% police officers). Work engagement levels were moderate to high, with firefighters being the highest and nurses being the lowest engaged. Psychometric properties were evaluated in the three-factor original structure revealing acceptable fit to the data in the UWES-17, although the UWES-9 had better psychometric properties. Given the observed statistically significant correlations between the three original factors, we proposed a 2nd hierarchal structure that we named work engagement. The UWES-9 first-order model obtained full uniqueness measurement invariance, and the second-order model obtained partial (metric) second-order invariance. PMID:29403403

Estimating the mean and standard deviation of environmental data with below detection limit observations: Considering highly skewed data and model misspecification.

PubMed

Shoari, Niloofar; Dubé, Jean-Sébastien; Chenouri, Shoja'eddin

2015-11-01

In environmental studies, concentration measurements frequently fall below detection limits of measuring instruments, resulting in left-censored data. Some studies employ parametric methods such as the maximum likelihood estimator (MLE), robust regression on order statistic (rROS), and gamma regression on order statistic (GROS), while others suggest a non-parametric approach, the Kaplan-Meier method (KM). Using examples of real data from a soil characterization study in Montreal, we highlight the need for additional investigations that aim at unifying the existing literature. A number of studies have examined this issue; however, those considering data skewness and model misspecification are rare. These aspects are investigated in this paper through simulations. Among other findings, results show that for low skewed data, the performance of different statistical methods is comparable, regardless of the censoring percentage and sample size. For highly skewed data, the performance of the MLE method under lognormal and Weibull distributions is questionable; particularly, when the sample size is small or censoring percentage is high. In such conditions, MLE under gamma distribution, rROS, GROS, and KM are less sensitive to skewness. Related to model misspecification, MLE based on lognormal and Weibull distributions provides poor estimates when the true distribution of data is misspecified. However, the methods of rROS, GROS, and MLE under gamma distribution are generally robust to model misspecifications regardless of skewness, sample size, and censoring percentage. Since the characteristics of environmental data (e.g., type of distribution and skewness) are unknown a priori, we suggest using MLE based on gamma distribution, rROS and GROS. Copyright © 2015 Elsevier Ltd. All rights reserved.

Statistical analysis and ANN modeling for predicting hydrological extremes under climate change scenarios: the example of a small Mediterranean agro-watershed.

PubMed

Kourgialas, Nektarios N; Dokou, Zoi; Karatzas, George P

2015-05-01

The purpose of this study was to create a modeling management tool for the simulation of extreme flow events under current and future climatic conditions. This tool is a combination of different components and can be applied in complex hydrogeological river basins, where frequent flood and drought phenomena occur. The first component is the statistical analysis of the available hydro-meteorological data. Specifically, principal components analysis was performed in order to quantify the importance of the hydro-meteorological parameters that affect the generation of extreme events. The second component is a prediction-forecasting artificial neural network (ANN) model that simulates, accurately and efficiently, river flow on an hourly basis. This model is based on a methodology that attempts to resolve a very difficult problem related to the accurate estimation of extreme flows. For this purpose, the available measurements (5 years of hourly data) were divided in two subsets: one for the dry and one for the wet periods of the hydrological year. This way, two ANNs were created, trained, tested and validated for a complex Mediterranean river basin in Crete, Greece. As part of the second management component a statistical downscaling tool was used for the creation of meteorological data according to the higher and lower emission climate change scenarios A2 and B1. These data are used as input in the ANN for the forecasting of river flow for the next two decades. The final component is the application of a meteorological index on the measured and forecasted precipitation and flow data, in order to assess the severity and duration of extreme events. Copyright © 2015 Elsevier Ltd. All rights reserved.

An application of statistical mechanics for representing equilibrium perimeter distributions of tropical convective clouds

NASA Astrophysics Data System (ADS)

Garrett, T. J.; Alva, S.; Glenn, I. B.; Krueger, S. K.

2015-12-01

There are two possible approaches for parameterizing sub-grid cloud dynamics in a coarser grid model. The most common is to use a fine scale model to explicitly resolve the mechanistic details of clouds to the best extent possible, and then to parameterize these behaviors cloud state for the coarser grid. A second is to invoke physical intuition and some very general theoretical principles from equilibrium statistical mechanics. This approach avoids any requirement to resolve time-dependent processes in order to arrive at a suitable solution. The second approach is widely used elsewhere in the atmospheric sciences: for example the Planck function for blackbody radiation is derived this way, where no mention is made of the complexities of modeling a large ensemble of time-dependent radiation-dipole interactions in order to obtain the "grid-scale" spectrum of thermal emission by the blackbody as a whole. We find that this statistical approach may be equally suitable for modeling convective clouds. Specifically, we make the physical argument that the dissipation of buoyant energy in convective clouds is done through mixing across a cloud perimeter. From thermodynamic reasoning, one might then anticipate that vertically stacked isentropic surfaces are characterized by a power law dlnN/dlnP = -1, where N(P) is the number clouds of perimeter P. In a Giga-LES simulation of convective clouds within a 100 km square domain we find that such a power law does appear to characterize simulated cloud perimeters along isentropes, provided a sufficient cloudy sample. The suggestion is that it may be possible to parameterize certain important aspects of cloud state without appealing to computationally expensive dynamic simulations.

Statistical properties of swarms of self-propelled particles with repulsions across the order-disorder transition

NASA Astrophysics Data System (ADS)

Romenskyy, Maksym; Lobaskin, Vladimir

2013-03-01

We study dynamic self-organisation and order-disorder transitions in a two-dimensional system of self-propelled particles. Our model is a variation of the Vicsek model, where particles align the motion to their neighbours but repel each other at short distances. We use computer simulations to measure the orientational order parameter for particle velocities as a function of intensity of internal noise or particle density. We show that in addition to the transition to an ordered state on increasing the particle density, as reported previously, there exists a transition into a disordered phase at the higher densities, which can be attributed to the destructive action of the repulsions. We demonstrate that the transition into the ordered phase is accompanied by the onset of algebraic behaviour of the two-point velocity correlation function and by a non-monotonous variation of the velocity relaxation time. The critical exponent for the decay of the velocity correlation function in the ordered phase depends on particle concentration at low densities but assumes a universal value in more dense systems.

Pasta Nucleosynthesis: Molecular dynamics simulations of nuclear statistical equilibrium

NASA Astrophysics Data System (ADS)

Caplan, Matthew; Horowitz, Charles; da Silva Schneider, Andre; Berry, Donald

2014-09-01

We simulate the decompression of cold dense nuclear matter, near the nuclear saturation density, in order to study the role of nuclear pasta in r-process nucleosynthesis in neutron star mergers. Our simulations are performed using a classical molecular dynamics model with 51 200 and 409 600 nucleons, and are run on GPUs. We expand our simulation region to decompress systems from initial densities of 0.080 fm-3 down to 0.00125 fm-3. We study proton fractions of YP = 0.05, 0.10, 0.20, 0.30, and 0.40 at T = 0.5, 0.75, and 1 MeV. We calculate the composition of the resulting systems using a cluster algorithm. This composition is in good agreement with nuclear statistical equilibrium models for temperatures of 0.75 and 1 MeV. However, for proton fractions greater than YP = 0.2 at a temperature of T = 0.5 MeV, the MD simulations produce non-equilibrium results with large rod-like nuclei. Our MD model is valid at higher densities than simple nuclear statistical equilibrium models and may help determine the initial temperatures and proton fractions of matter ejected in mergers.

Polypropylene Production Optimization in Fluidized Bed Catalytic Reactor (FBCR): Statistical Modeling and Pilot Scale Experimental Validation

PubMed Central

Khan, Mohammad Jakir Hossain; Hussain, Mohd Azlan; Mujtaba, Iqbal Mohammed

2014-01-01

Propylene is one type of plastic that is widely used in our everyday life. This study focuses on the identification and justification of the optimum process parameters for polypropylene production in a novel pilot plant based fluidized bed reactor. This first-of-its-kind statistical modeling with experimental validation for the process parameters of polypropylene production was conducted by applying ANNOVA (Analysis of variance) method to Response Surface Methodology (RSM). Three important process variables i.e., reaction temperature, system pressure and hydrogen percentage were considered as the important input factors for the polypropylene production in the analysis performed. In order to examine the effect of process parameters and their interactions, the ANOVA method was utilized among a range of other statistical diagnostic tools such as the correlation between actual and predicted values, the residuals and predicted response, outlier t plot, 3D response surface and contour analysis plots. The statistical analysis showed that the proposed quadratic model had a good fit with the experimental results. At optimum conditions with temperature of 75°C, system pressure of 25 bar and hydrogen percentage of 2%, the highest polypropylene production obtained is 5.82% per pass. Hence it is concluded that the developed experimental design and proposed model can be successfully employed with over a 95% confidence level for optimum polypropylene production in a fluidized bed catalytic reactor (FBCR). PMID:28788576

The impacts of precipitation amount simulation on hydrological modeling in Nordic watersheds

NASA Astrophysics Data System (ADS)

Li, Zhi; Brissette, Fancois; Chen, Jie

2013-04-01

Stochastic modeling of daily precipitation is very important for hydrological modeling, especially when no observed data are available. Precipitation is usually modeled by two component model: occurrence generation and amount simulation. For occurrence simulation, the most common method is the first-order two-state Markov chain due to its simplification and good performance. However, various probability distributions have been reported to simulate precipitation amount, and spatiotemporal differences exist in the applicability of different distribution models. Therefore, assessing the applicability of different distribution models is necessary in order to provide more accurate precipitation information. Six precipitation probability distributions (exponential, Gamma, Weibull, skewed normal, mixed exponential, and hybrid exponential/Pareto distributions) are directly and indirectly evaluated on their ability to reproduce the original observed time series of precipitation amount. Data from 24 weather stations and two watersheds (Chute-du-Diable and Yamaska watersheds) in the province of Quebec (Canada) are used for this assessment. Various indices or statistics, such as the mean, variance, frequency distribution and extreme values are used to quantify the performance in simulating the precipitation and discharge. Performance in reproducing key statistics of the precipitation time series is well correlated to the number of parameters of the distribution function, and the three-parameter precipitation models outperform the other models, with the mixed exponential distribution being the best at simulating daily precipitation. The advantage of using more complex precipitation distributions is not as clear-cut when the simulated time series are used to drive a hydrological model. While the advantage of using functions with more parameters is not nearly as obvious, the mixed exponential distribution appears nonetheless as the best candidate for hydrological modeling. The implications of choosing a distribution function with respect to hydrological modeling and climate change impact studies are also discussed.

Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics

NASA Astrophysics Data System (ADS)

Xu, Kaixuan; Wang, Jun

2017-02-01

In this paper, recently introduced permutation entropy and sample entropy are further developed to the fractional cases, weighted fractional permutation entropy (WFPE) and fractional sample entropy (FSE). The fractional order generalization of information entropy is utilized in the above two complexity approaches, to detect the statistical characteristics of fractional order information in complex systems. The effectiveness analysis of proposed methods on the synthetic data and the real-world data reveals that tuning the fractional order allows a high sensitivity and more accurate characterization to the signal evolution, which is useful in describing the dynamics of complex systems. Moreover, the numerical research on nonlinear complexity behaviors is compared between the returns series of Potts financial model and the actual stock markets. And the empirical results confirm the feasibility of the proposed model.

An Objective Verification of the North American Mesoscale Model for Kennedy Space Center and Cape Canaveral Air Force Station

NASA Technical Reports Server (NTRS)

Bauman, William H., III

2010-01-01

The 45th Weather Squadron (45 WS) Launch Weather Officers use the 12-km resolution North American Mesoscale (NAM) model (MesoNAM) text and graphical product forecasts extensively to support launch weather operations. However, the actual performance of the model at Kennedy Space Center (KSC) and Cape Canaveral Air Force Station (CCAFS) has not been measured objectively. In order to have tangible evidence of model performance, the 45 WS tasked the Applied Meteorology Unit to conduct a detailed statistical analysis of model output compared to observed values. The model products are provided to the 45 WS by ACTA, Inc. and include hourly forecasts from 0 to 84 hours based on model initialization times of 00, 06, 12 and 18 UTC. The objective analysis compared the MesoNAM forecast winds, temperature and dew point, as well as the changes in these parameters over time, to the observed values from the sensors in the KSC/CCAFS wind tower network. Objective statistics will give the forecasters knowledge of the model's strength and weaknesses, which will result in improved forecasts for operations.

An alternative way to evaluate chemistry-transport model variability

NASA Astrophysics Data System (ADS)

Menut, Laurent; Mailler, Sylvain; Bessagnet, Bertrand; Siour, Guillaume; Colette, Augustin; Couvidat, Florian; Meleux, Frédérik

2017-03-01

A simple and complementary model evaluation technique for regional chemistry transport is discussed. The methodology is based on the concept that we can learn about model performance by comparing the simulation results with observational data available for time periods other than the period originally targeted. First, the statistical indicators selected in this study (spatial and temporal correlations) are computed for a given time period, using colocated observation and simulation data in time and space. Second, the same indicators are used to calculate scores for several other years while conserving the spatial locations and Julian days of the year. The difference between the results provides useful insights on the model capability to reproduce the observed day-to-day and spatial variability. In order to synthesize the large amount of results, a new indicator is proposed, designed to compare several error statistics between all the years of validation and to quantify whether the period and area being studied were well captured by the model for the correct reasons.

A method to preserve trends in quantile mapping bias correction of climate modeled temperature

NASA Astrophysics Data System (ADS)

Grillakis, Manolis G.; Koutroulis, Aristeidis G.; Daliakopoulos, Ioannis N.; Tsanis, Ioannis K.

2017-09-01

Bias correction of climate variables is a standard practice in climate change impact (CCI) studies. Various methodologies have been developed within the framework of quantile mapping. However, it is well known that quantile mapping may significantly modify the long-term statistics due to the time dependency of the temperature bias. Here, a method to overcome this issue without compromising the day-to-day correction statistics is presented. The methodology separates the modeled temperature signal into a normalized and a residual component relative to the modeled reference period climatology, in order to adjust the biases only for the former and preserve the signal of the later. The results show that this method allows for the preservation of the originally modeled long-term signal in the mean, the standard deviation and higher and lower percentiles of temperature. To illustrate the improvements, the methodology is tested on daily time series obtained from five Euro CORDEX regional climate models (RCMs).

A marked correlation function for constraining modified gravity models

NASA Astrophysics Data System (ADS)

White, Martin

2016-11-01

Future large scale structure surveys will provide increasingly tight constraints on our cosmological model. These surveys will report results on the distance scale and growth rate of perturbations through measurements of Baryon Acoustic Oscillations and Redshift-Space Distortions. It is interesting to ask: what further analyses should become routine, so as to test as-yet-unknown models of cosmic acceleration? Models which aim to explain the accelerated expansion rate of the Universe by modifications to General Relativity often invoke screening mechanisms which can imprint a non-standard density dependence on their predictions. This suggests density-dependent clustering as a `generic' constraint. This paper argues that a density-marked correlation function provides a density-dependent statistic which is easy to compute and report and requires minimal additional infrastructure beyond what is routinely available to such survey analyses. We give one realization of this idea and study it using low order perturbation theory. We encourage groups developing modified gravity theories to see whether such statistics provide discriminatory power for their models.

Local operators in kinetic wealth distribution

NASA Astrophysics Data System (ADS)

Andrecut, M.

2016-05-01

The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering process. Here, we discuss the role of a class of conservative local operators, and we show that, depending on the values of their parameters, they can be used to generate all the relevant distributions. We also show numerically that in order to generate the power-law tail, an heterogeneous risk aversion model is required. By changing the parameters of these operators, one can also fine tune the resulting distributions in order to provide support for the emergence of a more egalitarian wealth distribution.

Introducing 3D U-statistic method for separating anomaly from background in exploration geochemical data with associated software development

NASA Astrophysics Data System (ADS)

Ghannadpour, Seyyed Saeed; Hezarkhani, Ardeshir

2016-03-01

The U-statistic method is one of the most important structural methods to separate the anomaly from the background. It considers the location of samples and carries out the statistical analysis of the data without judging from a geochemical point of view and tries to separate subpopulations and determine anomalous areas. In the present study, to use U-statistic method in three-dimensional (3D) condition, U-statistic is applied on the grade of two ideal test examples, by considering sample Z values (elevation). So far, this is the first time that this method has been applied on a 3D condition. To evaluate the performance of 3D U-statistic method and in order to compare U-statistic with one non-structural method, the method of threshold assessment based on median and standard deviation (MSD method) is applied on the two example tests. Results show that the samples indicated by U-statistic method as anomalous are more regular and involve less dispersion than those indicated by the MSD method. So that, according to the location of anomalous samples, denser areas of them can be determined as promising zones. Moreover, results show that at a threshold of U = 0, the total error of misclassification for U-statistic method is much smaller than the total error of criteria of bar {x}+n× s. Finally, 3D model of two test examples for separating anomaly from background using 3D U-statistic method is provided. The source code for a software program, which was developed in the MATLAB programming language in order to perform the calculations of the 3D U-spatial statistic method, is additionally provided. This software is compatible with all the geochemical varieties and can be used in similar exploration projects.

Determination of thermal inactivation kinetics of hepatitis A virus in blue mussel (Mytilus edulis) homogenate.

PubMed

Bozkurt, Hayriye; D'Souza, Doris H; Davidson, P Michael

2014-05-01

Hepatitis A virus (HAV) is a food-borne enteric virus responsible for outbreaks of hepatitis associated with shellfish consumption. The objectives of this study were to determine the thermal inactivation behavior of HAV in blue mussels, to compare the first-order and Weibull models to describe the data, to calculate Arrhenius activation energy for each model, and to evaluate model efficiency by using selected statistical criteria. The times required to reduce the population by 1 log cycle (D-values) calculated from the first-order model (50 to 72°C) ranged from 1.07 to 54.17 min for HAV. Using the Weibull model, the times required to destroy 1 log unit (tD = 1) of HAV at the same temperatures were 1.57 to 37.91 min. At 72°C, the treatment times required to achieve a 6-log reduction were 7.49 min for the first-order model and 8.47 min for the Weibull model. The z-values (changes in temperature required for a 90% change in the log D-values) calculated for HAV were 15.88 ± 3.97°C (R(2), 0.94) with the Weibull model and 12.97 ± 0.59°C (R(2), 0.93) with the first-order model. The calculated activation energies for the first-order model and the Weibull model were 165 and 153 kJ/mol, respectively. The results revealed that the Weibull model was more appropriate for representing the thermal inactivation behavior of HAV in blue mussels. Correct understanding of the thermal inactivation behavior of HAV could allow precise determination of the thermal process conditions to prevent food-borne viral outbreaks associated with the consumption of contaminated mussels.

Error modeling for differential GPS. M.S. Thesis - MIT, 12 May 1995

NASA Technical Reports Server (NTRS)

Blerman, Gregory S.

1995-01-01

Differential Global Positioning System (DGPS) positioning is used to accurately locate a GPS receiver based upon the well-known position of a reference site. In utilizing this technique, several error sources contribute to position inaccuracy. This thesis investigates the error in DGPS operation and attempts to develop a statistical model for the behavior of this error. The model for DGPS error is developed using GPS data collected by Draper Laboratory. The Marquardt method for nonlinear curve-fitting is used to find the parameters of a first order Markov process that models the average errors from the collected data. The results show that a first order Markov process can be used to model the DGPS error as a function of baseline distance and time delay. The model's time correlation constant is 3847.1 seconds (1.07 hours) for the mean square error. The distance correlation constant is 122.8 kilometers. The total process variance for the DGPS model is 3.73 sq meters.

A novel kinetic modeling method for the stabilization phase of the composting process for biodegradation of solid wastes.

PubMed

Ebrahimzadeh, Reza; Ghazanfari Moghaddam, Ahmad; Sarcheshmehpour, Mehdi; Mortezapour, Hamid

2017-12-01

Biomass degradation kinetics of the composting process for kitchen waste, pruned elm tree branches and sheep manure were studied to model changes in volatile solids (VS) over time. Three experimental reactors containing raw mixtures with a carbon to nitrogen (C/N) ratio of 27:1 and a moisture content of 65% were prepared. During the composting process two of the reactors used forced air and the third used natural aeration. The composting stabilization phases in all reactors were completed in 30 days. During this period, composting indexes such as temperature, moisture content and VS changes were recorded. Elementary reactions were used for kinetics modeling of the degradation process. Results showed that the numerical values of rate constant ( k) for zero-order ranged from 0.86 to 1.03 VS×day -1 , for first-order models it ranged from 0.01 to 0.02 day -1 , for second-order the range was from 1.36×10 -5 to 1.78×10 -5 VS -1 ×day -1 and for n-order the rate constant ranged from 0.031 to 0.095 VS (1-n) ×day -1 . The resulting models were validated by comparing statistical parameters. Evaluation of the models showed that, in the aerated reactors, the n-order models (less than 1) successfully estimated the VS changes. In the non-aeration reactor, for the second-order model good agreement was achieved between the simulated and actual quantities of VS. Also, half-life time provided a useful criterion for the estimation of expected time for completion of different phases of composting.

A probabilistic union model with automatic order selection for noisy speech recognition.

PubMed

Jancovic, P; Ming, J

2001-09-01

A critical issue in exploiting the potential of the sub-band-based approach to robust speech recognition is the method of combining the sub-band observations, for selecting the bands unaffected by noise. A new method for this purpose, i.e., the probabilistic union model, was recently introduced. This model has been shown to be capable of dealing with band-limited corruption, requiring no knowledge about the band position and statistical distribution of the noise. A parameter within the model, which we call its order, gives the best results when it equals the number of noisy bands. Since this information may not be available in practice, in this paper we introduce an automatic algorithm for selecting the order, based on the state duration pattern generated by the hidden Markov model (HMM). The algorithm has been tested on the TIDIGITS database corrupted by various types of additive band-limited noise with unknown noisy bands. The results have shown that the union model equipped with the new algorithm can achieve a recognition performance similar to that achieved when the number of noisy bands is known. The results show a very significant improvement over the traditional full-band model, without requiring prior information on either the position or the number of noisy bands. The principle of the algorithm for selecting the order based on state duration may also be applied to other sub-band combination methods.

Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression.

PubMed

Chen, Yanguang

2016-01-01

In geo-statistics, the Durbin-Watson test is frequently employed to detect the presence of residual serial correlation from least squares regression analyses. However, the Durbin-Watson statistic is only suitable for ordered time or spatial series. If the variables comprise cross-sectional data coming from spatial random sampling, the test will be ineffectual because the value of Durbin-Watson's statistic depends on the sequence of data points. This paper develops two new statistics for testing serial correlation of residuals from least squares regression based on spatial samples. By analogy with the new form of Moran's index, an autocorrelation coefficient is defined with a standardized residual vector and a normalized spatial weight matrix. Then by analogy with the Durbin-Watson statistic, two types of new serial correlation indices are constructed. As a case study, the two newly presented statistics are applied to a spatial sample of 29 China's regions. These results show that the new spatial autocorrelation models can be used to test the serial correlation of residuals from regression analysis. In practice, the new statistics can make up for the deficiencies of the Durbin-Watson test.

Agents with left and right dominant hemispheres and quantum statistics

NASA Astrophysics Data System (ADS)

Ezhov, Alexandr A.; Khrennikov, Andrei Yu.

2005-01-01

We present a multiagent model illustrating the emergence of two different quantum statistics, Bose-Einstein and Fermi-Dirac, in a friendly population of individuals with the right-brain dominance and in a competitive population of individuals with the left-brain hemisphere dominance, correspondingly. Doing so, we adduce the arguments that Lefebvre’s “algebra of conscience” can be used in a natural way to describe decision-making strategies of agents simulating people with different brain dominance. One can suggest that the emergence of the two principal statistical distributions is able to illustrate different types of society organization and also to be used in order to simulate market phenomena and psychic disorders, when a switching of hemisphere dominance is involved.

High-Throughput Assay Optimization and Statistical Interpolation of Rubella-Specific Neutralizing Antibody Titers

PubMed Central

Lambert, Nathaniel D.; Pankratz, V. Shane; Larrabee, Beth R.; Ogee-Nwankwo, Adaeze; Chen, Min-hsin; Icenogle, Joseph P.

2014-01-01

Rubella remains a social and economic burden due to the high incidence of congenital rubella syndrome (CRS) in some countries. For this reason, an accurate and efficient high-throughput measure of antibody response to vaccination is an important tool. In order to measure rubella-specific neutralizing antibodies in a large cohort of vaccinated individuals, a high-throughput immunocolorimetric system was developed. Statistical interpolation models were applied to the resulting titers to refine quantitative estimates of neutralizing antibody titers relative to the assayed neutralizing antibody dilutions. This assay, including the statistical methods developed, can be used to assess the neutralizing humoral immune response to rubella virus and may be adaptable for assessing the response to other viral vaccines and infectious agents. PMID:24391140

Tensor-entanglement-filtering renormalization approach and symmetry-protected topological order

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gu Zhengcheng; Wen Xiaogang

2009-10-15

We study the renormalization group flow of the Lagrangian for statistical and quantum systems by representing their path integral in terms of a tensor network. Using a tensor-entanglement-filtering renormalization approach that removes local entanglement and produces a coarse-grained lattice, we show that the resulting renormalization flow of the tensors in the tensor network has a nice fixed-point structure. The isolated fixed-point tensors T{sub inv} plus the symmetry group G{sub sym} of the tensors (i.e., the symmetry group of the Lagrangian) characterize various phases of the system. Such a characterization can describe both the symmetry breaking phases and topological phases, asmore » illustrated by two-dimensional (2D) statistical Ising model, 2D statistical loop-gas model, and 1+1D quantum spin-1/2 and spin-1 models. In particular, using such a (G{sub sym},T{sub inv}) characterization, we show that the Haldane phase for a spin-1 chain is a phase protected by the time-reversal, parity, and translation symmetries. Thus the Haldane phase is a symmetry-protected topological phase. The (G{sub sym},T{sub inv}) characterization is more general than the characterizations based on the boundary spins and string order parameters. The tensor renormalization approach also allows us to study continuous phase transitions between symmetry breaking phases and/or topological phases. The scaling dimensions and the central charges for the critical points that describe those continuous phase transitions can be calculated from the fixed-point tensors at those critical points.« less

The Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

NASA Technical Reports Server (NTRS)

Zhu, Yanqiu; Cohn, Stephen E.; Todling, Ricardo

1999-01-01

The Kalman filter is the optimal filter in the presence of known Gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions (e.g., Miller 1994). Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz (1963) model as well as more realistic models of the oceans (Evensen and van Leeuwen 1996) and atmosphere (Houtekamer and Mitchell 1998). A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter equations to allow for correct update of the ensemble members (Burgers 1998). The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to quite puzzling in that results of state estimate are worse than for their filter analogue (Evensen 1997). In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use Lorenz (1963) model to test and compare the behavior of a variety implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Stationary moments, diffusion limits, and extinction times for logistic growth with random catastrophes.

PubMed

Schlomann, Brandon H

2018-06-06

A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare, catastrophic events, which are increasingly observed at scales ranging from global fisheries to intestinal microbiota. Due to mathematical challenges, growth processes with random catastrophes are less well characterized and it remains unclear how their consequences differ from those of Gaussian processes. In the face of a changing climate and predicted increases in ecological catastrophes, as well as increased interest in harnessing microbes for therapeutics, these processes have never been more relevant. To better understand them, I revisit here a differential equation model of logistic growth coupled to density-independent catastrophes that arrive as a Poisson process, and derive new analytic results that reveal its statistical structure. First, I derive exact expressions for the model's stationary moments, revealing a single effective catastrophe parameter that largely controls low order statistics. Then, I use weak convergence theorems to construct its Gaussian analog in a limit of frequent, small catastrophes, keeping the stationary population mean constant for normalization. Numerically computing statistics along this limit shows how they transform as the dynamics shifts from catastrophes to diffusions, enabling quantitative comparisons. For example, the mean time to extinction increases monotonically by orders of magnitude, demonstrating significantly higher extinction risk under catastrophes than under diffusions. Together, these results provide insight into a wide range of stochastic dynamical systems important for ecology and conservation. Copyright © 2018 Elsevier Ltd. All rights reserved.

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework.

PubMed

Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana

2014-06-01

Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd.

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework†

PubMed Central

Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana

2014-01-01

Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd. PMID:25505370

Statistical prediction of September Arctic Sea Ice minimum based on stable teleconnections with global climate and oceanic patterns

NASA Astrophysics Data System (ADS)

Ionita, M.; Grosfeld, K.; Scholz, P.; Lohmann, G.

2016-12-01

Sea ice in both Polar Regions is an important indicator for the expression of global climate change and its polar amplification. Consequently, a broad information interest exists on sea ice, its coverage, variability and long term change. Knowledge on sea ice requires high quality data on ice extent, thickness and its dynamics. However, its predictability depends on various climate parameters and conditions. In order to provide insights into the potential development of a monthly/seasonal signal, we developed a robust statistical model based on ocean heat content, sea surface temperature and atmospheric variables to calculate an estimate of the September minimum sea ice extent for every year. Although previous statistical attempts at monthly/seasonal forecasts of September sea ice minimum show a relatively reduced skill, here it is shown that more than 97% (r = 0.98) of the September sea ice extent can predicted three months in advance by using previous months conditions via a multiple linear regression model based on global sea surface temperature (SST), mean sea level pressure (SLP), air temperature at 850hPa (TT850), surface winds and sea ice extent persistence. The statistical model is based on the identification of regions with stable teleconnections between the predictors (climatological parameters) and the predictand (here sea ice extent). The results based on our statistical model contribute to the sea ice prediction network for the sea ice outlook report (https://www.arcus.org/sipn) and could provide a tool for identifying relevant regions and climate parameters that are important for the sea ice development in the Arctic and for detecting sensitive and critical regions in global coupled climate models with focus on sea ice formation.

Does Breast Cancer Drive the Building of Survival Probability Models among States? An Assessment of Goodness of Fit for Patient Data from SEER Registries

PubMed

Khan, Hafiz; Saxena, Anshul; Perisetti, Abhilash; Rafiq, Aamrin; Gabbidon, Kemesha; Mende, Sarah; Lyuksyutova, Maria; Quesada, Kandi; Blakely, Summre; Torres, Tiffany; Afesse, Mahlet

2016-12-01

Background: Breast cancer is a worldwide public health concern and is the most prevalent type of cancer in women in the United States. This study concerned the best fit of statistical probability models on the basis of survival times for nine state cancer registries: California, Connecticut, Georgia, Hawaii, Iowa, Michigan, New Mexico, Utah, and Washington. Materials and Methods: A probability random sampling method was applied to select and extract records of 2,000 breast cancer patients from the Surveillance Epidemiology and End Results (SEER) database for each of the nine state cancer registries used in this study. EasyFit software was utilized to identify the best probability models by using goodness of fit tests, and to estimate parameters for various statistical probability distributions that fit survival data. Results: Statistical analysis for the summary of statistics is reported for each of the states for the years 1973 to 2012. Kolmogorov-Smirnov, Anderson-Darling, and Chi-squared goodness of fit test values were used for survival data, the highest values of goodness of fit statistics being considered indicative of the best fit survival model for each state. Conclusions: It was found that California, Connecticut, Georgia, Iowa, New Mexico, and Washington followed the Burr probability distribution, while the Dagum probability distribution gave the best fit for Michigan and Utah, and Hawaii followed the Gamma probability distribution. These findings highlight differences between states through selected sociodemographic variables and also demonstrate probability modeling differences in breast cancer survival times. The results of this study can be used to guide healthcare providers and researchers for further investigations into social and environmental factors in order to reduce the occurrence of and mortality due to breast cancer. Creative Commons Attribution License

Evaluation and simulation of nitrogen mineralization of paddy soils in Mollisols area of Northeast China under waterlogged incubation

PubMed Central

Zhang, Yuling; Xu, Wenjing; Duan, Pengpeng; Cong, Yaohui; An, Tingting; Yu, Na; Zou, Hongtao; Dang, Xiuli; An, Jing; Fan, Qingfeng; Zhang, Yulong

2017-01-01

Background Understanding the nitrogen (N) mineralization process and applying appropriate model simulation are key factors in evaluating N mineralization. However, there are few studies of the N mineralization characteristics of paddy soils in Mollisols area of Northeast China. Materials and methods The soils were sampled from the counties of Qingan and Huachuan, which were located in Mollisols area of Northeast China. The sample soil was incubated under waterlogged at 30°C in a controlled temperature cabinet for 161 days (a 2: 1 water: soil ratio was maintained during incubation). Three models, i.e. the single first-order kinetics model, the double first-order kinetics model and the mixed first-order and zero-order kinetics model were used to simulate the cumulative mineralised N (NH4+-N and TSN) in the laboratory and waterlogged incubation. Principal results During 161 days of waterlogged incubation, the average cumulative total soluble N (TSN), ammonium N (NH4+-N), and soluble organic N (SON) was 122.2 mg kg-1, 85.9 mg kg-1, and 36.3 mg kg-1, respectively. Cumulative NH4+-N was significantly (P < 0.05) positively correlated with organic carbon (OC), total N (TN), pH, and exchangeable calcium (Ca), and cumulative TSN was significantly (P < 0.05) positively correlated with OC, TN, and exchangeable Ca, but was not significantly (P > 0.05) correlated with C/N ratio, cation exchange capacity (CEC), extractable iron (Fe), clay, and sand. When the cumulative NH4+-N and TSN were simulated, the single first-order kinetics model provided the least accurate simulation. The parameter of the double first-order kinetics model also did not represent the actual data well, but the mixed first-order and zero-order kinetics model provided the most accurate simulation, as demonstrated by the estimated standard error, F statistic values, parameter accuracy, and fitting effect. Conclusions Overall, the results showed that SON was involved with N mineralization process, and the mixed first-order and zero-order kinetics model accurately simulates the N mineralization process of paddy soil in Mollisols area of Northeast China under waterlogged incubation. PMID:28170409

Evaluation and simulation of nitrogen mineralization of paddy soils in Mollisols area of Northeast China under waterlogged incubation.

PubMed

Zhang, Yuling; Xu, Wenjing; Duan, Pengpeng; Cong, Yaohui; An, Tingting; Yu, Na; Zou, Hongtao; Dang, Xiuli; An, Jing; Fan, Qingfeng; Zhang, Yulong

2017-01-01

Understanding the nitrogen (N) mineralization process and applying appropriate model simulation are key factors in evaluating N mineralization. However, there are few studies of the N mineralization characteristics of paddy soils in Mollisols area of Northeast China. The soils were sampled from the counties of Qingan and Huachuan, which were located in Mollisols area of Northeast China. The sample soil was incubated under waterlogged at 30°C in a controlled temperature cabinet for 161 days (a 2: 1 water: soil ratio was maintained during incubation). Three models, i.e. the single first-order kinetics model, the double first-order kinetics model and the mixed first-order and zero-order kinetics model were used to simulate the cumulative mineralised N (NH4+-N and TSN) in the laboratory and waterlogged incubation. During 161 days of waterlogged incubation, the average cumulative total soluble N (TSN), ammonium N (NH4+-N), and soluble organic N (SON) was 122.2 mg kg-1, 85.9 mg kg-1, and 36.3 mg kg-1, respectively. Cumulative NH4+-N was significantly (P < 0.05) positively correlated with organic carbon (OC), total N (TN), pH, and exchangeable calcium (Ca), and cumulative TSN was significantly (P < 0.05) positively correlated with OC, TN, and exchangeable Ca, but was not significantly (P > 0.05) correlated with C/N ratio, cation exchange capacity (CEC), extractable iron (Fe), clay, and sand. When the cumulative NH4+-N and TSN were simulated, the single first-order kinetics model provided the least accurate simulation. The parameter of the double first-order kinetics model also did not represent the actual data well, but the mixed first-order and zero-order kinetics model provided the most accurate simulation, as demonstrated by the estimated standard error, F statistic values, parameter accuracy, and fitting effect. Overall, the results showed that SON was involved with N mineralization process, and the mixed first-order and zero-order kinetics model accurately simulates the N mineralization process of paddy soil in Mollisols area of Northeast China under waterlogged incubation.

Cloud Macroscopic Organization: Order Emerging from Randomness

NASA Technical Reports Server (NTRS)

Yuan, Tianle

2011-01-01

Clouds play a central role in many aspects of the climate system and their forms and shapes are remarkably diverse. Appropriate representation of clouds in climate models is a major challenge because cloud processes span at least eight orders of magnitude in spatial scales. Here we show that there exists order in cloud size distribution of low-level clouds, and that it follows a power-law distribution with exponent gamma close to 2. gamma is insensitive to yearly variations in environmental conditions, but has regional variations and land-ocean contrasts. More importantly, we demonstrate this self-organizing behavior of clouds emerges naturally from a complex network model with simple, physical organizing principles: random clumping and merging. We also demonstrate symmetry between clear and cloudy skies in terms of macroscopic organization because of similar fundamental underlying organizing principles. The order in the apparently complex cloud-clear field thus has its root in random local interactions. Studying cloud organization with complex network models is an attractive new approach that has wide applications in climate science. We also propose a concept of cloud statistic mechanics approach. This approach is fully complementary to deterministic models, and the two approaches provide a powerful framework to meet the challenge of representing clouds in our climate models when working in tandem.

Nonequilibrium quantum field dynamics from the two-particle-irreducible effective action

NASA Astrophysics Data System (ADS)

Laurie, Nathan S.

The two-particle-irreducible effective action offers a powerful approach to the study of quantum field dynamics far from equilibrium. Recent and upcoming heavy ion collision experiments motivate the study of such nonequilibrium dynamics in an expanding space-time background. For the O(N) model I derive exact, causal evolution equations for the statistical and spectral functions in a longitudinally expanding system. It is followed by an investigation into how the expansion affects the prospect of the system reaching equilibrium. Results are obtained in 1+1 dimensions at next-to- leading order in loop- and 1/N-expansions of the 2PI effective action. I focus on the evolution of the statistical function from highly nonequilibrium initial conditions, presenting a detailed analysis of early, intermediate and late-time dynamics. It is found that dynamics at very early times is attracted by a nonthermal fixed point of the mean field equations, after which interactions attempt to drive the system to equilibrium. The competition between the interactions and the expansion is eventually won by the expansion, with so-called freeze-out emerging naturally in this description. In order to investigate the convergence of the 2PI-1/N expansion in the 0(N) model, I compare results obtained numerically in 1+1 dimensions at leading, next- to-leading and next-to-next-to-leading order in 1/N. Convergence with increasing N, and also with decreasing coupling are discussed. A comparison is also made in the classical statistical field theory limit, where exact numerical results are available. I focus on early-time dynamics and quasi-particle properties far from equilibrium and observe rapid effective convergence already for moderate values of 1/N or the coupling strength.

Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

NASA Technical Reports Server (NTRS)

Putko, Michele M.; Newman, Perry A.; Taylor, Arthur C., III; Green, Lawrence L.

2001-01-01

This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

First and second order semi-Markov chains for wind speed modeling

NASA Astrophysics Data System (ADS)

Prattico, F.; Petroni, F.; D'Amico, G.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [3] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [1], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. Semi-Markov processes (SMP) are a wide class of stochastic processes which generalize at the same time both Markov chains and renewal processes. Their main advantage is that of using whatever type of waiting time distribution for modeling the time to have a transition from one state to another one. This major flexibility has a price to pay: availability of data to estimate the parameters of the model which are more numerous. Data availability is not an issue in wind speed studies, therefore, semi-Markov models can be used in a statistical efficient way. In this work we present three different semi-Markov chain models: the first one is a first-order SMP where the transition probabilities from two speed states (at time Tn and Tn-1) depend on the initial state (the state at Tn-1), final state (the state at Tn) and on the waiting time (given by t=Tn-Tn-1), the second model is a second order SMP where we consider the transition probabilities as depending also on the state the wind speed was before the initial state (which is the state at Tn-2) and the last one is still a second order SMP where the transition probabilities depends on the three states at Tn-2,Tn-1 and Tn and on the waiting times t_1=Tn-1-Tn-2 and t_2=Tn-Tn-1. The three models are used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy, 28/2003 1787-1802. [2] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30/2005 693-708. [3] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29/2004, 1407-1418.

Multi-pulse multi-delay (MPMD) multiple access modulation for UWB

DOEpatents

Dowla, Farid U.; Nekoogar, Faranak

2007-03-20

A new modulation scheme in UWB communications is introduced. This modulation technique utilizes multiple orthogonal transmitted-reference pulses for UWB channelization. The proposed UWB receiver samples the second order statistical function at both zero and non-zero lags and matches the samples to stored second order statistical functions, thus sampling and matching the shape of second order statistical functions rather than just the shape of the received pulses.

Statistical modelling of growth using a mixed model with orthogonal polynomials.

PubMed

Suchocki, T; Szyda, J

2011-02-01

In statistical modelling, the effects of single-nucleotide polymorphisms (SNPs) are often regarded as time-independent. However, for traits recorded repeatedly, it is very interesting to investigate the behaviour of gene effects over time. In the analysis, simulated data from the 13th QTL-MAS Workshop (Wageningen, The Netherlands, April 2009) was used and the major goal was the modelling of genetic effects as time-dependent. For this purpose, a mixed model which describes each effect using the third-order Legendre orthogonal polynomials, in order to account for the correlation between consecutive measurements, is fitted. In this model, SNPs are modelled as fixed, while the environment is modelled as random effects. The maximum likelihood estimates of model parameters are obtained by the expectation-maximisation (EM) algorithm and the significance of the additive SNP effects is based on the likelihood ratio test, with p-values corrected for multiple testing. For each significant SNP, the percentage of the total variance contributed by this SNP is calculated. Moreover, by using a model which simultaneously incorporates effects of all of the SNPs, the prediction of future yields is conducted. As a result, 179 from the total of 453 SNPs covering 16 out of 18 true quantitative trait loci (QTL) were selected. The correlation between predicted and true breeding values was 0.73 for the data set with all SNPs and 0.84 for the data set with selected SNPs. In conclusion, we showed that a longitudinal approach allows for estimating changes of the variance contributed by each SNP over time and demonstrated that, for prediction, the pre-selection of SNPs plays an important role.

Gaussian closure technique applied to the hysteretic Bouc model with non-zero mean white noise excitation

NASA Astrophysics Data System (ADS)

Waubke, Holger; Kasess, Christian H.

2016-11-01

Devices that emit structure-borne sound are commonly decoupled by elastic components to shield the environment from acoustical noise and vibrations. The elastic elements often have a hysteretic behavior that is typically neglected. In order to take hysteretic behavior into account, Bouc developed a differential equation for such materials, especially joints made of rubber or equipped with dampers. In this work, the Bouc model is solved by means of the Gaussian closure technique based on the Kolmogorov equation. Kolmogorov developed a method to derive probability density functions for arbitrary explicit first-order vector differential equations under white noise excitation using a partial differential equation of a multivariate conditional probability distribution. Up to now no analytical solution of the Kolmogorov equation in conjunction with the Bouc model exists. Therefore a wide range of approximate solutions, especially the statistical linearization, were developed. Using the Gaussian closure technique that is an approximation to the Kolmogorov equation assuming a multivariate Gaussian distribution an analytic solution is derived in this paper for the Bouc model. For the stationary case the two methods yield equivalent results, however, in contrast to statistical linearization the presented solution allows to calculate the transient behavior explicitly. Further, stationary case leads to an implicit set of equations that can be solved iteratively with a small number of iterations and without instabilities for specific parameter sets.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Generalized Linear Models of Home Activity for Automatic Detection of Mild Cognitive Impairment in Older Adults*

PubMed Central

Akl, Ahmad; Snoek, Jasper; Mihailidis, Alex

2015-01-01

With a globally aging population, the burden of care of cognitively impaired older adults is becoming increasingly concerning. Instances of Alzheimer’s disease and other forms of dementia are becoming ever more frequent. Earlier detection of cognitive impairment offers significant benefits, but remains difficult to do in practice. In this paper, we develop statistical models of the behavior of older adults within their homes using sensor data in order to detect the early onset of cognitive decline. Specifically, we use inhomogenous Poisson processes to model the presence of subjects within different rooms throughout the day in the home using unobtrusive sensing technologies. We compare the distributions learned from cognitively intact and impaired subjects using information theoretic tools and observe statistical differences between the two populations which we believe can be used to help detect the onset of cognitive decline. PMID:25570050

Generalized Linear Models of home activity for automatic detection of mild cognitive impairment in older adults.

PubMed

Akl, Ahmad; Snoek, Jasper; Mihailidis, Alex

2014-01-01

With a globally aging population, the burden of care of cognitively impaired older adults is becoming increasingly concerning. Instances of Alzheimer's disease and other forms of dementia are becoming ever more frequent. Earlier detection of cognitive impairment offers significant benefits, but remains difficult to do in practice. In this paper, we develop statistical models of the behavior of older adults within their homes using sensor data in order to detect the early onset of cognitive decline. Specifically, we use inhomogenous Poisson processes to model the presence of subjects within different rooms throughout the day in the home using unobtrusive sensing technologies. We compare the distributions learned from cognitively intact and impaired subjects using information theoretic tools and observe statistical differences between the two populations which we believe can be used to help detect the onset of cognitive decline.

Japanese migration in contemporary Japan: economic segmentation and interprefectural migration.

PubMed

Fukurai, H

1991-01-01

This paper examines the economic segmentation model in explaining 1985-86 Japanese interregional migration. The analysis takes advantage of statistical graphic techniques to illustrate the following substantive issues of interregional migration: (1) to examine whether economic segmentation significantly influences Japanese regional migration and (2) to explain socioeconomic characteristics of prefectures for both in- and out-migration. Analytic techniques include a latent structural equation (LISREL) methodology and statistical residual mapping. The residual dispersion patterns, for instance, suggest the extent to which socioeconomic and geopolitical variables explain migration differences by showing unique clusters of unexplained residuals. The analysis further points out that extraneous factors such as high residential land values, significant commuting populations, and regional-specific cultures and traditions need to be incorporated in the economic segmentation model in order to assess the extent of the model's reliability in explaining the pattern of interprefectural migration.

Two classes of bipartite networks: nested biological and social systems.

PubMed

Burgos, Enrique; Ceva, Horacio; Hernández, Laura; Perazzo, R P J; Devoto, Mariano; Medan, Diego

2008-10-01

Bipartite graphs have received some attention in the study of social networks and of biological mutualistic systems. A generalization of a previous model is presented, that evolves the topology of the graph in order to optimally account for a given contact preference rule between the two guilds of the network. As a result, social and biological graphs are classified as belonging to two clearly different classes. Projected graphs, linking the agents of only one guild, are obtained from the original bipartite graph. The corresponding evolution of its statistical properties is also studied. An example of a biological mutualistic network is analyzed in detail, and it is found that the model provides a very good fitting of all the main statistical features. The model also provides a proper qualitative description of the same features observed in social webs, suggesting the possible reasons underlying the difference in the organization of these two kinds of bipartite networks.

How Much Math Do Students Need to Succeed in Business and Economics Statistics? An Ordered Probit Analysis

ERIC Educational Resources Information Center

Green, Jeffrey J.; Stone, Courtenay C.; Zegeye, Abera; Charles, Thomas A.

2009-01-01

Because statistical analysis requires the ability to use mathematics, students typically are required to take one or more prerequisite math courses prior to enrolling in the business statistics course. Despite these math prerequisites, however, many students find it difficult to learn business statistics. In this study, we use an ordered probit…

Is Statistical Learning Constrained by Lower Level Perceptual Organization?

PubMed Central

Emberson, Lauren L.; Liu, Ran; Zevin, Jason D.

2013-01-01

In order for statistical information to aid in complex developmental processes such as language acquisition, learning from higher-order statistics (e.g. across successive syllables in a speech stream to support segmentation) must be possible while perceptual abilities (e.g. speech categorization) are still developing. The current study examines how perceptual organization interacts with statistical learning. Adult participants were presented with multiple exemplars from novel, complex sound categories designed to reflect some of the spectral complexity and variability of speech. These categories were organized into sequential pairs and presented such that higher-order statistics, defined based on sound categories, could support stream segmentation. Perceptual similarity judgments and multi-dimensional scaling revealed that participants only perceived three perceptual clusters of sounds and thus did not distinguish the four experimenter-defined categories, creating a tension between lower level perceptual organization and higher-order statistical information. We examined whether the resulting pattern of learning is more consistent with statistical learning being “bottom-up,” constrained by the lower levels of organization, or “top-down,” such that higher-order statistical information of the stimulus stream takes priority over the perceptual organization, and perhaps influences perceptual organization. We consistently find evidence that learning is constrained by perceptual organization. Moreover, participants generalize their learning to novel sounds that occupy a similar perceptual space, suggesting that statistical learning occurs based on regions of or clusters in perceptual space. Overall, these results reveal a constraint on learning of sound sequences, such that statistical information is determined based on lower level organization. These findings have important implications for the role of statistical learning in language acquisition. PMID:23618755

Detecting higher spin fields through statistical anisotropy in the CMB and galaxy power spectra

NASA Astrophysics Data System (ADS)

Bartolo, Nicola; Kehagias, Alex; Liguori, Michele; Riotto, Antonio; Shiraishi, Maresuke; Tansella, Vittorio

2018-01-01

Primordial inflation may represent the most powerful collider to test high-energy physics models. In this paper we study the impact on the inflationary power spectrum of the comoving curvature perturbation in the specific model where massive higher spin fields are rendered effectively massless during a de Sitter epoch through suitable couplings to the inflaton field. In particular, we show that such fields with spin s induce a distinctive statistical anisotropic signal on the power spectrum, in such a way that not only the usual g2 M-statistical anisotropy coefficients, but also higher-order ones (i.e., g4 M,g6 M,…,g(2 s -2 )M and g(2 s )M) are nonvanishing. We examine their imprints in the cosmic microwave background and galaxy power spectra. Our Fisher matrix forecasts indicate that the detectability of gL M depends very weakly on L : all coefficients could be detected in near future if their magnitudes are bigger than about 10-3.

Three-dimensional holoscopic image coding scheme using high-efficiency video coding with kernel-based minimum mean-square-error estimation

NASA Astrophysics Data System (ADS)

Liu, Deyang; An, Ping; Ma, Ran; Yang, Chao; Shen, Liquan; Li, Kai

2016-07-01

Three-dimensional (3-D) holoscopic imaging, also known as integral imaging, light field imaging, or plenoptic imaging, can provide natural and fatigue-free 3-D visualization. However, a large amount of data is required to represent the 3-D holoscopic content. Therefore, efficient coding schemes for this particular type of image are needed. A 3-D holoscopic image coding scheme with kernel-based minimum mean square error (MMSE) estimation is proposed. In the proposed scheme, the coding block is predicted by an MMSE estimator under statistical modeling. In order to obtain the signal statistical behavior, kernel density estimation (KDE) is utilized to estimate the probability density function of the statistical modeling. As bandwidth estimation (BE) is a key issue in the KDE problem, we also propose a BE method based on kernel trick. The experimental results demonstrate that the proposed scheme can achieve a better rate-distortion performance and a better visual rendering quality.

Wave Propagation in Non-Stationary Statistical Mantle Models at the Global Scale

NASA Astrophysics Data System (ADS)

Meschede, M.; Romanowicz, B. A.

2014-12-01

We study the effect of statistically distributed heterogeneities that are smaller than the resolution of current tomographic models on seismic waves that propagate through the Earth's mantle at teleseismic distances. Current global tomographic models are missing small-scale structure as evidenced by the failure of even accurate numerical synthetics to explain enhanced coda in observed body and surface waveforms. One way to characterize small scale heterogeneity is to construct random models and confront observed coda waveforms with predictions from these models. Statistical studies of the coda typically rely on models with simplified isotropic and stationary correlation functions in Cartesian geometries. We show how to construct more complex random models for the mantle that can account for arbitrary non-stationary and anisotropic correlation functions as well as for complex geometries. Although this method is computationally heavy, model characteristics such as translational, cylindrical or spherical symmetries can be used to greatly reduce the complexity such that this method becomes practical. With this approach, we can create 3D models of the full spherical Earth that can be radially anisotropic, i.e. with different horizontal and radial correlation functions, and radially non-stationary, i.e. with radially varying model power and correlation functions. Both of these features are crucial for a statistical description of the mantle in which structure depends to first order on the spherical geometry of the Earth. We combine different random model realizations of S velocity with current global tomographic models that are robust at long wavelengths (e.g. Meschede and Romanowicz, 2014, GJI submitted), and compute the effects of these hybrid models on the wavefield with a spectral element code (SPECFEM3D_GLOBE). We finally analyze the resulting coda waves for our model selection and compare our computations with observations. Based on these observations, we make predictions about the strength of unresolved small-scale structure and extrinsic attenuation.

The application of feature selection to the development of Gaussian process models for percutaneous absorption.

PubMed

Lam, Lun Tak; Sun, Yi; Davey, Neil; Adams, Rod; Prapopoulou, Maria; Brown, Marc B; Moss, Gary P

2010-06-01

The aim was to employ Gaussian processes to assess mathematically the nature of a skin permeability dataset and to employ these methods, particularly feature selection, to determine the key physicochemical descriptors which exert the most significant influence on percutaneous absorption, and to compare such models with established existing models. Gaussian processes, including automatic relevance detection (GPRARD) methods, were employed to develop models of percutaneous absorption that identified key physicochemical descriptors of percutaneous absorption. Using MatLab software, the statistical performance of these models was compared with single linear networks (SLN) and quantitative structure-permeability relationships (QSPRs). Feature selection methods were used to examine in more detail the physicochemical parameters used in this study. A range of statistical measures to determine model quality were used. The inherently nonlinear nature of the skin data set was confirmed. The Gaussian process regression (GPR) methods yielded predictive models that offered statistically significant improvements over SLN and QSPR models with regard to predictivity (where the rank order was: GPR > SLN > QSPR). Feature selection analysis determined that the best GPR models were those that contained log P, melting point and the number of hydrogen bond donor groups as significant descriptors. Further statistical analysis also found that great synergy existed between certain parameters. It suggested that a number of the descriptors employed were effectively interchangeable, thus questioning the use of models where discrete variables are output, usually in the form of an equation. The use of a nonlinear GPR method produced models with significantly improved predictivity, compared with SLN or QSPR models. Feature selection methods were able to provide important mechanistic information. However, it was also shown that significant synergy existed between certain parameters, and as such it was possible to interchange certain descriptors (i.e. molecular weight and melting point) without incurring a loss of model quality. Such synergy suggested that a model constructed from discrete terms in an equation may not be the most appropriate way of representing mechanistic understandings of skin absorption.

On the analysis of very small samples of Gaussian repeated measurements: an alternative approach.

PubMed

Westgate, Philip M; Burchett, Woodrow W

2017-03-15

The analysis of very small samples of Gaussian repeated measurements can be challenging. First, due to a very small number of independent subjects contributing outcomes over time, statistical power can be quite small. Second, nuisance covariance parameters must be appropriately accounted for in the analysis in order to maintain the nominal test size. However, available statistical strategies that ensure valid statistical inference may lack power, whereas more powerful methods may have the potential for inflated test sizes. Therefore, we explore an alternative approach to the analysis of very small samples of Gaussian repeated measurements, with the goal of maintaining valid inference while also improving statistical power relative to other valid methods. This approach uses generalized estimating equations with a bias-corrected empirical covariance matrix that accounts for all small-sample aspects of nuisance correlation parameter estimation in order to maintain valid inference. Furthermore, the approach utilizes correlation selection strategies with the goal of choosing the working structure that will result in the greatest power. In our study, we show that when accurate modeling of the nuisance correlation structure impacts the efficiency of regression parameter estimation, this method can improve power relative to existing methods that yield valid inference. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Statistical turbulence theory and turbulence phenomenology

NASA Technical Reports Server (NTRS)

Herring, J. R.

1973-01-01

The application of deductive turbulence theory for validity determination of turbulence phenomenology at the level of second-order, single-point moments is considered. Particular emphasis is placed on the phenomenological formula relating the dissipation to the turbulence energy and the Rotta-type formula for the return to isotropy. Methods which deal directly with most or all the scales of motion explicitly are reviewed briefly. The statistical theory of turbulence is presented as an expansion about randomness. Two concepts are involved: (1) a modeling of the turbulence as nearly multipoint Gaussian, and (2) a simultaneous introduction of a generalized eddy viscosity operator.

Early years of Computational Statistical Mechanics

NASA Astrophysics Data System (ADS)

Mareschal, Michel

2018-05-01

Evidence that a model of hard spheres exhibits a first-order solid-fluid phase transition was provided in the late fifties by two new numerical techniques known as Monte Carlo and Molecular Dynamics. This result can be considered as the starting point of computational statistical mechanics: at the time, it was a confirmation of a counter-intuitive (and controversial) theoretical prediction by J. Kirkwood. It necessitated an intensive collaboration between the Los Alamos team, with Bill Wood developing the Monte Carlo approach, and the Livermore group, where Berni Alder was inventing Molecular Dynamics. This article tells how it happened.

Interactions and triggering in a 3D rate and state asperity model

NASA Astrophysics Data System (ADS)

Dublanchet, P.; Bernard, P.

2012-12-01

Precise relocation of micro-seismicity and careful analysis of seismic source parameters have progressively imposed the concept of seismic asperities embedded in a creeping fault segment as being one of the most important aspect that should appear in a realistic representation of micro-seismic sources. Another important issue concerning micro-seismic activity is the existence of robust empirical laws describing the temporal and magnitude distribution of earthquakes, such as the Omori law, the distribution of inter-event time and the Gutenberg-Richter law. In this framework, this study aims at understanding statistical properties of earthquakes, by generating synthetic catalogs with a 3D, quasi-dynamic continuous rate and state asperity model, that takes into account a realistic geometry of asperities. Our approach contrasts with ETAS models (Kagan and Knopoff, 1981) usually implemented to produce earthquake catalogs, in the sense that the non linearity observed in rock friction experiments (Dieterich, 1979) is fully taken into account by the use of rate and state friction law. Furthermore, our model differs from discrete models of faults (Ziv and Cochard, 2006) because the continuity allows us to define realistic geometries and distributions of asperities by the assembling of sub-critical computational cells that always fail in a single event. Moreover, this model allows us to adress the question of the influence of barriers and distribution of asperities on the event statistics. After recalling the main observations of asperities in the specific case of Parkfield segment of San-Andreas Fault, we analyse earthquake statistical properties computed for this area. Then, we present synthetic statistics obtained by our model that allow us to discuss the role of barriers on clustering and triggering phenomena among a population of sources. It appears that an effective size of barrier, that depends on its frictional strength, controls the presence or the absence, in the synthetic catalog, of statistical laws that are similar to what is observed for real earthquakes. As an application, we attempt to draw a comparison between synthetic statistics and the observed statistics of Parkfield in order to characterize what could be a realistic frictional model of Parkfield area. More generally, we obtained synthetic statistical properties that are in agreement with power-law decays characterized by exponents that match the observations at a global scale, showing that our mechanical model is able to provide new insights into the understanding of earthquake interaction processes in general.

Numerical solution for weight reduction model due to health campaigns in Spain

NASA Astrophysics Data System (ADS)

Mohammed, Maha A.; Noor, Noor Fadiya Mohd; Siri, Zailan; Ibrahim, Adriana Irawati Nur

2015-10-01

Transition model between three subpopulations based on Body Mass Index of Valencia community in Spain is considered. No changes in population nutritional habits and public health strategies on weight reduction until 2030 are assumed. The system of ordinary differential equations is solved using Runge-Kutta method of higher order. The numerical results obtained are compared with the predicted values of subpopulation proportion based on statistical estimation in 2013, 2015 and 2030. Relative approximate error is calculated. The consistency of the Runge-Kutta method in solving the model is discussed.

Accuracy assessment for a multi-parameter optical calliper in on line automotive applications

NASA Astrophysics Data System (ADS)

D'Emilia, G.; Di Gasbarro, D.; Gaspari, A.; Natale, E.

2017-08-01

In this work, a methodological approach based on the evaluation of the measurement uncertainty is applied to an experimental test case, related to the automotive sector. The uncertainty model for different measurement procedures of a high-accuracy optical gauge is discussed in order to individuate the best measuring performances of the system for on-line applications and when the measurement requirements are becoming more stringent. In particular, with reference to the industrial production and control strategies of high-performing turbochargers, two uncertainty models are proposed, discussed and compared, to be used by the optical calliper. Models are based on an integrated approach between measurement methods and production best practices to emphasize their mutual coherence. The paper shows the possible advantages deriving from the considerations that the measurement uncertainty modelling provides, in order to keep control of the uncertainty propagation on all the indirect measurements useful for production statistical control, on which basing further improvements.

The Wang-Landau Sampling Algorithm

NASA Astrophysics Data System (ADS)

Landau, David P.

2003-03-01

Over the past several decades Monte Carlo simulations[1] have evolved into a powerful tool for the study of wide-ranging problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, usually in the canonical ensemble, and enormous improvements have been made in performance through the implementation of novel algorithms. Nonetheless, difficulties arise near phase transitions, either due to critical slowing down near 2nd order transitions or to metastability near 1st order transitions, thus limiting the applicability of the method. We shall describe a new and different Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is estimated, all thermodynamic properties can be calculated at all temperatures. This approach can be extended to multi-dimensional parameter spaces and has already found use in classical models of interacting particles including systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc., as well as for quantum models. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).

A new unified framework for the early detection of the progression to diabetic retinopathy from fundus images.

PubMed

Leontidis, Georgios

2017-11-01

Human retina is a diverse and important tissue, vastly studied for various retinal and other diseases. Diabetic retinopathy (DR), a leading cause of blindness, is one of them. This work proposes a novel and complete framework for the accurate and robust extraction and analysis of a series of retinal vascular geometric features. It focuses on studying the registered bifurcations in successive years of progression from diabetes (no DR) to DR, in order to identify the vascular alterations. Retinal fundus images are utilised, and multiple experimental designs are employed. The framework includes various steps, such as image registration and segmentation, extraction of features, statistical analysis and classification models. Linear mixed models are utilised for making the statistical inferences, alongside the elastic-net logistic regression, boruta algorithm, and regularised random forests for the feature selection and classification phases, in order to evaluate the discriminative potential of the investigated features and also build classification models. A number of geometric features, such as the central retinal artery and vein equivalents, are found to differ significantly across the experiments and also have good discriminative potential. The classification systems yield promising results with the area under the curve values ranging from 0.821 to 0.968, across the four different investigated combinations. Copyright © 2017 Elsevier Ltd. All rights reserved.

The use of higher-order statistics in rapid object categorization in natural scenes.

PubMed

Banno, Hayaki; Saiki, Jun

2015-02-04

We can rapidly and efficiently recognize many types of objects embedded in complex scenes. What information supports this object recognition is a fundamental question for understanding our visual processing. We investigated the eccentricity-dependent role of shape and statistical information for ultrarapid object categorization, using the higher-order statistics proposed by Portilla and Simoncelli (2000). Synthesized textures computed by their algorithms have the same higher-order statistics as the originals, while the global shapes were destroyed. We used the synthesized textures to manipulate the availability of shape information separately from the statistics. We hypothesized that shape makes a greater contribution to central vision than to peripheral vision and that statistics show the opposite pattern. Results did not show contributions clearly biased by eccentricity. Statistical information demonstrated a robust contribution not only in peripheral but also in central vision. For shape, the results supported the contribution in both central and peripheral vision. Further experiments revealed some interesting properties of the statistics. They are available for a limited time, attributable to the presence or absence of animals without shape, and predict how easily humans detect animals in original images. Our data suggest that when facing the time constraint of categorical processing, higher-order statistics underlie our significant performance for rapid categorization, irrespective of eccentricity. © 2015 ARVO.

The Impact of Model Parameterization and Estimation Methods on Tests of Measurement Invariance with Ordered Polytomous Data

ERIC Educational Resources Information Center

Koziol, Natalie A.; Bovaird, James A.

2018-01-01

Evaluations of measurement invariance provide essential construct validity evidence--a prerequisite for seeking meaning in psychological and educational research and ensuring fair testing procedures in high-stakes settings. However, the quality of such evidence is partly dependent on the validity of the resulting statistical conclusions. Type I or…

78 FR 29258 - Blueberry Promotion, Research and Information Order; Assessment Rate Increase

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2013-05-20

.... \\6\\ The econometric model used statistical methods with time series data to measure how strongly the... program has been over 15 times greater than the costs. At the opposite end of the spectrum in the supply... times greater than the costs. Given the wide range of supply responses considered in the analysis, and...

78 FR 59775 - Blueberry Promotion, Research and Information Order; Assessment Rate Increase

Federal Register 2010, 2011, 2012, 2013, 2014

2013-09-30

... demand. \\6\\ The econometric model used statistical methods with time series data to measure how strongly... been over 15 times greater than the costs. At the opposite end of the spectrum in the supply response, the average BCR was computed to be 5.36, implying that the benefits of the USHBC were over five times...

A theory of stationarity and asymptotic approach in dissipative systems

NASA Astrophysics Data System (ADS)

Rubel, Michael Thomas

2007-05-01

The approximate dynamics of many physical phenomena, including turbulence, can be represented by dissipative systems of ordinary differential equations. One often turns to numerical integration to solve them. There is an incompatibility, however, between the answers it can produce (i.e., specific solution trajectories) and the questions one might wish to ask (e.g., what behavior would be typical in the laboratory?) To determine its outcome, numerical integration requires more detailed initial conditions than a laboratory could normally provide. In place of initial conditions, experiments stipulate how tests should be carried out: only under statistically stationary conditions, for example, or only during asymptotic approach to a final state. Stipulations such as these, rather than initial conditions, are what determine outcomes in the laboratory.This theoretical study examines whether the points of view can be reconciled: What is the relationship between one's statistical stipulations for how an experiment should be carried out--stationarity or asymptotic approach--and the expected results? How might those results be determined without invoking initial conditions explicitly?To answer these questions, stationarity and asymptotic approach conditions are analyzed in detail. Each condition is treated as a statistical constraint on the system--a restriction on the probability density of states that might be occupied when measurements take place. For stationarity, this reasoning leads to a singular, invariant probability density which is already familiar from dynamical systems theory. For asymptotic approach, it leads to a new, more regular probability density field. A conjecture regarding what appears to be a limit relationship between the two densities is presented.By making use of the new probability densities, one can derive output statistics directly, avoiding the need to create or manipulate initial data, and thereby avoiding the conceptual incompatibility mentioned above. This approach also provides a clean way to derive reduced-order models, complete with local and global error estimates, as well as a way to compare existing reduced-order models objectively.The new approach is explored in the context of five separate test problems: a trivial one-dimensional linear system, a damped unforced linear oscillator in two dimensions, the isothermal Rayleigh-Plesset equation, Lorenz's equations, and the Stokes limit of Burgers' equation in one space dimension. In each case, various output statistics are deduced without recourse to initial conditions. Further, reduced-order models are constructed for asymptotic approach of the damped unforced linear oscillator, the isothermal Rayleigh-Plesset system, and Lorenz's equations, and for stationarity of Lorenz's equations.

Stochastic modeling of Lagrangian accelerations

NASA Astrophysics Data System (ADS)

Reynolds, Andy

2002-11-01

It is shown how Sawford's second-order Lagrangian stochastic model (Phys. Fluids A 3, 1577-1586, 1991) for fluid-particle accelerations can be combined with a model for the evolution of the dissipation rate (Pope and Chen, Phys. Fluids A 2, 1437-1449, 1990) to produce a Lagrangian stochastic model that is consistent with both the measured distribution of Lagrangian accelerations (La Porta et al., Nature 409, 1017-1019, 2001) and Kolmogorov's similarity theory. The later condition is found not to be satisfied when a constant dissipation rate is employed and consistency with prescribed acceleration statistics is enforced through fulfilment of a well-mixed condition.

Fractal model of polarization switching kinetics in ferroelectrics under nonequilibrium conditions of electron irradiation

NASA Astrophysics Data System (ADS)

Maslovskaya, A. G.; Barabash, T. K.

2018-03-01

The paper presents the results of the fractal and multifractal analysis of polarization switching current in ferroelectrics under electron irradiation, which allows statistical memory effects to be estimated at dynamics of domain structure. The mathematical model of formation of electron beam-induced polarization current in ferroelectrics was suggested taking into account the fractal nature of domain structure dynamics. In order to realize the model the computational scheme was constructed using the numerical solution approximation of fractional differential equation. Evidences of electron beam-induced polarization switching process in ferroelectrics were specified at a variation of control model parameters.

Time interval between successive trading in foreign currency market: from microscopic to macroscopic

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2004-12-01

Recently, it has been shown that inter-transaction interval (ITI) distribution of foreign currency rates has a fat tail. In order to understand the statistical property of the ITI dealer model with N interactive agents is proposed. From numerical simulations it is confirmed that the ITI distribution of the dealer model has a power law tail. The random multiplicative process (RMP) can be approximately derived from the ITI of the dealer model. Consequently, we conclude that the power law tail of the ITI distribution of the dealer model is a result of the RMP.

Narrow Quasar Absorption Lines and the History of the Universe

NASA Astrophysics Data System (ADS)

Liebscher, Dierck-Ekkehard

In order to get an estimation of the parameters of the cosmological model the statistics of narrow absorption lines in quasar spectra is evaluated. To this end a phenomenological model of the evolution of the corresponding absorbers in density, size, number and dimension is presented and compared with the observed evolution in the spectral density of the lines and their column density seen in the equivalent width. In spite of the wide range of possible models, the Einstein-deSitter model is shown to be unlikely because of the implied fast evolution in mass.

Formation kinetics of gemfibrozil chlorination reaction products: analysis and application.

PubMed

Krkosek, Wendy H; Peldszus, Sigrid; Huck, Peter M; Gagnon, Graham A

2014-07-01

Aqueous chlorination kinetics of the lipid regulator gemfibrozil and the formation of reaction products were investigated in deionized water over the pH range 3 to 9, and in two wastewater matrices. Chlorine oxidation of gemfibrozil was found to be highly dependent on pH. No statistically significant degradation of gemfibrozil was observed at pH values greater than 7. Gemfibrozil oxidation between pH 4 and 7 was best represented by first order kinetics. At pH 3, formation of three reaction products was observed. 4'-C1Gem was the only reaction product formed from pH 4-7 and was modeled with zero order kinetics. Chlorine oxidation of gemfibrozil in two wastewater matrices followed second order kinetics. 4'-C1Gem was only formed in wastewater with pH below 7. Deionized water rate kinetic models were applied to two wastewater effluents with gemfibrozil concentrations reported in literature in order to calculate potential mass loading rates of 4'C1Gem to the receiving water.

α -induced reactions on 115In: Cross section measurements and statistical model analysis

NASA Astrophysics Data System (ADS)

Kiss, G. G.; Szücs, T.; Mohr, P.; Török, Zs.; Huszánk, R.; Gyürky, Gy.; Fülöp, Zs.

2018-05-01

Background: α -nucleus optical potentials are basic ingredients of statistical model calculations used in nucleosynthesis simulations. While the nucleon+nucleus optical potential is fairly well known, for the α +nucleus optical potential several different parameter sets exist and large deviations, reaching sometimes even an order of magnitude, are found between the cross section predictions calculated using different parameter sets. Purpose: A measurement of the radiative α -capture and the α -induced reaction cross sections on the nucleus 115In at low energies allows a stringent test of statistical model predictions. Since experimental data are scarce in this mass region, this measurement can be an important input to test the global applicability of α +nucleus optical model potentials and further ingredients of the statistical model. Methods: The reaction cross sections were measured by means of the activation method. The produced activities were determined by off-line detection of the γ rays and characteristic x rays emitted during the electron capture decay of the produced Sb isotopes. The 115In(α ,γ )119Sb and 115In(α ,n )Sb118m reaction cross sections were measured between Ec .m .=8.83 and 15.58 MeV, and the 115In(α ,n )Sb118g reaction was studied between Ec .m .=11.10 and 15.58 MeV. The theoretical analysis was performed within the statistical model. Results: The simultaneous measurement of the (α ,γ ) and (α ,n ) cross sections allowed us to determine a best-fit combination of all parameters for the statistical model. The α +nucleus optical potential is identified as the most important input for the statistical model. The best fit is obtained for the new Atomki-V1 potential, and good reproduction of the experimental data is also achieved for the first version of the Demetriou potentials and the simple McFadden-Satchler potential. The nucleon optical potential, the γ -ray strength function, and the level density parametrization are also constrained by the data although there is no unique best-fit combination. Conclusions: The best-fit calculations allow us to extrapolate the low-energy (α ,γ ) cross section of 115In to the astrophysical Gamow window with reasonable uncertainties. However, still further improvements of the α -nucleus potential are required for a global description of elastic (α ,α ) scattering and α -induced reactions in a wide range of masses and energies.

Contribution to the assessment of the imminent seismic hazard: Geophysical, statistical (and more) challenges in the territory of Greece

NASA Astrophysics Data System (ADS)

Adamaki, Angeliki K.; Papadimitriou, Eleftheria E.; Karakostas, Vassilis G.; Tsaklidis, George M.

2013-04-01

The necessity of the imminent seismic hazard assessment stems from a strong social component which is the outcome of the need of people to inquire more in order to understand nature exhaustively and not partially, either to satisfy their inner curiosity or in favor of their self preservation instinct against the physical phenomena that the human kind cannot control. Choosing this path to follow, many seismologists have focused on forecasting the temporal and spatial distribution of earthquakes in short time scales. The possibility of knowing with a degree of certainty the way an earthquake sequence evolves proves to be an important object of research. Being more specific, the present work summarizes applications of seismicity and statistical models on seismic catalogues of areas that are specified by their tectonic structures and their past seismicity, providing information on the temporal and spatial evolution of local seismic activity, which can point out seismicity rate "irregularities" or changes as precursors of strong events, either in case of a main shock or a strong aftershock. In order to study these rate changes both preceding and following a strong earthquake, seismicity models are applied in order to estimate the Coulomb stress changes resulting from the occurrence of a strong earthquake and their results are combined with the application of a Restricted Epidemic Type Aftershock Sequence model. There are many active tectonic structures in the territory of Greece that are related with the occurrence of strong earthquakes, especially near populated areas, and the aim of this work is to contribute to the assessment of the imminent seismic hazard by applying the aforementioned models and techniques and studying the temporal evolution of several seismic sequences that occurred in the Aegean area in the near past.

Testing manifest monotonicity using order-constrained statistical inference.

PubMed

Tijmstra, Jesper; Hessen, David J; van der Heijden, Peter G M; Sijtsma, Klaas

2013-01-01

Most dichotomous item response models share the assumption of latent monotonicity, which states that the probability of a positive response to an item is a nondecreasing function of a latent variable intended to be measured. Latent monotonicity cannot be evaluated directly, but it implies manifest monotonicity across a variety of observed scores, such as the restscore, a single item score, and in some cases the total score. In this study, we show that manifest monotonicity can be tested by means of the order-constrained statistical inference framework. We propose a procedure that uses this framework to determine whether manifest monotonicity should be rejected for specific items. This approach provides a likelihood ratio test for which the p-value can be approximated through simulation. A simulation study is presented that evaluates the Type I error rate and power of the test, and the procedure is applied to empirical data.

Fluorescent biopsy of biological tissues in differentiation of benign and malignant tumors of prostate

NASA Astrophysics Data System (ADS)

Trifoniuk, L. I.; Ushenko, Yu. A.; Sidor, M. I.; Minzer, O. P.; Gritsyuk, M. V.; Novakovskaya, O. Y.

2014-08-01

The work consists of investigation results of diagnostic efficiency of a new azimuthally stable Mueller-matrix method of analysis of laser autofluorescence coordinate distributions of biological tissues histological sections. A new model of generalized optical anisotropy of biological tissues protein networks is proposed in order to define the processes of laser autofluorescence. The influence of complex mechanisms of both phase anisotropy (linear birefringence and optical activity) and linear (circular) dichroism is taken into account. The interconnections between the azimuthally stable Mueller-matrix elements characterizing laser autofluorescence and different mechanisms of optical anisotropy are determined. The statistic analysis of coordinate distributions of such Mueller-matrix rotation invariants is proposed. Thereupon the quantitative criteria (statistic moments of the 1st to the 4th order) of differentiation of histological sections of uterus wall tumor - group 1 (dysplasia) and group 2 (adenocarcinoma) are estimated.

A LES-based Eulerian-Lagrangian approach to predict the dynamics of bubble plumes

NASA Astrophysics Data System (ADS)

Fraga, Bruño; Stoesser, Thorsten; Lai, Chris C. K.; Socolofsky, Scott A.

2016-01-01

An approach for Eulerian-Lagrangian large-eddy simulation of bubble plume dynamics is presented and its performance evaluated. The main numerical novelties consist in defining the gas-liquid coupling based on the bubble size to mesh resolution ratio (Dp/Δx) and the interpolation between Eulerian and Lagrangian frameworks through the use of delta functions. The model's performance is thoroughly validated for a bubble plume in a cubic tank in initially quiescent water using experimental data obtained from high-resolution ADV and PIV measurements. The predicted time-averaged velocities and second-order statistics show good agreement with the measurements, including the reproduction of the anisotropic nature of the plume's turbulence. Further, the predicted Eulerian and Lagrangian velocity fields, second-order turbulence statistics and interfacial gas-liquid forces are quantified and discussed as well as the visualization of the time-averaged primary and secondary flow structure in the tank.

System of polarization correlometry of polycrystalline layers of urine in the differentiation stage of diabetes

NASA Astrophysics Data System (ADS)

Ushenko, Yu. O.; Pashkovskaya, N. V.; Marchuk, Y. F.; Dubolazov, O. V.; Savich, V. O.

2015-08-01

The work consists of investigation results of diagnostic efficiency of a new azimuthally stable Muellermatrix method of analysis of laser autofluorescence coordinate distributions of biological liquid layers. A new model of generalized optical anisotropy of biological tissues protein networks is proposed in order to define the processes of laser autofluorescence. The influence of complex mechanisms of both phase anisotropy (linear birefringence and optical activity) and linear (circular) dichroism is taken into account. The interconnections between the azimuthally stable Mueller-matrix elements characterizing laser autofluorescence and different mechanisms of optical anisotropy are determined. The statistic analysis of coordinate distributions of such Mueller-matrix rotation invariants is proposed. Thereupon the quantitative criteria (statistic moments of the 1st to the 4th order) of differentiation of human urine polycrystalline layers for the sake of diagnosing and differentiating cholelithiasis with underlying chronic cholecystitis (group 1) and diabetes mellitus of degree II (group 2) are estimated.