3 resultados para Bayes Filter

em Helda - Digital Repository of University of Helsinki


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The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.

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In order to evaluate the influence of ambient aerosol particles on cloud formation, climate and human health, detailed information about the concentration and composition of ambient aerosol particles is needed. The dura-tion of aerosol formation, growth and removal processes in the atmosphere range from minutes to hours, which highlights the need for high-time-resolution data in order to understand the underlying processes. This thesis focuses on characterization of ambient levels, size distributions and sources of water-soluble organic carbon (WSOC) in ambient aerosols. The results show that in the location of this study typically 50-60 % of organic carbon in fine particles is water-soluble. The amount of WSOC was observed to increase as aerosols age, likely due to further oxidation of organic compounds. In the boreal region the main sources of WSOC were biomass burning during the winter and secondary aerosol formation during the summer. WSOC was mainly attributed to a fine particle mode between 0.1 - 1 μm, although different size distributions were measured for different sources. The WSOC concentrations and size distributions had a clear seasonal variation. Another main focus of this thesis was to test and further develop the high-time-resolution methods for chemical characterization of ambient aerosol particles. The concentrations of the main chemical components (ions, OC, EC) of ambient aerosol particles were measured online during a year-long intensive measurement campaign conducted on the SMEAR III station in Southern Finland. The results were compared to the results of traditional filter collections in order to study sampling artifacts and limitations related to each method. To achieve better a time resolution for the WSOC and ion measurements, a particle-into-liquid sampler (PILS) was coupled with a total organic carbon analyzer (TOC) and two ion chromatographs (IC). The PILS-TOC-IC provided important data about diurnal variations and short-time plumes, which cannot be resolved from the filter samples. In summary, the measurements made for this thesis provide new information on the concentrations, size distribu-tions and sources of WSOC in ambient aerosol particles in the boreal region. The analytical and collection me-thods needed for the online characterization of aerosol chemical composition were further developed in order to provide more reliable high-time-resolution measurements.