475 resultados para mean-variance estimation


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This research discusses some of the issues encountered while developing a set of WGEN parameters for Chile and advice for others interested in developing WGEN parameters for arid climates. The WGEN program is a commonly used and a valuable research tool; however, it has specific limitations in arid climates that need careful consideration. These limitations are analysed in the context of generating a set of WGEN parameters for Chile. Fourteen to 26 years of precipitation data are used to calculate precipitation parameters for 18 locations in Chile, and 3–8 years of temperature and solar radiation data are analysed to generate parameters for seven of these locations. Results indicate that weather generation parameters in arid regions are sensitive to erroneous or missing precipitation data. Research shows that the WGEN-estimated gamma distribution shape parameter (α) for daily precipitation in arid zones will tend to cluster around discrete values of 0 or 1, masking the high sensitivity of these parameters to additional data. Rather than focus on the length in years when assessing the adequacy of a data record for estimation of precipitation parameters, researchers should focus on the number of wet days in dry months in a data set. Analysis of the WGEN routines for the estimation of temperature and solar radiation parameters indicates that errors can occur when individual ‘months’ have fewer than two wet days in the data set. Recommendations are provided to improve methods for estimation of WGEN parameters in arid climates.

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We advance the proposition that dynamic stochastic general equilibrium (DSGE) models should not only be estimated and evaluated with full information methods. These require that the complete system of equations be specified properly. Some limited information analysis, which focuses upon specific equations, is therefore likely to be a useful complement to full system analysis. Two major problems occur when implementing limited information methods. These are the presence of forward-looking expectations in the system as well as unobservable non-stationary variables. We present methods for dealing with both of these difficulties, and illustrate the interaction between full and limited information methods using a well-known model.

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It is possible to estimate the depth of focus (DOF) of the eye directly from wavefront measurements using various retinal image quality metrics (IQMs). In such methods, DOF is defined as the range of defocus error that degrades the retinal image quality calculated from IQMs to a certain level of the maximum value. Although different retinal image quality metrics are used, currently there have been two arbitrary threshold levels adopted, 50% and 80%. There has been limited study of the relationship between these threshold levels and the actual measured DOF. We measured the subjective DOF in a group of 17 normal subjects, and used through-focus augmented visual Strehl ratio based on optical transfer function (VSOTF) derived from their wavefront aberrations as the IQM. For each subject, a VSOTF threshold level was derived that would match the subjectively measured DOF. Significant correlation was found between the subject’s estimated threshold level and the HOA RMS (Pearson’s r=0.88, p<0.001). The linear correlation can be used to estimate the threshold level for each individual subject, subsequently leading to a method for estimating individual’s DOF from a single measurement of their wavefront aberrations.

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Short-term traffic flow data is characterized by rapid and dramatic fluctuations. It reflects the nature of the frequent congestion in the lane, which shows a strong nonlinear feature. Traffic state estimation based on the data gained by electronic sensors is critical for much intelligent traffic management and the traffic control. In this paper, a solution to freeway traffic estimation in Beijing is proposed using a particle filter, based on macroscopic traffic flow model, which estimates both traffic density and speed.Particle filter is a nonlinear prediction method, which has obvious advantages for traffic flows prediction. However, with the increase of sampling period, the volatility of the traffic state curve will be much dramatic. Therefore, the prediction accuracy will be affected and difficulty of forecasting is raised. In this paper, particle filter model is applied to estimate the short-term traffic flow. Numerical study is conducted based on the Beijing freeway data with the sampling period of 2 min. The relatively high accuracy of the results indicates the superiority of the proposed model.

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On the microscale, migration, proliferation and death are crucial in the development, homeostasis and repair of an organism; on the macroscale, such effects are important in the sustainability of a population in its environment. Dependent on the relative rates of migration, proliferation and death, spatial heterogeneity may arise within an initially uniform field; this leads to the formation of spatial correlations and can have a negative impact upon population growth. Usually, such effects are neglected in modeling studies and simple phenomenological descriptions, such as the logistic model, are used to model population growth. In this work we outline some methods for analyzing exclusion processes which include agent proliferation, death and motility in two and three spatial dimensions with spatially homogeneous initial conditions. The mean-field description for these types of processes is of logistic form; we show that, under certain parameter conditions, such systems may display large deviations from the mean field, and suggest computationally tractable methods to correct the logistic-type description.

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Hazard perception in driving is the one of the few driving-specific skills associated with crash involvement. However, this relationship has only been examined in studies where the majority of individuals were younger than 65. We present the first data revealing an association between hazard perception and self-reported crash involvement in drivers aged 65 and over. In a sample of 271 drivers, we found that individuals whose mean response time to traffic hazards was slower than 6.68 seconds (the ROC-curve derived pass mark for the test) were 2.32 times (95% CI 1.46, 3.22) more likely to have been involved in a self-reported crash within the previous five years than those with faster response times. This likelihood ratio became 2.37 (95% CI 1.49, 3.28) when driving exposure was controlled for. As a comparison, individuals who failed a test of useful field of view were 2.70 (95% CI 1.44, 4.44) times more likely to crash than those who passed. The hazard perception test and the useful field of view measure accounted for separate variance in crash involvement. These findings indicate that hazard perception testing and training could be potentially useful for road safety interventions for this age group.

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We estimate the parameters of a stochastic process model for a macroparasite population within a host using approximate Bayesian computation (ABC). The immunity of the host is an unobserved model variable and only mature macroparasites at sacrifice of the host are counted. With very limited data, process rates are inferred reasonably precisely. Modeling involves a three variable Markov process for which the observed data likelihood is computationally intractable. ABC methods are particularly useful when the likelihood is analytically or computationally intractable. The ABC algorithm we present is based on sequential Monte Carlo, is adaptive in nature, and overcomes some drawbacks of previous approaches to ABC. The algorithm is validated on a test example involving simulated data from an autologistic model before being used to infer parameters of the Markov process model for experimental data. The fitted model explains the observed extra-binomial variation in terms of a zero-one immunity variable, which has a short-lived presence in the host.

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This paper presents the development of a low-cost sensor platform for use in ground-based visual pose estimation and scene mapping tasks. We seek to develop a technical solution using low-cost vision hardware that allows us to accurately estimate robot position for SLAM tasks. We present results from the application of a vision based pose estimation technique to simultaneously determine camera poses and scene structure. The results are generated from a dataset gathered traversing a local road at the St Lucia Campus of the University of Queensland. We show the accuracy of the pose estimation over a 1.6km trajectory in relation to GPS ground truth.

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We aim to demonstrate unaided visual 3D pose estimation and map reconstruction using both monocular and stereo vision techniques. To date, our work has focused on collecting data from Unmanned Aerial Vehicles, which generates a number of significant issues specific to the application. Such issues include scene reconstruction degeneracy from planar data, poor structure initialisation for monocular schemes and difficult 3D reconstruction due to high feature covariance. Most modern Visual Odometry (VO) and related SLAM systems make use of a number of sensors to inform pose and map generation, including laser range-finders, radar, inertial units and vision [1]. By fusing sensor inputs, the advantages and deficiencies of each sensor type can be handled in an efficient manner. However, many of these sensors are costly and each adds to the complexity of such robotic systems. With continual advances in the abilities, small size, passivity and low cost of visual sensors along with the dense, information rich data that they provide our research focuses on the use of unaided vision to generate pose estimates and maps from robotic platforms. We propose that highly accurate (�5cm) dense 3D reconstructions of large scale environments can be obtained in addition to the localisation of the platform described in other work [2]. Using images taken from cameras, our algorithm simultaneously generates an initial visual odometry estimate and scene reconstruction from visible features, then passes this estimate to a bundle-adjustment routine to optimise the solution. From this optimised scene structure and the original images, we aim to create a detailed, textured reconstruction of the scene. By applying such techniques to a unique airborne scenario, we hope to expose new robotic applications of SLAM techniques. The ability to obtain highly accurate 3D measurements of an environment at a low cost is critical in a number of agricultural and urban monitoring situations. We focus on cameras as such sensors are small, cheap and light-weight and can therefore be deployed in smaller aerial vehicles. This, coupled with the ability of small aerial vehicles to fly near to the ground in a controlled fashion, will assist in increasing the effective resolution of the reconstructed maps.

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This paper investigates the use of time-frequency techniques to assist in the estimation of power system modes which are resolvable by a Digital Fourier Transform (DFT). The limitations of linear estimation techniques in the presence of large disturbances which excite system non-linearities, particularly the swing equation non-linearity are shown. Where a nonlinearity manifests itself as time varying modal frequencies the Wigner-Ville Distribution (WVD) is used to describe the variation in modal frequencies and construct a window over which standard linear estimation techniques can be used. The error obtained even in the presence of multiple resolvable modes is better than 2%.

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In this paper, a method has been developed for estimating pitch angle, roll angle and aircraft body rates based on horizon detection and temporal tracking using a forward-looking camera, without assistance from other sensors. Using an image processing front-end, we select several lines in an image that may or may not correspond to the true horizon. The optical flow at each candidate line is calculated, which may be used to measure the body rates of the aircraft. Using an Extended Kalman Filter (EKF), the aircraft state is propagated using a motion model and a candidate horizon line is associated using a statistical test based on the optical flow measurements and the location of the horizon. Once associated, the selected horizon line, along with the associated optical flow, is used as a measurement to the EKF. To test the accuracy of the algorithm, two flights were conducted, one using a highly dynamic Uninhabited Airborne Vehicle (UAV) in clear flight conditions and the other in a human-piloted Cessna 172 in conditions where the horizon was partially obscured by terrain, haze and smoke. The UAV flight resulted in pitch and roll error standard deviations of 0.42◦ and 0.71◦ respectively when compared with a truth attitude source. The Cessna flight resulted in pitch and roll error standard deviations of 1.79◦ and 1.75◦ respectively. The benefits of selecting and tracking the horizon using a motion model and optical flow rather than naively relying on the image processing front-end is also demonstrated.

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This paper presents a method for calculating the in-bucket payload volume on a dragline for the purpose of estimating the material’s bulk density in real-time. Knowledge of the bulk density can provide instant feedback to mine planning and scheduling to improve blasting and in turn provide a more uniform bulk density across the excavation site. Furthermore costs and emissions in dragline operation, maintenance and downstream material processing can be reduced. The main challenge is to determine an accurate position and orientation of the bucket with the constraint of real-time performance. The proposed solution uses a range bearing and tilt sensor to locate and scan the bucket between the lift and dump stages of the dragline cycle. Various scanning strategies are investigated for their benefits in this real-time application. The bucket is segmented from the scene using cluster analysis while the pose of the bucket is calculated using the iterative closest point (ICP) algorithm. Payload points are segmented from the bucket by a fixed distance neighbour clustering method to preserve boundary points and exclude low density clusters introduced by overhead chains and the spreader bar. A height grid is then used to represent the payload from which the volume can be calculated by summing over the grid cells. We show volume calculated on a scaled system with an accuracy of greater than 95 per cent.

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This paper presents a method of recovering the 6 DoF pose (Cartesian position and angular rotation) of a range sensor mounted on a mobile platform. The method utilises point targets in a local scene and optimises over the error between their absolute position and their apparent position as observed by the range sensor. The analysis includes an investigation into the sensitivity and robustness of the method. Practical results were collected using a SICK LRS2100 mounted on a P&H electric mining shovel and present the errors in scan data relative to an independent 3D scan of the scene. A comparison to directly measuring the sensor pose is presented and shows the significant accuracy improvements in scene reconstruction using this pose estimation method.

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In the study of traffic safety, expected crash frequencies across sites are generally estimated via the negative binomial model, assuming time invariant safety. Since the time invariant safety assumption may be invalid, Hauer (1997) proposed a modified empirical Bayes (EB) method. Despite the modification, no attempts have been made to examine the generalisable form of the marginal distribution resulting from the modified EB framework. Because the hyper-parameters needed to apply the modified EB method are not readily available, an assessment is lacking on how accurately the modified EB method estimates safety in the presence of the time variant safety and regression-to-the-mean (RTM) effects. This study derives the closed form marginal distribution, and reveals that the marginal distribution in the modified EB method is equivalent to the negative multinomial (NM) distribution, which is essentially the same as the likelihood function used in the random effects Poisson model. As a result, this study shows that the gamma posterior distribution from the multivariate Poisson-gamma mixture can be estimated using the NM model or the random effects Poisson model. This study also shows that the estimation errors from the modified EB method are systematically smaller than those from the comparison group method by simultaneously accounting for the RTM and time variant safety effects. Hence, the modified EB method via the NM model is a generalisable method for estimating safety in the presence of the time variant safety and the RTM effects.

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Background: The enthesis of the plantar fascia is thought to play an important role in stress dissipation. However, the potential link between entheseal thickening characteristic of enthesopathy and the stress-dissipating properties of the intervening plantar fat pad have not been investigated. Purpose: This study was conducted to identify whether plantar fat pad mechanics explain variance in the thickness of the fascial enthesis in individuals with and without plantar enthesopathy. Study Design: Case-control study; Level of evidence, 3. Methods: The study population consisted of 9 patients with unilateral plantar enthesopathy and 9 asymptomatic, individually matched controls. The thickness of the enthesis of the symptomatic, asymptomatic, and a matched control limb was acquired using high-resolution ultrasound. The compressive strain of the plantar fat pad during walking was estimated from dynamic lateral radiographs acquired with a multifunction fluoroscopy unit. Peak compressive stress was simultaneously acquired via a pressure platform. Principal viscoelastic parameters were estimated from subsequent stress-strain curves. Results: The symptomatic fascial enthesis (6.7 ± 2.0 mm) was significantly thicker than the asymptomatic enthesis (4.2 ± 0.4 mm), which in turn was thicker than the enthesis (3.3 ± 0.4 mm) of control limbs (P < .05). There was no significant difference in the mean thickness, peak stress, peak strain, or secant modulus of the plantar fat pad between limbs. However, the energy dissipated by the fat pad during loading and unloading was significantly lower in the symptomatic limb (0.55 ± 0.17) when compared with asymptomatic (0.69 ± 0.13) and control (0.70 ± 0.09) limbs (P < .05). The sonographic thickness of the enthesis was correlated with the energy dissipation ratio of the plantar fat pad (r = .72, P < .05), but only in the symptomatic limb. Conclusion: The energy-dissipating properties of the plantar fat pad are associated with the sonograpic appearance of the enthesis in symptomatic limbs, providing a previously unidentified link between the mechanical behavior of the plantar fat pad and enthesopathy.