176 resultados para exponentially weighted moving average


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In this paper we present a new method for performing Bayesian parameter inference and model choice for low count time series models with intractable likelihoods. The method involves incorporating an alive particle filter within a sequential Monte Carlo (SMC) algorithm to create a novel pseudo-marginal algorithm, which we refer to as alive SMC^2. The advantages of this approach over competing approaches is that it is naturally adaptive, it does not involve between-model proposals required in reversible jump Markov chain Monte Carlo and does not rely on potentially rough approximations. The algorithm is demonstrated on Markov process and integer autoregressive moving average models applied to real biological datasets of hospital-acquired pathogen incidence, animal health time series and the cumulative number of poison disease cases in mule deer.

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The paper presents an improved Phase-Locked Loop (PLL) for measuring the fundamental frequency and selective harmonic content of a distorted signal. This information can be used by grid interfaced devices and harmonic compensators. The single-phase structure is based on the Synchronous Reference Frame (SRF) PLL. The proposed PLL needs only a limited number of harmonic stages by incorporating Moving Average Filters (MAF) for eliminating the undesired harmonic content at each stage. The frequency dependency of MAF in effective filtering of undesired harmonics is also dealt with by a proposed method for adaptation to frequency variations of input signal. The method is suitable for high sampling rates and a wide frequency measurement range. Furthermore, an extended model of this structure is proposed which includes the response to both the frequency and phase angle variations. The proposed algorithm is simulated and verified using Hardware-in-the-Loop (HIL) testing.

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This project was a step forward in improving the voltage profile of traditional low voltage distribution networks with high photovoltaic generation or high peak demand. As a practical and economical solution, the developed methods use a Dynamic Voltage Restorer or DVR, which is a series voltage compensator, for continuous and communication-less power quality enhancement. The placement of DVR in the network is optimised in order to minimise its power rating and cost. In addition, new approaches were developed for grid synchronisation and control of DVR which are integrated with the voltage quality improvement algorithm for stable operation.

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This paper demonstrates the application of inverse filtering technique for power systems. In order to implement this method, the control objective should be based on a system variable that needs to be set on a specific value for each sampling time. A control input is calculated to generate the desired output of the plant and the relationship between the two is used design an auto-regressive model. The auto-regressive model is converted to a moving average model to calculate the control input based on the future values of the desired output. Therefore, required future values to construct the output are predicted to generate the appropriate control input for the next sampling time.

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The health effects of environmental hazards are often examined using time series of the association between a daily response variable (e.g., death) and a daily level of exposure (e.g., temperature). Exposures are usually the average from a network of stations. This gives each station equal importance, and negates the opportunity for some stations to be better measures of exposure. We used a Bayesian hierarchical model that weighted stations using random variables between zero and one. We compared the weighted estimates to the standard model using data on health outcomes (deaths and hospital admissions) and exposures (air pollution and temperature) in Brisbane, Australia. The improvements in model fit were relatively small, and the estimated health effects of pollution were similar using either the standard or weighted estimates. Spatial weighted exposures would be probably more worthwhile when there is either greater spatial detail in the health outcome, or a greater spatial variation in exposure.

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The average structure (CI) of a volcanic plagioclase megacryst with composition Ano, from the Hogarth Ranges, Australia, has been determined using three-dimensional, singlecrystal neutron and X-ray diffraction data. Least squaresr efinements, incorporating anisotropic thermal motion of all atoms and an extinction correction, resulted in weighted R factors (based on intensities) of 0.076 and 0.056, respectively, for the neutron and X-ray data. Very weak e reflections could be detected in long-exposure X-ray and electron diffraction photographs of this crystal, but the refined average structure is believed to be unaffected by the presence of such a weak superstructure. The ratio of the scattering power of Na to that of Ca is different for X ray and neutron radiation, and this radiation-dependence of scattering power has been used to determine the distribution of Na and Ca over a split-atom M site (two sites designated M' and M") in this Ano, plagioclase. Relative peak-height ratios M'/M", revealed in difference Fourier sections calculated from neutron and X-ray data, formed the basis for the cation-distribution analysis. As neutron and X-ray data sets were directly compared in this analysis, it was important that systematic bias between refined neutron and X-ray positional parameters could be demonstrated to be absent. In summary, with an M-site model constrained only by the electron-microprobedetermined bulk composition of the crystal, the following values were obtained for the M-site occupanciesN: ar, : 0.29(7),N ar. : 0.23(7),C ar, : 0.15(4),a nd Car" : 0.33(4). These results indicate that restrictive assumptions about M sites, on which previous plagioclase refinements have been based, are not applicable to this Ano, and possibly not to the entire compositional range. T-site ordering determined by (T-O) bond-length variation-t,o : 0.51(l), trm = t2o = t2m = 0.32(l)-is weak, as might be expectedf rom the volcanic origin of this megacryst.

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Human half-lives of PentaBDE congeners have been estimated from the decline in serum concentrations measured over a 6-12 month period for a population of exchange students moving from North America to Australia. Australian serum PBDE concentrations are typically between 5 -10 times lower than in North America and we can therefore hypothesize that if the biological half-life is sufficiently short we would observe a decline in serum concentration with length of residence in Australia. Thirty students were recruited over a period of 3 years from whom serum were archived every 2 months during their stay in Australia. Australian residents (n=22) were also sampled longitudinally to estimate general population background levels. All serum samples were analyzed by gas chromatography high resolution mass spectrometry. Key findings confirmed that BDE-47 concentrations in the Australians (median 2.3; average 22% decrease compared to 4% for the Australians). Estimated BDE-47 half-life ranged from 0.5 – 2.3 years. The presentation will discuss full results and is the first study to provide in vivo estimates of half-life data of PentaBDE congeners.