172 resultados para covariance estimator


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It is commonly held that the ability of the estimator to apply professional skill and judgement is an important factor in the production of an accurate cost estimate. This chapter identifies these abilities and attributes of the individual estimator that affects estimating accuracy. These human factors are examined under the headings of the role of the estimators, skills of the estimator, characteristics of the estimator, interpretation of data, and the influence of expertise.

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Computer Experiments, consisting of a number of runs of a computer model with different inputs, are now common-place in scientific research. Using a simple fire model for illustration some guidelines are given for the size of a computer experiment. A graph is provided relating the error of prediction to the sample size which should be of use when designing computer experiments. Methods for augmenting computer experiments with extra runs are also described and illustrated. The simplest method involves adding one point at a time choosing that point with the maximum prediction variance. Another method that appears to work well is to choose points from a candidate set with maximum determinant of the variance covariance matrix of predictions.

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The research reported here addresses the problem of athlete off-field behaviours as they influence sports’ sponsors, particularly the achievement of sponsorship objectives. The question arises because of incidents of sponsorship contract cancellation following news-media reporting of athletes’ off-field behaviours. Two studies are used to investigate the research question; the first establishes the content of news-media reports, and the second tests the effects of news’ reports on athlete, team and sponsor evaluations using an experimental design. Key assumptions of the research are that sponsorship objectives are principally consumer-based and mediated. Models of sponsorship argue that sponsors aim to reach and influence consumers through sponsees. Assuming this pathway exists is central to sponsorship activities. A corollary is that other mediators, in this case the news-media, may also communicate (uncontrollable) messages such that a consumer audience may be told of negative news that may then be associated with the sponsor. When sponsors cancel contracts it is assumed that their goal is to control the links between their brand and a negative referent. Balance theory is used to discuss the potential effects of negative off-field behaviours of athletes on sponsor’s objectives. Heider’s balance theory (1958) explains that individuals prefer to evaluate linked individuals or entities consistently. In the sponsorship context this presents the possibility that a negative evaluation of the athlete’s behaviour will contribute to correspondingly negative evaluations of the athlete’s team and sponsors. A content analysis (Study 1) was used to survey the types of athlete off-field behaviours commonly reported in a newspaper. In order to provide a local context for the research, articles from the Courier Mail were sampled and teams in the National Rugby League (NRL) competition were the focus of the research. The study identified nearly 2000 articles referring to the NRL competition; 258 of those refer to off-field incidents involving athletes. The various types of behaviours reported include assault, sexual assault allegations, driving under the influence of alcohol, illicit drug use, breaches of club rules, and positive off-field activities (i.e., charitable activities). An experiment (Study 2) tested three news’ article stimuli developed from the behaviours identified in Study 1 in a between-subjects design. A measure of Identification with the Team was used as a covariate variable in the Multivariate Analysis of Covariance analysis. Social identity theory suggests that when an individual identifies with a group, their attitudes and behaviours towards both in- and out-group members are modified. Use of Identification with the Team as a covariate acknowledges that respondents will evaluate behaviours differently according to the attribution of those behaviours to an in- or out-group member. Findings of the research suggest that the news’ article stimuli have significant, large effects on evaluations of athlete off-field behaviour and athlete Likability. Consistent with pretest results, charitable fundraising is regarded as extremely positive; the athlete, correspondingly, is likable. Assault is evaluated as extremely negative, and the athlete as unlikable. DUI scores reveal that the athlete’s behaviour is very negative; however, the athlete’s likability was evaluated as neutral. Treatment group does not produce any significant effects on team or sponsor variables. This research also finds that Identification with the Team has significant, large effects on team variables (Attitude toward the Brand and Corporate Image). Identification also has a significant large effect on athlete Likability, but not on Attitude toward the Act. Identification with the Team does not produce any significant effects on sponsor variables. The results of this research suggest that sponsor’s consumer-based objectives are not threatened by newspaper reports linking athlete off-field behaviour with their brand. Evaluations of sponsor variables (Attitude toward the Sponsor’s Brand and Corporate Image) were consistently positive. Variance in that data, however, cannot be attributed to experimental stimuli or Identification with the Team. These results argue that respondents may regard sponsorships, in principle, as good. Although it is good news for sponsors that negative evaluations of athletes will not produce correspondingly negative evaluations of consumer-based sponsorship objectives, the results indicate problems for sponsorship managers. The failure of Identification with the Team to explain sponsor variable variance indicates that the sponsor has not been evaluated as a linked entity in a relationship with the sporting team and athlete in this research. This result argues that the sponsee-mediated affective communication path that sponsors aim use to communicate with desirable publics is not necessarily a path available to them.

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The giant freshwater prawn (Macrobrachium rosenbergii) or GFP is one of the most important freshwater crustacean species in the inland aquaculture sector of many tropical and subtropical countries. Since the 1990’s, there has been rapid global expansion of freshwater prawn farming, especially in Asian countries, with an average annual rate of increase of 48% between 1999 and 2001 (New, 2005). In Vietnam, GFP is cultured in a variety of culture systems, typically in integrated or rotational rice-prawn culture (Phuong et al., 2006) and has become one of the most common farmed aquatic species in the country, due to its ability to grow rapidly and to attract high market price and high demand. Despite potential for expanded production, sustainability of freshwater prawn farming in the region is currently threatened by low production efficiency and vulnerability of farmed stocks to disease. Commercial large scale and small scale GFP farms in Vietnam have experienced relatively low stock productivity, large size and weight variation, a low proportion of edible meat (large head to body ratio), scarcity of good quality seed stock. The current situation highlights the need for a systematic stock improvement program for GFP in Vietnam aimed at improving economically important traits in this species. This study reports on the breeding program for fast growth employing combined (between and within) family selection in giant freshwater prawn in Vietnam. The base population was synthesized using a complete diallel cross including 9 crosses from two local stocks (DN and MK strains) and a third exotic stock (Malaysian strain - MY). In the next three selection generations, matings were conducted between genetically unrelated brood stock to produce full-sib and (paternal) half-sib families. All families were produced and reared separately until juveniles in each family were tagged as a batch using visible implant elastomer (VIE) at a body size of approximately 2 g. After tags were verified, 60 to 120 juveniles chosen randomly from each family were released into two common earthen ponds of 3,500 m2 pond for a grow-out period of 16 to 18 weeks. Selection applied at harvest on body weight was a combined (between and within) family selection approach. 81, 89, 96 and 114 families were produced for the Selection line in the F0, F1, F2 and F3 generations, respectively. In addition to the Selection line, 17 to 42 families were produced for the Control group in each generation. Results reported here are based on a data set consisting of 18,387 body and 1,730 carcass records, as well as full pedigree information collected over four generations. Variance and covariance components were estimated by restricted maximum likelihood fitting a multi-trait animal model. Experiments assessed performance of VIE tags in juvenile GFP of different size classes and individuals tagged with different numbers of tags showed that juvenile GFP at 2 g were of suitable size for VIE tags with no negative effects evident on growth or survival. Tag retention rates were above 97.8% and tag readability rates were 100% with a correct assignment rate of 95% through to mature animal size of up to 170 g. Across generations, estimates of heritability for body traits (body weight, body length, cephalothorax length, abdominal length, cephalothorax width and abdominal width) and carcass weight traits (abdominal weight, skeleton-off weight and telson-off weight) were moderate and ranged from 0.14 to 0.19 and 0.17 to 0.21, respectively. Body trait heritabilities estimated for females were significantly higher than for males whereas carcass weight trait heritabilities estimated for females and males were not significantly different (P > 0.05). Maternal and common environmental effects for body traits accounted for 4 to 5% of the total variance and were greater in females (7 to 10%) than in males (4 to 5%). Genetic correlations among body traits were generally high in both sexes. Genetic correlations between body and carcass weight traits were also high in the mixed sexes. Average selection response (% per generation) for body weight (transformed to square root) estimated as the difference between the Selection and the Control group was 7.4% calculated from least squares means (LSMs), 7.0% from estimated breeding values (EBVs) and 4.4% calculated from EBVs between two consecutive generations. Favourable correlated selection responses (estimated from LSMs) were detected for other body traits (12.1%, 14.5%, 10.4%, 15.5% and 13.3% for body length, cephalothorax length, abdominal length, cephalothorax width and abdominal width, respectively) over three selection generations. Data in the second selection generation showed positive correlated responses for carcass weight traits (8.8%, 8.6% and 8.8% for abdominal weight, skeleton-off weight and telson-off weight, respectively). Data in the third selection generation showed that heritability for body traits were moderate and ranged from 0.06 to 0.11 and 0.11 to 0.22 at weeks 10 and 18, respectively. Body trait heritabilities estimated at week 10 were not significantly lower than at week 18. Genetic correlations between body traits within age and genetic correlations for body traits between ages were generally high. Overall our results suggest that growth rate responds well to the application of family selection and carcass weight traits can also be improved in parallel, using this approach. Moreover, selection for high growth rate in GFP can be undertaken successfully before full market size has been reached. The outcome of this study was production of an improved culture strain of GFP for the Vietnamese culture industry that will be trialed in real farm production environments to confirm the genetic gains identified in the experimental stock improvement program.

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This paper outlines an innovative and feasible flight control scheme for a rotary-wing unmanned aerial system (RUAS) with guaranteed safety and reliable flight quality in a gusty environment. The proposed control methodology aims to increase gust-attenuation capability of a RUAS to ensure improved flight performance when strong gusts occur. Based on the design of an effective estimator, an altitude controller is firstly constructed to synchronously compensate for fluctuations of the main rotor thrust which might lead to crashes in a gusty environment. Afterwards, a nonlinear state feedback controller is proposed to stabilize horizontal positions of the RUAS with gust-attenuation property. Performance of the proposed control framework is evaluated using parameters of a Vario XLC helicopter and high-fidelity simulations show that the proposed controllers can effectively reduce side-effect of gusts and demonstrate performance improvement when compared with the proportional-integral-derivative (PID) controllers.

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The emergence of pseudo-marginal algorithms has led to improved computational efficiency for dealing with complex Bayesian models with latent variables. Here an unbiased estimator of the likelihood replaces the true likelihood in order to produce a Bayesian algorithm that remains on the marginal space of the model parameter (with latent variables integrated out), with a target distribution that is still the correct posterior distribution. Very efficient proposal distributions can be developed on the marginal space relative to the joint space of model parameter and latent variables. Thus psuedo-marginal algorithms tend to have substantially better mixing properties. However, for pseudo-marginal approaches to perform well, the likelihood has to be estimated rather precisely. This can be difficult to achieve in complex applications. In this paper we propose to take advantage of multiple central processing units (CPUs), that are readily available on most standard desktop computers. Here the likelihood is estimated independently on the multiple CPUs, with the ultimate estimate of the likelihood being the average of the estimates obtained from the multiple CPUs. The estimate remains unbiased, but the variability is reduced. We compare and contrast two different technologies that allow the implementation of this idea, both of which require a negligible amount of extra programming effort. The superior performance of this idea over the standard approach is demonstrated on simulated data from a stochastic volatility model.

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Plant growth can be limited by resource acquisition and defence against consumers, leading to contrasting trade-off possibilities. The competition-defence hypothesis posits a trade-off between competitive ability and defence against enemies (e.g. herbivores and pathogens). The growth-defence hypothesis suggests that strong competitors for nutrients are also defended against enemies, at a cost to growth rate. We tested these hypotheses using observations of 706 plant populations of over 500 species before and following identical fertilisation and fencing treatments at 39 grassland sites worldwide. Strong positive covariance in species responses to both treatments provided support for a growth-defence trade-off: populations that increased with the removal of nutrient limitation (poor competitors) also increased following removal of consumers. This result held globally across 4 years within plant life-history groups and within the majority of individual sites. Thus, a growth-defence trade-off appears to be the norm, and mechanisms maintaining grassland biodiversity may operate within this constraint.

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In this paper, we present a monocular vision based autonomous navigation system for Micro Aerial Vehicles (MAVs) in GPS-denied environments. The major drawback of monocular systems is that the depth scale of the scene can not be determined without prior knowledge or other sensors. To address this problem, we minimize a cost function consisting of a drift-free altitude measurement and up-to-scale position estimate obtained using the visual sensor. We evaluate the scale estimator, state estimator and controller performance by comparing with ground truth data acquired using a motion capture system. All resources including source code, tutorial documentation and system models are available online.

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We estimated the heritability and correlations between body and carcass weight traits in a cultured stock of giant freshwater prawn (GFP) (Macrobrachium rosenbergii) selected for harvest body weight in Vietnam. The data set consisted of 18,387 body and 1,730 carcass records, as well as full pedigree information collected over four generations. Variance and covariance components were estimated by restricted maximum likelihood fitting a multi-trait animal model. Across generations, estimates of heritability for body and carcass weight traits were moderate and ranged from 0.14 to 0.19 and 0.17 to 0.21, respectively. Body trait heritabilities estimated for females were significantly higher than for males whereas carcass weight trait heritabilities estimated for females and males were not significantly different (P>. 0.05). Maternal effects for body traits accounted for 4 to 5% of the total variance and were greater in females than in males. Genetic correlations among body traits were generally high in the mixed sexes. Genetic correlations between body and carcass weight traits were also high. Although some issues remain regarding the best statistical model to be fitted to GFP data, our results suggest that selection for high harvest body weight based on breeding values estimated by fitting an animal model to the data can significantly improve mean body and carcass weight in GFP.

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Background: Multiple sclerosis (MS) is the most common cause of chronic neurologic disability beginning in early to middle adult life. Results from recent genome-wide association studies (GWAS) have substantially lengthened the list of disease loci and provide convincing evidence supporting a multifactorial and polygenic model of inheritance. Nevertheless, the knowledge of MS genetics remains incomplete, with many risk alleles still to be revealed. Methods: We used a discovery GWAS dataset (8,844 samples, 2,124 cases and 6,720 controls) and a multi-step logistic regression protocol to identify novel genetic associations. The emerging genetic profile included 350 independent markers and was used to calculate and estimate the cumulative genetic risk in an independent validation dataset (3,606 samples). Analysis of covariance (ANCOVA) was implemented to compare clinical characteristics of individuals with various degrees of genetic risk. Gene ontology and pathway enrichment analysis was done using the DAVID functional annotation tool, the GO Tree Machine, and the Pathway-Express profiling tool. Results: In the discovery dataset, the median cumulative genetic risk (P-Hat) was 0.903 and 0.007 in the case and control groups, respectively, together with 79.9% classification sensitivity and 95.8% specificity. The identified profile shows a significant enrichment of genes involved in the immune response, cell adhesion, cell communication/ signaling, nervous system development, and neuronal signaling, including ionotropic glutamate receptors, which have been implicated in the pathological mechanism driving neurodegeneration. In the validation dataset, the median cumulative genetic risk was 0.59 and 0.32 in the case and control groups, respectively, with classification sensitivity 62.3% and specificity 75.9%. No differences in disease progression or T2-lesion volumes were observed among four levels of predicted genetic risk groups (high, medium, low, misclassified). On the other hand, a significant difference (F = 2.75, P = 0.04) was detected for age of disease onset between the affected misclassified as controls (mean = 36 years) and the other three groups (high, 33.5 years; medium, 33.4 years; low, 33.1 years). Conclusions: The results are consistent with the polygenic model of inheritance. The cumulative genetic risk established using currently available genome-wide association data provides important insights into disease heterogeneity and completeness of current knowledge in MS genetics.

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This paper presents a practical scheme to control heave motion for hover and automatic landing of a Rotary-wing Unmanned Aerial Vehicle (RUAV) in the presence of strong horizontal gusts. A heave motion model is constructed for the purpose of capturing dynamic variations of thrust due to horizontal gusts. Through construction of an effective gust estimator, a feedback-feedforward controller is developed which uses available measurements from onboard sensors. The proposed controller dynamically and synchronously compensates for aerodynamic variations of heave motion, enhancing disturbance-attenuation capability of the RUAV. Simulation results justify the reliability and efficiency of the suggested gust estimator. Moreover, flight tests conducted on our Eagle helicopter verify suitability of the proposed control strategy for small RUAVs operating in a gusty environment.

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In most intent recognition studies, annotations of query intent are created post hoc by external assessors who are not the searchers themselves. It is important for the field to get a better understanding of the quality of this process as an approximation for determining the searcher's actual intent. Some studies have investigated the reliability of the query intent annotation process by measuring the interassessor agreement. However, these studies did not measure the validity of the judgments, that is, to what extent the annotations match the searcher's actual intent. In this study, we asked both the searchers themselves and external assessors to classify queries using the same intent classification scheme. We show that of the seven dimensions in our intent classification scheme, four can reliably be used for query annotation. Of these four, only the annotations on the topic and spatial sensitivity dimension are valid when compared with the searcher's annotations. The difference between the interassessor agreement and the assessor-searcher agreement was significant on all dimensions, showing that the agreement between external assessors is not a good estimator of the validity of the intent classifications. Therefore, we encourage the research community to consider using query intent classifications by the searchers themselves as test data.

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Spectroscopic studies of complex clinical fluids have led to the application of a more holistic approach to their chemical analysis becoming more popular and widely employed. The efficient and effective interpretation of multidimensional spectroscopic data relies on many chemometric techniques and one such group of tools is represented by so-called correlation analysis methods. Typical of these techniques are two-dimensional correlation analysis and statistical total correlation spectroscopy (STOCSY). Whilst the former has largely been applied to optical spectroscopic analysis, STOCSY was developed and has been applied almost exclusively to NMR metabonomic studies. Using a 1H NMR study of human blood plasma, from subjects recovering from exhaustive exercise trials, the basic concepts and applications of these techniques are examined. Typical information from their application to NMR-based metabonomics is presented and their value in aiding interpretation of NMR data obtained from biological systems is illustrated. Major energy metabolites are identified in the NMR spectra and the dynamics of their appearance and removal from plasma during exercise recovery are illustrated and discussed. The complementary nature of two-dimensional correlation analysis and statistical total correlation spectroscopy are highlighted.

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This paper investigates how best to forecast optimal portfolio weights in the context of a volatility timing strategy. It measures the economic value of a number of methods for forming optimal portfolios on the basis of realized volatility. These include the traditional econometric approach of forming portfolios from forecasts of the covariance matrix, and a novel method, where a time series of optimal portfolio weights are constructed from observed realized volatility and directly forecast. The approach proposed here of directly forecasting portfolio weights shows a great deal of merit. Resulting portfolios are of equivalent economic benefit to a number of competing approaches and are more stable across time. These findings have obvious implications for the manner in which volatility timing is undertaken in a portfolio allocation context.

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In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on Kerridge inaccuracy rate (KIR) concepts. Under mild identifiability conditions, we prove that our online KIR-based estimator is strongly consistent. In simulation studies, we illustrate the convergence behaviour of our proposed online KIR-based estimator and provide a counter-example illustrating the local convergence properties of the well known recursive maximum likelihood estimator (arguably the best existing solution).