253 resultados para PROBABILISTIC FORECASTS


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Performance comparisons between File Signatures and Inverted Files for text retrieval have previously shown several significant shortcomings of file signatures relative to inverted files. The inverted file approach underpins most state-of-the-art search engine algorithms, such as Language and Probabilistic models. It has been widely accepted that traditional file signatures are inferior alternatives to inverted files. This paper describes TopSig, a new approach to the construction of file signatures. Many advances in semantic hashing and dimensionality reduction have been made in recent times, but these were not so far linked to general purpose, signature file based, search engines. This paper introduces a different signature file approach that builds upon and extends these recent advances. We are able to demonstrate significant improvements in the performance of signature file based indexing and retrieval, performance that is comparable to that of state of the art inverted file based systems, including Language models and BM25. These findings suggest that file signatures offer a viable alternative to inverted files in suitable settings and positions the file signatures model in the class of Vector Space retrieval models.

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This important work describes recent theoretical advances in the study of artificial neural networks. It explores probabilistic models of supervised learning problems, and addresses the key statistical and computational questions. Chapters survey research on pattern classification with binary-output networks, including a discussion of the relevance of the Vapnik Chervonenkis dimension, and of estimates of the dimension for several neural network models. In addition, Anthony and Bartlett develop a model of classification by real-output networks, and demonstrate the usefulness of classification with a "large margin." The authors explain the role of scale-sensitive versions of the Vapnik Chervonenkis dimension in large margin classification, and in real prediction. Key chapters also discuss the computational complexity of neural network learning, describing a variety of hardness results, and outlining two efficient, constructive learning algorithms. The book is self-contained and accessible to researchers and graduate students in computer science, engineering, and mathematics

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A diagnostic method based on Bayesian Networks (probabilistic graphical models) is presented. Unlike conventional diagnostic approaches, in this method instead of focusing on system residuals at one or a few operating points, diagnosis is done by analyzing system behavior patterns over a window of operation. It is shown how this approach can loosen the dependency of diagnostic methods on precise system modeling while maintaining the desired characteristics of fault detection and diagnosis (FDD) tools (fault isolation, robustness, adaptability, and scalability) at a satisfactory level. As an example, the method is applied to fault diagnosis in HVAC systems, an area with considerable modeling and sensor network constraints.

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Maternal and infant mortality is a global health issue with a significant social and economic impact. Each year, over half a million women worldwide die due to complications related to pregnancy or childbirth, four million infants die in the first 28 days of life, and eight million infants die in the first year. Ninety-nine percent of maternal and infant deaths are in developing countries. Reducing maternal and infant mortality is among the key international development goals. In China, the national maternal mortality ratio and infant mortality rate were reduced greatly in the past two decades, yet a large discrepancy remains between urban and rural areas. To address this problem, a large-scale Safe Motherhood Programme was initiated in 2000. The programme was implemented in Guangxi in 2003. Interventions in the programme included both demand-side and supply side-interventions focusing on increasing health service use and improving birth outcomes. Little is known about the effects and economic outcomes of the Safe Motherhood Programme in Guangxi, although it has been implemented for seven years. The aim of this research is to estimate the effectiveness and cost-effectiveness of the interventions in the Safe Motherhood Programme in Guangxi, China. The objectives of this research include: 1. To evaluate whether the changes of health service use and birth outcomes are associated with the interventions in the Safe Motherhood Programme. 2. To estimate the cost-effectiveness of the interventions in the Safe Motherhood Programme and quantify the uncertainty surrounding the decision. 3. To assess the expected value of perfect information associated with both the whole decision and individual parameters, and interpret the findings to inform priority setting in further research and policy making in this area. A quasi-experimental study design was used in this research to assess the effectiveness of the programme in increasing health service use and improving birth outcomes. The study subjects were 51 intervention counties and 30 control counties. Data on the health service use, birth outcomes and socio-economic factors from 2001 to 2007 were collected from the programme database and statistical yearbooks. Based on the profile plots of the data, general linear mixed models were used to evaluate the effectiveness of the programme while controlling for the effects of baseline levels of the response variables, change of socio-economic factors over time and correlations among repeated measurements from the same county. Redundant multicollinear variables were deleted from the mixed model using the results of the multicollinearity diagnoses. For each response variable, the best covariance structure was selected from 15 alternatives according to the fit statistics including Akaike information criterion, Finite-population corrected Akaike information criterion, and Schwarz.s Bayesian information criterion. Residual diagnostics were used to validate the model assumptions. Statistical inferences were made to show the effect of the programme on health service use and birth outcomes. A decision analytic model was developed to evaluate the cost-effectiveness of the programme, quantify the decision uncertainty, and estimate the expected value of perfect information associated with the decision. The model was used to describe the transitions between health states for women and infants and reflect the change of both costs and health benefits associated with implementing the programme. Result gained from the mixed models and other relevant evidence identified were synthesised appropriately to inform the input parameters of the model. Incremental cost-effectiveness ratios of the programme were calculated for the two groups of intervention counties over time. Uncertainty surrounding the parameters was dealt with using probabilistic sensitivity analysis, and uncertainty relating to model assumptions was handled using scenario analysis. Finally the expected value of perfect information for both the whole model and individual parameters in the model were estimated to inform priority setting in further research in this area.The annual change rates of the antenatal care rate and the institutionalised delivery rate were improved significantly in the intervention counties after the programme was implemented. Significant improvements were also found in the annual change rates of the maternal mortality ratio, the infant mortality rate, the incidence rate of neonatal tetanus and the mortality rate of neonatal tetanus in the intervention counties after the implementation of the programme. The annual change rate of the neonatal mortality rate was also improved, although the improvement was only close to statistical significance. The influences of the socio-economic factors on the health service use indicators and birth outcomes were identified. The rural income per capita had a significant positive impact on the health service use indicators, and a significant negative impact on the birth outcomes. The number of beds in healthcare institutions per 1,000 population and the number of rural telephone subscribers per 1,000 were found to be positively significantly related to the institutionalised delivery rate. The length of highway per square kilometre negatively influenced the maternal mortality ratio. The percentage of employed persons in the primary industry had a significant negative impact on the institutionalised delivery rate, and a significant positive impact on the infant mortality rate and neonatal mortality rate. The incremental costs of implementing the programme over the existing practice were US $11.1 million from the societal perspective, and US $13.8 million from the perspective of the Ministry of Health. Overall, 28,711 life years were generated by the programme, producing an overall incremental cost-effectiveness ratio of US $386 from the societal perspective, and US $480 from the perspective of the Ministry of Health, both of which were below the threshold willingness-to-pay ratio of US $675. The expected net monetary benefit generated by the programme was US $8.3 million from the societal perspective, and US $5.5 million from the perspective of the Ministry of Health. The overall probability that the programme was cost-effective was 0.93 and 0.89 from the two perspectives, respectively. The incremental cost-effectiveness ratio of the programme was insensitive to the different estimates of the three parameters relating to the model assumptions. Further research could be conducted to reduce the uncertainty surrounding the decision, in which the upper limit of investment was US $0.6 million from the societal perspective, and US $1.3 million from the perspective of the Ministry of Health. It is also worthwhile to get a more precise estimate of the improvement of infant mortality rate. The population expected value of perfect information for individual parameters associated with this parameter was US $0.99 million from the societal perspective, and US $1.14 million from the perspective of the Ministry of Health. The findings from this study have shown that the interventions in the Safe Motherhood Programme were both effective and cost-effective in increasing health service use and improving birth outcomes in rural areas of Guangxi, China. Therefore, the programme represents a good public health investment and should be adopted and further expanded to an even broader area if possible. This research provides economic evidence to inform efficient decision making in improving maternal and infant health in developing countries.

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We describe a model of computation of the parallel type, which we call 'computing with bio-agents', based on the concept that motions of biological objects such as bacteria or protein molecular motors in confined spaces can be regarded as computations. We begin with the observation that the geometric nature of the physical structures in which model biological objects move modulates the motions of the latter. Consequently, by changing the geometry, one can control the characteristic trajectories of the objects; on the basis of this, we argue that such systems are computing devices. We investigate the computing power of mobile bio-agent systems and show that they are computationally universal in the sense that they are capable of computing any Boolean function in parallel. We argue also that using appropriate conditions, bio-agent systems can solve NP-complete problems in probabilistic polynomial time.

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Probabilistic topic models have recently been used for activity analysis in video processing, due to their strong capacity to model both local activities and interactions in crowded scenes. In those applications, a video sequence is divided into a collection of uniform non-overlaping video clips, and the high dimensional continuous inputs are quantized into a bag of discrete visual words. The hard division of video clips, and hard assignment of visual words leads to problems when an activity is split over multiple clips, or the most appropriate visual word for quantization is unclear. In this paper, we propose a novel algorithm, which makes use of a soft histogram technique to compensate for the loss of information in the quantization process; and a soft cut technique in the temporal domain to overcome problems caused by separating an activity into two video clips. In the detection process, we also apply a soft decision strategy to detect unusual events.We show that the proposed soft decision approach outperforms its hard decision counterpart in both local and global activity modelling.

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Robust speaker verification on short utterances remains a key consideration when deploying automatic speaker recognition, as many real world applications often have access to only limited duration speech data. This paper explores how the recent technologies focused around total variability modeling behave when training and testing utterance lengths are reduced. Results are presented which provide a comparison of Joint Factor Analysis (JFA) and i-vector based systems including various compensation techniques; Within-Class Covariance Normalization (WCCN), LDA, Scatter Difference Nuisance Attribute Projection (SDNAP) and Gaussian Probabilistic Linear Discriminant Analysis (GPLDA). Speaker verification performance for utterances with as little as 2 sec of data taken from the NIST Speaker Recognition Evaluations are presented to provide a clearer picture of the current performance characteristics of these techniques in short utterance conditions.

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...the probabilistic computer simulation study by Dunham and colleagues evaluating the impact of different cervical spine management (CSM) strategies on tetraplegia and brain injury outcomes.1 Based on literature findings, expert opinion and with use of advances programming techniques the authors conclude that early collar removal without cervical spine magnetic resonance imaging (MRI) is a preferable CSM strategy for comatose, blunt trauma patients with extremity movement and a negative cervical spine computed tomography(CT) scan. Although we do not have the required expertise to comment on the applied statistical approach, we would like to comment on one of the medical assumptions raised by the authors, namely the likelihood of tetraplegia in this specific population....

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Overall, computer models and simulations have a rather disappointing record within the management sciences as a tool for predicting the future. Social and market environments can be influenced by an overwhelming number of variables, and it is therefore difficult to use computer models to make forecasts or to test hypotheses concerning the relationship between individual behaviours and macroscopic outcomes. At the same time, however, advocates of computer models argue that they can be used to overcome the human mind's inability to cope with several complex variables simultaneously or to understand concepts that are highly counterintuitive. This paper seeks to bridge the gap between these two perspectives by suggesting that management research can indeed benefit from computer models by using them to formulate fruitful hypotheses.

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Since the introduction of a statutory‐backed continuous disclosure regime (CDR) in 1994, regulatory reforms have significantly increased litigation risk in Australia for failure to disclose material information or for false and misleading disclosure. However, there is almost no empirical research on the impact of the reforms on corporate disclosure behaviour. Motivated by the absence of research and using management earnings forecasts (MEFs) as a disclosure proxy, this study examines (1) why managers issue earnings forecasts, (2) what firm‐specific factors influence MEF characteristics, and (3) how MEF behaviour changes as litigation risk increases. Based on theories in information economics, a theoretical framework for MEF behaviour is formulated which includes antecedent influencing factors related to firms‟ internal and external environments. Applying this framework, hypotheses are developed and tested using multivariate models and a large sample of hand-collected MEFs (7,213) issued by top 500 ASX-listed companies over the 1994 to 2008 period. The results reveal strong support for the hypotheses. First, MEFs are issued to reduce information asymmetry, litigation risk and signal superior performance. Second, firms with better financial performance, smaller earnings changes, and lower operating uncertainty provide better quality MEFs. Third, forecast frequency and quality (accuracy, timeliness and precision) noticeably improve as litigation risk increases. However, managers appear to be still reluctant to disclose earnings forecasts when there are large earnings changes, and an asymmetric treatment of news type continues to prevail (a good news bias). Thus, the findings generally provide support for the effectiveness of the CDR regulatory reforms in improving disclosure behaviour and will be valuable to market participants and corporate regulators in understanding the implications of management forecasting decisions and areas for further improvement.

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One of the impediments to large-scale use of wind generation within power system is its variable and uncertain real-time availability. Due to the low marginal cost of wind power, its output will change the merit order of power markets and influence the Locational Marginal Price (LMP). For the large scale of wind power, LMP calculation can't ignore the essential variable and uncertain nature of wind power. This paper proposes an algorithm to estimate LMP. The estimation result of conventional Monte Carlo simulation is taken as benchmark to examine accuracy. Case study is conducted on a simplified SE Australian power system, and the simulation results show the feasibility of proposed method.

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This work examines the effect of landmark placement on the efficiency and accuracy of risk-bounded searches over probabilistic costmaps for mobile robot path planning. In previous work, risk-bounded searches were shown to offer in excess of 70% efficiency increases over normal heuristic search methods. The technique relies on precomputing distance estimates to landmarks which are then used to produce probability distributions over exact heuristics for use in heuristic searches such as A* and D*. The location and number of these landmarks therefore influence greatly the efficiency of the search and the quality of the risk bounds. Here four new methods of selecting landmarks for risk based search are evaluated. Results are shown which demonstrate that landmark selection needs to take into account the centrality of the landmark, and that diminishing rewards are obtained from using large numbers of landmarks.

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Introduction / objectives Many strategies are used to control MRSA in hospitals. Only a few have been assessed in clinical trials and it is not obvious how findings should be generalised between settings. Uncertainty remains about which strategies represent the most appropriate use of scarce resources. We assess the cost-effectiveness of alternative MRSA screening and infection control strategies in England and Wales and discuss international relevance. Methods Models of MRSA transmission in ICUs and general medical (GM) wards were developed and used to evaluate different screening methods combined with decolonisation or isolation. Strategies were compared in terms of costs and health benefits (quality adjusted life years, QALYs). Different prevalences, proportions of high risk patients and ward sizes were investigated, and probabilistic sensitivity analyses (PSA) conducted. Results Decolonisation strategies were cost-saving in ICUs at a 5% admission prevalence, with admission and weekly PCR screening the most cost-effective (£3,929/QALY). In ICUs, screening and isolation reduced infection rates by ~10%. With admission prevalence ≤5%, targeting screening and isolation to high risk patients was optimal. In GM wards decolonisation and isolation strategies, though able to reduce MRSA infection rates up to ~50%, were not cost-effective. Conclusion The largest reductions in MRSA infection were achieved by screening and decolonisation strategies, and were cost-effective in ICU settings. In comparison, there is limited potential for screening and control strategies to be cost-effective in GM wards due to lower infection and mortality rates.

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This paper discusses human factors issues of low cost railway level crossings in Australia. Several issues are discussed in this paper including safety at passive level railway crossings, human factors considerations associated with unavailability of a warning device, and a conceptual model for how safety could be compromised at railway level crossings following prolonged or frequent unavailability. The research plans to quantify safety risk to motorists at level crossings using a Human Reliability Assessment (HRA) method, supported by data collected using an advanced driving simulator. This method aims to identify human error within tasks and task units identified as part of the task analysis process. It is anticipated that by modelling driver behaviour the current study will be able to quantify meaningful task variability including temporal parameters, between participants and within participants. The process of complex tasks such as driving through a level crossing is fundamentally context-bound. Therefore this study also aims to quantify those performance-shaping factors that contribute to vehicle train collisions by highlighting changes in the task units and driver physiology. Finally we will also consider a number of variables germane to ensuring external validity of our results. Without this inclusion, such an analysis could seriously underestimate the probabilistic risk assessment.