5 resultados para likelihood-based inference

em Greenwich Academic Literature Archive - UK


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A discretized series of events is a binary time series that indicates whether or not events of a point process in the line occur in successive intervals. Such data are common in environmental applications. We describe a class of models for them, based on an unobserved continuous-time discrete-state Markov process, which determines the rate of a doubly stochastic Poisson process, from which the binary time series is constructed by discretization. We discuss likelihood inference for these processes and their second-order properties and extend them to multiple series. An application involves modeling the times of exposures to air pollution at a number of receptors in Western Europe.

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In this paper, a knowledge-based approach is proposed for the management of temporal information in process control. A common-sense theory of temporal constraints over processes/events, allowing relative temporal knowledge, is employed here as the temporal basis for the system. This theory supports duration reasoning and consistency checking, and accepts relative temporal knowledge which is in a form normally used by human operators. An architecture for process control is proposed which centres on an historical database consisting of events and processes, together with the qualitative temporal relationships between their occurrences. The dynamics of the system is expressed by means of three types of rule: database updating rules, process control rules, and data deletion rules. An example is provided in the form of a life scheduler, to illustrate the database and the rule sets. The example demonstrates the transitions of the database over time, and identifies the procedure in terms of a state transition model for the application. The dividing instant problem for logical inference is discussed with reference to this process control example, and it is shown how the temporal theory employed can be used to deal with the problem.

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Trends in sample extremes are of interest in many contexts, an example being environmental statistics. Parametric models are often used to model trends in such data, but they may not be suitable for exploratory data analysis. This paper outlines a semiparametric approach to smoothing example extremes, based on local polynomial fitting of the generalized extreme value distribution and related models. The uncertainty of fits is assessed by using resampling methods. The methods are applied to data on extreme temperatures and on record times for the womens 3000m race.

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This paper describes the architecture of the knowledge based system (KBS) component of Smartfire, a fire field modelling tool for use by members of the fire safety engineering community who are not expert in modelling techniques. The KBS captures the qualitative reasoning of an experienced modeller in the assessment of room geometries, so as to set up the important initial parameters of the problem. Fire modelling expertise is an example of geometric and spatial reasoning, which raises representational problems. The approach taken in this project is a qualitative representation of geometric room information based on Forbus’ concept of a metric diagram. This takes the form of a coarse grid, partitioning the domain in each of the three spatial dimensions. Inference over the representation is performed using a case-based reasoning (CBR) component. The CBR component stores example partitions with key set-up parameters; this paper concentrates on the key parameter of grid cell distribution.

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Orthogonal frequency division multiplexing (OFDM) systems are more sensitive to carrier frequency offset (CFO) compared to the conventional single carrier systems. CFO destroys the orthogonality among subcarriers, resulting in inter-carrier interference (ICI) and degrading system performance. To mitigate the effect of the CFO, it has to be estimated and compensated before the demodulation. The CFO can be divided into an integer part and a fractional part. In this paper, we investigate a maximum-likelihood estimator (MLE) for estimating the integer part of the CFO in OFDM systems, which requires only one OFDM block as the pilot symbols. To reduce the computational complexity of the MLE and improve the bandwidth efficiency, a suboptimum estimator (Sub MLE) is studied. Based on the hypothesis testing method, a threshold Sub MLE (T-Sub MLE) is proposed to further reduce the computational complexity. The performance analysis of the proposed T-Sub MLE is obtained and the analytical results match the simulation results well. Numerical results show that the proposed estimators are effective and reliable in both additive white Gaussian noise (AWGN) and frequency-selective fading channels in OFDM systems.