11 resultados para maximum likelihood analysis
em Greenwich Academic Literature Archive - UK
Resumo:
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.
Resumo:
Forest fires can cause extensive damage to natural resources and properties. They can also destroy wildlife habitat, affect the forest ecosystem and threaten human lives. In this paper extreme wildland fires are analysed using a point process model for extremes. The model based on a generalised Pareto distribution is used to model data on acres of wildland burnt by extreme fire in the US since 1825. A semi-parametric smoothing approach is adapted with maximum likelihood method to estimate model parameters.
Resumo:
Forest fires can cause extensive damage to natural resources and properties. They can also destroy wildlife habitat, affect the forest ecosystem and threaten human lives. In this paper incidences of extreme wildland fires are modelled by a point process model which incorporates time-trend. A model based on a generalised Pareto distribution is used to model data on acres of wildland burnt by extreme fire in the US since 1825. A semi-parametric smoothing approach, which is very useful in exploratory analysis of changes in extremes, is illustrated with the maximum likelihood method to estimate model parameters.
Resumo:
In attempts to conserve the species diversity of trees in tropical forests, monitoring of diversity in inventories is essential. For effective monitoring it is crucial to be able to make meaningful comparisons between different regions, or comparisons of the diversity of a region at different times. Many species diversity measures have been defined, including the well-known abundance and entropy measures. All such measures share a number of problems in their effective practical use. However, probably the most problematic is that they cannot be used to meaningfully assess changes, since thay are only concerned with the number of species or the proportions of the population/sample which they constitute. A natural (though simplistic) model of a species frequency distribution is the multinomial distribution. It is shown that the likelihood analysis of samples from such a distribution are closely related to a number of entropy-type measures of diversity. Hence a comparison of the species distribution on two plots, using the multinomial model and likelihood methods, leads to generalised cross-entropy as the LRT test statistic of the null that the species distributions are the same. Data from 30 contiguous plots in a forest in Sumatra are analysed using these methods. Significance tests between all pairs of plots yield extremely low p-values, indicating strongly that it ought to been "Obvious" that the observed species distributions are different on different plots. In terms of how different the plots are, and how these differences vary over the whole study site, a display of the degrees of freedom of the test, (equivalent to the number of shared species) seems to be the most revealing indicator, as well as the simplest.
Resumo:
This paper provides mutual information performance analysis of multiple-symbol differential WSK (M-phase shift keying) over time-correlated, time-varying flat-fading communication channels. A state space approach is used to model time correlation of time varying channel phase. This approach captures the dynamics of time correlated, time-varying channels and enables exploitation of the forward-backward algorithm for mutual information performance analysis. It is shown that the differential decoding implicitly uses a sequence of innovations of the channel process time correlation and this sequence is essentially uncorrelated. It enables utilization of multiple-symbol differential detection, as a form of block-by-block maximum likelihood sequence detection for capacity achieving mutual information performance. It is shown that multiple-symbol differential ML detection of BPSK and QPSK practically achieves the channel information capacity with observation times only on the order of a few symbol intervals
Resumo:
Of key importance to oil and gas companies is the size distribution of fields in the areas that they are drilling. Recent arguments suggest that there are many more fields yet to be discovered in mature provinces than had previously been thought because the underlying distribution is monotonic not peaked. According to this view the peaked nature of the distribution for discovered fields reflects not the underlying distribution but the effect of economic truncation. This paper contributes to the discussion by analysing up-to-date exploration and discovery data for two mature provinces using the discovery-process model, based on sampling without replacement and implicitly including economic truncation effects. The maximum likelihood estimation involved generates a high-dimensional mixed-integer nonlinear optimization problem. A highly efficient solution strategy is tested, exploiting the separable structure and handling the integer constraints by treating the problem as a masked allocation problem in dynamic programming.
Resumo:
The SB distributional model of Johnson's 1949 paper was introduced by a transformation to normality, that is, z ~ N(0, 1), consisting of a linear scaling to the range (0, 1), a logit transformation, and an affine transformation, z = γ + δu. The model, in its original parameterization, has often been used in forest diameter distribution modelling. In this paper, we define the SB distribution in terms of the inverse transformation from normality, including an initial linear scaling transformation, u = γ′ + δ′z (δ′ = 1/δ and γ′ = �γ/δ). The SB model in terms of the new parameterization is derived, and maximum likelihood estimation schema are presented for both model parameterizations. The statistical properties of the two alternative parameterizations are compared empirically on 20 data sets of diameter distributions of Changbai larch (Larix olgensis Henry). The new parameterization is shown to be statistically better than Johnson's original parameterization for the data sets considered here.
Resumo:
The Logit-Logistic (LL), Johnson's SB, and the Beta (GBD) are flexible four-parameter probability distribution models in terms of the (skewness-kurtosis) region covered, and each has been used for modeling tree diameter distributions in forest stands. This article compares bivariate forms of these models in terms of their adequacy in representing empirical diameter-height distributions from 102 sample plots. Four bivariate models are compared: SBB, the natural, well-known, and much-used bivariate generalization of SB; the bivariate distributions with LL, SB, and Beta as marginals, constructed using Plackett's method (LL-2P, etc.). All models are fitted using maximum likelihood, and their goodness-of-fits are compared using minus log-likelihood (equivalent to Akaike's Information Criterion, the AIC). The performance ranking in this case study was SBB, LL-2P, GBD-2P, and SB-2P
Resumo:
Johnson's SB and the logit-logistic are four-parameter distribution models that may be obtained from the standard normal and logistic distributions by a four-parameter transformation. For relatively small data sets, such as diameter at breast height measurements obtained from typical sample plots, distribution models with four or less parameters have been found to be empirically adequate. However, in situations in which the distributions are complex, for example in mixed stands or when the stand has been thinned or when working with aggregated data, then distribution models with more shape parameters may prove to be necessary. By replacing the symmetric standard logistic distribution of the logit-logistic with a one-parameter “standard Richards” distribution and transforming by a five-parameter Richards function, we obtain a new six-parameter distribution model, the “Richit-Richards”. The Richit-Richards includes the “logit-Richards”, the “Richit-logistic”, and the logit-logistic as submodels. Maximum likelihood estimation is used to fit the model, and some problems in the maximum likelihood estimation of bounding parameters are discussed. An empirical case study of the Richit-Richards and its submodels is conducted on pooled diameter at breast height data from 107 sample plots of Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.). It is found that the new models provide significantly better fits than the four-parameter logit-logistic for large data sets.
Resumo:
Purpose – This study aims to analyse the influences of prestige, satisfaction, and communication on brand identification and to show how brand identification influences word-of-mouth and brand repurchase. Design/methodology/approach – A theoretical model is developed and tested with a sample of car owners in the UK of two global car brands. Structural equation modelling was used with LISREL 8.54 and the maximum likelihood (ML) method. Findings – This paper draws mainly on the theory of social identity to provide a comprehensive understanding of conditions under which brand owners are likely to identify with their brand and the bases and consequences of such identification. It was shown that prestige, satisfaction, and communication effect brand identification. The study confirms that consumers' development of relationships via brand identification results in word of mouth about the brand and intentions to repurchase the brand. Furthermore, it was found that brand identification fully mediates the influences of prestige, satisfaction, and communication on word of mouth and brand repurchase. Research limitations/implications – The focus was on one country and one industry. Practical implications – Managers are provided with strategies that enhance the identification of their customers with their brand so that they can strengthen the customers' brand identification. Areas for future research are suggested. For instance, it could be interesting to test the model in a different industry and/or cultural context. Originality/value – Very few previous studies have looked at brand identification which is surprising considering it is such an important variable to influence word-of-mouth and brand repurchase. The study tests three antecedents to brand identification and two outcomes that have not been investigated previously. Overall, the study adds knowledge in this somewhat neglected area.