Testes de ajuste a distribuições estatísticas e métodos para estimação dos parâmetros em análises de fiabilidade

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Distribuições estatísticas, testes de ajuste e métodos para estimação de parâmetros na área da fiabilidade

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Dynamical behaviour on the parameter space: new populational growth models proportional to beta densities

We present new populational growth models, generalized logistic models which are proportional to beta densities with shape parameters p and 2, where p > 1, with Malthusian parameter r. The complex dynamical behaviour of these models is investigated in the parameter space (r, p), in terms of topological entropy, using explicit methods, when the Malthusian parameter r increases. This parameter space is split into different regions, according to the chaotic behaviour of the models.

Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

A hybrid MLS technique for room impulse response estimation

The measurement of room impulse response (RIR) when there are high background noise levels frequently means one must deal with very low signal-to-noise ratios (SNR). if such is the case, the measurement might yield unreliable results, even when synchronous averaging techniques are used. Furthermore, if there are non-linearities in the apparatus or system time variances, the final SNR can be severely degraded. The test signals used in RIR measurement are often disturbed by non-stationary ambient noise components. A novel approach based on the energy analysis of ambient noise - both in the time and in frequency - was considered. A modified maximum length sequence (MLS) measurement technique. referred to herein as the hybrid MLS technique, was developed for use in room acoustics. The technique consists of reducing the noise energy of the captured sequences before applying the averaging technique in order to improve the overall SNRs and frequency response accuracy. Experiments were conducted under real conditions with different types of underlying ambient noises. Results are shown and discussed. Advantages and disadvantages of the hybrid MLS technique over standard MLS technique are evaluated and discussed. Our findings show that the new technique leads to a significant increase in the overall SNR. (C) 2008 Elsevier Ltd. All rights reserved.

Categorical data clustering using a minimum message length criterion

Research on cluster analysis for categorical data continues to develop, new clustering algorithms being proposed. However, in this context, the determination of the number of clusters is rarely addressed. We propose a new approach in which clustering and the estimation of the number of clusters is done simultaneously for categorical data. We assume that the data originate from a finite mixture of multinomial distributions and use a minimum message length criterion (MML) to select the number of clusters (Wallace and Bolton, 1986). For this purpose, we implement an EM-type algorithm (Silvestre et al., 2008) based on the (Figueiredo and Jain, 2002) approach. The novelty of the approach rests on the integration of the model estimation and selection of the number of clusters in a single algorithm, rather than selecting this number based on a set of pre-estimated candidate models. The performance of our approach is compared with the use of Bayesian Information Criterion (BIC) (Schwarz, 1978) and Integrated Completed Likelihood (ICL) (Biernacki et al., 2000) using synthetic data. The obtained results illustrate the capacity of the proposed algorithm to attain the true number of cluster while outperforming BIC and ICL since it is faster, which is especially relevant when dealing with large data sets.

Determining the number of clusters in categorical data

Cluster analysis for categorical data has been an active area of research. A well-known problem in this area is the determination of the number of clusters, which is unknown and must be inferred from the data. In order to estimate the number of clusters, one often resorts to information criteria, such as BIC (Bayesian information criterion), MML (minimum message length, proposed by Wallace and Boulton, 1968), and ICL (integrated classification likelihood). In this work, we adopt the approach developed by Figueiredo and Jain (2002) for clustering continuous data. They use an MML criterion to select the number of clusters and a variant of the EM algorithm to estimate the model parameters. This EM variant seamlessly integrates model estimation and selection in a single algorithm. For clustering categorical data, we assume a finite mixture of multinomial distributions and implement a new EM algorithm, following a previous version (Silvestre et al., 2008). Results obtained with synthetic datasets are encouraging. The main advantage of the proposed approach, when compared to the above referred criteria, is the speed of execution, which is especially relevant when dealing with large data sets.

Influência da experiência profissional e da função visual do operador no processamento semiautomático da cintigrafia de perfusão do miocárdio: variabilidade intra e interoperador na determinação dos parâmetros quantitativos

Introdução – A cintigrafia de perfusão do miocárdio (CPM) desempenha um importante papel no diagnóstico, avaliação e seguimento de pacientes com doença arterial coronária, sendo o seu processamento realizado maioritariamente de forma semiautomática. Uma vez que o desempenho dos técnicos de medicina nuclear (TMN) pode ser afetado por fatores individuais e ambientais, diferentes profissionais que processem os mesmos dados poderão obter diferentes estimativas dos parâmetros quantitativos (PQ). Objetivo – Avaliar a influência da experiência profissional e da função visual no processamento semiautomático da CPM. Analisar a variabilidade intra e interoperador na determinação dos PQ funcionais e de perfusão. Metodologia – Selecionou-se uma amostra de 20 TMN divididos em dois grupos, de acordo com a sua experiência no software Quantitative Gated SPECTTM: Grupo A (GA) – TMN ≥600h de experiência e Grupo B (GB) – TMN sem experiência. Submeteram-se os TMN a uma avaliação ortóptica e ao processamento de 21 CPM, cinco vezes, não consecutivas. Considerou-se uma visão alterada quando pelo menos um parâmetro da função visual se encontrava anormal. Para avaliar a repetibilidade e a reprodutibilidade recorreu-se à determinação dos coeficientes de variação, %. Na comparação dos PQ entre operadores, e para a análise do desempenho entre o GA e GB, aplicou-se o Teste de Friedman e de Wilcoxon, respetivamente, considerando o processamento das mesmas CPM. Para a comparação de TMN com visão normal e alterada na determinação dos PQ utilizou-se o Teste Mann-Whitney e para avaliar a influência da visão para cada PQ recorreu-se ao coeficiente de associação ETA. Diferenças estatisticamente significativas foram assumidas ao nível de significância de 5%. Resultados e Discussão – Verificou-se uma reduzida variabilidade intra (<6,59%) e inter (<5,07%) operador. O GB demonstrou ser o mais discrepante na determinação dos PQ, sendo a parede septal (PS) o único PQ que apresentou diferenças estatisticamente significativas (zw=-2,051, p=0,040), em detrimento do GA. No que se refere à influência da função visual foram detetadas diferenças estatisticamente significativas apenas na fração de ejeção do ventrículo esquerdo (FEVE) (U=11,5, p=0,012) entre TMN com visão normal e alterada, contribuindo a visão em 33,99% para a sua variação. Denotaram-se mais diferenças nos PQ obtidos em TMN que apresentam uma maior incidência de sintomatologia ocular e uma visão binocular diminuída. A FEVE demonstrou ser o parâmetro mais consistente entre operadores (1,86%). Conclusão – A CPM apresenta-se como uma técnica repetível e reprodutível, independente do operador. Verificou-se influência da experiência profissional e da função visual no processamento semiautomático da CPM, nos PQ PS e FEVE, respetivamente.

Estimation of the Crustal Bulk Properties Beneath Mainland Portugal from P-Wave Teleseismic Receiver Functions

In this work, we present results from teleseismic P-wave receiver functions (PRFs) obtained in Portugal, Western Iberia. A dense seismic station deployment conducted between 2010 and 2012, in the scope of the WILAS project and covering the entire country, allowed the most spatially extensive probing on the bulk crustal seismic properties of Portugal up to date. The application of the H-κ stacking algorithm to the PRFs enabled us to estimate the crustal thickness (H) and the average crustal ratio of the P- and S-waves velocities V p/V s (κ) for the region. Observations of Moho conversions indicate that this interface is relatively smooth with the crustal thickness ranging between 24 and 34 km, with an average of 30 km. The highest V p/V s values are found on the Mesozoic-Cenozoic crust beneath the western and southern coastal domain of Portugal, whereas the lowest values correspond to Palaeozoic crust underlying the remaining part of the subject area. An average V p/V s is found to be 1.72, ranging 1.63-1.86 across the study area, indicating a predominantly felsic composition. Overall, we systematically observe a decrease of V p/V s with increasing crustal thickness. Taken as a whole, our results indicate a clear distinction between the geological zones of the Variscan Iberian Massif in Portugal, the overall shape of the anomalies conditioned by the shape of the Ibero-Armorican Arc, and associated Late Paleozoic suture zones, and the Meso-Cenozoic basin associated with Atlantic rifting stages. Thickened crust (30-34 km) across the studied region may be inherited from continental collision during the Paleozoic Variscan orogeny. An anomalous crustal thinning to around 28 km is observed beneath the central part of the Central Iberian Zone and the eastern part of South Portuguese Zone.

PV systems linked to the grid: parameter identification with a heuristic procedure

This paper focuses on a PV system linked to the electric grid by power electronic converters, identification of the five parameters modeling for photovoltaic systems and the assessment of the shading effect. Normally, the technical information for photovoltaic panels is too restricted to identify the five parameters. An undemanding heuristic method is used to find the five parameters for photovoltaic systems, requiring only the open circuit, maximum power, and short circuit data. The I- V and the P- V curves for a monocrystalline, polycrystalline and amorphous photovoltaic systems are computed from the parameters identification and validated by comparison with experimental ones. Also, the I- V and the P- V curves under the effect of partial shading are obtained from those parameters. The modeling for the converters emulates the association of a DC-DC boost with a two-level power inverter in order to follow the performance of a testing commercial inverter employed on an experimental system. © 2015 Elsevier Ltd.

Velocity estimation of moving ships using C-band SLC SAR data

A new algorithm for the velocity vector estimation of moving ships using Single Look Complex (SLC) SAR data in strip map acquisition mode is proposed. The algorithm exploits both amplitude and phase information of the Doppler decompressed data spectrum, with the aim to estimate both the azimuth antenna pattern and the backscattering coefficient as function of the look angle. The antenna pattern estimation provides information about the target velocity; the backscattering coefficient can be used for vessel classification. The range velocity is retrieved in the slow time frequency domain by estimating the antenna pattern effects induced by the target motion, while the azimuth velocity is calculated by the estimated range velocity and the ship orientation. Finally, the algorithm is tested on simulated SAR SLC data.

Complementary filter design with three frequency bands: robot attitude estimation

This paper extents the by now classic sensor fusion complementary filter (CF) design, involving two sensors, to the case where three sensors that provide measurements in different bands are available. This paper shows that the use of classical CF techniques to tackle a generic three sensors fusion problem, based solely on their frequency domain characteristics, leads to a minimal realization, stable, sub-optimal solution, denoted as Complementary Filters3 (CF3). Then, a new approach for the estimation problem at hand is used, based on optimal linear Kalman filtering techniques. Moreover, the solution is shown to preserve the complementary property, i.e. the sum of the three transfer functions of the respective sensors add up to one, both in continuous and discrete time domains. This new class of filters are denoted as Complementary Kalman Filters3 (CKF3). The attitude estimation of a mobile robot is addressed, based on data from a rate gyroscope, a digital compass, and odometry. The experimental results obtained are reported.

Estimation of 3D shapes using active surface models

This paper addresses the estimation of surfaces from a set of 3D points using the unified framework described in [1]. This framework proposes the use of competitive learning for curve estimation, i.e., a set of points is defined on a deformable curve and they all compete to represent the available data. This paper extends the use of the unified framework to surface estimation. It o shown that competitive learning performes better than snakes, improving the model performance in the presence of concavities and allowing to desciminate close surfaces. The proposed model is evaluated in this paper using syntheticdata and medical images (MRI and ultrasound images).

Estimation of signal subspace on hyperspectral data

Dimensionality reduction plays a crucial role in many hyperspectral data processing and analysis algorithms. This paper proposes a new mean squared error based approach to determine the signal subspace in hyperspectral imagery. The method first estimates the signal and noise correlations matrices, then it selects the subset of eigenvalues that best represents the signal subspace in the least square sense. The effectiveness of the proposed method is illustrated using simulated and real hyperspectral images.

Estimation of rotational frequency response functions

As it is widely known, in structural dynamic applications, ranging from structural coupling to model updating, the incompatibility between measured and simulated data is inevitable, due to the problem of coordinate incompleteness. Usually, the experimental data from conventional vibration testing is collected at a few translational degrees of freedom (DOF) due to applied forces, using hammer or shaker exciters, over a limited frequency range. Hence, one can only measure a portion of the receptance matrix, few columns, related to the forced DOFs, and rows, related to the measured DOFs. In contrast, by finite element modeling, one can obtain a full data set, both in terms of DOFs and identified modes. Over the years, several model reduction techniques have been proposed, as well as data expansion ones. However, the latter are significantly fewer and the demand for efficient techniques is still an issue. In this work, one proposes a technique for expanding measured frequency response functions (FRF) over the entire set of DOFs. This technique is based upon a modified Kidder's method and the principle of reciprocity, and it avoids the need for modal identification, as it uses the measured FRFs directly. In order to illustrate the performance of the proposed technique, a set of simulated experimental translational FRFs is taken as reference to estimate rotational FRFs, including those that are due to applied moments.