20 resultados para Bayesian hypothesis testing
Resumo:
Many weeds occur in patches but farmers frequently spray whole fields to control the weeds in these patches. Given a geo-referenced weed map, technology exists to confine spraying to these patches. Adoption of patch spraying by arable farmers has, however, been negligible partly due to the difficulty of constructing weed maps. Building on previous DEFRA and HGCA projects, this proposal aims to develop and evaluate a machine vision system to automate the weed mapping process. The project thereby addresses the principal technical stumbling block to widespread adoption of site specific weed management (SSWM). The accuracy of weed identification by machine vision based on a single field survey may be inadequate to create herbicide application maps. We therefore propose to test the hypothesis that sufficiently accurate weed maps can be constructed by integrating information from geo-referenced images captured automatically at different times of the year during normal field activities. Accuracy of identification will also be increased by utilising a priori knowledge of weeds present in fields. To prove this concept, images will be captured from arable fields on two farms and processed offline to identify and map the weeds, focussing especially on black-grass, wild oats, barren brome, couch grass and cleavers. As advocated by Lutman et al. (2002), the approach uncouples the weed mapping and treatment processes and builds on the observation that patches of these weeds are quite stable in arable fields. There are three main aspects to the project. 1) Machine vision hardware. Hardware component parts of the system are one or more cameras connected to a single board computer (Concurrent Solutions LLC) and interfaced with an accurate Global Positioning System (GPS) supplied by Patchwork Technology. The camera(s) will take separate measurements for each of the three primary colours of visible light (red, green and blue) in each pixel. The basic proof of concept can be achieved in principle using a single camera system, but in practice systems with more than one camera may need to be installed so that larger fractions of each field can be photographed. Hardware will be reviewed regularly during the project in response to feedback from other work packages and updated as required. 2) Image capture and weed identification software. The machine vision system will be attached to toolbars of farm machinery so that images can be collected during different field operations. Images will be captured at different ground speeds, in different directions and at different crop growth stages as well as in different crop backgrounds. Having captured geo-referenced images in the field, image analysis software will be developed to identify weed species by Murray State and Reading Universities with advice from The Arable Group. A wide range of pattern recognition and in particular Bayesian Networks will be used to advance the state of the art in machine vision-based weed identification and mapping. Weed identification algorithms used by others are inadequate for this project as we intend to collect and correlate images collected at different growth stages. Plants grown for this purpose by Herbiseed will be used in the first instance. In addition, our image capture and analysis system will include plant characteristics such as leaf shape, size, vein structure, colour and textural pattern, some of which are not detectable by other machine vision systems or are omitted by their algorithms. Using such a list of features observable using our machine vision system, we will determine those that can be used to distinguish weed species of interest. 3) Weed mapping. Geo-referenced maps of weeds in arable fields (Reading University and Syngenta) will be produced with advice from The Arable Group and Patchwork Technology. Natural infestations will be mapped in the fields but we will also introduce specimen plants in pots to facilitate more rigorous system evaluation and testing. Manual weed maps of the same fields will be generated by Reading University, Syngenta and Peter Lutman so that the accuracy of automated mapping can be assessed. The principal hypothesis and concept to be tested is that by combining maps from several surveys, a weed map with acceptable accuracy for endusers can be produced. If the concept is proved and can be commercialised, systems could be retrofitted at low cost onto existing farm machinery. The outputs of the weed mapping software would then link with the precision farming options already built into many commercial sprayers, allowing their use for targeted, site-specific herbicide applications. Immediate economic benefits would, therefore, arise directly from reducing herbicide costs. SSWM will also reduce the overall pesticide load on the crop and so may reduce pesticide residues in food and drinking water, and reduce adverse impacts of pesticides on non-target species and beneficials. Farmers may even choose to leave unsprayed some non-injurious, environmentally-beneficial, low density weed infestations. These benefits fit very well with the anticipated legislation emerging in the new EU Thematic Strategy for Pesticides which will encourage more targeted use of pesticides and greater uptake of Integrated Crop (Pest) Management approaches, and also with the requirements of the Water Framework Directive to reduce levels of pesticides in water bodies. The greater precision of weed management offered by SSWM is therefore a key element in preparing arable farming systems for the future, where policy makers and consumers want to minimise pesticide use and the carbon footprint of farming while maintaining food production and security. The mapping technology could also be used on organic farms to identify areas of fields needing mechanical weed control thereby reducing both carbon footprints and also damage to crops by, for example, spring tines. Objective i. To develop a prototype machine vision system for automated image capture during agricultural field operations; ii. To prove the concept that images captured by the machine vision system over a series of field operations can be processed to identify and geo-reference specific weeds in the field; iii. To generate weed maps from the geo-referenced, weed plants/patches identified in objective (ii).
Resumo:
In this paper we examine the order of integration of EuroSterling interest rates by employing techniques that can allow for a structural break under the null and/or alternative hypothesis of the unit-root tests. In light of these results, we investigate the cointegrating relationship implied by the single, linear expectations hypothesis of the term structure of interest rates employing two techniques, one of which allows for the possibility of a break in the mean of the cointegrating relationship. The aim of the paper is to investigate whether or not the interest rate series can be viewed as I(1) processes and furthermore, to consider whether there has been a structural break in the series. We also determine whether, if we allow for a break in the cointegration analysis, the results are consistent with those obtained when a break is not allowed for. The main results reported in this paper support the conjecture that the ‘short’ Euro-currency rates are characterised as I(1) series that exhibit a structural break on or near Black Wednesday, 16 September 1992, whereas the ‘long’ rates are I(1) series that do not support the presence of a structural break. The evidence from the cointegration analysis suggests that tests of the expectations hypothesis based on data sets that include the ERM crisis period, or a period that includes a structural break, might be problematic if the structural break is not explicitly taken into account in the testing framework.
Resumo:
This paper considers the effect of GARCH errors on the tests proposed byPerron (1997) for a unit root in the presence of a structural break. We assessthe impact of degeneracy and integratedness of the conditional varianceindividually and find that, apart from in the limit, the testing procedure isinsensitive to the degree of degeneracy but does exhibit an increasingover-sizing as the process becomes more integrated. When we consider the GARCHspecifications that we are likely to encounter in empirical research, we findthat the Perron tests are reasonably robust to the presence of GARCH and donot suffer from severe over-or under-rejection of a correct null hypothesis.
Resumo:
A situation assessment uses reports from sensors to produce hypotheses about a situation at a level of aggregation that is of direct interest to a military commander. A low level of aggregation could mean forming tracks from reports, which is well documented in the tracking literature as track initiation and data association. In this paper there is also discussion on higher level aggregation; assessing the membership of tracks to larger groups. Ideas used in joint tracking and identification are extended, using multi-entity Bayesian networks to model a number of static variables, of which the identity of a target is one. For higher level aggregation a scheme for hypothesis management is required. It is shown how an offline clustering of vehicles can be reduced to an assignment problem.
Resumo:
Many key economic and financial series are bounded either by construction or through policy controls. Conventional unit root tests are potentially unreliable in the presence of bounds, since they tend to over-reject the null hypothesis of a unit root, even asymptotically. So far, very little work has been undertaken to develop unit root tests which can be applied to bounded time series. In this paper we address this gap in the literature by proposing unit root tests which are valid in the presence of bounds. We present new augmented Dickey–Fuller type tests as well as new versions of the modified ‘M’ tests developed by Ng and Perron [Ng, S., Perron, P., 2001. LAG length selection and the construction of unit root tests with good size and power. Econometrica 69, 1519–1554] and demonstrate how these tests, combined with a simulation-based method to retrieve the relevant critical values, make it possible to control size asymptotically. A Monte Carlo study suggests that the proposed tests perform well in finite samples. Moreover, the tests outperform the Phillips–Perron type tests originally proposed in Cavaliere [Cavaliere, G., 2005. Limited time series with a unit root. Econometric Theory 21, 907–945]. An illustrative application to U.S. interest rate data is provided