61 resultados para Autoregressive Noise
Resumo:
There is considerable interest in the use of porous asphalt (PA) surfacing on highways since physical and subjective assessments of noise have indicated a significant advantage over conventional non-porous surfaces such as hot rolled asphalt (HRA) used widely for motorway surfacing in the UK. However, it was not known whether the benefit of the PA surface was affected by the presence of roadside barriers. Noise predictions have been made using the Boundary Element Method (BEM) approach to determine the extent to which the noise reducing benefits of PA could be added to the screening effects of noise barriers in order to obtain the overall reduction in noise levels
Resumo:
Results are presented of a study of a performance of various track-side railway noise barriers, determined by using a two- dimensional numerical boundary element model. The basic model uses monopole sources and has been adapted to allow the sources to exhibit dipole-type radiation characteristics. A comparison of boundary element predictions of the performance of simple barriers and vehicle shapes is made with results obtained by using the standard U.K. prediction method. The results obtained from the numerical model indicate that modifying the source to exhibit dipole characteristics becomes more significant as the height of the barrier increases, and suggest that for any particular shape, absorbent barriers provide much better screening efficiency than the rigid equivalent. The cross-section of the rolling stock significantly affects the performance of rigid barriers. If the position of the upper edge is fixed, the results suggest that simple absorptive barriers provide more effective screening than tilted barriers. The addition of multiple edges to a barrier provides additional insertion loss without any increase in barrier height.
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A numerical model using boundary element techniques is discussed which enables the insertion loss for various noise barriers of complex profile and surface cover to be calculated. The model is applied to single-foundation noise barriers to which additional side-panels are added to create fork-like profiles. Spectra of insertion loss and mean insertion loss results over a range of receiver positions for a broadband source are presented. It is concluded that ‘multiple-edged’ barriers show a significant increase in acoustic-efficiency over a simple vertical screen. Adding lightweight side-panels would be a relatively inexpensive measure, and one which could be applied to barriers already in existence. This type of barrier would also allow the height of the construction to be kept to a minimum.
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Ensemble learning can be used to increase the overall classification accuracy of a classifier by generating multiple base classifiers and combining their classification results. A frequently used family of base classifiers for ensemble learning are decision trees. However, alternative approaches can potentially be used, such as the Prism family of algorithms that also induces classification rules. Compared with decision trees, Prism algorithms generate modular classification rules that cannot necessarily be represented in the form of a decision tree. Prism algorithms produce a similar classification accuracy compared with decision trees. However, in some cases, for example, if there is noise in the training and test data, Prism algorithms can outperform decision trees by achieving a higher classification accuracy. However, Prism still tends to overfit on noisy data; hence, ensemble learners have been adopted in this work to reduce the overfitting. This paper describes the development of an ensemble learner using a member of the Prism family as the base classifier to reduce the overfitting of Prism algorithms on noisy datasets. The developed ensemble classifier is compared with a stand-alone Prism classifier in terms of classification accuracy and resistance to noise.
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In this paper, we present a polynomial-based noise variance estimator for multiple-input multiple-output single-carrier block transmission (MIMO-SCBT) systems. It is shown that the optimal pilots for noise variance estimation satisfy the same condition as that for channel estimation. Theoretical analysis indicates that the proposed estimator is statistically more efficient than the conventional sum of squared residuals (SSR) based estimator. Furthermore, we obtain an efficient implementation of the estimator by exploiting its special structure. Numerical results confirm our theoretical analysis.
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Squirmish at the Oasis takes its name from Luigi Russolo's fourth noise network 'Skirmish at the Oasis' performed in Milan in 1913. 100 years on the Agency of Noise contemplate changes in technology and the culture industry that provoke new questions around the deliberate use of noise within music and art. Through live acts of enquiry and experimentation five artists unravel paradoxes associated with the use of noise in art, music and the gallery space. The works challenge tensions, contradictions and possible oxymorons that emerge through the use and acceptance of noise within an artistic framework. Featuring: DAISY DIXON / GRAHAM DUNNING / POLLYFIBRE / DANE SUTHERLAND / MARNIE WATTS
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Methods of improving the coverage of Box–Jenkins prediction intervals for linear autoregressive models are explored. These methods use bootstrap techniques to allow for parameter estimation uncertainty and to reduce the small-sample bias in the estimator of the models’ parameters. In addition, we also consider a method of bias-correcting the non-linear functions of the parameter estimates that are used to generate conditional multi-step predictions.
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The calculation of interval forecasts for highly persistent autoregressive (AR) time series based on the bootstrap is considered. Three methods are considered for countering the small-sample bias of least-squares estimation for processes which have roots close to the unit circle: a bootstrap bias-corrected OLS estimator; the use of the Roy–Fuller estimator in place of OLS; and the use of the Andrews–Chen estimator in place of OLS. All three methods of bias correction yield superior results to the bootstrap in the absence of bias correction. Of the three correction methods, the bootstrap prediction intervals based on the Roy–Fuller estimator are generally superior to the other two. The small-sample performance of bootstrap prediction intervals based on the Roy–Fuller estimator are investigated when the order of the AR model is unknown, and has to be determined using an information criterion.
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Vintage-based vector autoregressive models of a single macroeconomic variable are shown to be a useful vehicle for obtaining forecasts of different maturities of future and past observations, including estimates of post-revision values. The forecasting performance of models which include information on annual revisions is superior to that of models which only include the first two data releases. However, the empirical results indicate that a model which reflects the seasonal nature of data releases more closely does not offer much improvement over an unrestricted vintage-based model which includes three rounds of annual revisions.
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We examine how the accuracy of real-time forecasts from models that include autoregressive terms can be improved by estimating the models on ‘lightly revised’ data instead of using data from the latest-available vintage. The benefits of estimating autoregressive models on lightly revised data are related to the nature of the data revision process and the underlying process for the true values. Empirically, we find improvements in root mean square forecasting error of 2–4% when forecasting output growth and inflation with univariate models, and of 8% with multivariate models. We show that multiple-vintage models, which explicitly model data revisions, require large estimation samples to deliver competitive forecasts. Copyright © 2012 John Wiley & Sons, Ltd.
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Although financial theory rests heavily upon the assumption that asset returns are normally distributed, value indices of commercial real estate display significant departures from normality. In this paper, we apply and compare the properties of two recently proposed regime switching models for value indices of commercial real estate in the US and the UK, both of which relax the assumption that observations are drawn from a single distribution with constant mean and variance. Statistical tests of the models' specification indicate that the Markov switching model is better able to capture the non-stationary features of the data than the threshold autoregressive model, although both represent superior descriptions of the data than the models that allow for only one state. Our results have several implications for theoretical models and empirical research in finance.
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Ships and wind turbines generate noise, which can have a negative impact on marine mammal populations by scaring animals away. Effective modelling of how this affects the populations has to take account of the location and timing of disturbances. Here we construct an individual-based model of harbour porpoises in the Inner Danish Waters. Individuals have their own energy budgets constructed using established principles of physiological ecology. Data are lacking on the spatial distribution of food which is instead inferred from knowledge of time-varying porpoise distributions. The model produces plausible patterns of population dynamics and matches well the age distribution of porpoises caught in by-catch. It estimates the effect of existing wind farms as a 10% reduction in population size when food recovers fast (after two days). Proposed new wind farms and ships do not result in further population declines. The population is however sensitive to variations in mortality resulting from by-catch and to the speed at which food recovers after being depleted. If food recovers slowly the effect of wind turbines becomes negligible, whereas ships are estimated to have a significant negative impact on the population. Annual by-catch rates ≥10% lead to monotonously decreasing populations and to extinction, and even the estimated by-catch rate from the adjacent area (approximately 4.1%) has a strong impact on the population. This suggests that conservation efforts should be more focused on reducing by-catch in commercial gillnet fisheries than on limiting the amount of anthropogenic noise. Individual-based models are unique in their ability to take account of the location and timing of disturbances and to show their likely effects on populations. The models also identify deficiencies in the existing database and can be used to set priorities for future field research.
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The Monte Carlo Independent Column Approximation (McICA) is a flexible method for representing subgrid-scale cloud inhomogeneity in radiative transfer schemes. It does, however, introduce conditional random errors but these have been shown to have little effect on climate simulations, where spatial and temporal scales of interest are large enough for effects of noise to be averaged out. This article considers the effect of McICA noise on a numerical weather prediction (NWP) model, where the time and spatial scales of interest are much closer to those at which the errors manifest themselves; this, as we show, means that noise is more significant. We suggest methods for efficiently reducing the magnitude of McICA noise and test these methods in a global NWP version of the UK Met Office Unified Model (MetUM). The resultant errors are put into context by comparison with errors due to the widely used assumption of maximum-random-overlap of plane-parallel homogeneous cloud. For a simple implementation of the McICA scheme, forecasts of near-surface temperature are found to be worse than those obtained using the plane-parallel, maximum-random-overlap representation of clouds. However, by applying the methods suggested in this article, we can reduce noise enough to give forecasts of near-surface temperature that are an improvement on the plane-parallel maximum-random-overlap forecasts. We conclude that the McICA scheme can be used to improve the representation of clouds in NWP models, with the provision that the associated noise is sufficiently small.
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Objective. Functional near-infrared spectroscopy (fNIRS) is an emerging technique for the in vivo assessment of functional activity of the cerebral cortex as well as in the field of brain–computer interface (BCI) research. A common challenge for the utilization of fNIRS in these areas is a stable and reliable investigation of the spatio-temporal hemodynamic patterns. However, the recorded patterns may be influenced and superimposed by signals generated from physiological processes, resulting in an inaccurate estimation of the cortical activity. Up to now only a few studies have investigated these influences, and still less has been attempted to remove/reduce these influences. The present study aims to gain insights into the reduction of physiological rhythms in hemodynamic signals (oxygenated hemoglobin (oxy-Hb), deoxygenated hemoglobin (deoxy-Hb)). Approach. We introduce the use of three different signal processing approaches (spatial filtering, a common average reference (CAR) method; independent component analysis (ICA); and transfer function (TF) models) to reduce the influence of respiratory and blood pressure (BP) rhythms on the hemodynamic responses. Main results. All approaches produce large reductions in BP and respiration influences on the oxy-Hb signals and, therefore, improve the contrast-to-noise ratio (CNR). In contrast, for deoxy-Hb signals CAR and ICA did not improve the CNR. However, for the TF approach, a CNR-improvement in deoxy-Hb can also be found. Significance. The present study investigates the application of different signal processing approaches to reduce the influences of physiological rhythms on the hemodynamic responses. In addition to the identification of the best signal processing method, we also show the importance of noise reduction in fNIRS data.