Regression based D-optimality experimental design for sparse kernel density estimation

This paper derives an efficient algorithm for constructing sparse kernel density (SKD) estimates. The algorithm first selects a very small subset of significant kernels using an orthogonal forward regression (OFR) procedure based on the D-optimality experimental design criterion. The weights of the resulting sparse kernel model are then calculated using a modified multiplicative nonnegative quadratic programming algorithm. Unlike most of the SKD estimators, the proposed D-optimality regression approach is an unsupervised construction algorithm and it does not require an empirical desired response for the kernel selection task. The strength of the D-optimality OFR is owing to the fact that the algorithm automatically selects a small subset of the most significant kernels related to the largest eigenvalues of the kernel design matrix, which counts for the most energy of the kernel training data, and this also guarantees the most accurate kernel weight estimate. The proposed method is also computationally attractive, in comparison with many existing SKD construction algorithms. Extensive numerical investigation demonstrates the ability of this regression-based approach to efficiently construct a very sparse kernel density estimate with excellent test accuracy, and our results show that the proposed method compares favourably with other existing sparse methods, in terms of test accuracy, model sparsity and complexity, for constructing kernel density estimates.

Radial basis function classifier construction using particle swarm optimisation aided orthogonal forward regression

We develop a particle swarm optimisation (PSO) aided orthogonal forward regression (OFR) approach for constructing radial basis function (RBF) classifiers with tunable nodes. At each stage of the OFR construction process, the centre vector and diagonal covariance matrix of one RBF node is determined efficiently by minimising the leave-one-out (LOO) misclassification rate (MR) using a PSO algorithm. Compared with the state-of-the-art regularisation assisted orthogonal least square algorithm based on the LOO MR for selecting fixednode RBF classifiers, the proposed PSO aided OFR algorithm for constructing tunable-node RBF classifiers offers significant advantages in terms of better generalisation performance and smaller model size as well as imposes lower computational complexity in classifier construction process. Moreover, the proposed algorithm does not have any hyperparameter that requires costly tuning based on cross validation.

The effects of variation in snow properties on snow mass estimation using the Chang algorithm

Estimating snow mass at continental scales is difficult but important for understanding landatmosphere interactions, biogeochemical cycles and Northern latitudes’ hydrology. Remote sensing provides the only consistent global observations, but the uncertainty in measurements is poorly understood. Existing techniques for the remote sensing of snow mass are based on the Chang algorithm, which relates the absorption of Earth-emitted microwave radiation by a snow layer to the snow mass within the layer. The absorption also depends on other factors such as the snow grain size and density, which are assumed and fixed within the algorithm. We examine the assumptions, compare them to field measurements made at the NASA Cold Land Processes Experiment (CLPX) Colorado field site in 2002–3, and evaluate the consequences of deviation and variability for snow mass retrieval. The accuracy of the emission model used to devise the algorithm also has an impact on its accuracy, so we test this with the CLPX measurements of snow properties against SSM/I and AMSR-E satellite measurements.

Power distribution network design aided by an expert system

The next couple of years will see the need for replacement of a large amount of life-expired switchgear on the UK 11 kV distribution system. Latest technology and alternative equipment have made the choice of replacement a complex task. The authors present an expert system as an aid to the decision process for the design of the 11 kV power distribution network.

Parameter estimation based on stacked regression and evolutionary algorithms

A new parameter-estimation algorithm, which minimises the cross-validated prediction error for linear-in-the-parameter models, is proposed, based on stacked regression and an evolutionary algorithm. It is initially shown that cross-validation is very important for prediction in linear-in-the-parameter models using a criterion called the mean dispersion error (MDE). Stacked regression, which can be regarded as a sophisticated type of cross-validation, is then introduced based on an evolutionary algorithm, to produce a new parameter-estimation algorithm, which preserves the parsimony of a concise model structure that is determined using the forward orthogonal least-squares (OLS) algorithm. The PRESS prediction errors are used for cross-validation, and the sunspot and Canadian lynx time series are used to demonstrate the new algorithms.

Time series multistep-ahead predictability estimation and ranking

A predictability index was defined as the ratio of the variance of the optimal prediction to the variance of the original time series by Granger and Anderson (1976) and Bhansali (1989). A new simplified algorithm for estimating the predictability index is introduced and the new estimator is shown to be a simple and effective tool in applications of predictability ranking and as an aid in the preliminary analysis of time series. The relationship between the predictability index and the position of the poles and lag p of a time series which can be modelled as an AR(p) model are also investigated. The effectiveness of the algorithm is demonstrated using numerical examples including an application to stock prices.

Adaptive modelling, estimation and fusion from data: a neurofuzzy approach

In a world of almost permanent and rapidly increasing electronic data availability, techniques of filtering, compressing, and interpreting this data to transform it into valuable and easily comprehensible information is of utmost importance. One key topic in this area is the capability to deduce future system behavior from a given data input. This book brings together for the first time the complete theory of data-based neurofuzzy modelling and the linguistic attributes of fuzzy logic in a single cohesive mathematical framework. After introducing the basic theory of data-based modelling, new concepts including extended additive and multiplicative submodels are developed and their extensions to state estimation and data fusion are derived. All these algorithms are illustrated with benchmark and real-life examples to demonstrate their efficiency. Chris Harris and his group have carried out pioneering work which has tied together the fields of neural networks and linguistic rule-based algortihms. This book is aimed at researchers and scientists in time series modeling, empirical data modeling, knowledge discovery, data mining, and data fusion.

Blind adaptive channel estimation for dual-rate DS/CDMA signals

This letter proposes the subspace-based blind adaptive channel estimation algorithm for dual-rate quasi-synchronous DS/CDMA systems, which can operate at the low-rate (LR) or high-rate (HR) mode. Simulation results show that the proposed blind adaptive algorithm at the LR mode has a better performance than that at the HR mode, with the cost of an increasing computational complexity.

The application of Prony’s method to time-domain waveform data modeling in the presence of noise

In this paper,the Prony's method is applied to the time-domain waveform data modelling in the presence of noise.The following three problems encountered in this work are studied:(1)determination of the order of waveform;(2)de-termination of numbers of multiple roots;(3)determination of the residues.The methods of solving these problems are given and simulated on the computer.Finally,an output pulse of model PG-10N signal generator and the distorted waveform obtained by transmitting the pulse above mentioned through a piece of coaxial cable are modelled,and satisfactory results are obtained.So the effectiveness of Prony's method in waveform data modelling in the presence of noise is confirmed.

Deconvolution method for removing the distortion from time jitter in equivalent-time waveform samplers

A sampling oscilloscope is one of the main units in automatic pulse measurement system (APMS). The time jitter in waveform samplers is an important error source that affect the precision of data acquisition. In this paper, this kind of error is greatly reduced by using the deconvolution method. First, the probability density function (PDF) of time jitter distribution is determined by the statistical approach, then, this PDF is used as convolution kern to deconvolve with the acquired waveform data with additional averaging, and the result is the waveform data in which the effect of time jitter has been removed, and the measurement precision of APMS is greatly improved. In addition, some computer simulations are given which prove the success of the method given in this paper.

Blind channel estimation in multi-rate multicarrier DS-CDMA systems

Multi-rate multicarrier DS-CDMA is a potentially attractive multiple access method for future broadband wireless multimedia networks that must support integrated voice/data traffic. This paper proposes a subspace based channel estimation scheme for multi-rate multicarrier DS-CDMA, which is applicable to both multicode and variable spreading factor systems. The performance of the proposed scheme for these two multi-rate systems is compared via numerical simulations.

Blind channel estimation for dual-rate DS/CDMA

This paper proposes a subspace based blind adaptive channel estimation algorithm for dual-rate DS-CDMA systems, which can operate at the low-rate (LR) or high-rate (HR) mode. Simulation results show that the proposed blind adaptive algorithm at the LR mode has a better performance than that at the HR mode, with the cost of an increased computational complexity.

Blind channel acquisition and channel estimation for multi-rate multicarrier DS-CDMA communications

Multi-rate multicarrier DS-CDMA is a potentially attractive multiple access method for future wireless networks that must support multimedia, and thus multi-rate, traffic. Considering that high performance detection such as coherent demodulation needs the explicit knowledge of the channel, this paper proposes a subspace-based blind adaptive algorithm for timing acquisition and channel estimation in asynchronous multirate multicarrier DS-CDMA systems, which is applicable to both multicode and variable spreading factor systems.

Performance analysis of near-far resistant CDMA detectors-influence of system parameter estimation errors

Little has been reported on the performance of near-far resistant CDMA detectors in the presence of system parameter estimation errors (SPEEs). Starting with the general mathematical model of matched filters, the paper examines the effects of three classes of SPEEs, i.e., time-delay, carrier phase, and carrier frequency errors, on the performance (BER) of an emerging type of near-far resistant coherent DS/SSMA detector, i.e., the linear decorrelating detector. For comparison, the corresponding results for the conventional detector are also presented. It is shown that the linear decorrelating detector can still maintain a considerable performance advantage over the conventional detector even when some SPEEs exist.

A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling

We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.