39 resultados para multiple linear regression analysis
em CentAUR: Central Archive University of Reading - UK
Resumo:
Multiple regression analysis is a statistical technique which allows to predict a dependent variable from m ore than one independent variable and also to determine influential independent variables. Using experimental data, in this study the multiple regression analysis is applied to predict the room mean velocity and determine the most influencing parameters on the velocity. More than 120 experiments for four different heat source locations were carried out in a test chamber with a high level wall mounted air supply terminal at air change rates 3-6 ach. The influence of the environmental parameters such as supply air momentum, room heat load, Archimedes number and local temperature ratio, were examined by two methods: a simple regression analysis incorporated into scatter matrix plots and multiple stepwise regression analysis. It is concluded that, when a heat source is located along the jet centre line, the supply momentum mainly influences the room mean velocity regardless of the plume strength. However, when the heat source is located outside the jet region, the local temperature ratio (the inverse of the local heat removal effectiveness) is a major influencing parameter.
Resumo:
The recent global economic crisis is often associated with the development and pricing of mortgage-backed securities (i.e. MBSs) and underlying products (i.e. sub-prime mortgages). This work uses a rich database of MBS issues and represents the first attempt to price commercial MBSs (i.e. CMBSs) in the European market. Our results are consistent with research carried out in the US market and we find that bond-, mortgage-, real estate-related and multinational characteristics show different degrees of significance in explaining European CMBS spreads at issuance. Multiple linear regression analysis using a databank of CMBSs issued between 1997 and 2007 indicates a strong relationship with bond-related factors, followed by real estate and mortgage market conditions. We also find that multinational factors are significant, with country of issuance, collateral location and access to more liquid markets all being important in explaining the cost of secured funding for real estate companies. As floater coupon tranches tend to be riskier and exhibit higher spreads, we also estimate a model using this sub-set of data and results hold, hence reinforcing our findings. Finally, we estimate our model for both tranches A and B and find that real estate factors become relatively more important for the riskier investment products.
Resumo:
A continuous tropospheric and stratospheric vertically resolved ozone time series, from 1850 to 2099, has been generated to be used as forcing in global climate models that do not include interactive chemistry. A multiple linear regression analysis of SAGE I+II satellite observations and polar ozonesonde measurements is used for the stratospheric zonal mean dataset during the well-observed period from 1979 to 2009. In addition to terms describing the mean annual cycle, the regression includes terms representing equivalent effective stratospheric chlorine (EESC) and the 11-yr solar cycle variability. The EESC regression fit coefficients, together with pre-1979 EESC values, are used to extrapolate the stratospheric ozone time series backward to 1850. While a similar procedure could be used to extrapolate into the future, coupled chemistry climate model (CCM) simulations indicate that future stratospheric ozone abundances are likely to be significantly affected by climate change, and capturing such effects through a regression model approach is not feasible. Therefore, the stratospheric ozone dataset is extended into the future (merged in 2009) with multimodel mean projections from 13 CCMs that performed a simulation until 2099 under the SRES (Special Report on Emission Scenarios) A1B greenhouse gas scenario and the A1 adjusted halogen scenario in the second round of the Chemistry-Climate Model Validation (CCMVal-2) Activity. The stratospheric zonal mean ozone time series is merged with a three-dimensional tropospheric data set extracted from simulations of the past by two CCMs (CAM3.5 and GISSPUCCINI)and of the future by one CCM (CAM3.5). The future tropospheric ozone time series continues the historical CAM3.5 simulation until 2099 following the four different Representative Concentration Pathways (RCPs). Generally good agreement is found between the historical segment of the ozone database and satellite observations, although it should be noted that total column ozone is overestimated in the southern polar latitudes during spring and tropospheric column ozone is slightly underestimated. Vertical profiles of tropospheric ozone are broadly consistent with ozonesondes and in-situ measurements, with some deviations in regions of biomass burning. The tropospheric ozone radiative forcing (RF) from the 1850s to the 2000s is 0.23Wm−2, lower than previous results. The lower value is mainly due to (i) a smaller increase in biomass burning emissions; (ii) a larger influence of stratospheric ozone depletion on upper tropospheric ozone at high southern latitudes; and possibly (iii) a larger influence of clouds (which act to reduce the net forcing) compared to previous radiative forcing calculations. Over the same period, decreases in stratospheric ozone, mainly at high latitudes, produce a RF of −0.08Wm−2, which is more negative than the central Intergovernmental Panel on Climate Change (IPCC) Fourth Assessment Report (AR4) value of −0.05Wm−2, but which is within the stated range of −0.15 to +0.05Wm−2. The more negative value is explained by the fact that the regression model simulates significant ozone depletion prior to 1979, in line with the increase in EESC and as confirmed by CCMs, while the AR4 assumed no change in stratospheric RF prior to 1979. A negative RF of similar magnitude persists into the future, although its location shifts from high latitudes to the tropics. This shift is due to increases in polar stratospheric ozone, but decreases in tropical lower stratospheric ozone, related to a strengthening of the Brewer-Dobson circulation, particularly through the latter half of the 21st century. Differences in trends in tropospheric ozone among the four RCPs are mainly driven by different methane concentrations, resulting in a range of tropospheric ozone RFs between 0.4 and 0.1Wm−2 by 2100. The ozone dataset described here has been released for the Coupled Model Intercomparison Project (CMIP5) model simulations in netCDF Climate and Forecast (CF) Metadata Convention at the PCMDI website (http://cmip-pcmdi.llnl.gov/).
Resumo:
We assess Indian summer monsoon seasonal forecasts in GloSea5-GC2, the Met Office fully coupled subseasonal to seasonal ensemble forecasting system. Using several metrics, GloSea5-GC2 shows similar skill to other state-of-the-art forecast systems. The prediction skill of the large-scale South Asian monsoon circulation is higher than that of Indian monsoon rainfall. Using multiple linear regression analysis we evaluate relationships between Indian monsoon rainfall and five possible drivers of monsoon interannual variability. Over the time period studied (1992-2011), the El Nino-Southern Oscillation (ENSO) and the Indian Ocean dipole (IOD) are the most important of these drivers in both observations and GloSea5-GC2. Our analysis indicates that ENSO and its teleconnection with the Indian rainfall are well represented in GloSea5-GC2. However, the relationship between the IOD and Indian rainfall anomalies is too weak in GloSea5-GC2, which may be limiting the prediction skill of the local monsoon circulation and Indian rainfall. We show that this weak relationship likely results from a coupled mean state bias that limits the impact of anomalous wind forcing on SST variability, resulting in erroneous IOD SST anomalies. Known difficulties in representing convective precipitation over India may also play a role. Since Indian rainfall responds weakly to the IOD, it responds more consistently to ENSO than in observations. Our assessment identifies specific coupled biases that are likely limiting GloSea5-GC2 prediction skill, providing targets for model improvement.
Resumo:
(ABR) is of fundamental importance to the investiga- tion of the auditory system behavior, though its in- terpretation has a subjective nature because of the manual process employed in its study and the clinical experience required for its analysis. When analyzing the ABR, clinicians are often interested in the identi- fication of ABR signal components referred to as Jewett waves. In particular, the detection and study of the time when these waves occur (i.e., the wave la- tency) is a practical tool for the diagnosis of disorders affecting the auditory system. In this context, the aim of this research is to compare ABR manual/visual analysis provided by different examiners. Methods: The ABR data were collected from 10 normal-hearing subjects (5 men and 5 women, from 20 to 52 years). A total of 160 data samples were analyzed and a pair- wise comparison between four distinct examiners was executed. We carried out a statistical study aiming to identify significant differences between assessments provided by the examiners. For this, we used Linear Regression in conjunction with Bootstrap, as a me- thod for evaluating the relation between the responses given by the examiners. Results: The analysis sug- gests agreement among examiners however reveals differences between assessments of the variability of the waves. We quantified the magnitude of the ob- tained wave latency differences and 18% of the inves- tigated waves presented substantial differences (large and moderate) and of these 3.79% were considered not acceptable for the clinical practice. Conclusions: Our results characterize the variability of the manual analysis of ABR data and the necessity of establishing unified standards and protocols for the analysis of these data. These results may also contribute to the validation and development of automatic systems that are employed in the early diagnosis of hearing loss.
Resumo:
Baking and 2-g mixograph analyses were performed for 55 cultivars (19 spring and 36 winter wheat) from various quality classes from the 2002 harvest in Poland. An instrumented 2-g direct-drive mixograph was used to study the mixing characteristics of the wheat cultivars. A number of parameters were extracted automatically from each mixograph trace and correlated with baking volume and flour quality parameters (protein content and high molecular weight glutenin subunit [HMW-GS] composition by SDS-PAGE) using multiple linear regression statistical analysis. Principal component analysis of the mixograph data discriminated between four flour quality classes, and predictions of baking volume were obtained using several selected mixograph parameters, chosen using a best subsets regression routine, giving R-2 values of 0.862-0.866. In particular, three new spring wheat strains (CHD 502a-c) recently registered in Poland were highly discriminated and predicted to give high baking volume on the basis of two mixograph parameters: peak bandwidth and 10-min bandwidth.
Resumo:
This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is included
Resumo:
We discuss the modeling of dielectric responses of electromagnetically excited networks which are composed of a mixture of capacitors and resistors. Such networks can be employed as lumped-parameter circuits to model the response of composite materials containing conductive and insulating grains. The dynamics of the excited network systems are studied using a state space model derived from a randomized incidence matrix. Time and frequency domain responses from synthetic data sets generated from state space models are analyzed for the purpose of estimating the fraction of capacitors in the network. Good results were obtained by using either the time-domain response to a pulse excitation or impedance data at selected frequencies. A chemometric framework based on a Successive Projections Algorithm (SPA) enables the construction of multiple linear regression (MLR) models which can efficiently determine the ratio of conductive to insulating components in composite material samples. The proposed method avoids restrictions commonly associated with Archie’s law, the application of percolation theory or Kohlrausch-Williams-Watts models and is applicable to experimental results generated by either time domain transient spectrometers or continuous-wave instruments. Furthermore, it is quite generic and applicable to tomography, acoustics as well as other spectroscopies such as nuclear magnetic resonance, electron paramagnetic resonance and, therefore, should be of general interest across the dielectrics community.
Resumo:
Suprathermal electrons (E > 80 eV) carry heat flux away from the Sun. Processes controlling the heat flux are not well understood. To gain insight into these processes, we model heat flux as a linear dependence on two independent parameters: electron number flux and electron pitch angle anisotropy. Pitch angle anisotropy is further modeled as a linear dependence on two solar wind components: magnetic field strength and plasma density. These components show no correlation with number flux, reinforcing its independence from pitch angle anisotropy. Multiple linear regression applied to 2 years of Wind data shows good correspondence between modeled and observed heat flux and anisotropy. The results suggest that the interplay of solar wind parameters and electron number flux results in distinctive heat flux dropouts at heliospheric features like plasma sheets but that these parameters continuously modify heat flux. This is inconsistent with magnetic disconnection as the primary cause of heat flux dropouts. Analysis of fast and slow solar wind regimes separately shows that electron number flux and pitch angle anisotropy are equally correlated with heat flux in slow wind but that number flux is the dominant correlative in fast wind. Also, magnetic field strength correlates better with pitch angle anisotropy in slow wind than in fast wind. The energy dependence of the model fits suggests different scattering processes in fast and slow wind.
Resumo:
A range of funding schemes and policy instruments exist to effect enhancement of the landscapes and habitats of the UK. While a number of assessments of these mechanisms have been conducted, little research has been undertaken to compare both quantitatively and qualitatively their relative effectiveness across a range of criteria. It is argued that few tools are available for such a multi-faceted evaluation of effectiveness. A form of Multiple Criteria Decision Analysis (MCDA) is justified and utilized as a framework in which to evaluate the effectiveness of nine mechanisms in relation to the protection of existing areas of chalk grassland and the creation of new areas in the South Downs of England. These include established schemes, such as the Countryside Stewardship and Environmentally Sensitive Area Schemes, along with other less common mechanisms, for example, land purchase and tender schemes. The steps involved in applying an MCDA to evaluate such mechanisms are identified and the process is described. Quantitative results from the comparison of the effectiveness of different mechanisms are presented, although the broader aim of the paper is that of demonstrating the performance of MCDA as a tool for measuring the effectiveness of mechanisms aimed at landscape and habitat enhancement.