Statistical isomorphism of three-level factional factorial designs

From a statistician's standpoint, the interesting kind of isomorphism for fractional factorial designs depends on the statistical application. Combinatorially isomorphic fractional factorial designs may have different statistical properties when factors are quantitative. This idea is illustrated by using Latin squares of order 3 to obtain fractions of the 3(3) factorial. design in 18 runs.

A Packet/Frame sync detector based on statistical mode with application to wireless-USB

Wireless Personal Area Networks (WPANs) are offering high data rates suitable for interconnecting high bandwidth personal consumer devices (Wireless HD streaming, Wireless-USB and Bluetooth EDR). ECMA-368 is the Physical (PHY) and Media Access Control (MAC) backbone of many of these wireless devices. WPAN devices tend to operate in an ad-hoc based network and therefore it is important to successfully latch onto the network and become part of one of the available piconets. This paper presents a new algorithm for detecting the Packet/Fame Sync (PFS) signal in ECMA-368 to identify piconets and aid symbol timing. The algorithm is based on correlating the received PFS symbols with the expected locally stored symbols over the 24 or 12 PFS symbols, but selecting the likely TFC based on the highest statistical mode from the 24 or 12 best correlation results. The results are very favorable showing an improvement margin in the order of 11.5dB in reference sensitivity tests between the required performance using this algorithm and the performance of comparable systems.

Feature-point detection using distance transforms: Application to tracking tropical convective complexes

The identification, tracking, and statistical analysis of tropical convective complexes using satellite imagery is explored in the context of identifying feature points suitable for tracking. The feature points are determined based on the shape of complexes using the distance transform technique. This approach has been applied to the determination feature points for tropical convective complexes identified in a time series of global cloud imagery. The feature points are used to track the complexes, and from the tracks statistical diagnostic fields are computed. This approach allows the nature and distribution of organized deep convection in the Tropics to be explored.

A general-method for tracking analysis and its application to meteorological data

Recent interest in the validation of general circulation models (GCMs) has been devoted to objective methods. A small number of authors have used the direct synoptic identification of phenomena together with a statistical analysis to perform the objective comparison between various datasets. This paper describes a general method for performing the synoptic identification of phenomena that can be used for an objective analysis of atmospheric, or oceanographic, datasets obtained from numerical models and remote sensing. Methods usually associated with image processing have been used to segment the scene and to identify suitable feature points to represent the phenomena of interest. This is performed for each time level. A technique from dynamic scene analysis is then used to link the feature points to form trajectories. The method is fully automatic and should be applicable to a wide range of geophysical fields. An example will be shown of results obtained from this method using data obtained from a run of the Universities Global Atmospheric Modelling Project GCM.

Lagrangian validation of numerical drifter trajectories using drifting buoys: Application to the Agulhas system

The skill of numerical Lagrangian drifter trajectories in three numerical models is assessed by comparing these numerically obtained paths to the trajectories of drifting buoys in the real ocean. The skill assessment is performed using the two-sample Kolmogorov–Smirnov statistical test. To demonstrate the assessment procedure, it is applied to three different models of the Agulhas region. The test can either be performed using crossing positions of one-dimensional sections in order to test model performance in specific locations, or using the total two-dimensional data set of trajectories. The test yields four quantities: a binary decision of model skill, a confidence level which can be used as a measure of goodness-of-fit of the model, a test statistic which can be used to determine the sensitivity of the confidence level, and cumulative distribution functions that aid in the qualitative analysis. The ordering of models by their confidence levels is the same as the ordering based on the qualitative analysis, which suggests that the method is suited for model validation. Only one of the three models, a 1/10° two-way nested regional ocean model, might have skill in the Agulhas region. The other two models, a 1/2° global model and a 1/8° assimilative model, might have skill only on some sections in the region

Typification of farming systems for constructing representative farm models: two illustrations of the application of multi-variate analyses in Chile and Pakistan

If the fundamental precepts of Farming Systems Research were to be taken literally then it would imply that for each farm 'unique' solutions should be sought. This is an unrealistic expectation, but it has led to the idea of a recommendation domain, implying creating a taxonomy of farms, in order to increase the general applicability of recommendations. Mathematical programming models are an established means of generating recommended solutions, but for such models to be effective they have to be constructed for 'truly' typical or representative situations. The multi-variate statistical techniques provide a means of creating the required typologies, particularly when an exhaustive database is available. This paper illustrates the application of this methodology in two different studies that shared the common purpose of identifying types of farming systems in their respective study areas. The issues related with the use of factor and cluster analyses for farm typification prior to building representative mathematical programming models for Chile and Pakistan are highlighted. (C) 2003 Elsevier Science Ltd. All rights reserved.

Parametric accelerated failure time models with random effects and an application to kidney transplant survival

Accelerated failure time models with a shared random component are described, and are used to evaluate the effect of explanatory factors and different transplant centres on survival times following kidney transplantation. Different combinations of the distribution of the random effects and baseline hazard function are considered and the fit of such models to the transplant data is critically assessed. A mixture model that combines short- and long-term components of a hazard function is then developed, which provides a more flexible model for the hazard function. The model can incorporate different explanatory variables and random effects in each component. The model is straightforward to fit using standard statistical software, and is shown to be a good fit to the transplant data. Copyright (C) 2004 John Wiley Sons, Ltd.

Achieving quality through statistical prediction for building services systems

The application of prediction theories has been widely practised for many years in many industries such as manufacturing, defence and aerospace. Although these theories are not new, their application has not been widely used within the building services industry. Collectively, the building services industry should take a deeper look at these approaches in comparison with the traditional deterministic approaches currently being practised. By extending the application into this industry, this paper seeks to provide the industry with an overview of how simplified stochastic modelling coupled with availability and reliability predictions using historical data compiled from various sources could enhance the quality of building services systems.

Algorithmic statistical analysis of electrophysiological data for the investigation of structure-activity relationship in single neurons

We are developing computational tools supporting the detailed analysis of the dependence of neural electrophysiological response on dendritic morphology. We approach this problem by combining simulations of faithful models of neurons (experimental real life morphological data with known models of channel kinetics) with algorithmic extraction of morphological and physiological parameters and statistical analysis. In this paper, we present the novel method for an automatic recognition of spike trains in voltage traces, which eliminates the need for human intervention. This enables classification of waveforms with consistent criteria across all the analyzed traces and so it amounts to reduction of the noise in the data. This method allows for an automatic extraction of relevant physiological parameters necessary for further statistical analysis. In order to illustrate the usefulness of this procedure to analyze voltage traces, we characterized the influence of the somatic current injection level on several electrophysiological parameters in a set of modeled neurons. This application suggests that such an algorithmic processing of physiological data extracts parameters in a suitable form for further investigation of structure-activity relationship in single neurons.

Markers of intestinally-derived lipoproteins: application to studies of altered diet and meal fatty acid compositions

BACKGROUND AND AIM: The atherogenic potential of dietary derived lipids, chylomicrons (CM) and their remnants (CMr) is now becoming more widely recognised. To investigate factors effecting levels of CM and CMr and their importance in coronary heart disease risk it is essential to use a specific method of quantification. Two studies were carried out to investigate: (i) effects of increased daily intake of long chain n-3 polyunsaturated fatty acid (LC n-3 PUFA), and (ii) effects of increasing meal monounsaturated fatty acid (MUFA) content on the postprandial response of intestinally-derived lipoproteins. The contribution of the intestinally-derived lipoproteins to total lipaemia was assessed by triacylglycerol-rich lipoprotein (TRL) apolipoprotein B-48 (apo B-48) and retinyl ester (RE) concentrations. METHODS AND RESULTS: In a randomised controlled crossover trial (placebo vs LC n-3 PUFA) a mean daily intake of 1.4 g/day of LC n-3 PUFA failed to reduce fasting and postprandial triacylglycerol (TAG) response in 9 healthy male volunteers. Although the pattern and nature of the apo B-48 response was consistent with the TAG response following the two diets, the postprandial RE response differed on the LC n-3 PUFA diet with a lower early RE response and a delayed and more marked increase in RE in the late postprandial period compared with the control diet, but the differences did not reach levels of statistical significance. In the meal study there was no effect of MUFA/SFA content on the total lipaemic response to the meals nor on the contribution of intestinally derived lipoproteins evaluated as TAG, apo B-48 and RE responses in the TRL fraction. In both studies, the RE and apo B-48 measurements provided broadly similar information with respect to lack of effects of dietary or meal fatty acid composition and the presence of single or multiple peak responses. However the apo B-48 and RE measurements differed with respect to the timing of their peak response times, with a delayed RE peak, relalive to apo B-48, of approximately 2-3 hours for the LC n-3 PUFA diet (p = 0.002) study and 1-1.5 hours for the meal MUFA/SFA study. CONCLUSIONS: It was concluded that there are limitations of using RE as a specific CM marker, apo B-48 quantitation was found to be a more appropriate method for CM and CMr quantitation. However it was still considered of value to measure RE as it provided additional information regarding the incorporation of other constituents into the CM particle.

Detecting intraday periodicities with application to high frequency exchange rates

Many recent papers have documented periodicities in returns, return volatility, bid–ask spreads and trading volume, in both equity and foreign exchange markets. We propose and employ a new test for detecting subtle periodicities in time series data based on a signal coherence function. The technique is applied to a set of seven half-hourly exchange rate series. Overall, we find the signal coherence to be maximal at the 8-h and 12-h frequencies. Retaining only the most coherent frequencies for each series, we implement a trading rule that is based on these observed periodicities. Our results demonstrate in all cases except one that, in gross terms, the rules can generate returns that are considerably greater than those of a buy-and-hold strategy, although they cannot retain their profitability net of transactions costs. We conjecture that this methodology could constitute an important tool for financial market researchers which will enable them to detect, quantify and rank the various periodic components in financial data better.

Application of logistic regression for fault analysis in an industrial printing process

A statistical technique for fault analysis in industrial printing is reported. The method specifically deals with binary data, for which the results of the production process fall into two categories, rejected or accepted. The method is referred to as logistic regression, and is capable of predicting future fault occurrences by the analysis of current measurements from machine parts sensors. Individual analysis of each type of fault can determine which parts of the plant have a significant influence on the occurrence of such faults; it is also possible to infer which measurable process parameters have no significant influence on the generation of these faults. Information derived from the analysis can be helpful in the operator's interpretation of the current state of the plant. Appropriate actions may then be taken to prevent potential faults from occurring. The algorithm is being implemented as part of an applied self-learning expert system.

Accessing extremes of mid-latitudinal wave activity: methodology and application

A statistical methodology is proposed and tested for the analysis of extreme values of atmospheric wave activity at mid-latitudes. The adopted methods are the classical block-maximum and peak over threshold, respectively based on the generalized extreme value (GEV) distribution and the generalized Pareto distribution (GPD). Time-series of the ‘Wave Activity Index’ (WAI) and the ‘Baroclinic Activity Index’ (BAI) are computed from simulations of the General Circulation Model ECHAM4.6, which is run under perpetual January conditions. Both the GEV and the GPD analyses indicate that the extremes ofWAI and BAI areWeibull distributed, this corresponds to distributions with an upper bound. However, a remarkably large variability is found in the tails of such distributions; distinct simulations carried out under the same experimental setup provide sensibly different estimates of the 200-yr WAI return level. The consequences of this phenomenon in applications of the methodology to climate change studies are discussed. The atmospheric configurations characteristic of the maxima and minima of WAI and BAI are also examined.

On a stochastic Trotter formula with application to spontaneous localization models

We consider the relation between so called continuous localization models—i.e. non-linear stochastic Schrödinger evolutions—and the discrete GRW-model of wave function collapse. The former can be understood as scaling limit of the GRW process. The proof relies on a stochastic Trotter formula, which is of interest in its own right. Our Trotter formula also allows to complement results on existence theory of stochastic Schrödinger evolutions by Holevo and Mora/Rebolledo.

Threshold autoregressive and Markov switching models: an application to commercial real estate

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.