12 resultados para variance ration method

em CentAUR: Central Archive University of Reading - UK


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In this paper a modified algorithm is suggested for developing polynomial neural network (PNN) models. Optimal partial description (PD) modeling is introduced at each layer of the PNN expansion, a task accomplished using the orthogonal least squares (OLS) method. Based on the initial PD models determined by the polynomial order and the number of PD inputs, OLS selects the most significant regressor terms reducing the output error variance. The method produces PNN models exhibiting a high level of accuracy and superior generalization capabilities. Additionally, parsimonious models are obtained comprising a considerably smaller number of parameters compared to the ones generated by means of the conventional PNN algorithm. Three benchmark examples are elaborated, including modeling of the gas furnace process as well as the iris and wine classification problems. Extensive simulation results and comparison with other methods in the literature, demonstrate the effectiveness of the suggested modeling approach.

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The estimation of the long-term wind resource at a prospective site based on a relatively short on-site measurement campaign is an indispensable task in the development of a commercial wind farm. The typical industry approach is based on the measure-correlate-predict �MCP� method where a relational model between the site wind velocity data and the data obtained from a suitable reference site is built from concurrent records. In a subsequent step, a long-term prediction for the prospective site is obtained from a combination of the relational model and the historic reference data. In the present paper, a systematic study is presented where three new MCP models, together with two published reference models �a simple linear regression and the variance ratio method�, have been evaluated based on concurrent synthetic wind speed time series for two sites, simulating the prospective and the reference site. The synthetic method has the advantage of generating time series with the desired statistical properties, including Weibull scale and shape factors, required to evaluate the five methods under all plausible conditions. In this work, first a systematic discussion of the statistical fundamentals behind MCP methods is provided and three new models, one based on a nonlinear regression and two �termed kernel methods� derived from the use of conditional probability density functions, are proposed. All models are evaluated by using five metrics under a wide range of values of the correlation coefficient, the Weibull scale, and the Weibull shape factor. Only one of all models, a kernel method based on bivariate Weibull probability functions, is capable of accurately predicting all performance metrics studied.

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Wavenumber-frequency spectral analysis and linear wave theory are combined in a novel method to quantitatively estimate equatorial wave activity in the tropical lower stratosphere. The method requires temperature and velocity observations that are regularly spaced in latitude, longitude and time; it is therefore applied to the ECMWF 15-year re-analysis dataset (ERA-15). Signals consistent with idealized Kelvin and Rossby-gravity waves are found at wavenumbers and frequencies in agreement with previous studies. When averaged over 1981-93, the Kelvin wave explains approximately 1 K-2 of temperature variance on the equator at 100 hPa, while the Rossby-gravity wave explains approximately 1 m(2)s(-2) of meridional wind variance. Some inertio-gravity wave and equatorial Rossby wave signals are also found; however the resolution of ERA-15 is not sufficient for the method to provide an accurate climatology of waves with high meridional structure.

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Four multiparous cows with cannulas in the rumen and proximal duodenum were used in early lactation in a 4 x 4 Latin square experiment to investigate the effect of method of application of a fibrolytic enzyme product on digestive processes and milk production. The cows were given ad libitum a total mixed ration (TMR) composed of 57% (dry matter basis) forage (3:1 corn silage:grass silage) and 43% concentrates. The TMR contained (g/kg dry matter): 274 neutral detergent fiber, 295 starch, 180 crude protein. Treatments were TMR alone or TMR with the enzyme product added (2 kg/1000 kg TMR dry matter) either sprayed on the TMR 1 h before the morning feed (TMR-E), sprayed only on the concentrate the day before feeding (Concs-E), or infused into the rumen for 14 h/d (Rumen-E). There Was no significant effect on either feed intake or milk yield but both were highest on TMR-E. Rumen digestibility of dry matter, organic matter, and starch was unaffected by the enzyme. Digestibility of NDF was lowest on TMR-E in the rumen but highest postruminally. Total Tract digestibility was highest on TMR-E for dry matter, organic matter, and starch but treatment differences were nonsignificant for neutral detergent fiber: Corn silage stover retention time in the rumen was reduced by all enzyme treatments but postruminal transit time vas increased so the decline in total tract retention. time with enzymes was not significant. It is suggested that the tendency for enzymes to reduce particle retention time in the rumen may, by reducing the time available for fibrolysis to occur, at least partly explain the variability in the reported responses to enzyme treatment.

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The jackknife method is often used for variance estimation in sample surveys but has only been developed for a limited class of sampling designs.We propose a jackknife variance estimator which is defined for any without-replacement unequal probability sampling design. We demonstrate design consistency of this estimator for a broad class of point estimators. A Monte Carlo study shows how the proposed estimator may improve on existing estimators.

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It is common practice to design a survey with a large number of strata. However, in this case the usual techniques for variance estimation can be inaccurate. This paper proposes a variance estimator for estimators of totals. The method proposed can be implemented with standard statistical packages without any specific programming, as it involves simple techniques of estimation, such as regression fitting.

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We show that the Hájek (Ann. Math Statist. (1964) 1491) variance estimator can be used to estimate the variance of the Horvitz–Thompson estimator when the Chao sampling scheme (Chao, Biometrika 69 (1982) 653) is implemented. This estimator is simple and can be implemented with any statistical packages. We consider a numerical and an analytic method to show that this estimator can be used. A series of simulations supports our findings.

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A method of estimating dissipation rates from a vertically pointing Doppler lidar with high temporal and spatial resolution has been evaluated by comparison with independent measurements derived from a balloon-borne sonic anemometer. This method utilizes the variance of the mean Doppler velocity from a number of sequential samples and requires an estimate of the horizontal wind speed. The noise contribution to the variance can be estimated from the observed signal-to-noise ratio and removed where appropriate. The relative size of the noise variance to the observed variance provides a measure of the confidence in the retrieval. Comparison with in situ dissipation rates derived from the balloon-borne sonic anemometer reveal that this particular Doppler lidar is capable of retrieving dissipation rates over a range of at least three orders of magnitude. This method is most suitable for retrieval of dissipation rates within the convective well-mixed boundary layer where the scales of motion that the Doppler lidar probes remain well within the inertial subrange. Caution must be applied when estimating dissipation rates in more quiescent conditions. For the particular Doppler lidar described here, the selection of suitably short integration times will permit this method to be applicable in such situations but at the expense of accuracy in the Doppler velocity estimates. The two case studies presented here suggest that, with profiles every 4 s, reliable estimates of ϵ can be derived to within at least an order of magnitude throughout almost all of the lowest 2 km and, in the convective boundary layer, to within 50%. Increasing the integration time for individual profiles to 30 s can improve the accuracy substantially but potentially confines retrievals to within the convective boundary layer. Therefore, optimization of certain instrument parameters may be required for specific implementations.

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A new technique for objective classification of boundary layers is applied to ground-based vertically pointing Doppler lidar and sonic anemometer data. The observed boundary layer has been classified into nine different types based on those in the Met Office ‘Lock’ scheme, using vertical velocity variance and skewness, along with attenuated backscatter coefficient and surface sensible heat flux. This new probabilistic method has been applied to three years of data from Chilbolton Observatory in southern England and a climatology of boundary-layer type has been created. A clear diurnal cycle is present in all seasons. The most common boundary-layer type is stable with no cloud (30.0% of the dataset). The most common unstable type is well mixed with no cloud (15.4%). Decoupled stratocumulus is the third most common boundary-layer type (10.3%) and cumulus under stratocumulus occurs 1.0% of the time. The occurrence of stable boundary-layer types is much higher in the winter than the summer and boundary-layer types capped with cumulus cloud are more prevalent in the warm seasons. The most common diurnal evolution of boundary-layer types, occurring on 52 days of our three-year dataset, is that of no cloud with the stability changing from stable to unstable during daylight hours. These results are based on 16393 hours, 62.4% of the three-year dataset, of diagnosed boundary-layer type. This new method is ideally suited to long-term evaluation of boundary-layer type parametrisations in weather forecast and climate models.

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Inverse methods are widely used in various fields of atmospheric science. However, such methods are not commonly used within the boundary-layer community, where robust observations of surface fluxes are a particular concern. We present a new technique for deriving surface sensible heat fluxes from boundary-layer turbulence observations using an inverse method. Doppler lidar observations of vertical velocity variance are combined with two well-known mixed-layer scaling forward models for a convective boundary layer (CBL). The inverse method is validated using large-eddy simulations of a CBL with increasing wind speed. The majority of the estimated heat fluxes agree within error with the proscribed heat flux, across all wind speeds tested. The method is then applied to Doppler lidar data from the Chilbolton Observatory, UK. Heat fluxes are compared with those from a mast-mounted sonic anemometer. Errors in estimated heat fluxes are on average 18 %, an improvement on previous techniques. However, a significant negative bias is observed (on average −63%) that is more pronounced in the morning. Results are improved for the fully-developed CBL later in the day, which suggests that the bias is largely related to the choice of forward model, which is kept deliberately simple for this study. Overall, the inverse method provided reasonable flux estimates for the simple case of a CBL. Results shown here demonstrate that this method has promise in utilizing ground-based remote sensing to derive surface fluxes. Extension of the method is relatively straight-forward, and could include more complex forward models, or other measurements.

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A truly variance-minimizing filter is introduced and its per for mance is demonstrated with the Korteweg– DeV ries (KdV) equation and with a multilayer quasigeostrophic model of the ocean area around South Africa. It is recalled that Kalman-like filters are not variance minimizing for nonlinear model dynamics and that four - dimensional variational data assimilation (4DV AR)-like methods relying on per fect model dynamics have dif- ficulty with providing error estimates. The new method does not have these drawbacks. In fact, it combines advantages from both methods in that it does provide error estimates while automatically having balanced states after analysis, without extra computations. It is based on ensemble or Monte Carlo integrations to simulate the probability density of the model evolution. When obser vations are available, the so-called importance resampling algorithm is applied. From Bayes’ s theorem it follows that each ensemble member receives a new weight dependent on its ‘ ‘distance’ ’ t o the obser vations. Because the weights are strongly var ying, a resampling of the ensemble is necessar y. This resampling is done such that members with high weights are duplicated according to their weights, while low-weight members are largely ignored. In passing, it is noted that data assimilation is not an inverse problem by nature, although it can be for mulated that way . Also, it is shown that the posterior variance can be larger than the prior if the usual Gaussian framework is set aside. However , i n the examples presented here, the entropy of the probability densities is decreasing. The application to the ocean area around South Africa, gover ned by strongly nonlinear dynamics, shows that the method is working satisfactorily . The strong and weak points of the method are discussed and possible improvements are proposed.