7 resultados para variance change point detection

em Digital Commons - Michigan Tech


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In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

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The report explores the problem of detecting complex point target models in a MIMO radar system. A complex point target is a mathematical and statistical model for a radar target that is not resolved in space, but exhibits varying complex reflectivity across the different bistatic view angles. The complex reflectivity can be modeled as a complex stochastic process whose index set is the set of all the bistatic view angles, and the parameters of the stochastic process follow from an analysis of a target model comprising a number of ideal point scatterers randomly located within some radius of the targets center of mass. The proposed complex point targets may be applicable to statistical inference in multistatic or MIMO radar system. Six different target models are summarized here – three 2-dimensional (Gaussian, Uniform Square, and Uniform Circle) and three 3-dimensional (Gaussian, Uniform Cube, and Uniform Sphere). They are assumed to have different distributions on the location of the point scatterers within the target. We develop data models for the received signals from such targets in the MIMO radar system with distributed assets and partially correlated signals, and consider the resulting detection problem which reduces to the familiar Gauss-Gauss detection problem. We illustrate that the target parameter and transmit signal have an influence on the detector performance through target extent and the SNR respectively. A series of the receiver operator characteristic (ROC) curves are generated to notice the impact on the detector for varying SNR. Kullback–Leibler (KL) divergence is applied to obtain the approximate mean difference between density functions the scatterers assume inside the target models to show the change in the performance of the detector with target extent of the point scatterers.

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The objective of this study is to gain a quantitative understanding of land use and land cover change (LULCC) that have occurred in a rural Nicaraguan municipality by analyzing Landsat 5 Thematic Mapper (TM) images. By comparing the potential extent of tropical dry forest (TDF) with Landsat 5 TM images, this study analyzes the loss of this forest type on a local level for the municipality of San Juan de Cinco Pinos (63.5 km2) in the Department of Chinandega. Change detection analysis shows where and how land use has changed from 1985 to the present. From 1985 to 2011, nearly 15% of the TDF in San Juan de Cinco Pinos was converted to other land uses. Of the 1434.2 ha of TDF that was present in 1985, 1223.64 ha remained in 2011. The deforestation is primarily a result of agricultural expansion and fuelwood extraction. If current rates of TDF deforestation continue, the municipality faces the prospect of losing its forest cover within the next few decades.

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Routine bridge inspections require labor intensive and highly subjective visual interpretation to determine bridge deck surface condition. Light Detection and Ranging (LiDAR) a relatively new class of survey instrument has become a popular and increasingly used technology for providing as-built and inventory data in civil applications. While an increasing number of private and governmental agencies possess terrestrial and mobile LiDAR systems, an understanding of the technology’s capabilities and potential applications continues to evolve. LiDAR is a line-of-sight instrument and as such, care must be taken when establishing scan locations and resolution to allow the capture of data at an adequate resolution for defining features that contribute to the analysis of bridge deck surface condition. Information such as the location, area, and volume of spalling on deck surfaces, undersides, and support columns can be derived from properly collected LiDAR point clouds. The LiDAR point clouds contain information that can provide quantitative surface condition information, resulting in more accurate structural health monitoring. LiDAR scans were collected at three study bridges, each of which displayed a varying degree of degradation. A variety of commercially available analysis tools and an independently developed algorithm written in ArcGIS Python (ArcPy) were used to locate and quantify surface defects such as location, volume, and area of spalls. The results were visual and numerically displayed in a user-friendly web-based decision support tool integrating prior bridge condition metrics for comparison. LiDAR data processing procedures along with strengths and limitations of point clouds for defining features useful for assessing bridge deck condition are discussed. Point cloud density and incidence angle are two attributes that must be managed carefully to ensure data collected are of high quality and useful for bridge condition evaluation. When collected properly to ensure effective evaluation of bridge surface condition, LiDAR data can be analyzed to provide a useful data set from which to derive bridge deck condition information.

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A post classification change detection technique based on a hybrid classification approach (unsupervised and supervised) was applied to Landsat Thematic Mapper (TM), Landsat Enhanced Thematic Plus (ETM+), and ASTER images acquired in 1987, 2000 and 2004 respectively to map land use/cover changes in the Pic Macaya National Park in the southern region of Haiti. Each image was classified individually into six land use/cover classes: built-up, agriculture, herbaceous, open pine forest, mixed forest, and barren land using unsupervised ISODATA and maximum likelihood supervised classifiers with the aid of field collected ground truth data collected in the field. Ground truth information, collected in the field in December 2007, and including equalized stratified random points which were visual interpreted were used to assess the accuracy of the classification results. The overall accuracy of the land classification for each image was respectively: 1987 (82%), 2000 (82%), 2004 (87%). A post classification change detection technique was used to produce change images for 1987 to 2000, 1987 to 2004, and 2000 to 2004. It was found that significant changes in the land use/cover occurred over the 17- year period. The results showed increases in built up (from 10% to 17%) and herbaceous (from 5% to 14%) areas between 1987 and 2004. The increase of herbaceous was mostly caused by the abandonment of exhausted agriculture lands. At the same time, open pine forest and mixed forest areas lost (75%) and (83%) of their area to other land use/cover types. Open pine forest (from 20% to 14%) and mixed forest (from18 to 12%) were transformed into agriculture area or barren land. This study illustrated the continuing deforestation, land degradation and soil erosion in the region, which in turn is leading to decrease in vegetative cover. The study also showed the importance of Remote Sensing (RS) and Geographic Information System (GIS) technologies to estimate timely changes in the land use/cover, and to evaluate their causes in order to design an ecological based management plan for the park.

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Ensuring water is safe at source and point-of-use is important in areas of the world where drinking water is collected from communal supplies. This report describes a study in rural Mali to determine the appropriateness of assumptions common among development organizations that drinking water will remain safe at point-of-use if collected from a safe (improved) source. Water was collected from ten sources (borehole wells with hand pumps, and hand-dug wells) and forty-five households using water from each source type. Water quality was evaluated seasonally (quarterly) for levels of total coliform, E.coli, and turbidity. Microbial testing was done using the 3M Petrifilm™ method. Turbidity testing was done using a turbidity tube. Microbial testing results were analyzed using statistical tests including Kruskal-Wallis, Mann Whitney, and analysis of variance. Results show that water from hand pumps did not contain total coliform or E.coli and had turbidity under 5 NTUs, whereas water from dug wells had high levels of bacteria and turbidity. However water at point-of-use (household) from hand pumps showed microbial contamination - at times being indistinguishable from households using dug wells - indicating a decline in water quality from source to point-of-use. Chemical treatment at point-of-use is suggested as an appropriate solution to eliminating any post-source contamination. Additionally, it is recommended that future work be done to modify existing water development strategies to consider water quality at point-of-use.

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The Acoustic emission (AE) technique, as one of non-intrusive and nondestructive evaluation techniques, acquires and analyzes the signals emitting from deformation or fracture of materials/structures under service loading. The AE technique has been successfully applied in damage detection in various materials such as metal, alloy, concrete, polymers and other composite materials. In this study, the AE technique was used for detecting crack behavior within concrete specimens under mechanical and environmental frost loadings. The instrumentations of the AE system used in this study include a low-frequency AE sensor, a computer-based data acquisition device and a preamplifier linking the AE sensor and the data acquisition device. The AE system purchased from Mistras Group was used in this study. The AE technique was applied to detect damage with the following laboratory tests: the pencil lead test, the mechanical three-point single-edge notched beam bending (SEB) test, and the freeze-thaw damage test. Firstly, the pencil lead test was conducted to verify the attenuation phenomenon of AE signals through concrete materials. The value of attenuation was also quantified. Also, the obtained signals indicated that this AE system was properly setup to detect damage in concrete. Secondly, the SEB test with lab-prepared concrete beam was conducted by employing Mechanical Testing System (MTS) and AE system. The cumulative AE events and the measured loading curves, which both used the crack-tip open displacement (CTOD) as the horizontal coordinate, were plotted. It was found that the detected AE events were qualitatively correlated with the global force-displacement behavior of the specimen. The Weibull distribution was vii proposed to quantitatively describe the rupture probability density function. The linear regression analysis was conducted to calibrate the Weibull distribution parameters with detected AE signals and to predict the rupture probability as a function of CTOD for the specimen. Finally, the controlled concrete freeze-thaw cyclic tests were designed and the AE technique was planned to investigate the internal frost damage process of concrete specimens.