Constrained nonparametric estimation of input distance function

This paper proposes a constrained nonparametric method of estimating an input distance function. A regression function is estimated via kernel methods without functional form assumptions. To guarantee that the estimated input distance function satisfies its properties, monotonicity constraints are imposed on the regression surface via the constraint weighted bootstrapping method borrowed from statistics literature. The first, second, and cross partial analytical derivatives of the estimated input distance function are derived, and thus the elasticities measuring input substitutability can be computed from them. The method is then applied to a cross-section of 3,249 Norwegian timber producers.

Modelling of non-stationary processes using radial basis function networks

This paper reports preliminary progress on a principled approach to modelling nonstationary phenomena using neural networks. We are concerned with both parameter and model order complexity estimation. The basic methodology assumes a Bayesian foundation. However to allow the construction of pragmatic models, successive approximations have to be made to permit computational tractibility. The lowest order corresponds to the (Extended) Kalman filter approach to parameter estimation which has already been applied to neural networks. We illustrate some of the deficiencies of the existing approaches and discuss our preliminary generalisations, by considering the application to nonstationary time series.

Testing term structure estimation methods:evidence from the UK STRIPs market

Prices and yields of UK government zero-coupon bonds are used to test alternative yield curve estimation models. Zero-coupon bonds permit a more pure comparison, as the models are providing only the interpolation service and also not making estimation feasible. It is found that better yield curves estimates are obtained by fitting to the yield curve directly rather than fitting first to the discount function. A simple procedure to set the smoothness of the fitted curves is developed, and a positive relationship between oversmoothness and the fitting error is identified. A cubic spline function fitted directly to the yield curve provides the best overall balance of fitting error and smoothness, both along the yield curve and within local maturity regions.

A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

A three dimensional surface measurement and reconstruction system for respiratory function analysis

Respiration is a complex activity. If the relationship between all neurological and skeletomuscular interactions was perfectly understood, an accurate dynamic model of the respiratory system could be developed and the interaction between different inputs and outputs could be investigated in a straightforward fashion. Unfortunately, this is not the case and does not appear to be viable at this time. In addition, the provision of appropriate sensor signals for such a model would be a considerable invasive task. Useful quantitative information with respect to respiratory performance can be gained from non-invasive monitoring of chest and abdomen motion. Currently available devices are not well suited in application for spirometric measurement for ambulatory monitoring. A sensor matrix measurement technique is investigated to identify suitable sensing elements with which to base an upper body surface measurement device that monitors respiration. This thesis is divided into two main areas of investigation; model based and geometrical based surface plethysmography. In the first instance, chapter 2 deals with an array of tactile sensors that are used as progression of existing and previously investigated volumetric measurement schemes based on models of respiration. Chapter 3 details a non-model based geometrical approach to surface (and hence volumetric) profile measurement. Later sections of the thesis concentrate upon the development of a functioning prototype sensor array. To broaden the application area the study has been conducted as it would be fore a generically configured sensor array. In experimental form the system performance on group estimation compares favourably with existing system on volumetric performance. In addition provides continuous transient measurement of respiratory motion within an acceptable accuracy using approximately 20 sensing elements. Because of the potential size and complexity of the system it is possible to deploy it as a fully mobile ambulatory monitoring device, which may be used outside of the laboratory. It provides a means by which to isolate coupled physiological functions and thus allows individual contributions to be analysed separately. Thus facilitating greater understanding of respiratory physiology and diagnostic capabilities. The outcome of the study is the basis for a three-dimensional surface contour sensing system that is suitable for respiratory function monitoring and has the prospect with future development to be incorporated into a garment based clinical tool.

Simultaneous estimation of global background synaptic inhibition and excitation from membrane potential fluctuations in layer III neurons of the rat entorhinal cortex in vitro

It is becoming clear that the detection and integration of synaptic input and its conversion into an output signal in cortical neurons are strongly influenced by background synaptic activity or "noise." The majority of this noise results from the spontaneous release of synaptic transmitters, interacting with ligand-gated ion channels in the postsynaptic neuron [Berretta N, Jones RSG (1996); A comparison of spontaneous synaptic EPSCs in layer V and layer II neurones in the rat entorhinal cortex in vitro. J Neurophysiol 76:1089-1110; Jones RSG, Woodhall GL (2005) Background synaptic activity in rat entorhinal cortical neurons: differential control of transmitter release by presynaptic receptors. J Physiol 562:107-120; LoTurco JJ, Mody I, Kriegstein AR (1990) Differential activation of glutamate receptors by spontaneously released transmitter in slices of neocortex. Neurosci Lett 114:265-271; Otis TS, Staley KJ, Mody I (1991) Perpetual inhibitory activity in mammalian brain slices generated by spontaneous GABA release. Brain Res 545:142-150; Ropert N, Miles R, Korn H (1990) Characteristics of miniature inhibitory postsynaptic currents in CA1 pyramidal neurones of rat hippocampus. J Physiol 428:707-722; Salin PA, Prince DA (1996) Spontaneous GABAA receptor-mediated inhibitory currents in adult rat somatosensory cortex. J Neurophysiol 75:1573-1588; Staley KJ (1999) Quantal GABA release: noise or not? Nat Neurosci 2:494-495; Woodhall GL, Bailey SJ, Thompson SE, Evans DIP, Stacey AE, Jones RSG (2005) Fundamental differences in spontaneous synaptic inhibition between deep and superficial layers of the rat entorhinal cortex. Hippocampus 15:232-245]. The function of synaptic noise has been the subject of debate for some years, but there is increasing evidence that it modifies or controls neuronal excitability and, thus, the integrative properties of cortical neurons. In the present study we have investigated a novel approach [Rudolph M, Piwkowska Z, Badoual M, Bal T, Destexhe A (2004) A method to estimate synaptic conductances from membrane potential fluctuations. J Neurophysiol 91:2884-2896] to simultaneously quantify synaptic inhibitory and excitatory synaptic noise, together with postsynaptic excitability, in rat entorhinal cortical neurons in vitro. The results suggest that this is a viable and useful approach to the study of the function of synaptic noise in cortical networks. © 2007 IBRO.

The accuracy of parameter estimation from noisy data, with application to resonance peak estimation in distributed Brillouin sensing

Distributed Brillouin sensing of strain and temperature works by making spatially resolved measurements of the position of the measurand-dependent extremum of the resonance curve associated with the scattering process in the weakly nonlinear regime. Typically, measurements of backscattered Stokes intensity (the dependent variable) are made at a number of predetermined fixed frequencies covering the design measurand range of the apparatus and combined to yield an estimate of the position of the extremum. The measurand can then be found because its relationship to the position of the extremum is assumed known. We present analytical expressions relating the relative error in the extremum position to experimental errors in the dependent variable. This is done for two cases: (i) a simple non-parametric estimate of the mean based on moments and (ii) the case in which a least squares technique is used to fit a Lorentzian to the data. The question of statistical bias in the estimates is discussed and in the second case we go further and present for the first time a general method by which the probability density function (PDF) of errors in the fitted parameters can be obtained in closed form in terms of the PDFs of the errors in the noisy data.

Investigation of chromatic function in the normal and abnormal eye

This study examined the use of non-standard parameters to investigate the visual field, with particular reference to the detection of glaucomatous visual field loss. Evaluation of the new perimetric strategy for threshold estimation - FASTPAC, demonstrated a reduction in the examination time of normals compared to the standard strategy. Despite an increased within-test variability the FASTPAC strategy produced a similar mean sensitivity to the standard strategy, reducing the effects of patient fatigue. The new technique of Blue-Yellow perimetry was compared to White-White perimetry for the detection of glaucomatous field loss in OHT and POAG. Using a database of normal subjects, confidence limits for normality were constructed to account for the increased between-subject variability with increase in age and eccentricity and for the greater variability of the Blue-Yellow field compared to the White-White field. Effects of individual ocular media absorption had little effect on Blue-Yellow field variability. Total and pattern probability analysis revealed five of 27 OHTs to exhibit Blue-Yellow focal abnormalities; two of these patients subsequently developed White-White loss. Twelve of the 24 POAGs revealed wider and/or deeper Blue-Yellow loss compared with the White-White field. Blue-Yellow perimetry showed good sensitivity and specificity characteristics, however, lack of perimetric experience and the presence of cataract influenced the Blue-Yellow visual field and may confound the interpretation of Blue-Yellow visual field loss. Visual field indices demonstrated a moderate relationship to the structural parameters of the optic nerve head using scanning laser tomography. No abnormalities in Blue-Yellow or Red-Green colour CS was apparent for the OHT patients. A greater vulnerability of the SWS pathway in glaucoma was demonstrated using Blue-Yellow perimetry however predicting which patients may benefit from B-Y perimetric examination is difficult. Furthermore, cataract and the extent of the field loss may limit the extent to which the integrity of the SWS channels can be selectively examined.

Estimation of TFP growth:a semiparametric smooth coefficient approach

This article uses a semiparametric smooth coefficient model (SPSCM) to estimate TFP growth and its components (scale and technical change). The SPSCM is derived from a nonparametric specification of the production technology represented by an input distance function (IDF), using a growth formulation. The functional coefficients of the SPSCM come naturally from the model and are fully flexible in the sense that no functional form of the underlying production technology is used to derive them. Another advantage of the SPSCM is that it can estimate bias (input and scale) in technical change in a fully flexible manner. We also used a translog IDF framework to estimate TFP growth components. A panel of U.S. electricity generating plants for the period 1986–1998 is used for this purpose. Comparing estimated TFP growth results from both parametric and semiparametric models against the Divisia TFP growth, we conclude that the SPSCM performs the best in tracking the temporal behavior of TFP growth.

The accuracy of parameter estimation from noisy data, with application to resonance peak estimation in distributed Brillouin sensing

Distributed Brillouin sensing of strain and temperature works by making spatially resolved measurements of the position of the measurand-dependent extremum of the resonance curve associated with the scattering process in the weakly nonlinear regime. Typically, measurements of backscattered Stokes intensity (the dependent variable) are made at a number of predetermined fixed frequencies covering the design measurand range of the apparatus and combined to yield an estimate of the position of the extremum. The measurand can then be found because its relationship to the position of the extremum is assumed known. We present analytical expressions relating the relative error in the extremum position to experimental errors in the dependent variable. This is done for two cases: (i) a simple non-parametric estimate of the mean based on moments and (ii) the case in which a least squares technique is used to fit a Lorentzian to the data. The question of statistical bias in the estimates is discussed and in the second case we go further and present for the first time a general method by which the probability density function (PDF) of errors in the fitted parameters can be obtained in closed form in terms of the PDFs of the errors in the noisy data.

Breaks in the UK household sector money demand function

We use non-parametric procedures to identify breaks in the underlying series of UK household sector money demand functions. Money demand functions are estimated using cointegration techniques and by employing both the Simple Sum and Divisia measures of money. P-star models are also estimated for out-of-sample inflation forecasting. Our findings suggest that the presence of breaks affects both the estimation of cointegrated money demand functions and the inflation forecasts. P-star forecast models based on Divisia measures appear more accurate at longer horizons and the majority of models with fundamentals perform better than a random walk model.

Comparison of bit error rate estimation methods for QPSK CO-OFDM transmission

In this letter, we experimentally study the statistical properties of a received QPSK modulated signal and compare various bit error rate (BER) estimation methods for coherent optical orthogonal frequency division multiplexing transmission. We show that the statistical BER estimation method based on the probability density function of the received QPSK symbols offers the most accurate estimate of the system performance.

Bit error rate estimation methods for QPSK CO-OFDM transmission

Coherent optical orthogonal frequency division multiplexing (CO-OFDM) is an attractive transmission technique to virtually eliminate intersymbol interference caused by chromatic dispersion and polarization-mode dispersion. Design, development, and operation of CO-OFDM systems require simple, efficient, and reliable methods of their performance evaluation. In this paper, we demonstrate an accurate bit error rate estimation method for QPSK CO-OFDM transmission based on the probability density function of the received QPSK symbols. By comparing with other known approaches, including data-aided and nondata-aided error vector magnitude, we show that the proposed method offers the most accurate estimate of the system performance for both single channel and wavelength division multiplexing QPSK CO-OFDM transmission systems. © 2014 IEEE.

Comparison of numerical bit error rate estimation methods in 112Gbs QPSK CO-OFDM transmission

We demonstrate an accurate BER estimation method for QPSK CO-OFDM transmission based on the probability density function of the received QPSK symbols. Using a 112Gbs QPSK CO-OFDM transmission as an example, we show that this method offers the most accurate estimate of the system's performance in comparison with other known approaches.

Estimation of computer waste quantities using forecasting techniques

Technology changes rapidly over years providing continuously more options for computer alternatives and making life easier for economic, intra-relation or any other transactions. However, the introduction of new technology “pushes” old Information and Communication Technology (ICT) products to non-use. E-waste is defined as the quantities of ICT products which are not in use and is bivariate function of the sold quantities, and the probability that specific computers quantity will be regarded as obsolete. In this paper, an e-waste generation model is presented, which is applied to the following regions: Western and Eastern Europe, Asia/Pacific, Japan/Australia/New Zealand, North and South America. Furthermore, cumulative computer sales were retrieved for selected countries of the regions so as to compute obsolete computer quantities. In order to provide robust results for the forecasted quantities, a selection of forecasting models, namely (i) Bass, (ii) Gompertz, (iii) Logistic, (iv) Trend model, (v) Level model, (vi) AutoRegressive Moving Average (ARMA), and (vii) Exponential Smoothing were applied, depicting for each country that model which would provide better results in terms of minimum error indices (Mean Absolute Error and Mean Square Error) for the in-sample estimation. As new technology does not diffuse in all the regions of the world with the same speed due to different socio-economic factors, the lifespan distribution, which provides the probability of a certain quantity of computers to be considered as obsolete, is not adequately modeled in the literature. The time horizon for the forecasted quantities is 2014-2030, while the results show a very sharp increase in the USA and United Kingdom, due to the fact of decreasing computer lifespan and increasing sales.