914 resultados para estimation and filtering


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A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of multichannel seismic data. The considered time–frequency transforms include the continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform. The developed approaches provide a fast and precise time–frequency examination of the seismograms at different frequency bands. Moreover, filtering methods for noise, transients or even baseline removal, are implemented. The primary motivation is to support seismologists with a user-friendly and fast program for the wavelet analysis, providing practical and understandable results.

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A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of several environmental time series, particularly focused on the analyses of cave monitoring data. The continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform have been implemented to provide a fast and precise time–period examination of the time series at different period bands. Moreover, statistic methods to examine the relation between two signals have been included. Finally, the entropy of curves and splines based methods have also been developed for segmenting and modeling the analyzed time series. All these methods together provide a user-friendly and fast program for the environmental signal analysis, with useful, practical and understandable results.

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Mode of access: Internet.

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Bibliography: p. 85-87.

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"Notes prepared by Ralph J. Brookner."

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Item 241-A.

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Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

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We have developed an alignment-free method that calculates phylogenetic distances using a maximum-likelihood approach for a model of sequence change on patterns that are discovered in unaligned sequences. To evaluate the phylogenetic accuracy of our method, and to conduct a comprehensive comparison of existing alignment-free methods (freely available as Python package decaf+py at http://www.bioinformatics.org.au), we have created a data set of reference trees covering a wide range of phylogenetic distances. Amino acid sequences were evolved along the trees and input to the tested methods; from their calculated distances we infered trees whose topologies we compared to the reference trees. We find our pattern-based method statistically superior to all other tested alignment-free methods. We also demonstrate the general advantage of alignment-free methods over an approach based on automated alignments when sequences violate the assumption of collinearity. Similarly, we compare methods on empirical data from an existing alignment benchmark set that we used to derive reference distances and trees. Our pattern-based approach yields distances that show a linear relationship to reference distances over a substantially longer range than other alignment-free methods. The pattern-based approach outperforms alignment-free methods and its phylogenetic accuracy is statistically indistinguishable from alignment-based distances.

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Proceedings of the 11th Australasian Remote Sensing and Photogrammetry Conference

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The identification of disease clusters in space or space-time is of vital importance for public health policy and action. In the case of methicillin-resistant Staphylococcus aureus (MRSA), it is particularly important to distinguish between community and health care-associated infections, and to identify reservoirs of infection. 832 cases of MRSA in the West Midlands (UK) were tested for clustering and evidence of community transmission, after being geo-located to the centroids of UK unit postcodes (postal areas roughly equivalent to Zip+4 zip code areas). An age-stratified analysis was also carried out at the coarser spatial resolution of UK Census Output Areas. Stochastic simulation and kernel density estimation were combined to identify significant local clusters of MRSA (p<0.025), which were supported by SaTScan spatial and spatio-temporal scan. In order to investigate local sampling effort, a spatial 'random labelling' approach was used, with MRSA as cases and MSSA (methicillin-sensitive S. aureus) as controls. Heavy sampling in general was a response to MRSA outbreaks, which in turn appeared to be associated with medical care environments. The significance of clusters identified by kernel estimation was independently supported by information on the locations and client groups of nursing homes, and by preliminary molecular typing of isolates. In the absence of occupational/ lifestyle data on patients, the assumption was made that an individual's location and consequent risk is adequately represented by their residential postcode. The problems of this assumption are discussed, with recommendations for future data collection.

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The concept of sample size and statistical power estimation is now something that Optometrists that want to perform research, whether it be in practice or in an academic institution, cannot simply hide away from. Ethics committees, journal editors and grant awarding bodies are now increasingly requesting that all research be backed up with sample size and statistical power estimation in order to justify any study and its findings. This article presents a step-by-step guide of the process for determining sample sizeand statistical power. It builds on statistical concepts presented in earlier articles in Optometry Today by Richard Armstrong and Frank Eperjesi.