989 resultados para log-series distribution
Resumo:
Local to regional climate anomalies are to a large extent determined by the state of the atmospheric circulation. The knowledge of large-scale sea level pressure (SLP) variations in former times is therefore crucial when addressing past climate changes across Europe and the Mediterranean. However, currently available SLP reconstructions lack data from the ocean, particularly in the pre-1850 period. Here we present a new statistically-derived 5° × 5° resolved gridded seasonal SLP dataset covering the eastern North Atlantic, Europe and the Mediterranean area (40°W–50°E; 20°N–70°N) back to 1750 using terrestrial instrumental pressure series and marine wind information from ship logbooks. For the period 1750–1850, the new SLP reconstruction provides a more accurate representation of the strength of the winter westerlies as well as the location and variability of the Azores High than currently available multiproxy pressure field reconstructions. These findings strongly support the potential of ship logbooks as an important source to determine past circulation variations especially for the pre-1850 period. This new dataset can be further used for dynamical studies relating large-scale atmospheric circulation to temperature and precipitation variability over the Mediterranean and Eurasia, for the comparison with outputs from GCMs as well as for detection and attribution studies.
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The fracture properties of high-strength spray-formed Al alloys were investigated, with consideration of the effects of elemental additions such as zinc,manganese, and chromium and the influence of the addition of SiC particulate. Fracture resistance values between 13.6 and 25.6 MPa (m)1/2 were obtained for the monolithic alloys in the T6 and T7 conditions, respectively. The alloys with SiC particulate compared well and achieved fracture resistance values between 18.7 and 25.6 MPa (m)1/2. The spray-formed materials exhibited a loss in fracture resistance (KI) compared to ingot metallurgy 7075 alloys but had an improvedperformance compared to high-solute powder metallurgy alloys of similar composition. Characterization of the fracture surfaces indicated a predominantly intergranular decohesion, possibly facilitated by the presence of incoherent particles at the grain boundary regions and by the large strength differentialbetween the matrix and precipitate zone. It is believed that at the slip band-grain boundary intersection, particularly in the presence of large dispersoids and/or inclusions, microvoid nucleation would be significantly enhanced. Differences in fracture surfaces between the alloys in the T6 and T7 condition were observed and are attributed to inhomogeneous slip distribution, which results in strain localization at grain boundaries. The best overall combination of fracture resistance properties were obtained for alloys with minimum amounts of chromium and manganese additions.
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Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed modesl and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated marginal residual vector by the Cholesky decomposition of the inverse of the estimated marginal variance matrix. Linear functions or the resulting "rotated" residuals are used to construct an empirical cumulative distribution function (ECDF), whose stochastic limit is characterized. We describe a resampling technique that serves as a computationally efficient parametric bootstrap for generating representatives of the stochastic limit of the ECDF. Through functionals, such representatives are used to construct global tests for the hypothesis of normal margional errors. In addition, we demonstrate that the ECDF of the predicted random effects, as described by Lange and Ryan (1989), can be formulated as a special case of our approach. Thus, our method supports both omnibus and directed tests. Our method works well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series).
Resumo:
The construction of a reliable, practically useful prediction rule for future response is heavily dependent on the "adequacy" of the fitted regression model. In this article, we consider the absolute prediction error, the expected value of the absolute difference between the future and predicted responses, as the model evaluation criterion. This prediction error is easier to interpret than the average squared error and is equivalent to the mis-classification error for the binary outcome. We show that the distributions of the apparent error and its cross-validation counterparts are approximately normal even under a misspecified fitted model. When the prediction rule is "unsmooth", the variance of the above normal distribution can be estimated well via a perturbation-resampling method. We also show how to approximate the distribution of the difference of the estimated prediction errors from two competing models. With two real examples, we demonstrate that the resulting interval estimates for prediction errors provide much more information about model adequacy than the point estimates alone.
Nonparametric Inference Procedure For Percentiles of the Random Effect Distribution in Meta Analysis
Resumo:
We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimates of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-square distribution under the null hypothesis that the mixing distribution is correctly specified. For the important special case of the logistic regression model with random intercepts, we evaluate via simulation the power of the test in finite samples under several alternative distributional forms for the mixing distribution. We illustrate the method by applying it to data from a clinical trial investigating the effects of hormonal contraceptives in women.
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This paper proposes Poisson log-linear multilevel models to investigate population variability in sleep state transition rates. We specifically propose a Bayesian Poisson regression model that is more flexible, scalable to larger studies, and easily fit than other attempts in the literature. We further use hierarchical random effects to account for pairings of individuals and repeated measures within those individuals, as comparing diseased to non-diseased subjects while minimizing bias is of epidemiologic importance. We estimate essentially non-parametric piecewise constant hazards and smooth them, and allow for time varying covariates and segment of the night comparisons. The Bayesian Poisson regression is justified through a re-derivation of a classical algebraic likelihood equivalence of Poisson regression with a log(time) offset and survival regression assuming piecewise constant hazards. This relationship allows us to synthesize two methods currently used to analyze sleep transition phenomena: stratified multi-state proportional hazards models and log-linear models with GEE for transition counts. An example data set from the Sleep Heart Health Study is analyzed.
Resumo:
BACKGROUND: Diabetes mellitus (DM) and renal insufficiency (RI) were shown to be associated with an obstructive lesion pattern favouring distal lower limb arterial segments in patients with peripheral arterial disease (PAD). We hypothesized that presence of DM is associated with pronounced involvement of the tibioperoneal arteries, whereas RI predominantly affects the pedal arch. PATIENTS AND METHODS: A consecutive series of PAD patients (mean age 75 +/- 10 years, 40 women) with RI alone (n = 15), RI and DM (n = 25), DM alone (n = 25) and without RI or DM (n = 25) underwent diagnostic angiography. We analyzed the obstructive burden of different segments of the infrageniculate arterial tree using the Bollinger score as well as accessibility of pedal arteries for bypass surgery. RESULTS: In patients with DM and in patients with RI the mean total obstructive burden was higher in pedal as compared to tibioperoneal arteries (9.79 +/- 4.60 vs. 6.99 +/- 3.45, p = 0.03;10.50 +/- 5.53 vs. 6.88 +/- 4.12, p = 0.05, respectively). However, rates of patency of at least one pedal artery were significantly lower in patients with RI and RI/DM as compared to controls (47% and 48% vs. 80%, respectively; p = 0.007), whereas patency was comparable between patients with diabetes alone and controls (72% vs. 80%, ns). Rates of viability of pedal arteries as an attachment site for distal bypass was 80%, 68%, 47% and 44% in controls, patients with DM alone, RI alone and RI/DM, respectively (p = 0.0042). CONCLUSIONS: In contrast to previous anecdotal observations, both DM and RI are associated with a high atherosclerotic burden of the pedal arch in the present angiographic series. The presence of RI, however, is associated with a lower patency of the pedal arch as compared to the presence of DM alone, and more than fifty percent patients are unsuitable for distal bypass grafting.
Resumo:
Standard procedures for forecasting flood risk (Bulletin 17B) assume annual maximum flood (AMF) series are stationary, meaning the distribution of flood flows is not significantly affected by climatic trends/cycles, or anthropogenic activities within the watershed. Historical flood events are therefore considered representative of future flood occurrences, and the risk associated with a given flood magnitude is modeled as constant over time. However, in light of increasing evidence to the contrary, this assumption should be reconsidered, especially as the existence of nonstationarity in AMF series can have significant impacts on planning and management of water resources and relevant infrastructure. Research presented in this thesis quantifies the degree of nonstationarity evident in AMF series for unimpaired watersheds throughout the contiguous U.S., identifies meteorological, climatic, and anthropogenic causes of this nonstationarity, and proposes an extension of the Bulletin 17B methodology which yields forecasts of flood risk that reflect climatic influences on flood magnitude. To appropriately forecast flood risk, it is necessary to consider the driving causes of nonstationarity in AMF series. Herein, large-scale climate patterns—including El Niño-Southern Oscillation (ENSO), Pacific Decadal Oscillation (PDO), North Atlantic Oscillation (NAO), and Atlantic Multidecadal Oscillation (AMO)—are identified as influencing factors on flood magnitude at numerous stations across the U.S. Strong relationships between flood magnitude and associated precipitation series were also observed for the majority of sites analyzed in the Upper Midwest and Northeastern regions of the U.S. Although relationships between flood magnitude and associated temperature series are not apparent, results do indicate that temperature is highly correlated with the timing of flood peaks. Despite consideration of watersheds classified as unimpaired, analyses also suggest that identified change-points in AMF series are due to dam construction, and other types of regulation and diversion. Although not explored herein, trends in AMF series are also likely to be partially explained by changes in land use and land cover over time. Results obtained herein suggest that improved forecasts of flood risk may be obtained using a simple modification of the Bulletin 17B framework, wherein the mean and standard deviation of the log-transformed flows are modeled as functions of climate indices associated with oceanic-atmospheric patterns (e.g. AMO, ENSO, NAO, and PDO) with lead times between 3 and 9 months. Herein, one-year ahead forecasts of the mean and standard deviation, and subsequently flood risk, are obtained by applying site specific multivariate regression models, which reflect the phase and intensity of a given climate pattern, as well as possible impacts of coupling of the climate cycles. These forecasts of flood risk are compared with forecasts derived using the existing Bulletin 17B model; large differences in the one-year ahead forecasts are observed in some locations. The increased knowledge of the inherent structure of AMF series and an improved understanding of physical and/or climatic causes of nonstationarity gained from this research should serve as insight for the formulation of a physical-casual based statistical model, incorporating both climatic variations and human impacts, for flood risk over longer planning horizons (e.g., 10-, 50, 100-years) necessary for water resources design, planning, and management.
Resumo:
The Michigan Basin is located in the upper Midwest region of the United States and is centered geographically over the Lower Peninsula of Michigan. It is filled primarily with Paleozoic carbonates and clastics, overlying Precambrian basement rocks and covered by Pleistocene glacial drift. In Michigan, more than 46,000 wells have been drilled in the basin, many producing significant quantities of oil and gas since the 1920s in addition to providing a wealth of data for subsurface visualization. Well log tomography, formerly log-curve amplitude slicing, is a visualization method recently developed at Michigan Technological University to correlate subsurface data by utilizing the high vertical resolution of well log curves. The well log tomography method was first successfully applied to the Middle Devonian Traverse Group within the Michigan Basin using gamma ray log curves. The purpose of this study is to prepare a digital data set for the Middle Devonian Dundee and Rogers City Limestones, apply the well log tomography method to this data and from this application, interpret paleogeographic trends in the natural radioactivity. Both the Dundee and Rogers City intervals directly underlie the Traverse Group and combined are the most prolific reservoir within the Michigan Basin. Differences between this study and the Traverse Group include increased well control and “slicing” of a more uniform lithology. Gamma ray log curves for the Dundee and Rogers City Limestones were obtained from 295 vertical wells distributed over the Lower Peninsula of Michigan, converted to Log ASCII Standard files, and input into the well log tomography program. The “slicing” contour results indicate that during the formation of the Dundee and Rogers City intervals, carbonates and evaporites with low natural radioactive signatures on gamma ray logs were deposited. This contrasts the higher gamma ray amplitudes from siliciclastic deltas that cyclically entered the basin during Traverse Group deposition. Additionally, a subtle north-south, low natural radioactive trend in the center of the basin may correlate with previously published Dundee facies tracts. Prominent trends associated with the distribution of limestone and dolomite are not observed because the regional range of gamma ray values for both carbonates are equivalent in the Michigan Basin and additional log curves are needed to separate these lithologies.
Resumo:
The number of record-breaking events expected to occur in a strictly stationary time-series depends only on the number of values in the time-series, regardless of distribution. This holds whether the events are record-breaking highs or lows and whether we count from past to present or present to past. However, these symmetries are broken in distinct ways by trends in the mean and variance. We define indices that capture this information and use them to detect weak trends from multiple time-series. Here, we use these methods to answer the following questions: (1) Is there a variability trend among globally distributed surface temperature time-series? We find a significant decreasing variability over the past century for the Global Historical Climatology Network (GHCN). This corresponds to about a 10% change in the standard deviation of inter-annual monthly mean temperature distributions. (2) How are record-breaking high and low surface temperatures in the United States affected by time period? We investigate the United States Historical Climatology Network (USHCN) and find that the ratio of record-breaking highs to lows in 2006 increases as the time-series extend further into the past. When we consider the ratio as it evolves with respect to a fixed start year, we find it is strongly correlated with the ensemble mean. We also compare the ratios for USHCN and GHCN (minus USHCN stations). We find the ratios grow monotonically in the GHCN data set, but not in the USHCN data set. (3) Do we detect either mean or variance trends in annual precipitation within the United States? We find that the total annual and monthly precipitation in the United States (USHCN) has increased over the past century. Evidence for a trend in variance is inconclusive.
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The objective of this report is to study distributed (decentralized) three phase optimal power flow (OPF) problem in unbalanced power distribution networks. A full three phase representation of the distribution networks is considered to account for the highly unbalance state of the distribution networks. All distribution network’s series/shunt components, and load types/combinations had been modeled on commercial version of General Algebraic Modeling System (GAMS), the high-level modeling system for mathematical programming and optimization. The OPF problem has been successfully implemented and solved in a centralized approach and distributed approach, where the objective is to minimize the active power losses in the entire system. The study was implemented on the IEEE-37 Node Test Feeder. A detailed discussion of all problem sides and aspects starting from the basics has been provided in this study. Full simulation results have been provided at the end of the report.
Resumo:
Fossil pollen data from stratigraphic cores are irregularly spaced in time due to non-linear age-depth relations. Moreover, their marginal distributions may vary over time. We address these features in a nonparametric regression model with errors that are monotone transformations of a latent continuous-time Gaussian process Z(T). Although Z(T) is unobserved, due to monotonicity, under suitable regularity conditions, it can be recovered facilitating further computations such as estimation of the long-memory parameter and the Hermite coefficients. The estimation of Z(T) itself involves estimation of the marginal distribution function of the regression errors. These issues are considered in proposing a plug-in algorithm for optimal bandwidth selection and construction of confidence bands for the trend function. Some high-resolution time series of pollen records from Lago di Origlio in Switzerland, which go back ca. 20,000 years are used to illustrate the methods.
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OBJECTIVE: To characterize PubMed usage over a typical day and compare it to previous studies of user behavior on Web search engines. DESIGN: We performed a lexical and semantic analysis of 2,689,166 queries issued on PubMed over 24 consecutive hours on a typical day. MEASUREMENTS: We measured the number of queries, number of distinct users, queries per user, terms per query, common terms, Boolean operator use, common phrases, result set size, MeSH categories, used semantic measurements to group queries into sessions, and studied the addition and removal of terms from consecutive queries to gauge search strategies. RESULTS: The size of the result sets from a sample of queries showed a bimodal distribution, with peaks at approximately 3 and 100 results, suggesting that a large group of queries was tightly focused and another was broad. Like Web search engine sessions, most PubMed sessions consisted of a single query. However, PubMed queries contained more terms. CONCLUSION: PubMed's usage profile should be considered when educating users, building user interfaces, and developing future biomedical information retrieval systems.