970 resultados para Generalized Pareto Distribution


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The concept of radar was developed for the estimation of the distance (range) and velocity of a target from a receiver. The distance measurement is obtained by measuring the time taken for the transmitted signal to propagate to the target and return to the receiver. The target's velocity is determined by measuring the Doppler induced frequency shift of the returned signal caused by the rate of change of the time- delay from the target. As researchers further developed conventional radar systems it become apparent that additional information was contained in the backscattered signal and that this information could in fact be used to describe the shape of the target itself. It is due to the fact that a target can be considered to be a collection of individual point scatterers, each of which has its own velocity and time- delay. DelayDoppler parameter estimation of each of these point scatterers thus corresponds to a mapping of the target's range and cross range, thus producing an image of the target. Much research has been done in this area since the early radar imaging work of the 1960s. At present there are two main categories into which radar imaging falls. The first of these is related to the case where the backscattered signal is considered to be deterministic. The second is related to the case where the backscattered signal is of a stochastic nature. In both cases the information which describes the target's scattering function is extracted by the use of the ambiguity function, a function which correlates the backscattered signal in time and frequency with the transmitted signal. In practical situations, it is often necessary to have the transmitter and the receiver of the radar system sited at different locations. The problem in these situations is 'that a reference signal must then be present in order to calculate the ambiguity function. This causes an additional problem in that detailed phase information about the transmitted signal is then required at the receiver. It is this latter problem which has led to the investigation of radar imaging using time- frequency distributions. As will be shown in this thesis, the phase information about the transmitted signal can be extracted from the backscattered signal using time- frequency distributions. The principle aim of this thesis was in the development, and subsequent discussion into the theory of radar imaging, using time- frequency distributions. Consideration is first given to the case where the target is diffuse, ie. where the backscattered signal has temporal stationarity and a spatially white power spectral density. The complementary situation is also investigated, ie. where the target is no longer diffuse, but some degree of correlation exists between the time- frequency points. Computer simulations are presented to demonstrate the concepts and theories developed in the thesis. For the proposed radar system to be practically realisable, both the time- frequency distributions and the associated algorithms developed must be able to be implemented in a timely manner. For this reason an optical architecture is proposed. This architecture is specifically designed to obtain the required time and frequency resolution when using laser radar imaging. The complex light amplitude distributions produced by this architecture have been computer simulated using an optical compiler.

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This dissertation is primarily an applied statistical modelling investigation, motivated by a case study comprising real data and real questions. Theoretical questions on modelling and computation of normalization constants arose from pursuit of these data analytic questions. The essence of the thesis can be described as follows. Consider binary data observed on a two-dimensional lattice. A common problem with such data is the ambiguity of zeroes recorded. These may represent zero response given some threshold (presence) or that the threshold has not been triggered (absence). Suppose that the researcher wishes to estimate the effects of covariates on the binary responses, whilst taking into account underlying spatial variation, which is itself of some interest. This situation arises in many contexts and the dingo, cypress and toad case studies described in the motivation chapter are examples of this. Two main approaches to modelling and inference are investigated in this thesis. The first is frequentist and based on generalized linear models, with spatial variation modelled by using a block structure or by smoothing the residuals spatially. The EM algorithm can be used to obtain point estimates, coupled with bootstrapping or asymptotic MLE estimates for standard errors. The second approach is Bayesian and based on a three- or four-tier hierarchical model, comprising a logistic regression with covariates for the data layer, a binary Markov Random field (MRF) for the underlying spatial process, and suitable priors for parameters in these main models. The three-parameter autologistic model is a particular MRF of interest. Markov chain Monte Carlo (MCMC) methods comprising hybrid Metropolis/Gibbs samplers is suitable for computation in this situation. Model performance can be gauged by MCMC diagnostics. Model choice can be assessed by incorporating another tier in the modelling hierarchy. This requires evaluation of a normalization constant, a notoriously difficult problem. Difficulty with estimating the normalization constant for the MRF can be overcome by using a path integral approach, although this is a highly computationally intensive method. Different methods of estimating ratios of normalization constants (N Cs) are investigated, including importance sampling Monte Carlo (ISMC), dependent Monte Carlo based on MCMC simulations (MCMC), and reverse logistic regression (RLR). I develop an idea present though not fully developed in the literature, and propose the Integrated mean canonical statistic (IMCS) method for estimating log NC ratios for binary MRFs. The IMCS method falls within the framework of the newly identified path sampling methods of Gelman & Meng (1998) and outperforms ISMC, MCMC and RLR. It also does not rely on simplifying assumptions, such as ignoring spatio-temporal dependence in the process. A thorough investigation is made of the application of IMCS to the three-parameter Autologistic model. This work introduces background computations required for the full implementation of the four-tier model in Chapter 7. Two different extensions of the three-tier model to a four-tier version are investigated. The first extension incorporates temporal dependence in the underlying spatio-temporal process. The second extensions allows the successes and failures in the data layer to depend on time. The MCMC computational method is extended to incorporate the extra layer. A major contribution of the thesis is the development of a fully Bayesian approach to inference for these hierarchical models for the first time. Note: The author of this thesis has agreed to make it open access but invites people downloading the thesis to send her an email via the 'Contact Author' function.

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stract This paper proposes a hybrid discontinuous control methodology for a voltage source converter (VSC), which is used in an uninterrupted power supply (UPS) application. The UPS controls the voltage at the point of common coupling (PCC). An LC filter is connected at the output of the VSC to bypass switching harmonics. With the help of both filter inductor current and filter capacitor voltage control, the voltage across the filter capacitor is controlled. Based on the voltage error, the control is switched between current and voltage control modes. In this scheme, an extra diode state is used that makes the VSC output current discontinuous. This diode state reduces the switching losses. The UPS controls the active power it supplies to a three-phase, four-wire distribution system. This gives a full flexibility to the grid to buy power from the UPS system depending on its cost and load requirement at any given time. The scheme is validated through simulation using PSCAD.

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Voltage Unbalance (VU) is a power quality issue arising within the low voltage residential distribution networks due to the random location and rating of single-phase rooftop photovoltaic cells (PVs). In this paper, an analysis has been carried out to investigate how PV installations, their random location and power generation capacity can cause an increase in VU. Several efficient practical methods are discussed for VU reduction. Based on this analysis, it has been shown that the installation of a DSTATCOM can reduce VU. In this paper, the best possible location for DSTATCOM and its efficient control method to reduce VU will be presented. The results are verified through PSCAD/EMTDC and Monte Carlo simulations.

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Previous research on the protection of soil organic C from decomposition suggests that soil texture affects soil C stocks. However, different pools of soil organic matter (SOM) might be differently related to soil texture. Our objective was to examine how soil texture differentially alters the distribution of organic C within physically and chemically defined pools of unprotected and protected SOM. We collected samples from two soil texture gradients where other variables influencing soil organic C content were held constant. One texture gradient (16-60% clay) was located near Stewart Valley, Saskatchewan, Canada and the other (25-50% clay) near Cygnet, OH. Soils were physically fractionated into coarse- and fine-particulate organic matter (POM), silt- and clay-sized particles within microaggregates, and easily dispersed silt-and clay-sized particles outside of microaggregates. Whole-soil organic C concentration was positively related to silt plus clay content at both sites. We found no relationship between soil texture and unprotected C (coarse- and fine-POM C). Biochemically protected C (nonhydrolyzable C) increased with increasing clay content in whole-soil samples, but the proportion of nonhydrolyzable C within silt- and clay-sized fractions was unchanged. As the amount of silt or clay increased, the amount of C stabilized within easily dispersed and microaggregate-associated silt or clay fractions decreased. Our results suggest that for a given level of C inputs, the relationship between mineral surface area and soil organic matter varies with soil texture for physically and biochemically protected C fractions. Because soil texture acts directly and indirectly on various protection mechanisms, it may not be a universal predictor of whole-soil C content.

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Many developing countries are afflicted by persistent inequality in the distribution of income. While a growing body of literature emphasizes differential fertility as a channel through which income inequality persists, this paper investigates differential child mortality – differences in the incidence of child mortality across socioeconomic groups – as a critical link in this regard. Using evidence from cross-country data to evaluate this linkage, we find that differential child mortality serves as a stronger channel than differential fertility in the transmission of income inequality over time. We use random effects and generalized estimating equations techniques to account for temporal correlation within countries. The results are robust to the use of an alternate definition of fertility that reflects parental preference for children instead of realized fertility.

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This article deals with the non-linear oscillations assessment of a distribution static comensator ooperating in voltage control mode using the bifurcation theory. A mathematical model of the distribution static compensator in the voltage control mode to carry out the bifurcation analysis is derived. The stabiity regions in the Thevein equivalent plane are computed. In addition, the stability regions in the control gains space, as well as the contour lines for different Floquet multipliers are computed. The AC and DC capacitor impacts on the stability are analyzed through the bifurcation theory. The observations are verified through simulaation studies. The computation of the stability region allows the assessment of the stable operating zones for a power system that includes a distribution static compensator operating in the voltage mode.