Spatio-temporal scanning and statistical test of the accelerating moment release (AMR) model using Australian earthquake data

The Accelerating Moment Release (AMR) preceding earthquakes with magnitude above 5 in Australia that occurred during the last 20 years was analyzed to test the Critical Point Hypothesis. Twelve earthquakes in the catalog were chosen based on a criterion for the number of nearby events. Results show that seven sequences with numerous events recorded leading up to the main earthquake exhibited accelerating moment release. Two occurred near in time and space to other earthquakes preceded by AM R. The remaining three sequences had very few events in the catalog so the lack of AMR detected in the analysis may be related to catalog incompleteness. Spatio-temporal scanning of AMR parameters shows that 80% of the areas in which AMR occurred experienced large events. In areas of similar background seismicity with no large events, 10 out of 12 cases exhibit no AMR, and two others are false alarms where AMR was observed but no large event followed. The relationship between AMR and Load-Unload Response Ratio (LURR) was studied. Both methods predict similar critical region sizes, however, the critical point time using AMR is slightly earlier than the time of the critical point LURR anomaly.

Negative second virial coefficients as predictors of protein crystal growth: Evidence from sedimentation equilibrium studies that refutes the designation of those light scattering parameters as osmotic virial coefficients

The effects of ammonium sulphate concentration on the osmotic second virial coefficient (B-AA/M-A) for equine serum albumin (pH 5.6, 20 degrees C) have been examined by sedimentation equilibrium. After an initial steep decrease with increasing ammonium sulphate concentration, B-AA/M-A assumes an essentially concentration-independent magnitude of 8-9 ml/g. Such behaviour conforms with the statistical-mechanical prediction that a sufficient increase in ionic strength should effectively eliminate the contributions of charge interactions to B-AA/M-A but have no effect on the covolume contribution (8.4 ml/g for serum albumin). A similar situation is shown to apply to published sedimentation equilibrium data for lysozyme (pH 4.5). Although termed osmotic second virial coefficients and designated as such (B-22), the negative values obtained in published light scattering studies of both systems have been described incorrectly because of the concomitant inclusion of the protein-salt contribution to thermodynamic nonideality of the protein. Those negative values are still valid predictors of conditions conducive to crystal growth inasmuch as they do reflect situations in which there is net attraction between protein molecules. However, the source of attraction responsible for the negative virial coefficient stems from the protein-salt rather than the protein-protein contribution, which is necessarily positive. (c) 2005 Elsevier B.V. All rights reserved.

Statistical physics of irregular low-density parity-check codes

Low-density parity-check codes with irregular constructions have recently been shown to outperform the most advanced error-correcting codes to date. In this paper we apply methods of statistical physics to study the typical properties of simple irregular codes. We use the replica method to find a phase transition which coincides with Shannon's coding bound when appropriate parameters are chosen. The decoding by belief propagation is also studied using statistical physics arguments; the theoretical solutions obtained are in good agreement with simulation results. We compare the performance of irregular codes with that of regular codes and discuss the factors that contribute to the improvement in performance.

The theory of on-line learning: a statistical physics approach

In this paper we review recent theoretical approaches for analysing the dynamics of on-line learning in multilayer neural networks using methods adopted from statistical physics. The analysis is based on monitoring a set of macroscopic variables from which the generalisation error can be calculated. A closed set of dynamical equations for the macroscopic variables is derived analytically and solved numerically. The theoretical framework is then employed for defining optimal learning parameters and for analysing the incorporation of second order information into the learning process using natural gradient descent and matrix-momentum based methods. We will also briefly explain an extension of the original framework for analysing the case where training examples are sampled with repetition.

Statistical physics of error-correcting codes

In this thesis we use statistical physics techniques to study the typical performance of four families of error-correcting codes based on very sparse linear transformations: Sourlas codes, Gallager codes, MacKay-Neal codes and Kanter-Saad codes. We map the decoding problem onto an Ising spin system with many-spins interactions. We then employ the replica method to calculate averages over the quenched disorder represented by the code constructions, the arbitrary messages and the random noise vectors. We find, as the noise level increases, a phase transition between successful decoding and failure phases. This phase transition coincides with upper bounds derived in the information theory literature in most of the cases. We connect the practical decoding algorithm known as probability propagation with the task of finding local minima of the related Bethe free-energy. We show that the practical decoding thresholds correspond to noise levels where suboptimal minima of the free-energy emerge. Simulations of practical decoding scenarios using probability propagation agree with theoretical predictions of the replica symmetric theory. The typical performance predicted by the thermodynamic phase transitions is shown to be attainable in computation times that grow exponentially with the system size. We use the insights obtained to design a method to calculate the performance and optimise parameters of the high performance codes proposed by Kanter and Saad.

Statistical mechanics of distribution networks

This thesis presents an analysis of the stability of complex distribution networks. We present a stability analysis against cascading failures. We propose a spin [binary] model, based on concepts of statistical mechanics. We test macroscopic properties of distribution networks with respect to various topological structures and distributions of microparameters. The equilibrium properties of the systems are obtained in a statistical mechanics framework by application of the replica method. We demonstrate the validity of our approach by comparing it with Monte Carlo simulations. We analyse the network properties in terms of phase diagrams and found both qualitative and quantitative dependence of the network properties on the network structure and macroparameters. The structure of the phase diagrams points at the existence of phase transition and the presence of stable and metastable states in the system. We also present an analysis of robustness against overloading in the distribution networks. We propose a model that describes a distribution process in a network. The model incorporates the currents between any connected hubs in the network, local constraints in the form of Kirchoff's law and a global optimizational criterion. The flow of currents in the system is driven by the consumption. We study two principal types of model: infinite and finite link capacity. The key properties are the distributions of currents in the system. We again use a statistical mechanics framework to describe the currents in the system in terms of macroscopic parameters. In order to obtain observable properties we apply the replica method. We are able to assess the criticality of the level of demand with respect to the available resources and the architecture of the network. Furthermore, the parts of the system, where critical currents may emerge, can be identified. This, in turn, provides us with the characteristic description of the spread of the overloading in the systems.

Seasonal variations of EPG levels in gastro-intestinal parasitic infection in a southeast asian controlled locale:a statistical analysis

We present a data based statistical study on the effects of seasonal variations in the growth rates of the gastro-intestinal (GI) parasitic infection in livestock. The alluded growth rate is estimated through the variation in the number of eggs per gram (EPG) of faeces in animals. In accordance with earlier studies, our analysis too shows that rainfall is the dominant variable in determining EPG infection rates compared to other macro-parameters like temperature and humidity. Our statistical analysis clearly indicates an oscillatory dependence of EPG levels on rainfall fluctuations. Monsoon recorded the highest infection with a comparative increase of at least 2.5 times compared to the next most infected period (summer). A least square fit of the EPG versus rainfall data indicates an approach towards a super diffusive (i. e. root mean square displacement growing faster than the square root of the elapsed time as obtained for simple diffusion) infection growth pattern regime for low rainfall regimes (technically defined as zeroth level dependence) that gets remarkably augmented for large rainfall zones. Our analysis further indicates that for low fluctuations in temperature (true on the bulk data), EPG level saturates beyond a critical value of the rainfall, a threshold that is expected to indicate the onset of the nonlinear regime. The probability density functions (PDFs) of the EPG data show oscillatory behavior in the large rainfall regime (greater than 500 mm), the frequency of oscillation, once again, being determined by the ambient wetness (rainfall, and humidity). Data recorded over three pilot projects spanning three measures of rainfall and humidity bear testimony to the universality of this statistical argument. © 2013 Chattopadhyay and Bandyopadhyay.

High-throughput manufacturing of size-tuned liposomes by a new microfluidics method using enhanced statistical tools for characterization

Microfluidics has recently emerged as a new method of manufacturing liposomes, which allows for reproducible mixing in miliseconds on the nanoliter scale. Here we investigate microfluidics-based manufacturing of liposomes. The aim of these studies was to assess the parameters in a microfluidic process by varying the total flow rate (TFR) and the flow rate ratio (FRR) of the solvent and aqueous phases. Design of experiment and multivariate data analysis were used for increased process understanding and development of predictive and correlative models. High FRR lead to the bottom-up synthesis of liposomes, with a strong correlation with vesicle size, demonstrating the ability to in-process control liposomes size; the resulting liposome size correlated with the FRR in the microfluidics process, with liposomes of 50 nm being reproducibly manufactured. Furthermore, we demonstrate the potential of a high throughput manufacturing of liposomes using microfluidics with a four-fold increase in the volumetric flow rate, maintaining liposome characteristics. The efficacy of these liposomes was demonstrated in transfection studies and was modelled using predictive modeling. Mathematical modelling identified FRR as the key variable in the microfluidic process, with the highest impact on liposome size, polydispersity and transfection efficiency. This study demonstrates microfluidics as a robust and high-throughput method for the scalable and highly reproducible manufacture of size-controlled liposomes. Furthermore, the application of statistically based process control increases understanding and allows for the generation of a design-space for controlled particle characteristics.

Regression analysis of ranked segment parameters for optic nerve head classification:a pilot study

Purpose: To determine whether curve-fitting analysis of the ranked segment distributions of topographic optic nerve head (ONH) parameters, derived using the Heidelberg Retina Tomograph (HRT), provide a more effective statistical descriptor to differentiate the normal from the glaucomatous ONH. Methods: The sample comprised of 22 normal control subjects (mean age 66.9 years; S.D. 7.8) and 22 glaucoma patients (mean age 72.1 years; S.D. 6.9) confirmed by reproducible visual field defects on the Humphrey Field Analyser. Three 10°-images of the ONH were obtained using the HRT. The mean topography image was determined and the HRT software was used to calculate the rim volume, rim area to disc area ratio, normalised rim area to disc area ratio and retinal nerve fibre cross-sectional area for each patient at 10°-sectoral intervals. The values were ranked in descending order, and each ranked-segment curve of ordered values was fitted using the least squares method. Results: There was no difference in disc area between the groups. The group mean cup-disc area ratio was significantly lower in the normal group (0.204 ± 0.16) compared with the glaucoma group (0.533 ± 0.083) (p < 0.001). The visual field indices, mean deviation and corrected pattern S.D., were significantly greater (p < 0.001) in the glaucoma group (-9.09 dB ± 3.3 and 7.91 ± 3.4, respectively) compared with the normal group (-0.15 dB ± 0.9 and 0.95 dB ± 0.8, respectively). Univariate linear regression provided the best overall fit to the ranked segment data. The equation parameters of the regression line manually applied to the normalised rim area-disc area and the rim area-disc area ratio data, correctly classified 100% of normal subjects and glaucoma patients. In this study sample, the regression analysis of ranked segment parameters method was more effective than conventional ranked segment analysis, in which glaucoma patients were misclassified in approximately 50% of cases. Further investigation in larger samples will enable the calculation of confidence intervals for normality. These reference standards will then need to be investigated for an independent sample to fully validate the technique. Conclusions: Using a curve-fitting approach to fit ranked segment curves retains information relating to the topographic nature of neural loss. Such methodology appears to overcome some of the deficiencies of conventional ranked segment analysis, and subject to validation in larger scale studies, may potentially be of clinical utility for detecting and monitoring glaucomatous damage. © 2007 The College of Optometrists.

Accurate modelling of pulse transformation by adjustable-in-time medium parameters

A possibility of a strong change of an electromagnetic signal by a short sequence of time cycles of pulses that modulate the medium parameters is shown. The backward wave is demonstrated to be an inevitable result of the medium time change. Dependence of the relation between backward and forward waves on the parameters of the medium modulation is investigated. The finite statistical complexity of the electromagnetic signal transformed by a finite sequence of modulating cycles is calculated. Increase of the complexity with the number of cycles is shown.

Modeling of Effective Process of Network Maintaining Based on Statistical Data

This paper is dedicated to modelling of network maintaining based on live example – maintaining ATM banking network, where any problems are mean money loss. A full analysis is made in order to estimate valuable and not-valuable parameters based on complex analysis of available data. Correlation analysis helps to estimate provided data and to produce a complex solution of increasing network maintaining effectiveness.

A Computational Approach for the Statistical Estimation of Discrete Time Branching Processes with Immigration

2010 Mathematics Subject Classification: 60J80.

Az extrém ármozgások statisztikai jellemzői a magyar áramtőzsdén (The statistical characteristics of extreme price movements in the Hungarian power exchange)

2010. július 20-án megkezdte működését a magyar áramtőzsde, a HUPX. 2010. augusztus 16-án az első napokban tapasztalt 45-60 euró megawattórás ár helyett egyes órákban 2999 eurós árral szembesültek a piaci szereplők. A kiemelkedően magas árak megjelenése nem szokatlan az áramtőzsdéken a nemzetközi tapasztalatok szerint, sőt a kutatások kiemelten foglalkoznak az ún. ártüskék okainak felkutatásával, valamint megjelenésük kvantitatív és kvalitatív elemzésével. A cikkben a szerző bemutatja, milyen eredmények születtek a kiugró árak statisztikai vizsgálatai során a szakirodalomban, illetve azok következtetései hogyan állják meg a helyüket a magyar árak idősorát figyelembe véve. A szerző bemutat egy modellkeretet, amely a villamosenergia-árak viselkedését a hét órái szerint periodikusan váltakozó paraméterű eloszlásokkal írja le. A magyar áramtőzsde rövid története sajnos nem teszi lehetővé, hogy a hét minden órájára külön áreloszlást illeszthessünk. A szerző ezért a hét óráit két csoportba sorolja az ár eloszlásának jellege alapján: az ártüskék megjelenése szempontjából kockázatos és kevésbé kockázatos órákba. Ezután a HUPX-árak leírására felépít egy determinisztikus, kétállapotú rezsimváltó modellt, amellyel azonosítani lehet a kockázatos és kevésbé kockázatos órákat, valamint képet kaphatunk az extrém ármozgások jellegéről. / === / On 20th July, 2010 the Hungarian Power Exchange, the HUPX started its operation. On 16th August in certain hours the markets participants faced € 2,999 price instead of in the first days experienced 45-60 euros/mwh. According to the international experiences the appearance of the extremely high prices hasn’t been unusual in the power exchanges, the researches have focused exploring the causes of the so-called spikes and quantitative and qualitative analysis of those appearances. In this article the author describes what results were determined on statistical studies of outstanding prices in the literature, and how their conclusions stand up into account the time series of the Hungarian prices. The author presents a model framework which describes the behavior of electricity prices in the seven hours of periodically varying parameters. Unfortunately the brief history of the Hungarian Power Exchange does not allow to suit specific prices for each hour of week. Therefore the author classifies the hours of the week in the two groups based on the nature of price dispersion: according to the appearance of spikes to risky and less risky classes. Then for describing the HUPX prices the author builds a deterministic two-state, regime-changing model, which can be identified the risky and less risky hours, and to get a picture of the nature of extreme price movements.

Retrieval of grassland biophysical parameters using multitemporal optical and radar satellite data

The amount and quality of available biomass is a key factor for the sustainable livestock industry and agricultural management related decision making. Globally 31.5% of land cover is grassland while 80% of Ireland’s agricultural land is grassland. In Ireland, grasslands are intensively managed and provide the cheapest feed source for animals. This dissertation presents a detailed state of the art review of satellite remote sensing of grasslands, and the potential application of optical (Moderate–resolution Imaging Spectroradiometer (MODIS)) and radar (TerraSAR-X) time series imagery to estimate the grassland biomass at two study sites (Moorepark and Grange) in the Republic of Ireland using both statistical and state of the art machine learning algorithms. High quality weather data available from the on-site weather station was also used to calculate the Growing Degree Days (GDD) for Grange to determine the impact of ancillary data on biomass estimation. In situ and satellite data covering 12 years for the Moorepark and 6 years for the Grange study sites were used to predict grassland biomass using multiple linear regression, Neuro Fuzzy Inference Systems (ANFIS) models. The results demonstrate that a dense (8-day composite) MODIS image time series, along with high quality in situ data, can be used to retrieve grassland biomass with high performance (R2 = 0:86; p < 0:05, RMSE = 11.07 for Moorepark). The model for Grange was modified to evaluate the synergistic use of vegetation indices derived from remote sensing time series and accumulated GDD information. As GDD is strongly linked to the plant development, or phonological stage, an improvement in biomass estimation would be expected. It was observed that using the ANFIS model the biomass estimation accuracy increased from R2 = 0:76 (p < 0:05) to R2 = 0:81 (p < 0:05) and the root mean square error was reduced by 2.72%. The work on the application of optical remote sensing was further developed using a TerraSAR-X Staring Spotlight mode time series over the Moorepark study site to explore the extent to which very high resolution Synthetic Aperture Radar (SAR) data of interferometrically coherent paddocks can be exploited to retrieve grassland biophysical parameters. After filtering out the non-coherent plots it is demonstrated that interferometric coherence can be used to retrieve grassland biophysical parameters (i. e., height, biomass), and that it is possible to detect changes due to the grass growth, and grazing and mowing events, when the temporal baseline is short (11 days). However, it not possible to automatically uniquely identify the cause of these changes based only on the SAR backscatter and coherence, due to the ambiguity caused by tall grass laid down due to the wind. Overall, the work presented in this dissertation has demonstrated the potential of dense remote sensing and weather data time series to predict grassland biomass using machine-learning algorithms, where high quality ground data were used for training. At present a major limitation for national scale biomass retrieval is the lack of spatial and temporal ground samples, which can be partially resolved by minor modifications in the existing PastureBaseIreland database by adding the location and extent ofeach grassland paddock in the database. As far as remote sensing data requirements are concerned, MODIS is useful for large scale evaluation but due to its coarse resolution it is not possible to detect the variations within the fields and between the fields at the farm scale. However, this issue will be resolved in terms of spatial resolution by the Sentinel-2 mission, and when both satellites (Sentinel-2A and Sentinel-2B) are operational the revisit time will reduce to 5 days, which together with Landsat-8, should enable sufficient cloud-free data for operational biomass estimation at a national scale. The Synthetic Aperture Radar Interferometry (InSAR) approach is feasible if there are enough coherent interferometric pairs available, however this is difficult to achieve due to the temporal decorrelation of the signal. For repeat-pass InSAR over a vegetated area even an 11 days temporal baseline is too large. In order to achieve better coherence a very high resolution is required at the cost of spatial coverage, which limits its scope for use in an operational context at a national scale. Future InSAR missions with pair acquisition in Tandem mode will minimize the temporal decorrelation over vegetation areas for more focused studies. The proposed approach complements the current paradigm of Big Data in Earth Observation, and illustrates the feasibility of integrating data from multiple sources. In future, this framework can be used to build an operational decision support system for retrieval of grassland biophysical parameters based on data from long term planned optical missions (e. g., Landsat, Sentinel) that will ensure the continuity of data acquisition. Similarly, Spanish X-band PAZ and TerraSAR-X2 missions will ensure the continuity of TerraSAR-X and COSMO-SkyMed.

An Alternative Goodness-of-fit Test for Normality with Unknown Parameters

Goodness-of-fit tests have been studied by many researchers. Among them, an alternative statistical test for uniformity was proposed by Chen and Ye (2009). The test was used by Xiong (2010) to test normality for the case that both location parameter and scale parameter of the normal distribution are known. The purpose of the present thesis is to extend the result to the case that the parameters are unknown. A table for the critical values of the test statistic is obtained using Monte Carlo simulation. The performance of the proposed test is compared with the Shapiro-Wilk test and the Kolmogorov-Smirnov test. Monte-Carlo simulation results show that proposed test performs better than the Kolmogorov-Smirnov test in many cases. The Shapiro Wilk test is still the most powerful test although in some cases the test proposed in the present research performs better.