989 resultados para Nonparametric Estimation
Resumo:
Quantitative determination of modification of primary sediment features, by the activity of organisms (i.e., bioturbation) is essential in geosciences. Some methods proposed since the 1960s are mainly based on visual or subjective determinations. The first semiquantitative evaluations of the Bioturbation Index, Ichnofabric Index, or the amount of bioturbation were attempted, in the best cases using a series of flashcards designed in different situations. Recently, more effective methods involve the use of analytical and computational methods such as X-rays, magnetic resonance imaging or computed tomography; these methods are complex and often expensive. This paper presents a compilation of different methods, using Adobe® Photoshop® software CS6, for digital estimation that are a part of the IDIAP (Ichnological Digital Analysis Images Package), which is an inexpensive alternative to recently proposed methods, easy to use, and especially recommended for core samples. The different methods — “Similar Pixel Selection Method (SPSM)”, “Magic Wand Method (MWM)” and the “Color Range Selection Method (CRSM)” — entail advantages and disadvantages depending on the sediment (e.g., composition, color, texture, porosity, etc.) and ichnological features (size of traces, infilling material, burrow wall, etc.). The IDIAP provides an estimation of the amount of trace fossils produced by a particular ichnotaxon, by a whole ichnocoenosis or even for a complete ichnofabric. We recommend the application of the complete IDIAP to a given case study, followed by selection of the most appropriate method. The IDIAP was applied to core material recovered from the IODP Expedition 339, enabling us, for the first time, to arrive at a quantitative estimation of the discrete trace fossil assemblage in core samples.
Resumo:
Effective machine fault prognostic technologies can lead to elimination of unscheduled downtime and increase machine useful life and consequently lead to reduction of maintenance costs as well as prevention of human casualties in real engineering asset management. This paper presents a technique for accurate assessment of the remnant life of machines based on health state probability estimation technique and historical failure knowledge embedded in the closed loop diagnostic and prognostic system. To estimate a discrete machine degradation state which can represent the complex nature of machine degradation effectively, the proposed prognostic model employed a classification algorithm which can use a number of damage sensitive features compared to conventional time series analysis techniques for accurate long-term prediction. To validate the feasibility of the proposed model, the five different level data of typical four faults from High Pressure Liquefied Natural Gas (HP-LNG) pumps were used for the comparison of intelligent diagnostic test using five different classification algorithms. In addition, two sets of impeller-rub data were analysed and employed to predict the remnant life of pump based on estimation of health state probability using the Support Vector Machine (SVM) classifier. The results obtained were very encouraging and showed that the proposed prognostics system has the potential to be used as an estimation tool for machine remnant life prediction in real life industrial applications.
Resumo:
We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the statistics literature and "the density of states" in physics. Through a pair of numerical examples (including mixture modeling of the well-known galaxy dataset) we highlight the remarkable diversity of sampling schemes amenable to such recursive normalization, as well as the notable efficiency of the resulting pseudo-mixture distributions for gauging prior-sensitivity in the Bayesian model selection context. Our key theoretical contributions are to introduce a novel heuristic ("thermodynamic integration via importance sampling") for qualifying the role of the bridging sequence in this procedure, and to reveal various connections between these recursive estimators and the nested sampling technique.
Resumo:
The exchange of physical forces in both cell-cell and cell-matrix interactions play a significant role in a variety of physiological and pathological processes, such as cell migration, cancer metastasis, inflammation and wound healing. Therefore, great interest exists in accurately quantifying the forces that cells exert on their substrate during migration. Traction Force Microscopy (TFM) is the most widely used method for measuring cell traction forces. Several mathematical techniques have been developed to estimate forces from TFM experiments. However, certain simplifications are commonly assumed, such as linear elasticity of the materials and/or free geometries, which in some cases may lead to inaccurate results. Here, cellular forces are numerically estimated by solving a minimization problem that combines multiple non-linear FEM solutions. Our simulations, free from constraints on the geometrical and the mechanical conditions, show that forces are predicted with higher accuracy than when using the standard approaches.
Resumo:
This paper presents a method for the estimation of thrust model parameters of uninhabited airborne systems using specific flight tests. Particular tests are proposed to simplify the estimation. The proposed estimation method is based on three steps. The first step uses a regression model in which the thrust is assumed constant. This allows us to obtain biased initial estimates of the aerodynamic coeficients of the surge model. In the second step, a robust nonlinear state estimator is implemented using the initial parameter estimates, and the model is augmented by considering the thrust as random walk. In the third step, the estimate of the thrust obtained by the observer is used to fit a polynomial model in terms of the propeller advanced ratio. We consider a numerical example based on Monte-Carlo simulations to quantify the sampling properties of the proposed estimator given realistic flight conditions.
Resumo:
Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.
Resumo:
This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.
Resumo:
In this paper, I present a number of leading examples in the empirical literature that use simulation-based estimation methods. For each example, I describe the model, why simulation is needed, and how to simulate the relevant object. There is a section on simulation methods and another on simulations-based estimation methods. The paper concludes by considering the significance of each of the examples discussed a commenting on potential future areas of interest.
Resumo:
This paper develops a semiparametric estimation approach for mixed count regression models based on series expansion for the unknown density of the unobserved heterogeneity. We use the generalized Laguerre series expansion around a gamma baseline density to model unobserved heterogeneity in a Poisson mixture model. We establish the consistency of the estimator and present a computational strategy to implement the proposed estimation techniques in the standard count model as well as in truncated, censored, and zero-inflated count regression models. Monte Carlo evidence shows that the finite sample behavior of the estimator is quite good. The paper applies the method to a model of individual shopping behavior. © 1999 Elsevier Science S.A. All rights reserved.
Resumo:
This paper is concerned with how a localised and energy-constrained robot can maximise its time in the field by taking paths and tours that minimise its energy expenditure. A significant component of a robot's energy is expended on mobility and is a function of terrain traversability. We estimate traversability online from data sensed by the robot as it moves, and use this to generate maps, explore and ultimately converge on minimum energy tours of the environment. We provide results of detailed simulations and parameter studies that show the efficacy of this approach for a robot moving over terrain with unknown traversability as well as a number of a priori unknown hard obstacles.
Resumo:
A better understanding of the behaviour of prepared cane and bagasse, and the ability to model the mechanical behaviour of bagasse as it is squeezed in a milling unit to extract juice, would help identify how to improve the current process. For example, there are opportunities to decrease bagasse moisture from a milling unit. Also, the behaviour of bagasse in chutes is poorly understood. Previous investigations have shown that juice flow through bagasse obeys Darcy’s permeability law, that the grip of the rough surface of the grooves on the bagasse can be represented by the Mohr-Coulomb failure criterion for soils, and that the internal mechanical behaviour of the bagasse is critical state behaviour similar to that for sand and clay. Progress has been made in the last ten years towards implementing a mechanical model for bagasse in finite element software. The objective has been to be able to simulate simple mechanical loading conditions measured in the laboratory, which, when combined together, have a high probability of reproducing the complicated stress conditions in a milling unit. This paper reports on the successful simulation of part of the fifth and final (and most challenging) loading condition, the shearing of heavily over-consolidated bagasse, and determining material property values through the use of powerful and free parameter estimation software.
Resumo:
A novel gray-box neural network model (GBNNM), including multi-layer perception (MLP) neural network (NN) and integrators, is proposed for a model identification and fault estimation (MIFE) scheme. With the GBNNM, both the nonlinearity and dynamics of a class of nonlinear dynamic systems can be approximated. Unlike previous NN-based model identification methods, the GBNNM directly inherits system dynamics and separately models system nonlinearities. This model corresponds well with the object system and is easy to build. The GBNNM is embedded online as a normal model reference to obtain the quantitative residual between the object system output and the GBNNM output. This residual can accurately indicate the fault offset value, so it is suitable for differing fault severities. To further estimate the fault parameters (FPs), an improved extended state observer (ESO) using the same NNs (IESONN) from the GBNNM is proposed to avoid requiring the knowledge of ESO nonlinearity. Then, the proposed MIFE scheme is applied for reaction wheels (RW) in a satellite attitude control system (SACS). The scheme using the GBNNM is compared with other NNs in the same fault scenario, and several partial loss of effect (LOE) faults with different severities are considered to validate the effectiveness of the FP estimation and its superiority.
Resumo:
The issue of using informative priors for estimation of mixtures at multiple time points is examined. Several different informative priors and an independent prior are compared using samples of actual and simulated aerosol particle size distribution (PSD) data. Measurements of aerosol PSDs refer to the concentration of aerosol particles in terms of their size, which is typically multimodal in nature and collected at frequent time intervals. The use of informative priors is found to better identify component parameters at each time point and more clearly establish patterns in the parameters over time. Some caveats to this finding are discussed.
Resumo:
A mine site water balance is important for communicating information to interested stakeholders, for reporting on water performance, and for anticipating and mitigating water-related risks through water use/demand forecasting. Gaining accuracy over the water balance is therefore crucial for sites to achieve best practice water management and to maintain their social license to operate. For sites that are located in high rainfall environments the water received to storage dams through runoff can represent a large proportion of the overall inputs to site; inaccuracies in these flows can therefore lead to inaccuracies in the overall site water balance. Hydrological models that estimate runoff flows are often incorporated into simulation models used for water use/demand forecasting. The Australian Water Balance Model (AWBM) is one example that has been widely applied in the Australian context. However, the calibration of AWBM in a mining context can be challenging. Through a detailed case study, we outline an approach that was used to calibrate and validate AWBM at a mine site. Commencing with a dataset of monitored dam levels, a mass balance approach was used to generate an observed runoff sequence. By incorporating a portion of this observed dataset into the calibration routine, we achieved a closer fit between the observed vs. simulated dataset compared with the base case. We conclude by highlighting opportunities for future research to improve the calibration fit through improving the quality of the input dataset. This will ultimately lead to better models for runoff prediction and thereby improve the accuracy of mine site water balances.
Resumo:
The problem of modal choice between rail and air arises as public awareness of carbon dioxide (CO2) emissions by the transportation sector rises. In this paper, we answer this question quantitatively by performing an efficiency benchmarking analysis that takes into account life-cycle CO2 emission due to transport service provision. The paper employs nonparametric efficiency estimation methods, namely a slacks-based inefficiency measure, as well as a more conventional directional distance function approach. We apply them to a panel data set for three major railway companies and the aviation sector in Japan for the period from 1999 to 2007. Results shows that, contrary to the common argument, air transport can still be more socially efficient than rail transport, even when the environmental load due to CO2 emission is incorporated. This is due to the aviation sector's extremely low user cost, measured in terms of in-vehicle time. In other words, aviation is a necessary transportation mode for those with a very high willingness to pay for their time.