Quasi-based hierarchical clustering for land cover mapping using satellite images

This paper presents an improved hierarchical clustering algorithm for land cover mapping problem using quasi-random distribution. Initially, Niche Particle Swarm Optimization (NPSO) with pseudo/quasi-random distribution is used for splitting the data into number of cluster centers by satisfying Bayesian Information Criteria (BIC). Themain objective is to search and locate the best possible number of cluster and its centers. NPSO which highly depends on the initial distribution of particles in search space is not been exploited to its full potential. In this study, we have compared more uniformly distributed quasi-random with pseudo-random distribution with NPSO for splitting data set. Here to generate quasi-random distribution, Faure method has been used. Performance of previously proposed methods namely K-means, Mean Shift Clustering (MSC) and NPSO with pseudo-random is compared with the proposed approach - NPSO with quasi distribution(Faure). These algorithms are used on synthetic data set and multi-spectral satellite image (Landsat 7 thematic mapper). From the result obtained we conclude that use of quasi-random sequence with NPSO for hierarchical clustering algorithm results in a more accurate data classification.

Gear modifications for fishing octopus, Octopus vulgaris, on live-bottom and adjacent flat bottom habitats in coastal waters off North Carolina

The Common Octopus, Octopus vulgaris, is an r-selected mollusk found off the coast of North Carolina that interests commercial fishermen because of its market value and the cost-effectiveness of unbaited pots that can catch it. This study sought to: 1) determine those gear and environmental factors that influenced catch rates of octopi, and 2) evaluate the feasibility of small-scale commercial operations for this species. Pots were fished from August 2010 through September 2011 set in strings over hard and sandy bottom in waters from 18 to 30 m deep in Onslow Bay, N.C. Three pot types were fished in each string; octopus pots with- and without lids, and conch pots. Proportional catch was modeled as a function of gear design and environmental factors (location, soak time, bottom type, and sea surface water temperature) using binomially distributed generalized linear models (GLM’s); parsimony of each GLM was assessed with Akaike Information Criteria (AIC). A total of 229 octopi were caught throughout the study. Pots with lids, pots without lids, and conch pots caught an average of 0.15, 0.17, and 0.11 octopi, respectively, with high variability in catch rates for each pot type. The GLM that best fit the data described proportional catch as a function of sea surface temperature, soak time, and station; greatest proportional catches occurred over short soak times, warmest temperatures, and less well known reef areas. Due to operating expenses (fuel, crew time, and maintenance), low catch rates of octopi, and high gear loss, a directed fishery for this species is not economically feasible at the catch rates found in this study. The model fitting to determine factors most influential on catch rates should help fishermen determine seasons and gear soak times that are likely to maximize catch rates. Potting for octopi may be commercially practical as a supplemental activity when targeting demersal fish species that are found in similar habitats and depth ranges in coastal waters off North Carolina.

Performance of an improved logarithmic phase mask with optimized parameters in a wavefront-coding system

In two papers [Proc. SPIE 4471, 272-280 (2001) and Appl. Opt. 43, 2709-2721 (2004)], a logarithmic phase mask was proposed and proved to be effective in extending the depth of field; however, according to our research, this mask is not that perfect because the corresponding defocused modulation transfer function has large oscillations in the low-frequency region, even when the mask is optimized. So, in a previously published paper [Opt. Lett. 33, 1171-1173 (2008)], we proposed an improved logarithmic phase mask by making a small modification. The new mask can not only eliminate the drawbacks to a certain extent but can also be even less sensitive to focus errors according to Fisher information criteria. However, the performance comparison was carried out with the modified mask not being optimized, which was not reasonable. In this manuscript, we optimize the modified logarithmic phase mask first before analyzing its performance and more convincing results have been obtained based on the analysis of several frequently used metrics. (C) 2010 Optical Society of America

Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

Locally regularised two-stage learning algorithm for RBF network centre selection

Nonlinear models constructed from radial basis function (RBF) networks can easily be over-fitted due to the noise on the data. While information criteria, such as the final prediction error (FPE), can provide a trade-off between training error and network complexity, the tunable parameters that penalise a large size of network model are hard to determine and are usually network dependent. This article introduces a new locally regularised, two-stage stepwise construction algorithm for RBF networks. The main objective is to produce a parsomous network that generalises well over unseen data. This is achieved by utilising Bayesian learning within a two-stage stepwise construction procedure to penalise centres that are mainly interpreted by the noise.

Testing metabolic scaling theory using intraspecific allometries in Antarctic microarthropods

Quantitative scaling relationships among body mass, temperature and metabolic rate of organisms are still controversial, while resolution may be further complicated through the use of different and possibly inappropriate approaches to statistical analysis. We propose the application of a modelling strategy based on the theoretical approach of Akaike's information criteria and non-linear model fitting (nlm). Accordingly, we collated and modelled available data at intraspecific level on the individual standard metabolic rate of Antarctic microarthropods as a function of body mass (M), temperature (T), species identity (S) and high rank taxa to which species belong (G) and tested predictions from metabolic scaling theory (mass-metabolism allometric exponent b = 0.75, activation energy range 0.2-1.2 eV). We also performed allometric analysis based on logarithmic transformations (lm). Conclusions from lm and nlm approaches were different. Best-supported models from lm incorporated T, M and S. The estimates of the allometric scaling exponent linking body mass and metabolic rate resulted in a value of 0.696 +/- 0.105 (mean +/- 95% CI). In contrast, the four best-supported nlm models suggested that both the scaling exponent and activation energy significantly vary across the high rank taxa (Collembola, Cryptostigmata, Mesostigmata and Prostigmata) to which species belong, with mean values of b ranging from about 0.6 to 0.8. We therefore reached two conclusions: 1, published analyses of arthropod metabolism based on logarithmic data may be biased by data transformation; 2, non-linear models applied to Antarctic microarthropod metabolic rate suggest that intraspecific scaling of standard metabolic rate in Antarctic microarthropods is highly variable and can be characterised by scaling exponents that greatly vary within taxa, which may have biased previous interspecific comparisons that neglected intraspecific variability.

Selection of burst-like transients and stochastic variables using multi-brand image differencing in the Pan-STARRS1 Medium Deep Survey

We present a novel method for the light-curve characterization of Pan-STARRS1 Medium Deep Survey (PS1 MDS) extragalactic sources into stochastic variables (SVs) and burst-like (BL) transients, using multi-band image-differencing time-series data. We select detections in difference images associated with galaxy hosts using a star/galaxy catalog extracted from the deep PS1 MDS stacked images, and adopt a maximum a posteriori formulation to model their difference-flux time-series in four Pan-STARRS1 photometric bands gP1, rP1, iP1, and zP1. We use three deterministic light-curve models to fit BL transients; a Gaussian, a Gamma distribution, and an analytic supernova (SN) model, and one stochastic light-curve model, the Ornstein-Uhlenbeck process, in order to fit variability that is characteristic of active galactic nuclei (AGNs). We assess the quality of fit of the models band-wise and source-wise, using their estimated leave-out-one cross-validation likelihoods and corrected Akaike information criteria. We then apply a K-means clustering algorithm on these statistics, to determine the source classification in each band. The final source classification is derived as a combination of the individual filter classifications, resulting in two measures of classification quality, from the averages across the photometric filters of (1) the classifications determined from the closest K-means cluster centers, and (2) the square distances from the clustering centers in the K-means clustering spaces. For a verification set of AGNs and SNe, we show that SV and BL occupy distinct regions in the plane constituted by these measures. We use our clustering method to characterize 4361 extragalactic image difference detected sources, in the first 2.5 yr of the PS1 MDS, into 1529 BL, and 2262 SV, with a purity of 95.00% for AGNs, and 90.97% for SN based on our verification sets. We combine our light-curve classifications with their nuclear or off-nuclear host galaxy offsets, to define a robust photometric sample of 1233 AGNs and 812 SNe. With these two samples, we characterize their variability and host galaxy properties, and identify simple photometric priors that would enable their real-time identification in future wide-field synoptic surveys.

Application of DPSIR framework integrated with multiple regression model to simulate Guadiana catchment - estuary continuum, south eastern Iberia

Dissertação de Mestrado, Gestão da Água e da Costa, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2010

Performance of state space and ARIMA models for consumer retail sales forecasting

Forecasting future sales is one of the most important issues that is beyond all strategic and planning decisions in effective operations of retail businesses. For profitable retail businesses, accurate demand forecasting is crucial in organizing and planning production, purchasing, transportation and labor force. Retail sales series belong to a special type of time series that typically contain trend and seasonal patterns, presenting challenges in developing effective forecasting models. This work compares the forecasting performance of state space models and ARIMA models. The forecasting performance is demonstrated through a case study of retail sales of five different categories of women footwear: Boots, Booties, Flats, Sandals and Shoes. On both methodologies the model with the minimum value of Akaike's Information Criteria for the in-sample period was selected from all admissible models for further evaluation in the out-of-sample. Both one-step and multiple-step forecasts were produced. The results show that when an automatic algorithm the overall out-of-sample forecasting performance of state space and ARIMA models evaluated via RMSE, MAE and MAPE is quite similar on both one-step and multi-step forecasts. We also conclude that state space and ARIMA produce coverage probabilities that are close to the nominal rates for both one-step and multi-step forecasts.

GLS Detrending, Efficient Unit Root Tests and Structural Change

We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of Dufour and King (1991) and Elliott, Rothenberg and Stock (1996) (ERS). Following Perron (1989), we consider two models : one allowing for a change in slope and the other for both a change in intercept and slope. We derive the asymptotic distribution of the tests as well as that of the feasible point optimal tests PT(GLS) suggested by ERS. The asymptotic critical values of the tests are tabulated. Also, we compute the non-centrality parameter used for the local GLS detrending that permits the tests to have 50% asymptotic power at that value. We show that the M(GLS) and PT(GLS) tests have an asymptotic power function close to the power envelope. An extensive simulation study analyzes the size and power in finite samples under various methods to select the truncation lag for the autoregressive spectral density estimator. An empirical application is also provided.

Modeling and Analysis of Some Heavy Tailed Time Series

The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

A comparative review of dimension reduction methods in approximate Bayesian computation

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC requires computations based on vectors of summary statistics, rather than full data sets, a central question is how to derive low-dimensional summary statistics from the observed data with minimal loss of information. In this article we provide a comprehensive review and comparison of the performance of the principal methods of dimension reduction proposed in the ABC literature. The methods are split into three nonmutually exclusive classes consisting of best subset selection methods, projection techniques and regularization. In addition, we introduce two new methods of dimension reduction. The first is a best subset selection method based on Akaike and Bayesian information criteria, and the second uses ridge regression as a regularization procedure. We illustrate the performance of these dimension reduction techniques through the analysis of three challenging models and data sets.

PokerMapper: : mapping executive functions, poker playing ability and responsible gambling in online environments

Research objectives Poker and responsible gambling both entail the use of the executive functions (EF), which are higher-level cognitive abilities. The main objective of this work was to assess if online poker players of different ability show different performances in their EF and if so, which functions are the most discriminating ones. The secondary objective was to assess if the EF performance can predict the quality of gambling, according to the Gambling Related Cognition Scale (GRCS), the South Oaks Gambling Screen (SOGS) and the Problem Gambling Severity Index (PGSI). Sample and methods The study design consisted of two stages: 46 Italian active players (41m, 5f; age 32±7,1ys; education 14,8±3ys) fulfilled the PGSI in a secure IT web system and uploaded their own hand history files, which were anonymized and then evaluated by two poker experts. 36 of these players (31m, 5f; age 33±7,3ys; education 15±3ys) accepted to take part in the second stage: the administration of an extensive neuropsychological test battery by a blinded trained professional. To answer the main research question we collected all final and intermediate scores of the EF tests on each player together with the scoring on the playing ability. To answer the secondary research question, we referred to GRCS, PGSI and SOGS scores.  We determined which variables that are good predictors of the playing ability score using statistical techniques able to deal with many regressors and few observations (LASSO, best subset algorithms and CART). In this context information criteria and cross-validation errors play a key role for the selection of the relevant regressors, while significance testing and goodness-of-fit measures can lead to wrong conclusions.   Preliminary findings We found significant predictors of the poker ability score in various tests. In particular, there are good predictors 1) in some Wisconsin Card Sorting Test items that measure flexibility in choosing strategy of problem-solving, strategic planning, modulating impulsive responding, goal setting and self-monitoring, 2) in those Cognitive Estimates Test variables related to deductive reasoning, problem solving, development of an appropriate strategy and self-monitoring, 3) in the Emotional Quotient Inventory Short (EQ-i:S) Stress Management score, composed by the Stress Tolerance and Impulse Control scores, and in the Interpersonal score (Empathy, Social Responsibility, Interpersonal Relationship). As for the quality of gambling, some EQ-i:S scales scores provide the best predictors: General Mood for the PGSI; Intrapersonal (Self-Regard; Emotional Self-Awareness, Assertiveness, Independence, Self-Actualization) and Adaptability  (Reality Testing, Flexibility, Problem Solving) for the SOGS, Adaptability for the GRCS. Implications for the field Through PokerMapper we gathered knowledge and evaluated the feasibility of the construction of short tasks/card games in online poker environments for profiling users’ executive functions. These card games will be part of an IT system able to dynamically profile EF and provide players with a feedback on their expected performance and ability to gamble responsibly in that particular moment. The implementation of such system in existing gambling platforms could lead to an effective proactive tool for supporting responsible gambling. 

Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study

Using vector autoregressive (VAR) models and Monte-Carlo simulation methods we investigate the potential gains for forecasting accuracy and estimation uncertainty of two commonly used restrictions arising from economic relationships. The Örst reduces parameter space by imposing long-term restrictions on the behavior of economic variables as discussed by the literature on cointegration, and the second reduces parameter space by imposing short-term restrictions as discussed by the literature on serial-correlation common features (SCCF). Our simulations cover three important issues on model building, estimation, and forecasting. First, we examine the performance of standard and modiÖed information criteria in choosing lag length for cointegrated VARs with SCCF restrictions. Second, we provide a comparison of forecasting accuracy of Ötted VARs when only cointegration restrictions are imposed and when cointegration and SCCF restrictions are jointly imposed. Third, we propose a new estimation algorithm where short- and long-term restrictions interact to estimate the cointegrating and the cofeature spaces respectively. We have three basic results. First, ignoring SCCF restrictions has a high cost in terms of model selection, because standard information criteria chooses too frequently inconsistent models, with too small a lag length. Criteria selecting lag and rank simultaneously have a superior performance in this case. Second, this translates into a superior forecasting performance of the restricted VECM over the VECM, with important improvements in forecasting accuracy ñreaching more than 100% in extreme cases. Third, the new algorithm proposed here fares very well in terms of parameter estimation, even when we consider the estimation of long-term parameters, opening up the discussion of joint estimation of short- and long-term parameters in VAR models.

Default mercado de crédito parcelado para bens duráveis : veículos automotores

The present work aims to study the macroeconomic factors influence in credit risk for installment autoloans operations. The study is based on 4.887 credit operations surveyed in the Credit Risk Information System (SCR) hold by the Brazilian Central Bank. Using Survival Analysis applied to interval censured data, we achieved a model to estimate the hazard function and we propose a method for calculating the probability of default in a twelve month period. Our results indicate a strong time dependence for the hazard function by a polynomial approximation in all estimated models. The model with the best Akaike Information Criteria estimate a positive effect of 0,07% for males over de basic hazard function, and 0,011% for the increasing of ten base points on the operation annual interest rate, toward, for each R$ 1.000,00 on the installment, the hazard function suffer a negative effect of 0,28% , and an estimated elevation of 0,0069% for the same amount added to operation contracted value. For de macroeconomics factors, we find statistically significant effects for the unemployment rate (-0,12%) , for the one lag of the unemployment rate (0,12%), for the first difference of the industrial product index(-0,008%), for one lag of inflation rate (-0,13%) and for the exchange rate (-0,23%). We do not find statistic significant results for all other tested variables.