Statistical modeling on coordinates

This paper is a first draft of the principle of statistical modelling on coordinates. Several causes —which would be long to detail—have led to this situation close to the deadline for submitting papers to CODAWORK’03. The main of them is the fast development of the approach along thelast months, which let appear previous drafts as obsolete. The present paper contains the essential parts of the state of the art of this approach from my point of view. I would like to acknowledge many clarifying discussions with the group of people working in this field in Girona, Barcelona, Carrick Castle, Firenze, Berlin, G¨ottingen, and Freiberg. They have given a lot of suggestions and ideas. Nevertheless, there might be still errors or unclear aspects which are exclusively my fault. I hope this contribution serves as a basis for further discussions and new developments

Training effects with the observer-rated cognitive errors and the coping action patterns scales

The use of observer-rated scales requires that raters be trained until they have become reliable in using the scales. However, few studies properly report how training in using a given rating scale is conducted or indeed how it should be conducted. This study examined progress in interrater reliability over 6 months of training with two observer-rated scales, the Cognitive Errors Rating Scale and the Coping Action Patterns Rating Scale. The evolution of the intraclass correlation coefficients was modeled using hierarchical linear modeling. Results showed an overall training effect as well as effects of the basic training phase and of the rater calibration phase, the latter being smaller than the former. The results are discussed in terms of implications for rater training in psychotherapy research.

On the relevance of modeling volatility for pricing purposes

This paper presents a two-factor (Vasicek-CIR) model of the term structure of interest rates and develops its pricing and empirical properties. We assume that default free discount bond prices are determined by the time to maturity and two factors, the long-term interest rate and the spread. Assuming a certain process for both factors, a general bond pricing equation is derived and a closed-form expression for bond prices is obtained. Empirical evidence of the model's performance in comparisson with a double Vasicek model is presented. The main conclusion is that the modeling of the volatility in the long-term rate process can help (in a large amount) to fit the observed data can improve - in a reasonable quantity - the prediction of the future movements in the medium- and long-term interest rates. However, for shorter maturities, it is shown that the pricing errors are, basically, negligible and it is not so clear which is the best model to be used.

Statistical Modeling of the Eye for Multimodal Treatment Planning for External Beam Radiation Therapy of Intraocular Tumors.

PURPOSE: Ocular anatomy and radiation-associated toxicities provide unique challenges for external beam radiation therapy. For treatment planning, precise modeling of organs at risk and tumor volume are crucial. Development of a precise eye model and automatic adaptation of this model to patients' anatomy remain problematic because of organ shape variability. This work introduces the application of a 3-dimensional (3D) statistical shape model as a novel method for precise eye modeling for external beam radiation therapy of intraocular tumors. METHODS AND MATERIALS: Manual and automatic segmentations were compared for 17 patients, based on head computed tomography (CT) volume scans. A 3D statistical shape model of the cornea, lens, and sclera as well as of the optic disc position was developed. Furthermore, an active shape model was built to enable automatic fitting of the eye model to CT slice stacks. Cross-validation was performed based on leave-one-out tests for all training shapes by measuring dice coefficients and mean segmentation errors between automatic segmentation and manual segmentation by an expert. RESULTS: Cross-validation revealed a dice similarity of 95% ± 2% for the sclera and cornea and 91% ± 2% for the lens. Overall, mean segmentation error was found to be 0.3 ± 0.1 mm. Average segmentation time was 14 ± 2 s on a standard personal computer. CONCLUSIONS: Our results show that the solution presented outperforms state-of-the-art methods in terms of accuracy, reliability, and robustness. Moreover, the eye model shape as well as its variability is learned from a training set rather than by making shape assumptions (eg, as with the spherical or elliptical model). Therefore, the model appears to be capable of modeling nonspherically and nonelliptically shaped eyes.

Error Modeling and Accuracy Analysis of a Novel Mobile Hybrid Parallel Robot

Over the last decades, calibration techniques have been widely used to improve the accuracy of robots and machine tools since they only involve software modification instead of changing the design and manufacture of the hardware. Traditionally, there are four steps are required for a calibration, i.e. error modeling, measurement, parameter identification and compensation. The objective of this thesis is to propose a method for the kinematics analysis and error modeling of a newly developed hybrid redundant robot IWR (Intersector Welding Robot), which possesses ten degrees of freedom (DOF) where 6-DOF in parallel and additional 4-DOF in serial. In this article, the problem of kinematics modeling and error modeling of the proposed IWR robot are discussed. Based on the vector arithmetic method, the kinematics model and the sensitivity model of the end-effector subject to the structure parameters is derived and analyzed. The relations between the pose (position and orientation) accuracy and manufacturing tolerances, actuation errors, and connection errors are formulated. Computer simulation is performed to examine the validity and effectiveness of the proposed method.

Novel Methods for Error Modeling and Parameter Identification of a Redundant Serial-Parallel Hybrid Robot

To obtain the desirable accuracy of a robot, there are two techniques available. The first option would be to make the robot match the nominal mathematic model. In other words, the manufacturing and assembling tolerances of every part would be extremely tight so that all of the various parameters would match the “design” or “nominal” values as closely as possible. This method can satisfy most of the accuracy requirements， but the cost would increase dramatically as the accuracy requirement increases. Alternatively, a more cost-effective solution is to build a manipulator with relaxed manufacturing and assembling tolerances. By modifying the mathematical model in the controller, the actual errors of the robot can be compensated. This is the essence of robot calibration. Simply put, robot calibration is the process of defining an appropriate error model and then identifying the various parameter errors that make the error model match the robot as closely as possible. This work focuses on kinematic calibration of a 10 degree-of-freedom (DOF) redundant serial-parallel hybrid robot. The robot consists of a 4-DOF serial mechanism and a 6-DOF hexapod parallel manipulator. The redundant 4-DOF serial structure is used to enlarge workspace and the 6-DOF hexapod manipulator is used to provide high load capabilities and stiffness for the whole structure. The main objective of the study is to develop a suitable calibration method to improve the accuracy of the redundant serial-parallel hybrid robot. To this end, a Denavit–Hartenberg (DH) hybrid error model and a Product-of-Exponential (POE) error model are developed for error modeling of the proposed robot. Furthermore, two kinds of global optimization methods, i.e. the differential-evolution (DE) algorithm and the Markov Chain Monte Carlo (MCMC) algorithm, are employed to identify the parameter errors of the derived error model. A measurement method based on a 3-2-1 wire-based pose estimation system is proposed and implemented in a Solidworks environment to simulate the real experimental validations. Numerical simulations and Solidworks prototype-model validations are carried out on the hybrid robot to verify the effectiveness, accuracy and robustness of the calibration algorithms.

Modeling, optimizing and simulating robot calibration with accuracy improvement

This work describes techniques for modeling, optimizing and simulating calibration processes of robots using off-line programming. The identification of geometric parameters of the nominal kinematic model is optimized using techniques of numerical optimization of the mathematical model. The simulation of the actual robot and the measurement system is achieved by introducing random errors representing their physical behavior and its statistical repeatability. An evaluation of the corrected nominal kinematic model brings about a clear perception of the influence of distinct variables involved in the process for a suitable planning, and indicates a considerable accuracy improvement when the optimized model is compared to the non-optimized one.

Statistical analysis of survey-based event history data with application to modeling of unemployment duration

Longitudinal surveys are increasingly used to collect event history data on person-specific processes such as transitions between labour market states. Surveybased event history data pose a number of challenges for statistical analysis. These challenges include survey errors due to sampling, non-response, attrition and measurement. This study deals with non-response, attrition and measurement errors in event history data and the bias caused by them in event history analysis. The study also discusses some choices faced by a researcher using longitudinal survey data for event history analysis and demonstrates their effects. These choices include, whether a design-based or a model-based approach is taken, which subset of data to use and, if a design-based approach is taken, which weights to use. The study takes advantage of the possibility to use combined longitudinal survey register data. The Finnish subset of European Community Household Panel (FI ECHP) survey for waves 1–5 were linked at person-level with longitudinal register data. Unemployment spells were used as study variables of interest. Lastly, a simulation study was conducted in order to assess the statistical properties of the Inverse Probability of Censoring Weighting (IPCW) method in a survey data context. The study shows how combined longitudinal survey register data can be used to analyse and compare the non-response and attrition processes, test the missingness mechanism type and estimate the size of bias due to non-response and attrition. In our empirical analysis, initial non-response turned out to be a more important source of bias than attrition. Reported unemployment spells were subject to seam effects, omissions, and, to a lesser extent, overreporting. The use of proxy interviews tended to cause spell omissions. An often-ignored phenomenon classification error in reported spell outcomes, was also found in the data. Neither the Missing At Random (MAR) assumption about non-response and attrition mechanisms, nor the classical assumptions about measurement errors, turned out to be valid. Both measurement errors in spell durations and spell outcomes were found to cause bias in estimates from event history models. Low measurement accuracy affected the estimates of baseline hazard most. The design-based estimates based on data from respondents to all waves of interest and weighted by the last wave weights displayed the largest bias. Using all the available data, including the spells by attriters until the time of attrition, helped to reduce attrition bias. Lastly, the simulation study showed that the IPCW correction to design weights reduces bias due to dependent censoring in design-based Kaplan-Meier and Cox proportional hazard model estimators. The study discusses implications of the results for survey organisations collecting event history data, researchers using surveys for event history analysis, and researchers who develop methods to correct for non-sampling biases in event history data.

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.

Modeling of ALFA Programs Using PVS Theorem Prover

In Safety critical software failure can have a high price. Such software should be free of errors before it is put into operation. Application of formal methods in the Software Development Life Cycle helps to ensure that the software for safety critical missions are ultra reliable. PVS theorem prover, a formal method tool, can be used for the formal verification of software in ADA Language for Flight Software Application (ALFA.). This paper describes the modeling of ALFA programs for PVS theorem prover. An ALFA2PVS translator is developed which automatically converts the software in ALFA to PVS specification. By this approach the software can be verified formally with respect to underflow/overflow errors and divide by zero conditions without the actual execution of the code.

Modeling of ALFA Programs Using PVS Theorem Prover

In Safety critical software failure can have a high price. Such software should be free of errors before it is put into operation. Application of formal methods in the Software Development Life Cycle helps to ensure that the software for safety critical missions are ultra reliable. PVS theorem prover, a formal method tool, can be used for the formal verification of software in ADA Language for Flight Software Application (ALFA.). This paper describes the modeling of ALFA programs for PVS theorem prover. An ALFA2PVS translator is developed which automatically converts the software in ALFA to PVS specification. By this approach the software can be verified formally with respect to underflow/overflow errors and divide by zero conditions without the actual execution of the code

Statistical modeling on coordinates

This paper is a first draft of the principle of statistical modelling on coordinates. Several causes —which would be long to detail—have led to this situation close to the deadline for submitting papers to CODAWORK’03. The main of them is the fast development of the approach along the last months, which let appear previous drafts as obsolete. The present paper contains the essential parts of the state of the art of this approach from my point of view. I would like to acknowledge many clarifying discussions with the group of people working in this field in Girona, Barcelona, Carrick Castle, Firenze, Berlin, G¨ottingen, and Freiberg. They have given a lot of suggestions and ideas. Nevertheless, there might be still errors or unclear aspects which are exclusively my fault. I hope this contribution serves as a basis for further discussions and new developments

Modeling energy consumption of dual-hop relay based MAC protocols in ad hoc networks

Given that the next and current generation networks will coexist for a considerable period of time, it is important to improve the performance of existing networks. One such improvement recently proposed is to enhance the throughput of ad hoc networks by using dual-hop relay-based transmission schemes. Since in ad hoc networks throughput is normally related to their energy consumption, it is important to examine the impact of using relay-based transmissions on energy consumption. In this paper, we present an analytical energy consumption model for dual-hop relay-based medium access control (MAC) protocols. Based on the recently reported relay-enabled Distributed Coordination Function (rDCF), we have shown the efficacy of the proposed analytical model. This is a generalized model and can be used to predict energy consumption in saturated relay-based ad hoc networks. This model can predict energy consumption in ideal environment and with transmission errors. It is shown that using a relay results in not only better throughput but also better energy efficiency. Copyright (C) 2009 Rizwan Ahmad et al.

Sparse modeling using orthogonal forward regression with PRESS statistic and regularization

The paper introduces an efficient construction algorithm for obtaining sparse linear-in-the-weights regression models based on an approach of directly optimizing model generalization capability. This is achieved by utilizing the delete-1 cross validation concept and the associated leave-one-out test error also known as the predicted residual sums of squares (PRESS) statistic, without resorting to any other validation data set for model evaluation in the model construction process. Computational efficiency is ensured using an orthogonal forward regression, but the algorithm incrementally minimizes the PRESS statistic instead of the usual sum of the squared training errors. A local regularization method can naturally be incorporated into the model selection procedure to further enforce model sparsity. The proposed algorithm is fully automatic, and the user is not required to specify any criterion to terminate the model construction procedure. Comparisons with some of the existing state-of-art modeling methods are given, and several examples are included to demonstrate the ability of the proposed algorithm to effectively construct sparse models that generalize well.

Tropical cyclone climatology in a 10-km global atmospheric GCM: toward weather-resolving climate modeling

Northern Hemisphere tropical cyclone (TC) activity is investigated in multiyear global climate simulations with theECMWFIntegrated Forecast System (IFS) at 10-km resolution forced by the observed records of sea surface temperature and sea ice. The results are compared to analogous simulationswith the 16-, 39-, and 125-km versions of the model as well as observations. In the North Atlantic, mean TC frequency in the 10-km model is comparable to the observed frequency, whereas it is too low in the other versions. While spatial distributions of the genesis and track densities improve systematically with increasing resolution, the 10-km model displays qualitatively more realistic simulation of the track density in the western subtropical North Atlantic. In the North Pacific, the TC count tends to be too high in thewest and too low in the east for all resolutions. These model errors appear to be associated with the errors in the large-scale environmental conditions that are fairly similar in this region for all model versions. The largest benefits of the 10-km simulation are the dramatically more accurate representation of the TC intensity distribution and the structure of the most intense storms. The model can generate a supertyphoon with a maximum surface wind speed of 68.4 m s21. The life cycle of an intense TC comprises intensity fluctuations that occur in apparent connection with the variations of the eyewall/rainband structure. These findings suggest that a hydrostatic model with cumulus parameterization and of high enough resolution could be efficiently used to simulate the TC intensity response (and the associated structural changes) to future climate change.