Non-parametric consistency test for multiple-sensing-modality data fusion

Fusing data from multiple sensing modalities, e.g. laser and radar, is a promising approach to achieve resilient perception in challenging environmental conditions. However, this may lead to \emph{catastrophic fusion} in the presence of inconsistent data, i.e. when the sensors do not detect the same target due to distinct attenuation properties. It is often difficult to discriminate consistent from inconsistent data across sensing modalities using local spatial information alone. In this paper we present a novel consistency test based on the log marginal likelihood of a Gaussian process model that evaluates data from range sensors in a relative manner. A new data point is deemed to be consistent if the model statistically improves as a result of its fusion. This approach avoids the need for absolute spatial distance threshold parameters as required by previous work. We report results from object reconstruction with both synthetic and experimental data that demonstrate an improvement in reconstruction quality, particularly in cases where data points are inconsistent yet spatially proximal.

Inferential, non-parametric statistics to assess quality of probabilistic forecast systems

Many statistical forecast systems are available to interested users. In order to be useful for decision-making, these systems must be based on evidence of underlying mechanisms. Once causal connections between the mechanism and their statistical manifestation have been firmly established, the forecasts must also provide some quantitative evidence of `quality’. However, the quality of statistical climate forecast systems (forecast quality) is an ill-defined and frequently misunderstood property. Often, providers and users of such forecast systems are unclear about what ‘quality’ entails and how to measure it, leading to confusion and misinformation. Here we present a generic framework to quantify aspects of forecast quality using an inferential approach to calculate nominal significance levels (p-values) that can be obtained either by directly applying non-parametric statistical tests such as Kruskal-Wallis (KW) or Kolmogorov-Smirnov (KS) or by using Monte-Carlo methods (in the case of forecast skill scores). Once converted to p-values, these forecast quality measures provide a means to objectively evaluate and compare temporal and spatial patterns of forecast quality across datasets and forecast systems. Our analysis demonstrates the importance of providing p-values rather than adopting some arbitrarily chosen significance levels such as p < 0.05 or p < 0.01, which is still common practice. This is illustrated by applying non-parametric tests (such as KW and KS) and skill scoring methods (LEPS and RPSS) to the 5-phase Southern Oscillation Index classification system using historical rainfall data from Australia, The Republic of South Africa and India. The selection of quality measures is solely based on their common use and does not constitute endorsement. We found that non-parametric statistical tests can be adequate proxies for skill measures such as LEPS or RPSS. The framework can be implemented anywhere, regardless of dataset, forecast system or quality measure. Eventually such inferential evidence should be complimented by descriptive statistical methods in order to fully assist in operational risk management.

A Non-Parametric Dimension Test of the Term Structure

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 3, article 6.

Assessing seasonal precipitation trends in India using parametric and non-parametric statistical techniques

This paper provides an insight into the long-term trends of the four seasonal and annual precipitations in various climatological regions and sub-regions in India. The trends were useful to investigate whether Indian seasonal rainfall is changing in terms of magnitude or location-wise. Trends were assessed over the period of 1954-2003 using parametric ordinary least square fits and non-parametric Mann-Kendall technique. The trend significance was tested at the 95% confidence level. Apart from the trends for individual climatological regions in India and the average for the whole of India, trends were also specifically determined for the possible smaller geographical areas in order to understand how different the trends would be from the bigger spatial scales. The smaller geographical regions consist of the whole southwestern continental state of Kerala. It was shown that there are decreasing trends in the spring and monsoon rainfall and increasing trends in the autumn and winter rainfalls. These changes are not always homogeneous over various regions, even in the very short scales implying a careful regional analysis would be necessary for drawing conclusions regarding agro-ecological or other local projects requiring change in rainfall information. Furthermore, the differences between the trend magnitudes and directions from the two different methods are significantly small and fall well within the significance limit for all the cases investigated in Indian regions (except where noted). © 2010 Springer-Verlag.