889 resultados para Forecast error variance
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The work presented evaluates the statistical characteristics of regional bias and expected error in reconstructions of real positron emission tomography (PET) data of human brain fluoro-deoxiglucose (FDG) studies carried out by the maximum likelihood estimator (MLE) method with a robust stopping rule, and compares them with the results of filtered backprojection (FBP) reconstructions and with the method of sieves. The task of evaluating radioisotope uptake in regions-of-interest (ROIs) is investigated. An assessment of bias and variance in uptake measurements is carried out with simulated data. Then, by using three different transition matrices with different degrees of accuracy and a components of variance model for statistical analysis, it is shown that the characteristics obtained from real human FDG brain data are consistent with the results of the simulation studies.
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PURPOSE: To explore whether triaxial accelerometric measurements can be utilized to accurately assess speed and incline of running in free-living conditions. METHODS: Body accelerations during running were recorded at the lower back and at the heel by a portable data logger in 20 human subjects, 10 men, and 10 women. After parameterizing body accelerations, two neural networks were designed to recognize each running pattern and calculate speed and incline. Each subject ran 18 times on outdoor roads at various speeds and inclines; 12 runs were used to calibrate the neural networks whereas the 6 other runs were used to validate the model. RESULTS: A small difference between the estimated and the actual values was observed: the square root of the mean square error (RMSE) was 0.12 m x s(-1) for speed and 0.014 radiant (rad) (or 1.4% in absolute value) for incline. Multiple regression analysis allowed accurate prediction of speed (RMSE = 0.14 m x s(-1)) but not of incline (RMSE = 0.026 rad or 2.6% slope). CONCLUSION: Triaxial accelerometric measurements allows an accurate estimation of speed of running and incline of terrain (the latter with more uncertainty). This will permit the validation of the energetic results generated on the treadmill as applied to more physiological unconstrained running conditions.
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Optimal behavior relies on flexible adaptation to environmental requirements, notably based on the detection of errors. The impact of error detection on subsequent behavior typically manifests as a slowing down of RTs following errors. Precisely how errors impact the processing of subsequent stimuli and in turn shape behavior remains unresolved. To address these questions, we used an auditory spatial go/no-go task where continual feedback informed participants of whether they were too slow. We contrasted auditory-evoked potentials to left-lateralized go and right no-go stimuli as a function of performance on the preceding go stimuli, generating a 2 × 2 design with "preceding performance" (fast hit [FH], slow hit [SH]) and stimulus type (go, no-go) as within-subject factors. SH trials yielded SH trials on the following trials more often than did FHs, supporting our assumption that SHs engaged effects similar to errors. Electrophysiologically, auditory-evoked potentials modulated topographically as a function of preceding performance 80-110 msec poststimulus onset and then as a function of stimulus type at 110-140 msec, indicative of changes in the underlying brain networks. Source estimations revealed a stronger activity of prefrontal regions to stimuli after successful than error trials, followed by a stronger response of parietal areas to the no-go than go stimuli. We interpret these results in terms of a shift from a fast automatic to a slow controlled form of inhibitory control induced by the detection of errors, manifesting during low-level integration of task-relevant features of subsequent stimuli, which in turn influences response speed.
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This paper presents a new respiratory impedance estimator to minimize the error due to breathing. Its practical reliability was evaluated in a simulation using realistic signals. These signals were generated by superposing pressure and flow records obtained in two conditions: 1) when applying forced oscillation to a resistance- inertance- elastance (RIE) mechanical model; 2) when healthy subjects breathed through the unexcited forced oscillation generator. Impedances computed (4-32 Hz) from the simulated signals with the new estimator resulted in a mean value which was scarcely biased by the added breathing (errors less than 1 percent in the mean R, I , and E ) and had a small variability (coefficients of variation of R, I, and E of 1.3, 3.5, and 9.6 percent, respectively). Our results suggest that the proposed estimator reduces the error in measurement of respiratory impedance without appreciable extracomputational cost.
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En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.
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The estimation of non available soil variables through the knowledge of other related measured variables can be achieved through pedotransfer functions (PTF) mainly saving time and reducing cost. Great differences among soils, however, can yield non desirable results when applying this method. This study discusses the application of developed PTFs by several authors using a variety of soils of different characteristics, to evaluate soil water contents of two Brazilian lowland soils. Comparisons are made between PTF evaluated data and field measured data, using statistical and geostatistical tools, like mean error, root mean square error, semivariogram, cross-validation, and regression coefficient. The eight tested PTFs to evaluate gravimetric soil water contents (Ug) at the tensions of 33 kPa and 1,500 kPa presented a tendency to overestimate Ug 33 kPa and underestimate Ug1,500 kPa. The PTFs were ranked according to their performance and also with respect to their potential in describing the structure of the spatial variability of the set of measured values. Although none of the PTFs have changed the distribution pattern of the data, all resulted in mean and variance statistically different from those observed for all measured values. The PTFs that presented the best predictive values of Ug33 kPa and Ug1,500 kPa were not the same that had the best performance to reproduce the structure of spatial variability of these variables.
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Social scientists often estimate models from correlational data, where the independent variable has not been exogenously manipulated; they also make implicit or explicit causal claims based on these models. When can these claims be made? We answer this question by first discussing design and estimation conditions under which model estimates can be interpreted, using the randomized experiment as the gold standard. We show how endogeneity--which includes omitted variables, omitted selection, simultaneity, common methods bias, and measurement error--renders estimates causally uninterpretable. Second, we present methods that allow researchers to test causal claims in situations where randomization is not possible or when causal interpretation is confounded, including fixed-effects panel, sample selection, instrumental variable, regression discontinuity, and difference-in-differences models. Third, we take stock of the methodological rigor with which causal claims are being made in a social sciences discipline by reviewing a representative sample of 110 articles on leadership published in the previous 10 years in top-tier journals. Our key finding is that researchers fail to address at least 66 % and up to 90 % of design and estimation conditions that make causal claims invalid. We conclude by offering 10 suggestions on how to improve non-experimental research.
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In groundwater applications, Monte Carlo methods are employed to model the uncertainty on geological parameters. However, their brute-force application becomes computationally prohibitive for highly detailed geological descriptions, complex physical processes, and a large number of realizations. The Distance Kernel Method (DKM) overcomes this issue by clustering the realizations in a multidimensional space based on the flow responses obtained by means of an approximate (computationally cheaper) model; then, the uncertainty is estimated from the exact responses that are computed only for one representative realization per cluster (the medoid). Usually, DKM is employed to decrease the size of the sample of realizations that are considered to estimate the uncertainty. We propose to use the information from the approximate responses for uncertainty quantification. The subset of exact solutions provided by DKM is then employed to construct an error model and correct the potential bias of the approximate model. Two error models are devised that both employ the difference between approximate and exact medoid solutions, but differ in the way medoid errors are interpolated to correct the whole set of realizations. The Local Error Model rests upon the clustering defined by DKM and can be seen as a natural way to account for intra-cluster variability; the Global Error Model employs a linear interpolation of all medoid errors regardless of the cluster to which the single realization belongs. These error models are evaluated for an idealized pollution problem in which the uncertainty of the breakthrough curve needs to be estimated. For this numerical test case, we demonstrate that the error models improve the uncertainty quantification provided by the DKM algorithm and are effective in correcting the bias of the estimate computed solely from the MsFV results. The framework presented here is not specific to the methods considered and can be applied to other combinations of approximate models and techniques to select a subset of realizations
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Knowledge of the quantitative genetics of resistance to parasitism is key to appraise host evolutionary responses to parasite selection. Here, we studied effects of common origin (i.e. genetic and pre-hatching parental effects) and common rearing environment (i.e. post-hatching parental effects and other environment effects) on variance in ectoparasite load in nestling Alpine swifts (Apus melba). This colonial bird is intensely parasitized by blood sucking louse-flies that impair nestling development and survival. By cross-fostering half of the hatchlings between pairs of nests, we show strong significant effect of common rearing environment on variance (90.7% in 2002 and 90.9% in 2003) in the number of louse-flies per nestling and no significant effect of common origin on variance in the number of louse-flies per nestling. In contrast, significant effects of common origin were found for all the nestling morphological traits (i.e. body mass, wing length, tail length, fork length and sternum length) under investigation. Hence, our study suggests that genetic and pre-hatching parental effects play little role in the distribution of parasites among nestling Alpine swifts, and thus that nestlings have only limited scope for evolutionary responses against parasites. Our results highlight the need to take into consideration environmental factors, including the evolution of post-hatching parental effects such as nest sanitation, in our understanding of host-parasite relationships.
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The multiscale finite-volume (MSFV) method is designed to reduce the computational cost of elliptic and parabolic problems with highly heterogeneous anisotropic coefficients. The reduction is achieved by splitting the original global problem into a set of local problems (with approximate local boundary conditions) coupled by a coarse global problem. It has been shown recently that the numerical errors in MSFV results can be reduced systematically with an iterative procedure that provides a conservative velocity field after any iteration step. The iterative MSFV (i-MSFV) method can be obtained with an improved (smoothed) multiscale solution to enhance the localization conditions, with a Krylov subspace method [e.g., the generalized-minimal-residual (GMRES) algorithm] preconditioned by the MSFV system, or with a combination of both. In a multiphase-flow system, a balance between accuracy and computational efficiency should be achieved by finding a minimum number of i-MSFV iterations (on pressure), which is necessary to achieve the desired accuracy in the saturation solution. In this work, we extend the i-MSFV method to sequential implicit simulation of time-dependent problems. To control the error of the coupled saturation/pressure system, we analyze the transport error caused by an approximate velocity field. We then propose an error-control strategy on the basis of the residual of the pressure equation. At the beginning of simulation, the pressure solution is iterated until a specified accuracy is achieved. To minimize the number of iterations in a multiphase-flow problem, the solution at the previous timestep is used to improve the localization assumption at the current timestep. Additional iterations are used only when the residual becomes larger than a specified threshold value. Numerical results show that only a few iterations on average are necessary to improve the MSFV results significantly, even for very challenging problems. Therefore, the proposed adaptive strategy yields efficient and accurate simulation of multiphase flow in heterogeneous porous media.
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We present a heuristic method for learning error correcting output codes matrices based on a hierarchical partition of the class space that maximizes a discriminative criterion. To achieve this goal, the optimal codeword separation is sacrificed in favor of a maximum class discrimination in the partitions. The creation of the hierarchical partition set is performed using a binary tree. As a result, a compact matrix with high discrimination power is obtained. Our method is validated using the UCI database and applied to a real problem, the classification of traffic sign images.
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We conduct a large-scale comparative study on linearly combining superparent-one-dependence estimators (SPODEs), a popular family of seminaive Bayesian classifiers. Altogether, 16 model selection and weighing schemes, 58 benchmark data sets, and various statistical tests are employed. This paper's main contributions are threefold. First, it formally presents each scheme's definition, rationale, and time complexity and hence can serve as a comprehensive reference for researchers interested in ensemble learning. Second, it offers bias-variance analysis for each scheme's classification error performance. Third, it identifies effective schemes that meet various needs in practice. This leads to accurate and fast classification algorithms which have an immediate and significant impact on real-world applications. Another important feature of our study is using a variety of statistical tests to evaluate multiple learning methods across multiple data sets.