897 resultados para estimation and filtering


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An increasing importance is assigned to the estimation and verification of carbon stocks in forests. Forestry practice has several long-established and reliable methods for the assessment of aboveground biomass; however we still miss accurate predictors of belowground biomass. A major windthrow event exposing the coarse root systems of Norway spruce trees allowed us to assess the effects of contrasting soil stone and water content on belowground allocation. Increasing stone content decreases root/shoot ratio, while soil waterlogging leads to an increase in this ratio. We constructed allometric relationships for belowground biomass prediction and were able to show that only soil waterlogging significantly impacts model parameters. We showed that diameter at breast height is a reliable predictor of belowground biomass and, once site-specific parameters have been developed, it is possible to accurately estimate belowground biomass in Norway spruce.

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The variation of stratospheric equatorial wave characteristics with the phase of the quasi-biennial oscillation (QBO) is investigated using ECMWF Re-Analysis and NOAA outgoing longwave radiation (OLR) data. The impact of the QBO phases on the upward propagation of equatorial waves is found to be consistent and significant. In the easterly phase, there is larger Kelvin wave amplitude but smaller westward-moving mixed Rossby–gravity (WMRG) and n = 1 Rossby (R1) wave amplitude due to reduced propagation from the upper troposphere into the lower stratosphere, compared with the westerly phase. Differences in the wave amplitude exist in a deeper layer in summer than in winter, consistent with the seasonality of ambient zonal winds. There is a strong evidence of Kelvin wave amplitude peaking just below the descending westerly phase, suggesting that Kelvin waves act to bring the westerly phase downward. However, the corresponding evidence for WMRG and R1 waves is less clear. In the lower stratosphere there is zonal variation in equatorial waves. This reflects the zonal asymmetry of wave amplitudes in the upper troposphere, the source for the lower-stratospheric waves. In easterly winters the upper-tropospheric WMRG and R1 waves over the eastern Pacific region appear to be somewhat stronger compared to climatology, perhaps because of the accumulation of waves that are unable to propagate upward into the lower stratosphere. Vertical propagation features of these waves are generally consistent with theory and suggest a mixture of Doppler shifting by ambient flows and filtering. Some lower-stratosphere equatorial waves have a connection with preceding tropical convection, especially for Kelvin and R1 waves in winter.

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Real estate depreciation continues to be a critical issue for investors and the appraisal profession in the UK in the 1990s. Depreciation-sensitive cash flow models have been developed, but there is a real need to develop further empirical methodologies to determine rental depreciation rates for input into these models. Although building quality has been found to be an important explanatory variable in depreciation it is very difficult to incorporate it into such models or to analyse it retrospectively. It is essential to examine previous depreciation research from real estate and economics in the USA and UK to understand the issues in constructing a valid and pragmatic way of calculating rental depreciation. Distinguishing between 'depreciation' and 'obsolescence' is important, and the pattern of depreciation in any study can be influenced by such factors as the type (longitudinal or crosssectional) and timing of the study, and the market state. Longitudinal studies can analyse change more directly than cross-sectional studies. Any methodology for calculating rental depreciation rate should be formulated in the context of such issues as 'censored sample bias', 'lemons' and 'filtering', which have been highlighted in key US literature from the field of economic depreciation. Property depreciation studies in the UK have tended to overlook this literature, however. Although data limitations and constraints reduce the ability of empirical property depreciation work in the UK to consider these issues fully, 'averaging' techniques and ordinary least squares (OLS) regression can both provide a consistent way of calculating rental depreciation rates within a 'cohort' framework.

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Satellite-based Synthetic Aperture Radar (SAR) has proved useful for obtaining information on flood extent, which, when intersected with a Digital Elevation Model (DEM) of the floodplain, provides water level observations that can be assimilated into a hydrodynamic model to decrease forecast uncertainty. With an increasing number of operational satellites with SAR capability, information on the relationship between satellite first visit and revisit times and forecast performance is required to optimise the operational scheduling of satellite imagery. By using an Ensemble Transform Kalman Filter (ETKF) and a synthetic analysis with the 2D hydrodynamic model LISFLOOD-FP based on a real flooding case affecting an urban area (summer 2007,Tewkesbury, Southwest UK), we evaluate the sensitivity of the forecast performance to visit parameters. We emulate a generic hydrologic-hydrodynamic modelling cascade by imposing a bias and spatiotemporal correlations to the inflow error ensemble into the hydrodynamic domain. First, in agreement with previous research, estimation and correction for this bias leads to a clear improvement in keeping the forecast on track. Second, imagery obtained early in the flood is shown to have a large influence on forecast statistics. Revisit interval is most influential for early observations. The results are promising for the future of remote sensing-based water level observations for real-time flood forecasting in complex scenarios.

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Using panel data for 111 countries over the period 1982–2002, we employ two indexes that cover a wide range of human rights to empirically analyze whether and to what extent terrorism affects human rights. According to our results,terrorism significantly, but not dramatically, diminishes governments’ respect for basic human rights such as the absence of extrajudicial killings, political imprisonment, and torture. The result is robust to how we measure terrorist attacks, to the method of estimation, and to the choice of countries in our sample. However, we find no effect of terrorism on empowerment rights.

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A class identification algorithms is introduced for Gaussian process(GP)models.The fundamental approach is to propose a new kernel function which leads to a covariance matrix with low rank,a property that is consequently exploited for computational efficiency for both model parameter estimation and model predictions.The objective of either maximizing the marginal likelihood or the Kullback–Leibler (K–L) divergence between the estimated output probability density function(pdf)and the true pdf has been used as respective cost functions.For each cost function,an efficient coordinate descent algorithm is proposed to estimate the kernel parameters using a one dimensional derivative free search, and noise variance using a fast gradient descent algorithm. Numerical examples are included to demonstrate the effectiveness of the new identification approaches.

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We propose a new class of neurofuzzy construction algorithms with the aim of maximizing generalization capability specifically for imbalanced data classification problems based on leave-one-out (LOO) cross validation. The algorithms are in two stages, first an initial rule base is constructed based on estimating the Gaussian mixture model with analysis of variance decomposition from input data; the second stage carries out the joint weighted least squares parameter estimation and rule selection using orthogonal forward subspace selection (OFSS)procedure. We show how different LOO based rule selection criteria can be incorporated with OFSS, and advocate either maximizing the leave-one-out area under curve of the receiver operating characteristics, or maximizing the leave-one-out Fmeasure if the data sets exhibit imbalanced class distribution. Extensive comparative simulations illustrate the effectiveness of the proposed algorithms.

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Satellite-based (e.g., Synthetic Aperture Radar [SAR]) water level observations (WLOs) of the floodplain can be sequentially assimilated into a hydrodynamic model to decrease forecast uncertainty. This has the potential to keep the forecast on track, so providing an Earth Observation (EO) based flood forecast system. However, the operational applicability of such a system for floods developed over river networks requires further testing. One of the promising techniques for assimilation in this field is the family of ensemble Kalman (EnKF) filters. These filters use a limited-size ensemble representation of the forecast error covariance matrix. This representation tends to develop spurious correlations as the forecast-assimilation cycle proceeds, which is a further complication for dealing with floods in either urban areas or river junctions in rural environments. Here we evaluate the assimilation of WLOs obtained from a sequence of real SAR overpasses (the X-band COSMO-Skymed constellation) in a case study. We show that a direct application of a global Ensemble Transform Kalman Filter (ETKF) suffers from filter divergence caused by spurious correlations. However, a spatially-based filter localization provides a substantial moderation in the development of the forecast error covariance matrix, directly improving the forecast and also making it possible to further benefit from a simultaneous online inflow error estimation and correction. Additionally, we propose and evaluate a novel along-network metric for filter localization, which is physically-meaningful for the flood over a network problem. Using this metric, we further evaluate the simultaneous estimation of channel friction and spatially-variable channel bathymetry, for which the filter seems able to converge simultaneously to sensible values. Results also indicate that friction is a second order effect in flood inundation models applied to gradually varied flow in large rivers. The study is not conclusive regarding whether in an operational situation the simultaneous estimation of friction and bathymetry helps the current forecast. Overall, the results indicate the feasibility of stand-alone EO-based operational flood forecasting.

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Estimating trajectories and parameters of dynamical systems from observations is a problem frequently encountered in various branches of science; geophysicists for example refer to this problem as data assimilation. Unlike as in estimation problems with exchangeable observations, in data assimilation the observations cannot easily be divided into separate sets for estimation and validation; this creates serious problems, since simply using the same observations for estimation and validation might result in overly optimistic performance assessments. To circumvent this problem, a result is presented which allows us to estimate this optimism, thus allowing for a more realistic performance assessment in data assimilation. The presented approach becomes particularly simple for data assimilation methods employing a linear error feedback (such as synchronization schemes, nudging, incremental 3DVAR and 4DVar, and various Kalman filter approaches). Numerical examples considering a high gain observer confirm the theory.

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Uncertainty in ocean analysis methods and deficiencies in the observing system are major obstacles for the reliable reconstruction of the past ocean climate. The variety of existing ocean reanalyses is exploited in a multi-reanalysis ensemble to improve the ocean state estimation and to gauge uncertainty levels. The ensemble-based analysis of signal-to-noise ratio allows the identification of ocean characteristics for which the estimation is robust (such as tropical mixed-layer-depth, upper ocean heat content), and where large uncertainty exists (deep ocean, Southern Ocean, sea ice thickness, salinity), providing guidance for future enhancement of the observing and data assimilation systems.

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The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 Elsevier B.V. All rights reserved.

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A new method for characterization and analysis of asphaltic mixtures aggregate particles is reported. By relying on multiscale representation of the particles, curvature estimation, and discriminant analysis for optimal separation of the categories of mixtures, a particularly effective and comprehensive methodology is obtained. The potential of the methodology is illustrated with respect to three important types of particles used in asphaltic mixtures, namely basalt, gabbro, and gravel. The obtained results show that gravel particles are markedly distinct from the other two types of particles, with the gabbro category resulting with intermediate geometrical properties. The importance of each considered measurement in the discrimination between the three categories of particles was also quantified in terms of the adopted discriminant analysis.

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We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

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We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

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The generalized Birnbaum-Saunders (GBS) distribution is a new class of positively skewed models with lighter and heavier tails than the traditional Birnbaum-Saunders (BS) distribution, which is largely applied to study lifetimes. However, the theoretical argument and the interesting properties of the GBS model have made its application possible beyond the lifetime analysis. The aim of this paper is to present the GBS distribution as a useful model for describing pollution data and deriving its positive and negative moments. Based on these moments, we develop estimation and goodness-of-fit methods. Also, some properties of the proposed estimators useful for developing asymptotic inference are presented. Finally, an application with real data from Environmental Sciences is given to illustrate the methodology developed. This example shows that the empirical fit of the GBS distribution to the data is very good. Thus, the GBS model is appropriate for describing air pollutant concentration data, which produces better results than the lognormal model when the administrative target is determined for abating air pollution. Copyright (c) 2007 John Wiley & Sons, Ltd.