Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches

We propose a new kernel estimation of the cumulative distribution function based on transformation and on bias reducing techniques. We derive the optimal bandwidth that minimises the asymptotic integrated mean squared error. The simulation results show that our proposed kernel estimation improves alternative approaches when the variable has an extreme value distribution with heavy tail and the sample size is small.

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests.

Many unit root and cointegration tests require an estimate of the spectral density function at frequency zero at some process. Kernel estimators based on weighted sums of autocovariances constructed using estimated residuals from an AR(1) regression are commonly used. However, it is known that with substantially correlated errors, the OLS estimate of the AR(1) parameter is severely biased. in this paper, we first show that this least squares bias induces a significant increase in the bias and mean-squared error of kernel-based estimators.

Estimation utilisant les polynômes de Bernstein

Ce mémoire porte sur la présentation des estimateurs de Bernstein qui sont des alternatives récentes aux différents estimateurs classiques de fonctions de répartition et de densité. Plus précisément, nous étudions leurs différentes propriétés et les comparons à celles de la fonction de répartition empirique et à celles de l'estimateur par la méthode du noyau. Nous déterminons une expression asymptotique des deux premiers moments de l'estimateur de Bernstein pour la fonction de répartition. Comme pour les estimateurs classiques, nous montrons que cet estimateur vérifie la propriété de Chung-Smirnov sous certaines conditions. Nous montrons ensuite que l'estimateur de Bernstein est meilleur que la fonction de répartition empirique en terme d'erreur quadratique moyenne. En s'intéressant au comportement asymptotique des estimateurs de Bernstein, pour un choix convenable du degré du polynôme, nous montrons que ces estimateurs sont asymptotiquement normaux. Des études numériques sur quelques distributions classiques nous permettent de confirmer que les estimateurs de Bernstein peuvent être préférables aux estimateurs classiques.

ECG Noise Removal using GA tuned Sign-Data Least Mean Square Algorithm

Adaptive filter is a primary method to filter Electrocardiogram (ECG), because it does not need the signal statistical characteristics. In this paper, an adaptive filtering technique for denoising the ECG based on Genetic Algorithm (GA) tuned Sign-Data Least Mean Square (SD-LMS) algorithm is proposed. This technique minimizes the mean-squared error between the primary input, which is a noisy ECG, and a reference input which can be either noise that is correlated in some way with the noise in the primary input or a signal that is correlated only with ECG in the primary input. Noise is used as the reference signal in this work. The algorithm was applied to the records from the MIT -BIH Arrhythmia database for removing the baseline wander and 60Hz power line interference. The proposed algorithm gave an average signal to noise ratio improvement of 10.75 dB for baseline wander and 24.26 dB for power line interference which is better than the previous reported works

Evaluation of the S(T) assimilation method with the Argo dataset

Recent observations from the Argo dataset of temperature and salinity profiles are used to evaluate a series of 3-year data assimilation experiments in a global ice–ocean general circulation model. The experiments are designed to evaluate a new data assimilation system whereby salinity is assimilated along isotherms, S(T ). In addition, the role of a balancing salinity increment to maintain water mass properties is investigated. This balancing increment is found to effectively prevent spurious mixing in tropical regions induced by univariate temperature assimilation, allowing the correction of isotherm geometries without adversely influencing temperature–salinity relationships. In addition, the balancing increment is able to correct a fresh bias associated with a weak subtropical gyre in the North Atlantic using only temperature observations. The S(T ) assimilation method is found to provide an important improvement over conventional depth level assimilation, with lower root-mean-squared forecast errors over the upper 500 m in the tropical Atlantic and Pacific Oceans. An additional set of experiments is performed whereby Argo data are withheld and used for independent evaluation. The most significant improvements from Argo assimilation are found in less well-observed regions (Indian, South Atlantic and South Pacific Oceans). When Argo salinity data are assimilated in addition to temperature, improvements to modelled temperature fields are obtained due to corrections to model density gradients and the resulting circulation. It is found that observations from the Argo array provide an invaluable tool for both correcting modelled water mass properties through data assimilation and for evaluating the assimilation methods themselves.

The full-spectrum correlated-k method for longwave atmospheric radiative transfer using an effective Planck function

The correlated k-distribution (CKD) method is widely used in the radiative transfer schemes of atmospheric models and involves dividing the spectrum into a number of bands and then reordering the gaseous absorption coefficients within each one. The fluxes and heating rates for each band may then be computed by discretizing the reordered spectrum into of order 10 quadrature points per major gas and performing a monochromatic radiation calculation for each point. In this presentation it is shown that for clear-sky longwave calculations, sufficient accuracy for most applications can be achieved without the need for bands: reordering may be performed on the entire longwave spectrum. The resulting full-spectrum correlated k (FSCK) method requires significantly fewer monochromatic calculations than standard CKD to achieve a given accuracy. The concept is first demonstrated by comparing with line-by-line calculations for an atmosphere containing only water vapor, in which it is shown that the accuracy of heating-rate calculations improves approximately in proportion to the square of the number of quadrature points. For more than around 20 points, the root-mean-squared error flattens out at around 0.015 K/day due to the imperfect rank correlation of absorption spectra at different pressures in the profile. The spectral overlap of m different gases is treated by considering an m-dimensional hypercube where each axis corresponds to the reordered spectrum of one of the gases. This hypercube is then divided up into a number of volumes, each approximated by a single quadrature point, such that the total number of quadrature points is slightly fewer than the sum of the number that would be required to treat each of the gases separately. The gaseous absorptions for each quadrature point are optimized such that they minimize a cost function expressing the deviation of the heating rates and fluxes calculated by the FSCK method from line-by-line calculations for a number of training profiles. This approach is validated for atmospheres containing water vapor, carbon dioxide, and ozone, in which it is found that in the troposphere and most of the stratosphere, heating-rate errors of less than 0.2 K/day can be achieved using a total of 23 quadrature points, decreasing to less than 0.1 K/day for 32 quadrature points. It would be relatively straightforward to extend the method to include other gases.

The full-spectrum correlated k method for longwave atmospheric radiative transfer: treatment of gaseous overlap

The correlated k-distribution (CKD) method is widely used in the radiative transfer schemes of atmospheric models, and involves dividing the spectrum into a number of bands and then reordering the gaseous absorption coefficients within each one. The fluxes and heating rates for each band may then be computed by discretizing the reordered spectrum into of order 10 quadrature points per major gas, and performing a pseudo-monochromatic radiation calculation for each point. In this paper it is first argued that for clear-sky longwave calculations, sufficient accuracy for most applications can be achieved without the need for bands: reordering may be performed on the entire longwave spectrum. The resulting full-spectrum correlated k (FSCK) method requires significantly fewer pseudo-monochromatic calculations than standard CKD to achieve a given accuracy. The concept is first demonstrated by comparing with line-by-line calculations for an atmosphere containing only water vapor, in which it is shown that the accuracy of heating-rate calculations improves approximately in proportion to the square of the number of quadrature points. For more than around 20 points, the root-mean-squared error flattens out at around 0.015 K d−1 due to the imperfect rank correlation of absorption spectra at different pressures in the profile. The spectral overlap of m different gases is treated by considering an m-dimensional hypercube where each axis corresponds to the reordered spectrum of one of the gases. This hypercube is then divided up into a number of volumes, each approximated by a single quadrature point, such that the total number of quadrature points is slightly fewer than the sum of the number that would be required to treat each of the gases separately. The gaseous absorptions for each quadrature point are optimized such they minimize a cost function expressing the deviation of the heating rates and fluxes calculated by the FSCK method from line-by-line calculations for a number of training profiles. This approach is validated for atmospheres containing water vapor, carbon dioxide and ozone, in which it is found that in the troposphere and most of the stratosphere, heating-rate errors of less than 0.2 K d−1 can be achieved using a total of 23 quadrature points, decreasing to less than 0.1 K d−1 for 32 quadrature points. It would be relatively straightforward to extend the method to include other gases.

Adaptive least mean square CDMA detection with Gram–Schmidt pre-processing

The Gram-Schmidt (GS) orthogonalisation procedure has been used to improve the convergence speed of least mean square (LMS) adaptive code-division multiple-access (CDMA) detectors. However, this algorithm updates two sets of parameters, namely the GS transform coefficients and the tap weights, simultaneously. Because of the additional adaptation noise introduced by the former, it is impossible to achieve the same performance as the ideal orthogonalised LMS filter, unlike the result implied in an earlier paper. The authors provide a lower bound on the minimum achievable mean squared error (MSE) as a function of the forgetting factor λ used in finding the GS transform coefficients, and propose a variable-λ algorithm to balance the conflicting requirements of good tracking and low misadjustment.

Evaluating forecasts from SETAR models of exchange rates

We consider the forecasting performance of two SETAR exchange rate models proposed by Kräger and Kugler [J. Int. Money Fin. 12 (1993) 195]. Assuming that the models are good approximations to the data generating process, we show that whether the non-linearities inherent in the data can be exploited to forecast better than a random walk depends on both how forecast accuracy is assessed and on the ‘state of nature’. Evaluation based on traditional measures, such as (root) mean squared forecast errors, may mask the superiority of the non-linear models. Generalized impulse response functions are also calculated as a means of portraying the asymmetric response to shocks implied by such models.

Microfounded forecasting

Our focus is on information in expectation surveys that can now be built on thousands (or millions) of respondents on an almost continuous-time basis (big data) and in continuous macroeconomic surveys with a limited number of respondents. We show that, under standard microeconomic and econometric techniques, survey forecasts are an affine function of the conditional expectation of the target variable. This is true whether or not the survey respondent knows the data-generating process (DGP) of the target variable or the econometrician knows the respondents individual loss function. If the econometrician has a mean-squared-error risk function, we show that asymptotically efficient forecasts of the target variable can be built using Hansens (Econometrica, 1982) generalized method of moments in a panel-data context, when N and T diverge or when T diverges with N xed. Sequential asymptotic results are obtained using Phillips and Moon s (Econometrica, 1999) framework. Possible extensions are also discussed.

Spatial methods for plot-based sampling of wildlife populations

Classical sampling methods can be used to estimate the mean of a finite or infinite population. Block kriging also estimates the mean, but of an infinite population in a continuous spatial domain. In this paper, I consider a finite population version of block kriging (FPBK) for plot-based sampling. The data are assumed to come from a spatial stochastic process. Minimizing mean-squared-prediction errors yields best linear unbiased predictions that are a finite population version of block kriging. FPBK has versions comparable to simple random sampling and stratified sampling, and includes the general linear model. This method has been tested for several years for moose surveys in Alaska, and an example is given where results are compared to stratified random sampling. In general, assuming a spatial model gives three main advantages over classical sampling: (1) FPBK is usually more precise than simple or stratified random sampling, (2) FPBK allows small area estimation, and (3) FPBK allows nonrandom sampling designs.

Observation errors in early historical upper-air observations

Upper-air observations are a fundamental data source for global atmospheric data products, but uncertainties, particularly in the early years, are not well known. Most of the early observations, which have now been digitized, are prone to a large variety of undocumented uncertainties (errors) that need to be quantified, e.g., for their assimilation in reanalysis projects. We apply a novel approach to estimate errors in upper-air temperature, geopotential height, and wind observations from the Comprehensive Historical Upper-Air Network for the time period from 1923 to 1966. We distinguish between random errors, biases, and a term that quantifies the representativity of the observations. The method is based on a comparison of neighboring observations and is hence independent of metadata, making it applicable to a wide scope of observational data sets. The estimated mean random errors for all observations within the study period are 1.5 K for air temperature, 1.3 hPa for pressure, 3.0 ms−1for wind speed, and 21.4° for wind direction. The estimates are compared to results of previous studies and analyzed with respect to their spatial and temporal variability.

Biomechanical Role of Bone Anisotropy Estimated on Clinical CT Scans by Image Registration

Image-based modeling is a popular approach to perform patient-specific biomechanical simulations. Accurate modeling is critical for orthopedic application to evaluate implant design and surgical planning. It has been shown that bone strength can be estimated from the bone mineral density (BMD) and trabecular bone architecture. However, these findings cannot be directly and fully transferred to patient-specific modeling since only BMD can be derived from clinical CT. Therefore, the objective of this study was to propose a method to predict the trabecular bone structure using a µCT atlas and an image registration technique. The approach has been evaluated on femurs and patellae under physiological loading. The displacement and ultimate force for femurs loaded in stance position were predicted with an error of 2.5% and 3.7%, respectively, while predictions obtained with an isotropic material resulted in errors of 7.3% and 6.9%. Similar results were obtained for the patella, where the strain predicted using the registration approach resulted in an improved mean squared error compared to the isotropic model. We conclude that the registration of anisotropic information from of a single template bone enables more accurate patient-specific simulations from clinical image datasets than isotropic model.

Good reproducibility of heart rate variability after orthostatic challenge in patients with a history of acute coronary syndrome

BACKGROUND: Several parameters of heart rate variability (HRV) have been shown to predict the risk of sudden cardiac death (SCD) in cardiac patients. There is consensus that risk prediction is increased when measuring HRV during specific provocations such as orthostatic challenge. For the first time, we provide data on reproducibility of such a test in patients with a history of acute coronary syndrome. METHODS: Sixty male patients (65+/-8years) with a history of acute coronary syndrome on stable medication were included. HRV was measured in supine (5min) and standing (5min) position on 2 occasions separated by two weeks. For risk assessment relevant time-domain [standard deviation of all R-R intervals (SDNN) and root mean squared standard differences between adjacent R-R intervals (RMSSD)], frequency domain [low-frequency power (LF), high-frequency power (HF) and LF/HF power ratio] and short-term fractal scaling component (DF1) were computed. Absolute reproducibility was assessed with the standard errors of the mean (SEM) and 95% limits of random variation, and relative reproducibility by the intraclass correlation coefficient (ICC). RESULTS: We found comparable SEMs and ICCs in supine position and after an orthostatic challenge test. All ICCs were good to excellent (ICCs between 0.636 and 0.869). CONCLUSIONS: Reproducibility of HRV parameters during orthostatic challenge is good and comparable with supine position.

Western Hemisphere, 1740 (Image 1 of 2) (Raster Image)

This layer is a georeferenced raster image of the historic paper map entitled: Carte nouvelle de la mer du Sud : dressée par ordre des principaux directeurs & tirée des memoires les plus recents et des relations des navigateurs les plus modernes, tant de France, que d'Espagne l'on ÿa joint, diverses remarques curieuses par raport aux decouvertes des graduations des manierres du pais que de la navigation. It was published by Donné au public, par And. & Henry de Leth ... sur le Pont de la Bourse au Pescheur ca. 1740. Scale [ca. 1:30,000,000]. Covers the Pacific and Atlantic oceans, and the Americas, with parts of Asia, Australia, Europe, and Africa. This layer is image 1 of 2 total images of the two sheet source map representing the western portion of the map. Text in French, Dutch, and Latin. The image inside the map neatline is georeferenced to the surface of the earth and fit to the 'Mercator' projection. All map collar and inset information is also available as part of the raster image, including any inset maps, profiles, statistical tables, directories, text, illustrations, index maps, legends, or other information associated with the principal map. Note: The central meridian of this map is not the same as the Prime Meridian and may wrap the International Date Line or overlap itself when displayed in GIS software. This map shows features such as drainage, cities and other human settlements, territorial boundaries, shoreline features, and more. Relief is shown pictorially. Includes historical and cultural notes, view of "Fort au Cap de Bonne Esperance," and other ill. Insets: Vera-cruz -- Baye de Rio Janeiro -- La Havane ... -- Le Detroit de Gibaltar -- La ville de Mexico -- Istme de Panama ou de Darien -- Baye de Porto Bello. This layer is part of a selection of digitally scanned and georeferenced historic maps from the Harvard Map Collection and the Harvard University Library as part of the Open Collections Program at Harvard University project: Organizing Our World: Sponsored Exploration and Scientific Discovery in the Modern Age. Maps selected for the project correspond to various expeditions and represent a range of regions, originators, ground condition dates, scales, and purposes.