939 resultados para parametric correlation structure


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While environmental variation is an ubiquitous phenomenon in the natural world which has for long been appreciated by the scientific community recent changes in global climatic conditions have begun to raise consciousness about the economical, political and sociological ramifications of global climate change. Climate warming has already resulted in documented changes in ecosystem functioning, with direct repercussions on ecosystem services. While predicting the influence of ecosystem changes on vital ecosystem services can be extremely difficult, knowledge of the organisation of ecological interactions within natural communities can help us better understand climate driven changes in ecosystems. The role of environmental variation as an agent mediating population extinctions is likely to become increasingly important in the future. In previous studies population extinction risk in stochastic environmental conditions has been tied to an interaction between population density dependence and the temporal autocorrelation of environmental fluctuations. When populations interact with each other, forming ecological communities, the response of such species assemblages to environmental stochasticity can depend, e.g., on trophic structure in the food web and the similarity in species-specific responses to environmental conditions. The results presented in this thesis indicate that variation in the correlation structure between species-specific environmental responses (environmental correlation) can have important qualitative and quantitative effects on community persistence and biomass stability in autocorrelated (coloured) environments. In addition, reddened environmental stochasticity and ecological drift processes (such as demographic stochasticity and dispersal limitation) have important implications for patterns in species relative abundances and community dynamics over time and space. Our understanding of patterns in biodiversity at local and global scale can be enhanced by considering the relevance of different drift processes for community organisation and dynamics. Although the results laid out in this thesis are based on mathematical simulation models, they can be valuable in planning effective empirical studies as well as in interpreting existing empirical results. Most of the metrics considered here are directly applicable to empirical data.

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Site-specific geotechnical data are always random and variable in space. In the present study, a procedure for quantifying the variability in geotechnical characterization and design parameters is discussed using the site-specific cone tip resistance data (qc) obtained from static cone penetration test (SCPT). The parameters for the spatial variability modeling of geotechnical parameters i.e. (i) existing trend function in the in situ qc data; (ii) second moment statistics i.e. analysis of mean, variance, and auto-correlation structure of the soil strength and stiffness parameters; and (iii) inputs from the spatial correlation analysis, are utilized in the numerical modeling procedures using the finite difference numerical code FLAC 5.0. The influence of consideration of spatially variable soil parameters on the reliability-based geotechnical deign is studied for the two cases i.e. (a) bearing capacity analysis of a shallow foundation resting on a clayey soil, and (b) analysis of stability and deformation pattern of a cohesive-frictional soil slope. The study highlights the procedure for conducting a site-specific study using field test data such as SCPT in geotechnical analysis and demonstrates that a few additional computations involving soil variability provide a better insight into the role of variability in designs.

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The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955-2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on th phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996-2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature. (C) 2010 Elsevier Ltd. All rights reserved.

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A von Mises truss with stochastically varying material properties is investigated for snapthrough instability. The variability of the snap-through load is calculated analytically as a function of the material property variability represented as a stochastic process. The bounds are established which are independent of the knowledge of the complete description of correlation structure which is seldom possible using the experimental data. Two processes are considered to represent the material property variability and the results are presented graphically. Ein von Mises Fachwerk mit stochastisch verteilten Materialeigenschaften wird bezüglich der Durchschlagsinstabilität untersucht. Die Spannbreite der Durchschlagslast wird analytisch als Funktion der Spannbreite der Materialeigenschaften berechnet, die stochastisch verteilt angenommen werden. Eine explizite Gesamtbeschreibung der Struktur ist bei Benutzung experimenteller Daten selten möglich. Deshalb werden Grenzen für die Durchschlagskraft entwickelt, die von der Kenntnis dieser Gesamtbeschreibung unabhängig sind. Zwei Grenzfälle werden betrachtet, um die Spannbreite der Materialeigenschaften darzustellen. Die Ergebnisse werden grafisch dargestellt.

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Climate change impact assessment studies involve downscaling large-scale atmospheric predictor variables (LSAPVs) simulated by general circulation models (GCMs) to site-scale meteorological variables. This article presents a least-square support vector machine (LS-SVM)-based methodology for multi-site downscaling of maximum and minimum daily temperature series. The methodology involves (1) delineation of sites in the study area into clusters based on correlation structure of predictands, (2) downscaling LSAPVs to monthly time series of predictands at a representative site identified in each of the clusters, (3) translation of the downscaled information in each cluster from the representative site to that at other sites using LS-SVM inter-site regression relationships, and (4) disaggregation of the information at each site from monthly to daily time scale using k-nearest neighbour disaggregation methodology. Effectiveness of the methodology is demonstrated by application to data pertaining to four sites in the catchment of Beas river basin, India. Simulations of Canadian coupled global climate model (CGCM3.1/T63) for four IPCC SRES scenarios namely A1B, A2, B1 and COMMIT were downscaled to future projections of the predictands in the study area. Comparison of results with those based on recently proposed multivariate multiple linear regression (MMLR) based downscaling method and multi-site multivariate statistical downscaling (MMSD) method indicate that the proposed method is promising and it can be considered as a feasible choice in statistical downscaling studies. The performance of the method in downscaling daily minimum temperature was found to be better when compared with that in downscaling daily maximum temperature. Results indicate an increase in annual average maximum and minimum temperatures at all the sites for A1B, A2 and B1 scenarios. The projected increment is high for A2 scenario, and it is followed by that for A1B, B1 and COMMIT scenarios. Projections, in general, indicated an increase in mean monthly maximum and minimum temperatures during January to February and October to December.

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It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.

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Homogeneous temperature regions are necessary for use in hydrometeorological studies. The regions are often delineated by analysing statistics derived from time series of maximum, minimum or mean temperature, rather than attributes influencing temperature. This practice cannot yield meaningful regions in data-sparse areas. Further, independent validation of the delineated regions for homogeneity in temperature is not possible, as temperature records form the basis to arrive at the regions. To address these issues, a two-stage clustering approach is proposed in this study to delineate homogeneous temperature regions. First stage of the approach involves (1) determining correlation structure between observed temperature over the study area and possible predictors (large-scale atmospheric variables) influencing the temperature and (2) using the correlation structure as the basis to delineate sites in the study area into clusters. Second stage of the approach involves analysis on each of the clusters to (1) identify potential predictors (large-scale atmospheric variables) influencing temperature at sites in the cluster and (2) partition the cluster into homogeneous fuzzy temperature regions using the identified potential predictors. Application of the proposed approach to India yielded 28 homogeneous regions that were demonstrated to be effective when compared to an alternate set of 6 regions that were previously delineated over the study area. Intersite cross-correlations of monthly maximum and minimum temperatures in the existing regions were found to be weak and negative for several months, which is undesirable. This problem was not found in the case of regions delineated using the proposed approach. Utility of the proposed regions in arriving at estimates of potential evapotranspiration for ungauged locations in the study area is demonstrated.

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Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.

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Sensor networks can be naturally represented as graphical models, where the edge set encodes the presence of sparsity in the correlation structure between sensors. Such graphical representations can be valuable for information mining purposes as well as for optimizing bandwidth and battery usage with minimal loss of estimation accuracy. We use a computationally efficient technique for estimating sparse graphical models which fits a sparse linear regression locally at each node of the graph via the Lasso estimator. Using a recently suggested online, temporally adaptive implementation of the Lasso, we propose an algorithm for streaming graphical model selection over sensor networks. With battery consumption minimization applications in mind, we use this algorithm as the basis of an adaptive querying scheme. We discuss implementation issues in the context of environmental monitoring using sensor networks, where the objective is short-term forecasting of local wind direction. The algorithm is tested against real UK weather data and conclusions are drawn about certain tradeoffs inherent in decentralized sensor networks data analysis. © 2010 The Author. Published by Oxford University Press on behalf of The British Computer Society. All rights reserved.

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Recurrence plot technique of DNA sequences is established on metric representation and employed to analyze correlation structure of nucleotide strings. It is found that, in the transference of nucleotide strings, a human DNA fragment has a major correlation distance, but a yeast chromosome's correlation distance has a constant increasing. (C) 2004 Elsevier B.V All rights reserved.

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EXTRACT (SEE PDF FOR FULL ABSTRACT): Streamflow values show definite seasonal patterns in their month-to-month correlation structure. The structure also seems to vary as a function of the type of stream (coastal versus mountain or humid versus arid region). The standard autoregressive moving average (ARMA) time series model is incapable of reproducing this correlation structure. ... A periodic ARMA time series model is one in which an ARMA model is fitted to each month or season but the parameters of the model are constrained to be periodic according to a Fourier series. This constraint greatly reduces the number of parameters but still leaves the flexibility for matching the seasonally varying correlograms.

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We consider a mobile sensor network monitoring a spatio-temporal field. Given limited cache sizes at the sensor nodes, the goal is to develop a distributed cache management algorithm to efficiently answer queries with a known probability distribution over the spatial dimension. First, we propose a novel distributed information theoretic approach in which the nodes locally update their caches based on full knowledge of the space-time distribution of the monitored phenomenon. At each time instant, local decisions are made at the mobile nodes concerning which samples to keep and whether or not a new sample should be acquired at the current location. These decisions account for minimizing an entropic utility function that captures the average amount of uncertainty in queries given the probability distribution of query locations. Second, we propose a different correlation-based technique, which only requires knowledge of the second-order statistics, thus relaxing the stringent constraint of having a priori knowledge of the query distribution, while significantly reducing the computational overhead. It is shown that the proposed approaches considerably improve the average field estimation error by maintaining efficient cache content. It is further shown that the correlation-based technique is robust to model mismatch in case of imperfect knowledge of the underlying generative correlation structure.

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Gene expression data can provide a very rich source of information for elucidating the biological function on the pathway level if the experimental design considers the needs of the statistical analysis methods. The purpose of this paper is to provide a comparative analysis of statistical methods for detecting the differentially expression of pathways (DEP). In contrast to many other studies conducted so far, we use three novel simulation types, producing a more realistic correlation structure than previous simulation methods. This includes also the generation of surrogate data from two large-scale microarray experiments from prostate cancer and ALL. As a result from our comprehensive analysis of 41,004 parameter configurations, we find that each method should only be applied if certain conditions of the data from a pathway are met. Further, we provide method-specific estimates for the optimal sample size for microarray experiments aiming to identify DEP in order to avoid an underpowered design. Our study highlights the sensitivity of the studied methods on the parameters of the system. © 2012 Tripahti and Emmert-Streib.

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High-dimensional gene expression data provide a rich source of information because they capture the expression level of genes in dynamic states that reflect the biological functioning of a cell. For this reason, such data are suitable to reveal systems related properties inside a cell, e.g., in order to elucidate molecular mechanisms of complex diseases like breast or prostate cancer. However, this is not only strongly dependent on the sample size and the correlation structure of a data set, but also on the statistical hypotheses tested. Many different approaches have been developed over the years to analyze gene expression data to (I) identify changes in single genes, (II) identify changes in gene sets or pathways, and (III) identify changes in the correlation structure in pathways. In this paper, we review statistical methods for all three types of approaches, including subtypes, in the context of cancer data and provide links to software implementations and tools and address also the general problem of multiple hypotheses testing. Further, we provide recommendations for the selection of such analysis methods.

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Motivation: To date, Gene Set Analysis (GSA) approaches primarily focus on identifying differentially expressed gene sets (pathways). Methods for identifying differentially coexpressed pathways also exist but are mostly based on aggregated pairwise correlations, or other pairwise measures of coexpression. Instead, we propose Gene Sets Net Correlations Analysis (GSNCA), a multivariate differential coexpression test that accounts for the complete correlation structure between genes.

Results: In GSNCA, weight factors are assigned to genes in proportion to the genes' cross-correlations (intergene correlations). The problem of finding the weight vectors is formulated as an eigenvector problem with a unique solution. GSNCA tests the null hypothesis that for a gene set there is no difference in the weight vectors of the genes between two conditions. In simulation studies and the analyses of experimental data, we demonstrate that GSNCA, indeed, captures changes in the structure of genes' cross-correlations rather than differences in the averaged pairwise correlations. Thus, GSNCA infers differences in coexpression networks, however, bypassing method-dependent steps of network inference. As an additional result from GSNCA, we define hub genes as genes with the largest weights and show that these genes correspond frequently to major and specific pathway regulators, as well as to genes that are most affected by the biological difference between two conditions. In summary, GSNCA is a new approach for the analysis of differentially coexpressed pathways that also evaluates the importance of the genes in the pathways, thus providing unique information that may result in the generation of novel biological hypotheses.