939 resultados para robust estimation statistics
Resumo:
Background: Few studies have been conducted on the association between perinatal and early life factors with childhood depression and results are conflicting. Our aim was to estimate the prevalence and perinatal and early life factors associated with symptoms of depression in children aged 7 to 11 years from two Brazilian birth cohorts. Methods: The study was conducted on 1444 children whose data were collected at birth and at school age, in 1994 and 2004/2005 in Ribeirao Preto, where they were aged 10-11 years and in 1997/98 and 2005/06 in Sao Luis, where children were aged 7-9 years. Depressive symptoms were investigated with the Child Depression Inventory (CDI), categorized as yes (score >= 20) and no (score < 20). Adjusted and non-adjusted prevalence ratios (PR) were estimated by Poisson regression with robust estimation of the standard errors. Results: The prevalence of depressive symptoms was 3.9% (95% CI = 2.5-5.4) in Ribeirao Preto and 13.7% (95% CI = 11.0-16.4) in Sao Luis. In the adjusted analysis, in Ribeirao Preto, low birth weight (PR = 3.98; 95% CI = 1.72-9.23), skilled and semi-skilled manual occupation (PR = 5.30; 95% CI = 1.14-24.76) and unskilled manual occupation and unemployment (PR = 6.65; 95% CI = 1.16-38.03) of the household head were risk factors for depressive symptoms. In Sao Luis, maternal schooling of 0-4 years (PR = 2.39; 95% CI = 1.31-4.34) and of 5 to 8 years (PR = 1.80; 95% CI = 1.08-3.01), and paternal age < 20 years (PR = 1.92; 95% CI = 1.02-3.61), were independent risk factors for depressive symptoms. Conclusions: The prevalence of depressive symptoms was much higher in the less developed city, Sao Luis, than in the more developed city, Ribeirao Preto, and than those reported in several international studies. Low socioeconomic level was associated with depressive symptoms in both cohorts. Low paternal age was a risk factor for depressive symptoms in the less developed city, Sao Luis, whereas low birth weight was a risk factor for depressive symptoms in the more developed city, Ribeirao Preto.
Resumo:
Power electronic converters are extensively adopted for the solution of timely issues, such as power quality improvement in industrial plants, energy management in hybrid electrical systems, and control of electrical generators for renewables. Beside nonlinearity, this systems are typically characterized by hard constraints on the control inputs, and sometimes the state variables. In this respect, control laws able to handle input saturation are crucial to formally characterize the systems stability and performance properties. From a practical viewpoint, a proper saturation management allows to extend the systems transient and steady-state operating ranges, improving their reliability and availability. The main topic of this thesis concern saturated control methodologies, based on modern approaches, applied to power electronics and electromechanical systems. The pursued objective is to provide formal results under any saturation scenario, overcoming the drawbacks of the classic solution commonly applied to cope with saturation of power converters, and enhancing performance. For this purpose two main approaches are exploited and extended to deal with power electronic applications: modern anti-windup strategies, providing formal results and systematic design rules for the anti-windup compensator, devoted to handle control saturation, and “one step” saturated feedback design techniques, relying on a suitable characterization of the saturation nonlinearity and less conservative extensions of standard absolute stability theory results. The first part of the thesis is devoted to present and develop a novel general anti-windup scheme, which is then specifically applied to a class of power converters adopted for power quality enhancement in industrial plants. In the second part a polytopic differential inclusion representation of saturation nonlinearity is presented and extended to deal with a class of multiple input power converters, used to manage hybrid electrical energy sources. The third part regards adaptive observers design for robust estimation of the parameters required for high performance control of power systems.
Resumo:
In environmental epidemiology, exposure X and health outcome Y vary in space and time. We present a method to diagnose the possible influence of unmeasured confounders U on the estimated effect of X on Y and to propose several approaches to robust estimation. The idea is to use space and time as proxy measures for the unmeasured factors U. We start with the time series case where X and Y are continuous variables at equally-spaced times and assume a linear model. We define matching estimator b(u)s that correspond to pairs of observations with specific lag u. Controlling for a smooth function of time, St, using a kernel estimator is roughly equivalent to estimating the association with a linear combination of the b(u)s with weights that involve two components: the assumptions about the smoothness of St and the normalized variogram of the X process. When an unmeasured confounder U exists, but the model otherwise correctly controls for measured confounders, the excess variation in b(u)s is evidence of confounding by U. We use the plot of b(u)s versus lag u, lagged-estimator-plot (LEP), to diagnose the influence of U on the effect of X on Y. We use appropriate linear combination of b(u)s or extrapolate to b(0) to obtain novel estimators that are more robust to the influence of smooth U. The methods are extended to time series log-linear models and to spatial analyses. The LEP plot gives us a direct view of the magnitude of the estimators for each lag u and provides evidence when models did not adequately describe the data.
Resumo:
This dissertation, whose research has been conducted at the Group of Electronic and Microelectronic Design (GDEM) within the framework of the project Power Consumption Control in Multimedia Terminals (PCCMUTE), focuses on the development of an energy estimation model for the battery-powered embedded processor board. The main objectives and contributions of the work are summarized as follows: A model is proposed to obtain the accurate energy estimation results based on the linear correlation between the performance monitoring counters (PMCs) and energy consumption. the uniqueness of the appropriate PMCs for each different system, the modeling methodology is improved to obtain stable accuracies with slight variations among multiple scenarios and to be repeatable in other systems. It includes two steps: the former, the PMC-filter, to identify the most proper set among the available PMCs of a system and the latter, the k-fold cross validation method, to avoid the bias during the model training stage. The methodology is implemented on a commercial embedded board running the 2.6.34 Linux kernel and the PAPI, a cross-platform interface to configure and access PMCs. The results show that the methodology is able to keep a good stability in different scenarios and provide robust estimation results with the average relative error being less than 5%. Este trabajo fin de máster, cuya investigación se ha desarrollado en el Grupo de Diseño Electrónico y Microelectrónico (GDEM) en el marco del proyecto PccMuTe, se centra en el desarrollo de un modelo de estimación de energía para un sistema empotrado alimentado por batería. Los objetivos principales y las contribuciones de esta tesis se resumen como sigue: Se propone un modelo para obtener estimaciones precisas del consumo de energía de un sistema empotrado. El modelo se basa en la correlación lineal entre los valores de los contadores de prestaciones y el consumo de energía. Considerando la particularidad de los contadores de prestaciones en cada sistema, la metodología de modelado se ha mejorado para obtener precisiones estables, con ligeras variaciones entre escenarios múltiples y para replicar los resultados en diferentes sistemas. La metodología incluye dos etapas: la primera, filtrado-PMC, que consiste en identificar el conjunto más apropiado de contadores de prestaciones de entre los disponibles en un sistema y la segunda, el método de validación cruzada de K iteraciones, cuyo fin es evitar los sesgos durante la fase de entrenamiento. La metodología se implementa en un sistema empotrado que ejecuta el kernel 2.6.34 de Linux y PAPI, un interfaz multiplataforma para configurar y acceder a los contadores. Los resultados muestran que esta metodología consigue una buena estabilidad en diferentes escenarios y proporciona unos resultados robustos de estimación con un error medio relativo inferior al 5%.
Resumo:
The growing economic and environmental importance of managing water resources at a global level also entails greater efforts and interest in improving the functioning and efficiency of the increasingly more numerous wastewater treatment plants (WWTPs). In this context, this study analyzes the efficiency of a uniform sample of plants of this type located in the region of Valencia (Spain). The type of efficiency measure used for this (conditional order-m efficiency) allows continuous and discrete contextual variables to be directly involved in the analysis and enables the assessment of their statistical significance and effect (positive or negative). The main findings of the study showed that the quality of the influent water and also the size and age of the plants had a significant influence on their efficiency levels. In particular, as regards the effect of such variables, the findings pointed to the existence of an inverse relationship between the quality of the influent water and the efficiency of the WWTPs. Also, a lower annual volume of treated water and more modern installations showed a positive influence. Additionally, the average efficiency levels observed turned out to be higher than those reported in previous studies.
Resumo:
We use new data on cyclically adjusted primary balances for Latin America and the Caribbean to estimate e ects of scal consolidations on GDP and some of its components. Identi cation is conducted through a doubly-robust estimation procedure that controls for non-randomness in the "treatment assignment" by inverse probability weighting and impulse responses are generated by local projections. Results suggest output contraction by more than one percent on impact, with economy starting to recover from the second year on. Composition e ects indicate that revenue-based adjustments are way more contractionary than expenditure-based ones. Disentangling efects between demand components, we nd consumption being in general less responsive to consolidations than investment, although nonlinearities associated to initial levels of debt and taxation might play an important role.
Resumo:
Road pricing has emerged as an effective means of managing road traffic demand while simultaneously raising additional revenues to transportation agencies. Research on the factors that govern travel decisions has shown that user preferences may be a function of the demographic characteristics of the individuals and the perceived trip attributes. However, it is not clear what are the actual trip attributes considered in the travel decision- making process, how these attributes are perceived by travelers, and how the set of trip attributes change as a function of the time of the day or from day to day. In this study, operational Intelligent Transportation Systems (ITS) archives are mined and the aggregated preferences for a priced system are extracted at a fine time aggregation level for an extended number of days. The resulting information is related to corresponding time-varying trip attributes such as travel time, travel time reliability, charged toll, and other parameters. The time-varying user preferences and trip attributes are linked together by means of a binary choice model (Logit) with a linear utility function on trip attributes. The trip attributes weights in the utility function are then dynamically estimated for each time of day by means of an adaptive, limited-memory discrete Kalman filter (ALMF). The relationship between traveler choices and travel time is assessed using different rules to capture the logic that best represents the traveler perception and the effect of the real-time information on the observed preferences. The impact of travel time reliability on traveler choices is investigated considering its multiple definitions. It can be concluded based on the results that using the ALMF algorithm allows a robust estimation of time-varying weights in the utility function at fine time aggregation levels. The high correlations among the trip attributes severely constrain the simultaneous estimation of their weights in the utility function. Despite the data limitations, it is found that, the ALMF algorithm can provide stable estimates of the choice parameters for some periods of the day. Finally, it is found that the daily variation of the user sensitivities for different periods of the day resembles a well-defined normal distribution.
Resumo:
The complexity of modern geochemical data sets is increasing in several aspects (number of available samples, number of elements measured, number of matrices analysed, geological-environmental variability covered, etc), hence it is becoming increasingly necessary to apply statistical methods to elucidate their structure. This paper presents an exploratory analysis of one such complex data set, the Tellus geochemical soil survey of Northern Ireland (NI). This exploratory analysis is based on one of the most fundamental exploratory tools, principal component analysis (PCA) and its graphical representation as a biplot, albeit in several variations: the set of elements included (only major oxides vs. all observed elements), the prior transformation applied to the data (none, a standardization or a logratio transformation) and the way the covariance matrix between components is estimated (classical estimation vs. robust estimation). Results show that a log-ratio PCA (robust or classical) of all available elements is the most powerful exploratory setting, providing the following insights: the first two processes controlling the whole geochemical variation in NI soils are peat coverage and a contrast between “mafic” and “felsic” background lithologies; peat covered areas are detected as outliers by a robust analysis, and can be then filtered out if required for further modelling; and peat coverage intensity can be quantified with the %Br in the subcomposition (Br, Rb, Ni).
Resumo:
Background: The aim of this study was the evaluation of a fast Gradient Spin Echo Technique (GraSE) for cardiac T2-mapping, combining a robust estimation of T2 relaxation times with short acquisition times. The sequence was compared against two previously introduced T2-mapping techniques in a phantom and in vivo. Methods: Phantom experiments were performed at 1.5 T using a commercially available cylindrical gel phantom. Three different T2-mapping techniques were compared: a Multi Echo Spin Echo (MESE; serving as a reference), a T2-prepared balanced Steady State Free Precession (T2prep) and a Gradient Spin Echo sequence. For the subsequent in vivo study, 12 healthy volunteers were examined on a clinical 1.5 T scanner. The three T2-mapping sequences were performed at three short-axis slices. Global myocardial T2 relaxation times were calculated and statistical analysis was performed. For assessment of pixel-by-pixel homogeneity, the number of segments showing an inhomogeneous T2 value distribution, as defined by a pixel SD exceeding 20 % of the corresponding observed T2 time, was counted. Results: Phantom experiments showed a greater difference of measured T2 values between T2prep and MESE than between GraSE and MESE, especially for species with low T1 values. Both, GraSE and T2prep resulted in an overestimation of T2 times compared to MESE. In vivo, significant differences between mean T2 times were observed. In general, T2prep resulted in lowest (52.4 +/- 2.8 ms) and GraSE in highest T2 estimates (59.3 +/- 4.0 ms). Analysis of pixel-by-pixel homogeneity revealed the least number of segments with inhomogeneous T2 distribution for GraSE-derived T2 maps. Conclusions: The GraSE sequence is a fast and robust sequence, combining advantages of both MESE and T2prep techniques, which promises to enable improved clinical applicability of T2-mapping in the future. Our study revealed significant differences of derived mean T2 values when applying different sequence designs. Therefore, a systematic comparison of different cardiac T2-mapping sequences and the establishment of dedicated reference values should be the goal of future studies.
Resumo:
Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the fit of the mixture model. In this paper, we consider a more robust approach by modelling the data by a mixture of t distributions. The use of the ECM algorithm to fit this t mixture model is described and examples of its use are given in the context of clustering multivariate data in the presence of atypical observations in the form of background noise.
Resumo:
Pulse wave velocity (PWV) is a surrogate of arterial stiffness and represents a non-invasive marker of cardiovascular risk. The non-invasive measurement of PWV requires tracking the arrival time of pressure pulses recorded in vivo, commonly referred to as pulse arrival time (PAT). In the state of the art, PAT is estimated by identifying a characteristic point of the pressure pulse waveform. This paper demonstrates that for ambulatory scenarios, where signal-to-noise ratios are below 10 dB, the performance in terms of repeatability of PAT measurements through characteristic points identification degrades drastically. Hence, we introduce a novel family of PAT estimators based on the parametric modeling of the anacrotic phase of a pressure pulse. In particular, we propose a parametric PAT estimator (TANH) that depicts high correlation with the Complior(R) characteristic point D1 (CC = 0.99), increases noise robustness and reduces by a five-fold factor the number of heartbeats required to obtain reliable PAT measurements.
Resumo:
The Aitchison vector space structure for the simplex is generalized to a Hilbert space structure A2(P) for distributions and likelihoods on arbitrary spaces. Centralnotations of statistics, such as Information or Likelihood, can be identified in the algebraical structure of A2(P) and their corresponding notions in compositional data analysis, such as Aitchison distance or centered log ratio transform.In this way very elaborated aspects of mathematical statistics can be understoodeasily in the light of a simple vector space structure and of compositional data analysis. E.g. combination of statistical information such as Bayesian updating,combination of likelihood and robust M-estimation functions are simple additions/perturbations in A2(Pprior). Weighting observations corresponds to a weightedaddition of the corresponding evidence.Likelihood based statistics for general exponential families turns out to have aparticularly easy interpretation in terms of A2(P). Regular exponential families formfinite dimensional linear subspaces of A2(P) and they correspond to finite dimensionalsubspaces formed by their posterior in the dual information space A2(Pprior).The Aitchison norm can identified with mean Fisher information. The closing constant itself is identified with a generalization of the cummulant function and shown to be Kullback Leiblers directed information. Fisher information is the local geometry of the manifold induced by the A2(P) derivative of the Kullback Leibler information and the space A2(P) can therefore be seen as the tangential geometry of statistical inference at the distribution P.The discussion of A2(P) valued random variables, such as estimation functionsor likelihoods, give a further interpretation of Fisher information as the expected squared norm of evidence and a scale free understanding of unbiased reasoning
Resumo:
A national survey designed for estimating a specific population quantity is sometimes used for estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a greater sample size for the small area, and so other means of improving estimation have to be devised. We investigate such methods and assess them by a Monte Carlo study. We explore how a complementary survey can be exploited in small area estimation. We use the context of the Spanish Labour Force Survey (EPA) and the Barometer in Spain for our study.
Resumo:
This paper proposes new methodologies for evaluating out-of-sample forecastingperformance that are robust to the choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over a wide rangeof window sizes. We show that the tests proposed in the literature may lack the powerto detect predictive ability and might be subject to data snooping across differentwindow sizes if used repeatedly. An empirical application shows the usefulness of themethodologies for evaluating exchange rate models' forecasting ability.