A Posteriori Error Analysis of hp-Version Discontinuous Galerkin Finite Element Methods for Second-Order Quasilinear Elliptic Problems

We develop the a-posteriori error analysis of hp-version interior-penalty discontinuous Galerkin finite element methods for a class of second-order quasilinear elliptic partial differential equations. Computable upper and lower bounds on the error are derived in terms of a natural (mesh-dependent) energy norm. The bounds are explicit in the local mesh size and the local degree of the approximating polynomial. The performance of the proposed estimators within an automatic hp-adaptive refinement procedure is studied through numerical experiments.

An alternative benchmarking approach for electricity utility regulation using maximum entropy

The main purpose of this study is to present an alternative benchmarking approach that can be used by national regulators of utilities. It is widely known that the lack of sizeable data sets limits the choice of the benchmarking method and the specification of the model to set price controls within incentive-based regulation. Ill-posed frontier models are the problem that some national regulators have been facing. Maximum entropy estimators are useful in the estimation of such ill-posed models, in particular in models exhibiting small sample sizes, collinearity and non-normal errors, as well as in models where the number of parameters to be estimated exceeds the number of observations available. The empirical study involves a sample data used by the Portuguese regulator of the electricity sector to set the parameters for the electricity distribution companies in the regulatory period of 2012-2014. DEA and maximum entropy methods are applied and the efficiency results are compared.

Estimating glomerular filtration rate in kidney transplantation: Still searching for the best marker

Kidney transplantation is the treatment of choice for end-stage renal disease. The evaluation of graft function is mandatory in the management of renal transplant recipients. Glomerular filtration rate (GFR), is generally considered the best index of graft function and also a predictor of graft and patient survival. However GFR measurement using inulin clearance, the gold standard for its measurement and exogenous markers such as radiolabeled isotopes ((51)Cr EDTA, (99m)Tc DTPA or (125)I Iothalamate) and non-radioactive contrast agents (Iothalamate or Iohexol), is laborious as well as expensive, being rarely used in clinical practice. Therefore, endogenous markers, such as serum creatinine or cystatin C, are used to estimate kidney function, and equations using these markers adjusted to other variables, mainly demographic, are an attempt to improve accuracy in estimation of GFR (eGFR). Nevertheless, there is some concern about the inability of the available eGFR equations to accurately identify changes in GFR, in kidney transplant recipients. This article will review and discuss the performance and limitations of these endogenous markers and their equations as estimators of GFR in the kidney transplant recipients, and their ability in predicting significant clinical outcomes.

DIFFERENTIATION OF ARBOREAL VEGETATION IN THREE SECTORS OF A FOREST FRAGMENT RELATED TO ITS HISTORICAL DISTURBANCES

Forest fragmentation is one of the main causes of biodiversity loss, directly affecting the ecological processes. This study aimed to evaluate tree diversity, structure, and composition parameters in three sectors of a forest fragment with distinct disturbance records. The arboreal vegetation was evaluated in twenty-four 10 × 10 m plots, sampling a total of 1,228 living individuals. We calculated Shanon’s diversity index, Pielou’s equability, and jackknife estimators of first and second orders. The sampled individuals were distributed in diameter classes and the importance value (VI) was calculated for each species. It was made a Detrended Correspondence Analysis (DCA) to verify whether there were significant distinctions between the sectors. It was noticed that the sector where there was clear cutting and vegetation burning in a recent past had higher abundance and richness but also the worst equability. That corresponds to the effects of perturbation as confirmed by the tree diameters and the presence of species of greater importance value. The sector that had no record of disturbance, situated in a location with greater variety of microenvironments, presented diversity, structure, and composition consistent with a no disturbance scenario. The other sector, which did not have clear cutting, was subjected to cattle trampling presented ecological parameters consistent with the absence of major disturbances. On the other hand, this third sector had the smallest environmental diversity, which puts this last sector in an intermediate situation.

Caracterización de señales sísmicas del Volcán Cotopaxi utilizando estimadores espectrales clásicos y de máxima entropía

Se presenta un estudio de detección y caracterización de eventos sísmicos del tipo volcano tectónicos y largo periodo de registros sísmicos generados por el volcán Cotopaxi. La estructura secuencial de detección propuesta permite en un registro sísmico maximizar la probabilidad de presencia de un evento y minimizar la ausencia de este. La detección se la realiza en el dominio del tiempo en cuasi tiempo real manteniendo una tasa constante de falsa alarma para posteriormente realizar un estudio del contenido espectral de los eventos mediante el uso de estimadores espectrales clásicos como el periodograma y paramétricos como el método de máxima entropía de Burg, logrando así, categorizar a los eventos detectados como volcano tectónicos, largo periodo y otros cuando no poseen características pertenecientes a los otros dos tipos como son los rayos.

Modelação do risco de perda dentária por doença periodontal

O prognóstico da perda dentária é um dos principais problemas na prática clínica de medicina dentária. Um dos principais fatores prognósticos é a quantidade de suporte ósseo do dente, definido pela área da superfície radicular dentária intraóssea. A estimação desta grandeza tem sido realizada por diferentes metodologias de investigação com resultados heterogéneos. Neste trabalho utilizamos o método da planimetria com microtomografia para calcular a área da superfície radicular (ASR) de uma amostra de cinco dentes segundos pré-molares inferiores obtida da população portuguesa, com o objetivo final de criar um modelo estatístico para estimar a área de superfície radicular intraóssea a partir de indicadores clínicos da perda óssea. Por fim propomos um método para aplicar os resultados na prática. Os dados referentes à área da superfície radicular, comprimento total do dente (CT) e dimensão mésio-distal máxima da coroa (MDeq) serviram para estabelecer as relações estatísticas entre variáveis e definir uma distribuição normal multivariada. Por fim foi criada uma amostra de 37 observações simuladas a partir da distribuição normal multivariada definida e estatisticamente idênticas aos dados da amostra de cinco dentes. Foram ajustados cinco modelos lineares generalizados aos dados simulados. O modelo estatístico foi selecionado segundo os critérios de ajustamento, preditibilidade, potência estatística, acurácia dos parâmetros e da perda de informação, e validado pela análise gráfica de resíduos. Apoiados nos resultados propomos um método em três fases para estimação área de superfície radicular perdida/remanescente. Na primeira fase usamos o modelo estatístico para estimar a área de superfície radicular, na segunda estimamos a proporção (decis) de raiz intraóssea usando uma régua de Schei adaptada e na terceira multiplicamos o valor obtido na primeira fase por um coeficiente que representa a proporção de raiz perdida (ASRp) ou da raiz remanescente (ASRr) para o decil estimado na segunda fase. O ponto forte deste estudo foi a aplicação de metodologia estatística validada para operacionalizar dados clínicos na estimação de suporte ósseo perdido. Como pontos fracos consideramos a aplicação destes resultados apenas aos segundos pré-molares mandibulares e a falta de validação clínica.

Copernicus In Situ TAC, Real Time Quality Control for WAVES

In April 2017, CMEMS plans to launch the WAVES NRT products. This document is focused in the automatic RTQC of the collected wave data. The validation procedure includes the delayed mode quality control of the data and will be specified in another guideline. To perform any kind of quality control to wave data, first it’s necessary to know the nature of the measurements and the analysis performed to those measurements to obtain the wave parameters. For that reason next chapter is dedicated to show the usual wave analysis and the different parameters and estimators obtained.

The meaning of implied volatility in pricing stock options traded in options markets

Ph.D. in the Faculty of Business Administration

Intervalo de confiança para o parâmetro estimado pelo estimador de Horvitz-Thompson

Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Estatística, 2016.

Derivation of dynamic material properties of steel-fibre-reinforced concrete using kernel regression

The reliable and efficient design of steel-fibre-reinforced concrete (SFRC) structures requires clear knowledge of material properties. Since the locations and orientations of aggregates and fibres in concrete are intrinsically random, testing results from different specimens vary, and it needs hundreds or even thousands of specimens and tests to derive the unbiased statistical distributions of material properties by using traditional statistical techniques. Therefore, few statistical studies on the SFRC material properties can be found in literature. In this study, high-rate impact test results on SFRC using split Hopkinson pressure bar are further analysed. The influences of different strain rates and various volume fractions of fibres on compressive strength of SFRC specimens under dynamic loadings will be quantified, by using kernel regression, a kernel-based nonparametric statistical method. Several kernel estimators and functions will be compared. This technique allows one to derive an unbiased statistical estimation from limited testing data. Therefore it is especially useful when the testing data is limited.

DYNAMIC MODEL BASED STATE ESTIMATION IN A HEAVY DUTY DIESEL AFTERTREATMENT SYSTEM FOR ONBOARD DIAGNOSTICS AND CONTROLS

Estimating un-measurable states is an important component for onboard diagnostics (OBD) and control strategy development in diesel exhaust aftertreatment systems. This research focuses on the development of an Extended Kalman Filter (EKF) based state estimator for two of the main components in a diesel engine aftertreatment system: the Diesel Oxidation Catalyst (DOC) and the Selective Catalytic Reduction (SCR) catalyst. One of the key areas of interest is the performance of these estimators when the catalyzed particulate filter (CPF) is being actively regenerated. In this study, model reduction techniques were developed and used to develop reduced order models from the 1D models used to simulate the DOC and SCR. As a result of order reduction, the number of states in the estimator is reduced from 12 to 1 per element for the DOC and 12 to 2 per element for the SCR. The reduced order models were simulated on the experimental data and compared to the high fidelity model and the experimental data. The results show that the effect of eliminating the heat transfer and mass transfer coefficients are not significant on the performance of the reduced order models. This is shown by an insignificant change in the kinetic parameters between the reduced order and 1D model for simulating the experimental data. An EKF based estimator to estimate the internal states of the DOC and SCR was developed. The DOC and SCR estimators were simulated on the experimental data to show that the estimator provides improved estimation of states compared to a reduced order model. The results showed that using the temperature measurement at the DOC outlet improved the estimates of the CO , NO , NO2 and HC concentrations from the DOC. The SCR estimator was used to evaluate the effect of NH3 and NOX sensors on state estimation quality. Three sensor combinations of NOX sensor only, NH3 sensor only and both NOX and NH3 sensors were evaluated. The NOX only configuration had the worst performance, the NH3 sensor only configuration was in the middle and both the NOX and NH3 sensor combination provided the best performance.

BIAS-CORRECTED MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE WEIGHTED LINDLEY DISTRIBUTION

This report discusses the calculation of analytic second-order bias techniques for the maximum likelihood estimates (for short, MLEs) of the unknown parameters of the distribution in quality and reliability analysis. It is well-known that the MLEs are widely used to estimate the unknown parameters of the probability distributions due to their various desirable properties; for example, the MLEs are asymptotically unbiased, consistent, and asymptotically normal. However, many of these properties depend on an extremely large sample sizes. Those properties, such as unbiasedness, may not be valid for small or even moderate sample sizes, which are more practical in real data applications. Therefore, some bias-corrected techniques for the MLEs are desired in practice, especially when the sample size is small. Two commonly used popular techniques to reduce the bias of the MLEs, are ‘preventive’ and ‘corrective’ approaches. They both can reduce the bias of the MLEs to order O(n−2), whereas the ‘preventive’ approach does not have an explicit closed form expression. Consequently, we mainly focus on the ‘corrective’ approach in this report. To illustrate the importance of the bias-correction in practice, we apply the bias-corrected method to two popular lifetime distributions: the inverse Lindley distribution and the weighted Lindley distribution. Numerical studies based on the two distributions show that the considered bias-corrected technique is highly recommended over other commonly used estimators without bias-correction. Therefore, special attention should be paid when we estimate the unknown parameters of the probability distributions under the scenario in which the sample size is small or moderate.

Bayesian Estimation of Small Proportions Using Binomial Group Test

Group testing has long been considered as a safe and sensible relative to one-at-a-time testing in applications where the prevalence rate p is small. In this thesis, we applied Bayes approach to estimate p using Beta-type prior distribution. First, we showed two Bayes estimators of p from prior on p derived from two different loss functions. Second, we presented two more Bayes estimators of p from prior on π according to two loss functions. We also displayed credible and HPD interval for p. In addition, we did intensive numerical studies. All results showed that the Bayes estimator was preferred over the usual maximum likelihood estimator (MLE) for small p. We also presented the optimal β for different p, m, and k.

Study on Bivariate Normal Distribution

Let (X, Y) be bivariate normal random vectors which represent the responses as a result of Treatment 1 and Treatment 2. The statistical inference about the bivariate normal distribution parameters involving missing data with both treatment samples is considered. Assuming the correlation coefficient ρ of the bivariate population is known, the MLE of population means and variance (ξ, η, and σ2) are obtained. Inferences about these parameters are presented. Procedures of constructing confidence interval for the difference of population means ξ – η and testing hypothesis about ξ – η are established. The performances of the new estimators and testing procedure are compared numerically with the method proposed in Looney and Jones (2003) on the basis of extensive Monte Carlo simulation. Simulation studies indicate that the testing power of the method proposed in this thesis study is higher.

Inferences about Parameters of Trivariate Normal Distribution with Missing Data

Multivariate normal distribution is commonly encountered in any field, a frequent issue is the missing values in practice. The purpose of this research was to estimate the parameters in three-dimensional covariance permutation-symmetric normal distribution with complete data and all possible patterns of incomplete data. In this study, MLE with missing data were derived, and the properties of the MLE as well as the sampling distributions were obtained. A Monte Carlo simulation study was used to evaluate the performance of the considered estimators for both cases when ρ was known and unknown. All results indicated that, compared to estimators in the case of omitting observations with missing data, the estimators derived in this article led to better performance. Furthermore, when ρ was unknown, using the estimate of ρ would lead to the same conclusion.