Hilbert Space Valued Signal Plus Noise Models: Analysis of Structural Breaks under High Dimensionality and Temporal Dependence

This thesis is concerned with change point analysis for time series, i.e. with detection of structural breaks in time-ordered, random data. This long-standing research field regained popularity over the last few years and is still undergoing, as statistical analysis in general, a transformation to high-dimensional problems. We focus on the fundamental »change in the mean« problem and provide extensions of the classical non-parametric Darling-Erdős-type cumulative sum (CUSUM) testing and estimation theory within highdimensional Hilbert space settings. In the first part we contribute to (long run) principal component based testing methods for Hilbert space valued time series under a rather broad (abrupt, epidemic, gradual, multiple) change setting and under dependence. For the dependence structure we consider either traditional m-dependence assumptions or more recently developed m-approximability conditions which cover, e.g., MA, AR and ARCH models. We derive Gumbel and Brownian bridge type approximations of the distribution of the test statistic under the null hypothesis of no change and consistency conditions under the alternative. A new formulation of the test statistic using projections on subspaces allows us to simplify the standard proof techniques and to weaken common assumptions on the covariance structure. Furthermore, we propose to adjust the principal components by an implicit estimation of a (possible) change direction. This approach adds flexibility to projection based methods, weakens typical technical conditions and provides better consistency properties under the alternative. In the second part we contribute to estimation methods for common changes in the means of panels of Hilbert space valued time series. We analyze weighted CUSUM estimates within a recently proposed »high-dimensional low sample size (HDLSS)« framework, where the sample size is fixed but the number of panels increases. We derive sharp conditions on »pointwise asymptotic accuracy« or »uniform asymptotic accuracy« of those estimates in terms of the weighting function. Particularly, we prove that a covariance-based correction of Darling-Erdős-type CUSUM estimates is required to guarantee uniform asymptotic accuracy under moderate dependence conditions within panels and that these conditions are fulfilled, e.g., by any MA(1) time series. As a counterexample we show that for AR(1) time series, close to the non-stationary case, the dependence is too strong and uniform asymptotic accuracy cannot be ensured. Finally, we conduct simulations to demonstrate that our results are practically applicable and that our methodological suggestions are advantageous.

A new approach for computing a flood vulnerability index using cluster analysis

A Flood Vulnerability Index (FloodVI) was developed using Principal Component Analysis (PCA) and a new aggregation method based on Cluster Analysis (CA). PCA simplifies a large number of variables into a few uncorrelated factors representing the social, economic, physical and environmental dimensions of vulnerability. CA groups areas that have the same characteristics in terms of vulnerability into vulnerability classes. The grouping of the areas determines their classification contrary to other aggregation methods in which the areas' classification determines their grouping. While other aggregation methods distribute the areas into classes, in an artificial manner, by imposing a certain probability for an area to belong to a certain class, as determined by the assumption that the aggregation measure used is normally distributed, CA does not constrain the distribution of the areas by the classes. FloodVI was designed at the neighbourhood level and was applied to the Portuguese municipality of Vila Nova de Gaia where several flood events have taken place in the recent past. The FloodVI sensitivity was assessed using three different aggregation methods: the sum of component scores, the first component score and the weighted sum of component scores. The results highlight the sensitivity of the FloodVI to different aggregation methods. Both sum of component scores and weighted sum of component scores have shown similar results. The first component score aggregation method classifies almost all areas as having medium vulnerability and finally the results obtained using the CA show a distinct differentiation of the vulnerability where hot spots can be clearly identified. The information provided by records of previous flood events corroborate the results obtained with CA, because the inundated areas with greater damages are those that are identified as high and very high vulnerability areas by CA. This supports the fact that CA provides a reliable FloodVI.

Motivação e satisfação no trabalho: aplicação numa organização do setor de formação profissional

Os recursos humanos são considerados o ativo mais poderoso e valioso de qualquer organização, mas o seu desempenho é, de uma forma geral, influenciado pela motivação e satisfação no trabalho. Deste modo, a presente investigação pretende analisar a motivação e a satisfação dos colaboradores numa organização do sector da formação profissional. A partir deste pressuposto, pretende-se analisar a motivação e a satisfação dos colaboradores da instituição alvo do estudo, averiguar se se verifica correlação entre as vaiáveis motivacionais (sucesso, afiliação e poder) e as variáveis de satisfação (salário, promoções, colegas de trabalho, superiores hierárquicos e realização da tarefa), analisar o relacionamento entre a variável dependente (satisfação com o salário) e variáveis independentes de natureza sociodemográfica e analisar se a motivação e a satisfação global dos colaboradores são influenciadas pelas variáveis explicativas da análise fatorial de componentes principais. A análise dos dados baseou-se em 72 inquéritos por questionário que foram já validados por autores da motivação (McClelland) e satisfação (Deshpande), aplicados à totalidade dos colaboradores da empresa, ou seja, à população em estudo. Procedeu-se à análise estatística para sustentar toda a parte empírica. Os resultados mostram que os colaboradores da empresa Competir se sentem razoavelmente motivados e satisfeitos, ainda que um pouco mais motivados do que satisfeitos. Concluiu-se que, na generalidade, os colaboradores se sentem motivados essencialmente no que diz respeito ao sucesso e afiliação, e satisfeitos principalmente com os seus colegas de trabalho e com a realização da tarefa. A satisfação com o salário é mais baixa no caso de género feminino, mas tende a aumentar com a antiguidade na empresa; Motivation and Job Satisfaction: An Application in an organization of vocational training sector Abstract: Human resources are considered the most powerful and valuable asset in any organization, but its performance is, in general, influenced by motivation and job satisfaction. The present research intends to analyse the motivation and the satisfaction of the employees in an organization of vocational training sector. Based on this assumption, we intend to analyze the motivation and satisfaction of the employees of the studied institution, to verify if there is a correlation between motivational (success, affiliation and power) and satisfaction variables (salary, promotions, Work, hierarchical superiors and task accomplishment), to analyze the relationship between the dependent variable (satisfaction with the salary) and independent variables of a sociodemographic nature and to analyze if the motivation and the overall satisfaction of the employees are influenced by the explanatory variables of the principal components factorial analysis. Data analysis was based on 72 questionnaire surveys that have already been validated by the authors of motivation (McClelland) and satisfaction (Deshpande), applied to all the company's employees, i.e., the study population. In order to support all the empirical part, were proceeded to the statistical analysis. The results shows that the employees of the company Competir feel reasonably motivated and satisfied, even if a little more motivated than satisfied. It was concluded that, in general, employees feel motivated primarily with regard to success and affiliation, and especially satisfied with their co-workers and with the complete of the task. Satisfaction with salary it’s lower in the case of female gender, but tends to increase with seniority in the company.

Selection of mango rosa genotypes in a breeding population using the multivariate-biplot method.

Mango (Mangifera indica L.) trees stand out among the main fruit trees cultivated in Brazil. The mango rosa fruit is a very popular local variety (landrace), especially because of their superior technological characteristics such as high contents of Vitamin C and soluble solids (SS), as well as attractive taste and color. The objective of this study was to select a breeding population of mango rosa (polyclonal variety; ≥5 individuals) that can simultaneously meet the fresh and processed fruit Vmarkets, using the multivariate method of principal components and the biplot graphic.

Genetic structure and mating type analysis of the Pyricularia oryzae population causing widespread epidemics in southern Brazil.

Blast is a major disease of rice in Brazil, the largest rice-producing country outside Asia. This study aimed to assess the genetic structure and mating-type frequency in a contemporary Pyricularia oryzae population, which caused widespread epidemics during the 2012/13 season in the Brazilian lowland subtropical region. Symptomatic leaves and panicles were sampled at flooded rice fields in the states of Rio Grande do Sul (RS, 34 fields) and Santa Catarina (SC, 21 fields). The polymorphism at ten simple sequence repeats (SSR or microsatellite) loci and the presence of MAT1-1 or MAT1-2 idiomorphs were assessed in a population comprised of 187 isolates. Only the MAT1-2 idiomorph was found and 162 genotypes were identified by the SSR analysis. A discriminant analysis of principal components (DAPC) of SSR data resolved four genetic groups, which were strongly associated with the cultivar of origin of the isolates. There was high level of genotypic diversity and moderate level of gene diversity regardless whether isolates were grouped in subpopulations based on geographic region, cultivar host or cultivar within region. While regional subpopulations were weakly differentiated, high genetic differentiation was found among subpopulations comprised of isolates from different cultivars. The data suggest that the rice blast pathogen population in southern Brazil is comprised of clonal lineages that are adapting to specific cultivar hosts. Farmers should avoid the use of susceptible cultivars over large areas and breeders should focus at enlarging the genetic basis of new cultivars.

Breed comparison for heat adaptation in rams using multivariate analysis.

2016

Effect of residual vanadyl ions on the spectroscopic analysis of humic acids: a multivariate approach.

In a study of the vanadyl (VO2þ)-humic acids system, the residual vanadyl ion suppressed fluorescence and specific electron paramagnetic resonance (EPR) and NMR signals. In the case of NMR, the proton rotating frame relaxation times (T1qH) indicate that this suppression is due to an inefficient H-C cross polarization, which is a consequence of a shortening of T1qH. Principal components analysis (PCA) facilitated the isolation of the effect of the VO2þ ion and indicated that the organic free radical signal was due to at least two paramagnetic centres and that the VO2þ ion preferentially suppressed the species whose electronic density is delocalized over O atoms (greater g-factor). additionally, the newly obtained variables (principal components ? PC) indicated that, as the result of the more intense tillage a relative increase occurred in the accumulation of: (i) recalcitrant structures; (ii) lignin and long-chain alkyl structures; and (iii) organic free radicals with smaller g-factors.

Practical matching of principal stress field geometries in composite components

A simple composite design methodology has been developed from the basic principles of composite component failure. This design approach applies the principles of stress field matching to develop suitable reinforcement patterns around three-dimensional details such as lugs in mechanical components. The resulting patterns are essentially curvilinear orthogonal meshes, adjusted to meet the restrictions imposed by geometric restraints and the intended manufacturing process. Whilst the principles behind the design methodology can be applied to components produced by differing manufacturing processes, the results found from looking at simple generic example problems suggest a realistic and practical generic manufacturing approach. The underlying principles of the design methodology are described and simple analyses are used to help illustrate both the methodology and how such components behave. These analyses suggest it is possible to replace high-strength steel lugs with composite components whose strength-to-weight ratio is some 4-5 times better. © 1998 Elsevier Science Ltd. All rights reserved.

Decentred optical axes and aberrations along principal visual field meridians

Suggestions that peripheral imagery may affect the development of refractive error have led to interest in the variation in refraction and aberration across the visual field. It is shown that, if the optical system of the eye is rotationally symmetric about an optical axis which does not coincide with the visual axis, measurements of refraction and aberration made along the horizontal and vertical meridians of the visual field will show asymmetry about the visual axis. The departures from symmetry are modelled for second-order aberrations, refractive components and third-order coma. These theoretical results are compared with practical measurements from the literature. The experimental data support the concept that departures from symmetry about the visual axis in the measurements of crossed-cylinder astigmatism J45 and J180 are largely explicable in terms of a decentred optical axis. Measurements of the mean sphere M suggest, however, that the retinal curvature must differ in the horizontal and vertical meridians.

Characterisation of soluble components and PAH in PM10 atmospheric particulate matter in Brisbane

Fours sets of PM10 samples were collected in three sites in SEQ from December 2002 to August 2004. Three of these sets of samples were collected by QLD EPA as a part of their regular air monitoring program at Woolloongabba, Rocklea and Eagle Farm. Half of the samples were used in this study for the analysis of water-soluble ions, which are Na+, K+, Mg2+, Ca2+, NH4 +, Cl-, NO3 -, SO4 2-, F-, Br-, NO2 -, PO4 -3 and the other half was retained by QLD EPA. The fourth set of samples was collected at Rocklea, specifically for this study. A quarter of the samples obtained from this set of samples were used to analyse water-soluble ions; a quarter of the sample was used to analyse Pb, Cu, Al, Fe, Mn and Zn; and the rests were used to analyse US EPA 16 priority PAHs. The water-soluble ions were extracted ultrasonically with water and the major watersoluble anions as well as NH4 + were analysed using IC. Na+, K+, Mg2+, Ca2+ Pb, Cu, Al, Fe, Mn and Zn were analysed using ICP-AES while PAHs were extracted by acetonitrile and analysed using HPLC. Of the analysed water-soluble ions, Cl-, NO3 -, SO4 2-, Na+, K+, Mg2+ and Ca2+ were high in concentration and determined in all the samples. F-, Br-, NO2 -, PO4 -3 and NH4 + ions were lower in concentration and determined only in some samples. Na+ and Cl- were high in all samples indicating the importance of a marine source. Principal Component Analysis (PCA) was used to examine the temporal variations of the water-soluble ions at the three sites. The results indicated that there was no major difference between the three sites. However, comparing the average concentrations of ions and Cl-/Na+ it was concluded that Woolloongabba had more marine influence than the other sites. Al, Fe and Zn were detected in all samples. Al and Fe were high in all samples indicating the significance of a source of crustal matter. Cu, Mn and Pb were in low concentrations and were determined only in some samples. The lower Pb concentrations observed in the study than in previous studies indicate that the phasing-out of leaded petrol had an appreciable impact on Pb levels in SEQ. This study reports for the first time, simultaneous data on the water-soluble, metal ion and PAH levels of PM10 aerosols in Brisbane, and provides information on the most likely sources of these chemical species. Such information can be used alongside those that already exist to formulate PM10 pollution reduction strategies for SEQ in order to protect the community from the adverse effects of PM pollution.

Principle components analysis with covariance matrix on regional differences for mortality and percentages of cancers in Shandong province [山东省恶性肿瘤死亡率和构成比地区差异协方差矩阵主成分分析]

Objective To explore the characteristics of regional distribution of cancer deaths in Shandong Province with the principle components analysis. Methods The principle components analysis with co-variance matrix for age-adjusted mortality rates and percentages of 20 types of cancer in 22 counties （cities） were carried out using SAS Software. Results Over 90% of the total information could be reflected by the top 3 principle components and the first principle component alone represented more than half of the overall regional variances. The first component mainly reflected the area differences of esophageal cancer. The second component mainly reflected the area differences of lung cancer， stomach cancer and liver cancer. The value of the first principal component scores showed a clear trend that the west areas possessed higher values and the east the lower values. Based on the top two components，the 22 counties （cities） could be divided into several geographical clusters. Conclusion The overall difference of regional distribution of cancers in Shandong is dominated by several major cancers including esophageal cancer， lung cancer， stomach cancer and liver cancer. Among them，esophageal cancer makes the largest contribution. If the range of counties （cities） analyzed could be further widened， the characteristics of regional distribution of cancer mortality would be better examined. Abstract in Chinese 目的 利用主成分分析探讨山东省恶性肿瘤死亡的地区分布特征. 方法 利用SAS软件对山东省22个县市区2004～2006午的20种恶性肿瘤标化死亡率和构成比分别进行协方差矩阵主成分分析. 结果 前3个主成分就反映了总体差异90%以上的信息,其中仅第1主成分就提供了总体差异一半以上的信息.第1主成分主要反映了食管癌的地区差异,第2主成分主要反映肺癌的地区差异,兼顾胃癌和肝癌.各地区第1主成分得分呈现西高东低的趋势,根据第1和第2主成分可以将调查地区分为若干类别,表现为明显的地理聚集性. 结论 山东省各地区恶性肿瘤死亡的总体差异主要取决于少数高发肿瘤,包括食管癌、肺癌、胃癌、肝癌等,其中以食管癌地位最为突出.如能进一步扩大分析范围,可更好地查明恶性肿瘤死亡的地区特征.

A Near-Infrared Reflectance Spectroscopy Method for Direct Analysis of Several Chemical Components and Properties of Fruit, for Example, Chinese Hawthorn

Near-infrared spectroscopy (NIRS) calibrations were developed for the discrimination of Chinese hawthorn (Crataegus pinnatifida Bge. var. major) fruit from three geographical regions as well as for the estimation of the total sugar, total acid, total phenolic content, and total antioxidant activity. Principal component analysis (PCA) was used for the discrimination of the fruit on the basis of their geographical origin. Three pattern recognition methods, linear discriminant analysis, partial least-squares-discriminant analysis, and back-propagation artificial neural networks, were applied to classify and compare these samples. Furthermore, three multivariate calibration models based on the first derivative NIR spectroscopy, partial least-squares regression, back-propagation artificial neural networks, and least-squares-support vector machines, were constructed for quantitative analysis of the four analytes, total sugar, total acid, total phenolic content, and total antioxidant activity, and validated by prediction data sets.

Frequency response function based damage identification using principal component analysis and pattern recognition technique

Pattern recognition is a promising approach for the identification of structural damage using measured dynamic data. Much of the research on pattern recognition has employed artificial neural networks (ANNs) and genetic algorithms as systematic ways of matching pattern features. The selection of a damage-sensitive and noise-insensitive pattern feature is important for all structural damage identification methods. Accordingly, a neural networks-based damage detection method using frequency response function (FRF) data is presented in this paper. This method can effectively consider uncertainties of measured data from which training patterns are generated. The proposed method reduces the dimension of the initial FRF data and transforms it into new damage indices and employs an ANN method for the actual damage localization and quantification using recognized damage patterns from the algorithm. In civil engineering applications, the measurement of dynamic response under field conditions always contains noise components from environmental factors. In order to evaluate the performance of the proposed strategy with noise polluted data, noise contaminated measurements are also introduced to the proposed algorithm. ANNs with optimal architecture give minimum training and testing errors and provide precise damage detection results. In order to maximize damage detection results, the optimal architecture of ANN is identified by defining the number of hidden layers and the number of neurons per hidden layer by a trial and error method. In real testing, the number of measurement points and the measurement locations to obtain the structure response are critical for damage detection. Therefore, optimal sensor placement to improve damage identification is also investigated herein. A finite element model of a two storey framed structure is used to train the neural network. It shows accurate performance and gives low error with simulated and noise-contaminated data for single and multiple damage cases. As a result, the proposed method can be used for structural health monitoring and damage detection, particularly for cases where the measurement data is very large. Furthermore, it is suggested that an optimal ANN architecture can detect damage occurrence with good accuracy and can provide damage quantification with reasonable accuracy under varying levels of damage.

A novel near-infrared spectroscopy and chemometrics method for rapid analysis of several chemical components and antioxidant activity of mint (mentha haplocalyx briq.) samples

A novel near-infrared spectroscopy (NIRS) method has been researched and developed for the simultaneous analyses of the chemical components and associated properties of mint (Mentha haplocalyx Briq.) tea samples. The common analytes were: total polysaccharide content, total flavonoid content, total phenolic content, and total antioxidant activity. To resolve the NIRS data matrix for such analyses, least squares support vector machines was found to be the best chemometrics method for prediction, although it was closely followed by the radial basis function/partial least squares model. Interestingly, the commonly used partial least squares was unsatisfactory in this case. Additionally, principal component analysis and hierarchical cluster analysis were able to distinguish the mint samples according to their four geographical provinces of origin, and this was further facilitated with the use of the chemometrics classification methods-K-nearest neighbors, linear discriminant analysis, and partial least squares discriminant analysis. In general, given the potential savings with sampling and analysis time as well as with the costs of special analytical reagents required for the standard individual methods, NIRS offered a very attractive alternative for the simultaneous analysis of mint samples.

Volatile components associated with bacterial spoilage of tropical prawns

Analysis of headspace volatiles by gas chromatography/mass spectrometry from king (Penaeus plebejus), banana (P. merguiensis), tiger (P. esculentus/semisulcatus) and greasy (Metapenaeus bennettae) prawns stored in ice or ice slurry, which is effectively an environment of low oxygen tension, indicated the presence of amines at the early stages of storage (less than 8 days) irrespective of the nature of the storage media. Esters were more prevalent in prawns stored on ice (normal oxygen conditions) at the latter stages of storage (more than 8 days) and were only produced by Pseudomonas fragi, whereas sulphides and amines occurred whether the predominant spoilage organism was Ps.fragi or Shewanella putrefaciens. The free amino acid profiles of banana and king prawns were high in arginine (12–14%) and low in cysteine (0.1–0.17%) and methionine (0.1–0.2%). Filter sterilised raw banana prawn broth inoculated with a total of 15 cultures of Ps. fragi and S. putrefaciens and incubated for two weeks at 5°C, showed the presence of 17 major compounds in the headspace volatiles analysed using gas chromatography/mass spectrometry (GC/MS). These were mainly amines, sulphides, ketones and esters. Principal Component Analysis of the results for the comparative levels of the volatiles produced by pure cultures, inoculated into sterile prawn broth, indicated three subgroupings of the organisms; I, Ps. fragi from a particular geographic location; II, S. putrefaciens from another geographic location; and III, a mixture of Ps. fragi and S. putrefaciens from different geographic locations. The sensory impression created by the cultures was strongly related to the chemical profile as determined by GC/MS. Organisms, even within the same subgrouping classified as identical by the usual tests, produced a different range of volatiles in the same uniform substrate.