808 resultados para multivariate hidden Markov model
Resumo:
The lesser sandeel Ammodytes marinus is a key species in the North Sea ecosystem, transferring energy from planktonic producers to top predators. Previous studies have shown a long-term decline in the size of 0-group sandeels in the western North Sea, but they were unable to pinpoint the mechanism (later hatching, slower growth or changes in size-dependent mortality) or cause. To investigate the first 2 possibilities we combined 2 independent time series of sandeel size, namely data from chick-feeding Atlantic puffins Fratercula arctica and from the Continuous Plankton Recorder (CPR), in a novel statistical model implemented using Markov Chain Monte Carlo (MCMC). The model estimated annual mean length on 1 July, as well as hatching date and growth rate for sandeels from 1973 to 2006. Mean length-at-date declined by 22% over this period, corresponding to a 60% decrease in energy content, with a sharper decline since 2002. Up to the mid-1990s, the decline was associated with a trend towards later hatching. Subsequently, hatching became earlier again, and the continued trend towards smaller size appears to have been driven by lower growth rates, particularly in the most recent years, although we could not rule out changes in size-dependent mortality. Our findings point to major changes in key aspects of sandeel life history, which we consider are most likely due to direct and indirect temperature-related changes over a range of biotic factors, including the seasonal distribution of copepods and intra- and inter-specific competition with planktivorous fish. The results have implications both for the many predators of sandeels and for age and size of maturation in this aggregation of North Sea sandeels.
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We examined how marine plankton interaction networks, as inferred by multivariate autoregressive (MAR) analysis of time-series, differ based on data collected at a fixed sampling location (L4 station in the Western English Channel) and four similar time-series prepared by averaging Continuous Plankton Recorder (CPR) datapoints in the region surrounding the fixed station. None of the plankton community structures suggested by the MAR models generated from the CPR datasets were well correlated with the MAR model for L4, but of the four CPR models, the one most closely resembling the L4 model was that for the CPR region nearest to L4. We infer that observation error and spatial variation in plankton community dynamics influenced the model performance for the CPR datasets. A modified MAR framework in which observation error and spatial variation are explicitly incorporated could allow the analysis to better handle the diverse time-series data collected in marine environments.
Resumo:
This paper presents a statistical-based fault diagnosis scheme for application to internal combustion engines. The scheme relies on an identified model that describes the relationships between a set of recorded engine variables using principal component analysis (PCA). Since combustion cycles are complex in nature and produce nonlinear relationships between the recorded engine variables, the paper proposes the use of nonlinear PCA (NLPCA). The paper further justifies the use of NLPCA by comparing the model accuracy of the NLPCA model with that of a linear PCA model. A new nonlinear variable reconstruction algorithm and bivariate scatter plots are proposed for fault isolation, following the application of NLPCA. The proposed technique allows the diagnosis of different fault types under steady-state operating conditions. More precisely, nonlinear variable reconstruction can remove the fault signature from the recorded engine data, which allows the identification and isolation of the root cause of abnormal engine behaviour. The paper shows that this can lead to (i) an enhanced identification of potential root causes of abnormal events and (ii) the masking of faulty sensor readings. The effectiveness of the enhanced NLPCA based monitoring scheme is illustrated by its application to a sensor fault and a process fault. The sensor fault relates to a drift in the fuel flow reading, whilst the process fault relates to a partial blockage of the intercooler. These faults are introduced to a Volkswagen TDI 1.9 Litre diesel engine mounted on an experimental engine test bench facility.
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This paper points out a serious flaw in dynamic multivariate statistical process control (MSPC). The principal component analysis of a linear time series model that is employed to capture auto- and cross-correlation in recorded data may produce a considerable number of variables to be analysed. To give a dynamic representation of the data (based on variable correlation) and circumvent the production of a large time-series structure, a linear state space model is used here instead. The paper demonstrates that incorporating a state space model, the number of variables to be analysed dynamically can be considerably reduced, compared to conventional dynamic MSPC techniques.
Resumo:
The work in this paper is of particular significance since it considers the problem of modelling cross- and auto-correlation in statistical process monitoring. The presence of both types of correlation can lead to fault insensitivity or false alarms, although in published literature to date, only autocorrelation has been broadly considered. The proposed method, which uses a Kalman innovation model, effectively removes both correlations. The paper (and Part 2 [2]) has emerged from work supported by EPSRC grant GR/S84354/01 and is of direct relevance to problems in several application areas including chemical, electrical, and mechanical process monitoring.
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In this paper we present the application of Hidden Conditional Random Fields (HCRFs) to modelling speech for visual speech recognition. HCRFs may be easily adapted to model long range dependencies across an observation sequence. As a result visual word recognition performance can be improved as the model is able to take more of a contextual approach to generating state sequences. Results are presented from a speaker-dependent, isolated digit, visual speech recognition task using comparisons with a baseline HMM system. We firstly illustrate that word recognition rates on clean video using HCRFs can be improved by increasing the number of past and future observations being taken into account by each state. Secondly we compare model performances using various levels of video compression on the test set. As far as we are aware this is the first attempted use of HCRFs for visual speech recognition.
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We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time-varying) non-central co-moments of assets. We estimate the coefficients of the polynomial via the Method of Moments for a carefully selected set of co-moments. In an extensive empirical study, we compare the proposed model with a range of other models widely used in the literature. Employing a recently proposed as well as standard techniques to evaluate multivariate forecasts, we conclude that the augmented joint density provides highly accurate forecasts of the “negative tail” of the joint distribution.
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In this paper we present a new method for simultaneously determining three dimensional (3-D) shape and motion of a non-rigid object from uncalibrated two dimensional (2- D) images without assuming the distribution characteristics. A non-rigid motion can be treated as a combination of a rigid rotation and a non-rigid deformation. To seek accurate recovery of deformable structures, we estimate the probability distribution function of the corresponding features through random sampling, incorporating an established probabilistic model. The fitting between the observation and the projection of the estimated 3-D structure will be evaluated using a Markov chain Monte Carlo based expectation maximisation algorithm. Applications of the proposed method to both synthetic and real image sequences are demonstrated with promising results.
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To optimize the performance of wireless networks, one needs to consider the impact of key factors such as interference from hidden nodes, the capture effect, the network density and network conditions (saturated versus non-saturated). In this research, our goal is to quantify the impact of these factors and to propose effective mechanisms and algorithms for throughput guarantees in multi-hop wireless networks. For this purpose, we have developed a model that takes into account all these key factors, based on which an admission control algorithm and an end-to-end available bandwidth estimation algorithm are proposed. Given the necessary network information and traffic demands as inputs, these algorithms are able to provide predictive control via an iterative approach. Evaluations using analytical comparison with simulations as well as existing research show that the proposed model and algorithms are accurate and effective.
The size and shape of shells used by hermit crabs: A multivariate analysis of Clibanarius erythropus
Resumo:
Shell attributes Such as weight and shape affect the reproduction, growth, predator avoidance and behaviour of several hermit crab species. Although the importance of these attributes has been extensively investigated, it is still difficult to assess the relative role of size and shape. Multivariate techniques allow concise and efficient quantitative analysis of these multidimensional properties, and this paper aims to understand their role in determining patterns of hermit crab shell use. To this end, a multivariate approach based on a combination of size-unconstrained (shape) PCA and RDA ordination was used to model the biometrics of southern Mediterranean Clibanarius erythropus Populations and their shells. Patterns of shell utilization and morphological gradients demonstrate that size is more important than shape, probably due to the limited availability of empty shells in the environment. The shape (e.g. the degree of shell elongation) and weight of inhabited shells vary considerably in both female and male crabs. However, these variations are clearly accounted for by crab biometrics in males only. Oil the basis of statistical evidence and findings from past studies. it is hypothesized that larger males of adequate size and strength have access to the larger, heavier and relatively more available shells of the globose Osilinus turbinatus, which cannot be used by average-sized males or by females investing energy in egg production. This greater availability allows larger males to select more Suitable Shapes. (C) 2009 Elsevier Masson SAS. All rights reserved.
Resumo:
Blind steganalysis of JPEG images is addressed by modeling the correlations among the DCT coefficients using K -variate (K = 2) p.d.f. estimates (p.d.f.s) constructed by means of Markov random field (MRF) cliques. The reasoning of using high variate p.d.f.s together with MRF cliques for image steganalysis is explained via a classical detection problem. Although our approach has many improvements over the current state-of-the-art, it suffers from the high dimensionality and the sparseness of the high variate p.d.f.s. The dimensionality problem as well as the sparseness problem are solved heuristically by means of dimensionality reduction and feature selection algorithms. The detection accuracy of the proposed method(s) is evaluated over Memon's (30.000 images) and Goljan's (1912 images) image sets. It is shown that practically applicable steganalysis systems are possible with a suitable dimensionality reduction technique and these systems can provide, in general, improved detection accuracy over the current state-of-the-art. Experimental results also justify this assertion.
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Objective: To simultaneously evaluate 14 biomarkers from distinct biological pathways for risk prediction of ischemic stroke, including biomarkers of hemostasis, inflammation, and endothelial activation as well as chemokines and adipocytokines.
Methods and Results: The Prospective Epidemiological Study on Myocardial Infarction (PRIME) is a cohort of 9771 healthy men 50 to 59 years of age who were followed up over 10 years. In a nested case–control study, 95 ischemic stroke cases were matched with 190 controls. After multivariable adjustment for traditional risk factors, fibrinogen (odds ratio [OR], 1.53; 95% confidence interval [CI], 1.03–2.28), E-selectin (OR, 1.76; 95% CI, 1.06–2.93), interferon-γ-inducible-protein-10 (OR, 1.72; 95% CI, 1.06–2.78), resistin (OR, 2.86; 95% CI, 1.30–6.27), and total adiponectin (OR, 1.82; 95% CI, 1.04–3.19) were significantly associated with ischemic stroke. Adding E-selectin and resistin to a traditional risk factor model significantly increased the area under the receiver-operating characteristic curve from 0.679 (95% CI, 0.612–0.745) to 0.785 and 0.788, respectively, and yielded a categorical net reclassification improvement of 29.9% (P=0.001) and 28.4% (P=0.002), respectively. Their simultaneous inclusion in the traditional risk factor model increased the area under the receiver-operating characteristic curve to 0.824 (95% CI, 0.770–0.877) and resulted in an net reclassification improvement of 41.4% (P<0.001). Results were confirmed when using continuous net reclassification improvement.
Conclusion: Among multiple biomarkers from distinct biological pathways, E-selectin and resistin provided incremental and additive value to traditional risk factors in predicting ischemic stroke.
Resumo:
This paper proposes a continuous time Markov chain (CTMC) based sequential analytical approach for composite generation and transmission systems reliability assessment. The basic idea is to construct a CTMC model for the composite system. Based on this model, sequential analyses are performed. Various kinds of reliability indices can be obtained, including expectation, variance, frequency, duration and probability distribution. In order to reduce the dimension of the state space, traditional CTMC modeling approach is modified by merging all high order contingencies into a single state, which can be calculated by Monte Carlo simulation (MCS). Then a state mergence technique is developed to integrate all normal states to further reduce the dimension of the CTMC model. Moreover, a time discretization method is presented for the CTMC model calculation. Case studies are performed on the RBTS and a modified IEEE 300-bus test system. The results indicate that sequential reliability assessment can be performed by the proposed approach. Comparing with the traditional sequential Monte Carlo simulation method, the proposed method is more efficient, especially in small scale or very reliable power systems.
Resumo:
Montado ecosystem in the Alentejo Region, south of Portugal, has enormous agro-ecological and economics heterogeneities. A definition of homogeneous sub-units among this heterogeneous ecosystem was made, but for them is disposal only partial statistical information about soil allocation agro-forestry activities. The paper proposal is to recover the unknown soil allocation at each homogeneous sub-unit, disaggregating a complete data set for the Montado ecosystem area using incomplete information at sub-units level. The methodological framework is based on a Generalized Maximum Entropy approach, which is developed in thee steps concerning the specification of a r order Markov process, the estimates of aggregate transition probabilities and the disaggregation data to recover the unknown soil allocation at each homogeneous sub-units. The results quality is evaluated using the predicted absolute deviation (PAD) and the "Disagegation Information Gain" (DIG) and shows very acceptable estimation errors.
Resumo:
Generative divergent analysis (GDA) is a creative additive approach to raising insignificant details of experience to significance. A schematic view of the model highlights use of evocative objects as starting point for ‘turning towards’, ‘turning away’ and ‘being-in-relation-to’ as part of an ongoing burgeoning of experience.The model is exemplified by focusing on a wicker settee as an evocative object that was noticed in an early-years reception class. Revisiting the object generated several speculative ideas relating to the hidden curriculum and energies of childhood. Poetry and song were used during the revisiting in order to develop a more direct experience in addition to the more contemplative awareness that was evoked during the first encounters. As an additive process the outcome of GDA takes the form of unfinished resources for thinking.