952 resultados para Multivariate statistical method


Relevância:

30.00% 30.00%

Publicador:

Resumo:

We present a statistical image-based shape + structure model for Bayesian visual hull reconstruction and 3D structure inference. The 3D shape of a class of objects is represented by sets of contours from silhouette views simultaneously observed from multiple calibrated cameras. Bayesian reconstructions of new shapes are then estimated using a prior density constructed with a mixture model and probabilistic principal components analysis. We show how the use of a class-specific prior in a visual hull reconstruction can reduce the effect of segmentation errors from the silhouette extraction process. The proposed method is applied to a data set of pedestrian images, and improvements in the approximate 3D models under various noise conditions are shown. We further augment the shape model to incorporate structural features of interest; unknown structural parameters for a novel set of contours are then inferred via the Bayesian reconstruction process. Model matching and parameter inference are done entirely in the image domain and require no explicit 3D construction. Our shape model enables accurate estimation of structure despite segmentation errors or missing views in the input silhouettes, and works even with only a single input view. Using a data set of thousands of pedestrian images generated from a synthetic model, we can accurately infer the 3D locations of 19 joints on the body based on observed silhouette contours from real images.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

A compositional time series is obtained when a compositional data vector is observed at different points in time. Inherently, then, a compositional time series is a multivariate time series with important constraints on the variables observed at any instance in time. Although this type of data frequently occurs in situations of real practical interest, a trawl through the statistical literature reveals that research in the field is very much in its infancy and that many theoretical and empirical issues still remain to be addressed. Any appropriate statistical methodology for the analysis of compositional time series must take into account the constraints which are not allowed for by the usual statistical techniques available for analysing multivariate time series. One general approach to analyzing compositional time series consists in the application of an initial transform to break the positive and unit sum constraints, followed by the analysis of the transformed time series using multivariate ARIMA models. In this paper we discuss the use of the additive log-ratio, centred log-ratio and isometric log-ratio transforms. We also present results from an empirical study designed to explore how the selection of the initial transform affects subsequent multivariate ARIMA modelling as well as the quality of the forecasts

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In 2000 the European Statistical Office published the guidelines for developing the Harmonized European Time Use Surveys system. Under such a unified framework, the first Time Use Survey of national scope was conducted in Spain during 2002– 03. The aim of these surveys is to understand human behavior and the lifestyle of people. Time allocation data are of compositional nature in origin, that is, they are subject to non-negativity and constant-sum constraints. Thus, standard multivariate techniques cannot be directly applied to analyze them. The goal of this work is to identify homogeneous Spanish Autonomous Communities with regard to the typical activity pattern of their respective populations. To this end, fuzzy clustering approach is followed. Rather than the hard partitioning of classical clustering, where objects are allocated to only a single group, fuzzy method identify overlapping groups of objects by allowing them to belong to more than one group. Concretely, the probabilistic fuzzy c-means algorithm is conveniently adapted to deal with the Spanish Time Use Survey microdata. As a result, a map distinguishing Autonomous Communities with similar activity pattern is drawn. Key words: Time use data, Fuzzy clustering; FCM; simplex space; Aitchison distance

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Many multivariate methods that are apparently distinct can be linked by introducing one or more parameters in their definition. Methods that can be linked in this way are correspondence analysis, unweighted or weighted logratio analysis (the latter also known as "spectral mapping"), nonsymmetric correspondence analysis, principal component analysis (with and without logarithmic transformation of the data) and multidimensional scaling. In this presentation I will show how several of these methods, which are frequently used in compositional data analysis, may be linked through parametrizations such as power transformations, linear transformations and convex linear combinations. Since the methods of interest here all lead to visual maps of data, a "movie" can be made where where the linking parameter is allowed to vary in small steps: the results are recalculated "frame by frame" and one can see the smooth change from one method to another. Several of these "movies" will be shown, giving a deeper insight into the similarities and differences between these methods

Relevância:

30.00% 30.00%

Publicador:

Resumo:

En este trabajo se realiza la medición del riesgo de mercado para el portafolio de TES de un banco colombiano determinado, abordando el pronóstico de valor en riesgo (VaR) mediante diferentes modelos multivariados de volatilidad: EWMA, GARCH ortogonal, GARCH robusto, así como distintos modelos de VaR con distribución normal y distribución t-student, evaluando su eficiencia con las metodologías de backtesting propuestas por Candelon et al. (2011) con base en el método generalizado de momentos, junto con los test de independencia y de cobertura condicional planteados por Christoffersen y Pelletier (2004) y por Berkowitz, Christoffersen y Pelletier (2010). Los resultados obtenidos demuestran que la mejor especificación del VaR para la medición del riesgo de mercado del portafolio de TES de los bancos colombianos, es el construido a partir de volatilidades EWMA y basado en la distribución normal, ya que satisface las hipótesis de cobertura no condicional, independencia y cobertura condicional, al igual que los requerimientos estipulados en Basilea II y en la normativa vigente en Colombia.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Introducción: el lupus eritematoso sistémico (LES) es considerado una enfermedad de alto costo. La expresión clínica de la enfermedad depende de la ubicación geografía y la etnicidad. El objetivo de este estudio fue el calcular los costos ambulatorios relacionado al LES en una cohorte colombiana, identificar los predictores de costos y comparar nuestro resultados con otras poblaciones. Métodos: Se realizó una aproximación de tipo prevalencia en 100 pacientes LES en quienes se evaluaron los costos directos médicos, directos no médicos, indirectos e intangibles. Todos los costos médicos fueron evaluados usando una metodología abajo hacia arriba. Los costos directos fueron valorados desde una perspectiva social usando una metodología de micro-costeo. Los costos indirectos se evaluaron mediante una aproximación de capital humano, y los costos intangibles calculados a partir de los años de vida ajustados por calidad (AVAC). Se analizaron los datos por medio de un análisis multivariado. Para comparaciones con otras poblaciones todos los costos fueron expresados como la razón entre los costos y producto interno bruto nacional per cápita. Resultados: La media de costos totales fue 13.031±9.215 USD (ajustados por el factor de conversión de paridad del poder adquisitivo), lo cual representa el 1,66 del PIB per capita de Colombia. Los costos directos son el 64% de los costos totales. Los costos médicos representan el 80% de los costos directos,. Los costos indirectos fueron el 10% y los costos intangibles el 25% de los costos totales. Los medicamentos representaron el 45% de los costos directos. Mayores costos se relacionaron con el estrato socioeconómico, seguro médico privado, AVAC, alopecia, micofenolato mofetilo, y terapia anticoagulante. Los costos directos ajustados de los pacientes con LES en Colombia fueron mayores que en Norte América y en Europa. Conclusiones: el LES impone una carga económica importante para la sociedad. Los costos relacionados con la atención médica y AVAC fueron los principales contribuyentes al alto costo de la enfermedad. Estos resultados pueden ser referencia para determinar políticas en salud pública así como comparar el gasto en salud de forma internacional.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Introducción: El delirium es un trastorno de conciencia de inicio agudo asociado a confusión o disfunción cognitiva, se puede presentar hasta en 42% de pacientes, de los cuales hasta el 80% ocurren en UCI. El delirium aumenta la estancia hospitalaria, el tiempo de ventilación mecánica y la morbimortalidad. Se pretendió evaluar la prevalencia de periodo de delirium en adultos que ingresaron a la UCI en un hospital de cuarto nivel durante 2012 y los factores asociados a su desarrollo. Metodología Se realizó un estudio transversal con corte analítico, se incluyeron pacientes hospitalizados en UCI médica y UCI quirúrgica. Se aplicó la escala de CAM-ICU y el Examen Mínimo del Estado Mental para evaluar el estado mental. Las asociaciones significativas se ajustaron con análisis multivariado. Resultados: Se incluyeron 110 pacientes, el promedio de estancia fue 5 días; la prevalencia de periodo de delirium fue de 19.9%, la mediana de edad fue 64.5 años. Se encontró una asociación estadísticamente significativa entre el delirium y la alteración cognitiva de base, depresión, administración de anticolinérgicos y sepsis (p< 0,05). Discusión Hasta la fecha este es el primer estudio en la institución. La asociación entre delirium en la UCI y sepsis, uso de anticolinérgicos, y alteración cognitiva de base son consistentes y comparables con factores de riesgo descritos en la literatura mundial.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper analyzes the measure of systemic importance ∆CoV aR proposed by Adrian and Brunnermeier (2009, 2010) within the context of a similar class of risk measures used in the risk management literature. In addition, we develop a series of testing procedures, based on ∆CoV aR, to identify and rank the systemically important institutions. We stress the importance of statistical testing in interpreting the measure of systemic importance. An empirical application illustrates the testing procedures, using equity data for three European banks.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper uses Colombian household survey data collected over the period 1984-2005 to estimate Gini coe¢ cients along with their corresponding standard errors. We Önd a statistically signiÖcant increase in wage income inequality following the adoption of the liberalisation measures of the early 1990s, and mixed evidence during the recovery years that followed the economic recession of the late 1990s. We also Önd that in several cases the observed di§erences in the Gini coe¢ cients across cities have not been statistically signiÖcant.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Compositional data, also called multiplicative ipsative data, are common in survey research instruments in areas such as time use, budget expenditure and social networks. Compositional data are usually expressed as proportions of a total, whose sum can only be 1. Owing to their constrained nature, statistical analysis in general, and estimation of measurement quality with a confirmatory factor analysis model for multitrait-multimethod (MTMM) designs in particular are challenging tasks. Compositional data are highly non-normal, as they range within the 0-1 interval. One component can only increase if some other(s) decrease, which results in spurious negative correlations among components which cannot be accounted for by the MTMM model parameters. In this article we show how researchers can use the correlated uniqueness model for MTMM designs in order to evaluate measurement quality of compositional indicators. We suggest using the additive log ratio transformation of the data, discuss several approaches to deal with zero components and explain how the interpretation of MTMM designs di ers from the application to standard unconstrained data. We show an illustration of the method on data of social network composition expressed in percentages of partner, family, friends and other members in which we conclude that the faceto-face collection mode is generally superior to the telephone mode, although primacy e ects are higher in the face-to-face mode. Compositions of strong ties (such as partner) are measured with higher quality than those of weaker ties (such as other network members)

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Recent interest in the validation of general circulation models (GCMs) has been devoted to objective methods. A small number of authors have used the direct synoptic identification of phenomena together with a statistical analysis to perform the objective comparison between various datasets. This paper describes a general method for performing the synoptic identification of phenomena that can be used for an objective analysis of atmospheric, or oceanographic, datasets obtained from numerical models and remote sensing. Methods usually associated with image processing have been used to segment the scene and to identify suitable feature points to represent the phenomena of interest. This is performed for each time level. A technique from dynamic scene analysis is then used to link the feature points to form trajectories. The method is fully automatic and should be applicable to a wide range of geophysical fields. An example will be shown of results obtained from this method using data obtained from a run of the Universities Global Atmospheric Modelling Project GCM.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Bayesian inference has been used to determine rigorous estimates of hydroxyl radical concentrations () and air mass dilution rates (K) averaged following air masses between linked observations of nonmethane hydrocarbons (NMHCs) spanning the North Atlantic during the Intercontinental Transport and Chemical Transformation (ITCT)-Lagrangian-2K4 experiment. The Bayesian technique obtains a refined (posterior) distribution of a parameter given data related to the parameter through a model and prior beliefs about the parameter distribution. Here, the model describes hydrocarbon loss through OH reaction and mixing with a background concentration at rate K. The Lagrangian experiment provides direct observations of hydrocarbons at two time points, removing assumptions regarding composition or sources upstream of a single observation. The estimates are sharpened by using many hydrocarbons with different reactivities and accounting for their variability and measurement uncertainty. A novel technique is used to construct prior background distributions of many species, described by variation of a single parameter . This exploits the high correlation of species, related by the first principal component of many NMHC samples. The Bayesian method obtains posterior estimates of , K and following each air mass. Median values are typically between 0.5 and 2.0 × 106 molecules cm−3, but are elevated to between 2.5 and 3.5 × 106 molecules cm−3, in low-level pollution. A comparison of estimates from absolute NMHC concentrations and NMHC ratios assuming zero background (the “photochemical clock” method) shows similar distributions but reveals systematic high bias in the estimates from ratios. Estimates of K are ∼0.1 day−1 but show more sensitivity to the prior distribution assumed.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

A new technique is described for the analysis of cloud-resolving model simulations, which allows one to investigate the statistics of the lifecycles of cumulus clouds. Clouds are tracked from timestep-to-timestep within the model run. This allows for a very simple method of tracking, but one which is both comprehensive and robust. An approach for handling cloud splits and mergers is described which allows clouds with simple and complicated time histories to be compared within a single framework. This is found to be important for the analysis of an idealized simulation of radiative-convective equilibrium, in which the moist, buoyant, updrafts (i.e., the convective cores) were tracked. Around half of all such cores were subject to splits and mergers during their lifecycles. For cores without any such events, the average lifetime is 30min, but events can lengthen the typical lifetime considerably.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The Representative Soil Sampling Scheme of England and Wales has recorded information on the soil of agricultural land in England and Wales since 1969. It is a valuable source of information about the soil in the context of monitoring for sustainable agricultural development. Changes in soil nutrient status and pH were examined over the period 1971-2001. Several methods of statistical analysis were applied to data from the surveys during this period. The main focus here is on the data for 1971, 1981, 1991 and 2001. The results of examining change over time in general show that levels of potassium in the soil have increased, those of magnesium have remained fairly constant, those of phosphorus have declined and pH has changed little. Future sampling needs have been assessed in the context of monitoring, to determine the mean at a given level of confidence and tolerable error and to detect change in the mean over time at these same levels over periods of 5 and 10 years. The results of a non-hierarchical multivariate classification suggest that England and Wales could be stratified to optimize future sampling and analysis. To monitor soil quality and health more generally than for agriculture, more of the country should be sampled and a wider range of properties recorded.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

A method is proposed to determine the extent of degradation in the rumen involving a two-stage mathematical modeling process. In the first stage, a statistical model shifts (or maps) the gas accumulation profile obtained using a fecal inoculum to a ruminal gas profile. Then, a kinetic model determines the extent of degradation in the rumen from the shifted profile. The kinetic model is presented as a generalized mathematical function, allowing any one of a number of alternative equation forms to be selected. This method might allow the gas production technique to become an approach for determining extent of degradation in the rumen, decreasing the need for surgically modified animals while still maintaining the link with the animal. Further research is needed before the proposed methodology can be used as a standard method across a range of feeds.