935 resultados para multivariate Datenanalyse
Resumo:
Comparison between past changes in pollen assemblages and stable isotope ratios (deuterium and carbon) analyzed in the same peat core from Tierra del Fuego at latitude 55°S permitted identification of the relative contribution of precipitation versus temperature responsible for the respective change. Major steps in the sequence of paleoenvironmental changes, such as at 12700, 9000, 5000, and 4000 years ago are apparently related only to increase in precipitation, reflecting the latitudinal location and intensity of the westerly storm tracks. On the other hand, high paleoenvironmental variability, which is characteristic for the late-glacial and the latest Holocene, is related to temperature variability, which affects the relative moisture content. Comparison with other paleoenvironmental records suggests that the late-glacial temperature variability is probably related to variability in the extent of Antarctic sea-ice, which in turn appears to be related to the intensity of Atlantic deep-water circulation. Temperature variability during the latest Holocene, on the other hand, is probably related to the dynamics of the El Niño/Southern Oscillation.
Resumo:
A study of planktonic foraminiferal assemblages from 19 stations in the neritic and oceanic regions off the Coromandel Coast, Bay of Bengal has been made using a multivariate statistical method termed as factor analysis. On the basis of abundance, 17 foraminiferal species, species were clustered into 5 groups with row normalisation and varimax rotation for Q-mode factor analysis. The 19 stations were also grouped into 5 groups with only 2 groups statistically significant using column normalisation and varimax rotation for R-mode analysis. This assemblage grouping method is suitable because groups of species/stations can explain the maximum amount of variation in them in relation to prevailing environmental conditions in the area of study.
Resumo:
Given a spectral density matrix or, equivalently, a real autocovariance sequence, the author seeks to determine a finite-dimensional linear time-invariant system which, when driven by white noise, will produce an output whose spectral density is approximately PHI ( omega ), and an approximate spectral factor of PHI ( omega ). The author employs the Anderson-Faurre theory in his analysis.
Resumo:
Rhesus macaques and stump-tailed macaques are sympatric in western Yunnan (China), coexisting or occupying habitats that show little difference. This paper tests hypotheses based on theoretical expectation from the differing biomechanical demands of terrestrial and arboreal quadrupedalism in stump-tailed macaques and rhesus macaques, respectively. Individuals of these two macaque taxa were markedly separated by the first two principal components and discriminant analyses based on 18 variables of the upper limb. The rhesus macaques appear to be more adapted for arboreal quadruped habits because of elongation of the clavicle and forearm, a larger humeral head and greater midshaft sagittal diameters of the radius and ulna.
Resumo:
Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of high-dimensional copulas by constructing a hierarchy of conditional bivariate copulas. However, to simplify inference, it is common to assume that each of these conditional bivariate copulas is independent from its conditioning variables. In this paper, we relax this assumption by discovering the latent functions that specify the shape of a conditional copula given its conditioning variables We learn these functions by following a Bayesian approach based on sparse Gaussian processes with expectation propagation for scalable, approximate inference. Experiments on real-world datasets show that, when modeling all conditional dependencies, we obtain better estimates of the underlying copula of the data.
Resumo:
The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To address these problems we introduce a novel dynamic model for time-changing covariances. Over-fitting and local optima are avoided by following a Bayesian approach instead of computing point estimates. Changes in market conditions are captured by assuming a diffusion process in parameter values, and finally computationally efficient and scalable inference is performed using particle filters. Experiments with financial data show excellent performance of the proposed method with respect to current standard models.
Resumo:
A multivariate, robust, rational interpolation method for propagating uncertainties in several dimensions is presented. The algorithm for selecting numerator and denominator polynomial orders is based on recent work that uses a singular value decomposition approach. In this paper we extend this algorithm to higher dimensions and demonstrate its efficacy in terms of convergence and accuracy, both as a method for response suface generation and interpolation. To obtain stable approximants for continuous functions, we use an L2 error norm indicator to rank optimal numerator and denominator solutions. For discontinous functions, a second criterion setting an upper limit on the approximant value is employed. Analytical examples demonstrate that, for the same stencil, rational methods can yield more rapid convergence compared to pseudospectral or collocation approaches for certain problems. © 2012 AIAA.
Resumo:
The optimization of the organic modifier concentration in micellar electrokinetic capillary chromatography (MECC) has been achieved by a uniform design and iterative optimization method, which has been developed for the optimization of composition of the mobile phase in high performance liquid chromatography. According to the proposed method, the uniform design technique has been applied to design the starting experiments, which can reduce the number of experiments compared with traditional simultaneous methods, such as the orthano design. The hierarchical chromatographic response function has been modified to evaluate the separation quality of a chromatogram in MECC. An iterative procedure has been adopted to search the optimal concentration of organic modifiers for improving the accuracy of retention predicted and the quality of the chromatogram. Validity of the optimization method has been proved by the separation of 31 aromatic compounds in MECC. (C) 2000 John Wiley & Sons, Inc.
Resumo:
Multivariate classification methods were used to evaluate data on the concentrations of eight metals in human senile lenses measured by atomic absorption spectrometry. Principal components analysis and hierarchical clustering separated senile cataract lenses, nuclei from cataract lenses, and normal lenses into three classes on the basis of the eight elements. Stepwise discriminant analysis was applied to give discriminant functions with five selected variables. Results provided by the linear learning machine method were also satisfactory; the k-nearest neighbour method was less useful.