876 resultados para Markov Model Estimation


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The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

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Ni catalysts supported on gamma-Al2O3 modified by Rh and La were prepared and evaluated on the reforming of a model biogas. The catalysts were characterized by EDS, XRD, TPR, XANES and surface area estimation (BET). The results showed that in the original Ni catalyst, the Ni interacted strongly with the alumina support, exhibiting high reduction temperatures in TPR tests. In the catalytic tests, the addition of Rh on Ni catalysts improved CH4 conversion but also increased carbon deposition, possible by causing the segregation of Ni species under the reaction conditions. The presence of La on Ni catalysts reduced the carbon deposition by favoring the gasification of carbon species. Addition of synthetic air to the process improved the CH4 conversion and also decreased the carbon formation. The catalysts Ni, Rh-NiLa, and Rh showed good results in the conversion of model sulfur-free biogas, which suggests that they are promising catalysts to be tested in conversion of real biogas. (C) 2012 Elsevier B.V. All rights reserved.

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Defining pharmacokinetic parameters and depletion intervals for antimicrobials used in fish represents important guidelines for future regulation by Brazilian agencies of the use of these substances in fish farming. This article presents a depletion study for oxytetracycline (OTC) in tilapias (Orechromis niloticus) farmed under tropical conditions during the winter season. High performance liquid chromatography, with fluorescence detection for the quantitation of OTC in tilapia fillets and medicated feed, was developed and validated. The depletion study with fish was carried out under monitored environmental conditions. OTC was administered in the feed for five consecutive days at daily dosages of 80 mg/kg body weight. Groups of ten fish were slaughtered at 1, 2, 3, 4, 5, 8, 10, 15, 20, and 25 days after medication. After the 8th day posttreatment, OTC concentrations in the tilapia fillets were below the limit of quantitation (13 ng/g) of the method. Linear regression of the mathematical model of data analysis presented a coefficient of 0.9962. The elimination half- life for OTC in tilapia fillet and the withdrawal period were 1.65 and 6 days, respectively, considering a percentile of 99% with 95% of confidence and a maximum residue limit of 100 ng/g. Even though the study was carried out in the winter under practical conditions where water temperature varied, the results obtained are similar to others from studies conducted under controlled temperature.

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The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.

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We study a probabilistic model of interacting spins indexed by elements of a finite subset of the d-dimensional integer lattice, da parts per thousand yen1. Conditions of time reversibility are examined. It is shown that the model equilibrium distribution converges to a limit distribution as the indexing set expands to the whole lattice. The occupied site percolation problem is solved for the limit distribution. Two models with similar dynamics are also discussed.

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The objective of this study was to estimate (co)variance components using random regression on B-spline functions to weight records obtained from birth to adulthood. A total of 82 064 weight records of 8145 females obtained from the data bank of the Nellore Breeding Program (PMGRN/Nellore Brazil) which started in 1987, were used. The models included direct additive and maternal genetic effects and animal and maternal permanent environmental effects as random. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of age (cubic regression) were considered as random covariate. The random effects were modeled using B-spline functions considering linear, quadratic and cubic polynomials for each individual segment. Residual variances were grouped in five age classes. Direct additive genetic and animal permanent environmental effects were modeled using up to seven knots (six segments). A single segment with two knots at the end points of the curve was used for the estimation of maternal genetic and maternal permanent environmental effects. A total of 15 models were studied, with the number of parameters ranging from 17 to 81. The models that used B-splines were compared with multi-trait analyses with nine weight traits and to a random regression model that used orthogonal Legendre polynomials. A model fitting quadratic B-splines, with four knots or three segments for direct additive genetic effect and animal permanent environmental effect and two knots for maternal additive genetic effect and maternal permanent environmental effect, was the most appropriate and parsimonious model to describe the covariance structure of the data. Selection for higher weight, such as at young ages, should be performed taking into account an increase in mature cow weight. Particularly, this is important in most of Nellore beef cattle production systems, where the cow herd is maintained on range conditions. There is limited modification of the growth curve of Nellore cattle with respect to the aim of selecting them for rapid growth at young ages while maintaining constant adult weight.

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In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis - latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.

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Abstract Background Blood leukocytes constitute two interchangeable sub-populations, the marginated and circulating pools. These two sub-compartments are found in normal conditions and are potentially affected by non-normal situations, either pathological or physiological. The dynamics between the compartments is governed by rate constants of margination (M) and return to circulation (R). Therefore, estimates of M and R may prove of great importance to a deeper understanding of many conditions. However, there has been a lack of formalism in order to approach such estimates. The few attempts to furnish an estimation of M and R neither rely on clearly stated models that precisely say which rate constant is under estimation nor recognize which factors may influence the estimation. Results The returning of the blood pools to a steady-state value after a perturbation (e.g., epinephrine injection) was modeled by a second-order differential equation. This equation has two eigenvalues, related to a fast- and to a slow-component of the dynamics. The model makes it possible to identify that these components are partitioned into three constants: R, M and SB; where SB is a time-invariant exit to tissues rate constant. Three examples of the computations are worked and a tentative estimation of R for mouse monocytes is presented. Conclusions This study establishes a firm theoretical basis for the estimation of the rate constants of the dynamics between the blood sub-compartments of white cells. It shows, for the first time, that the estimation must also take into account the exit to tissues rate constant, SB.

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Most of the works published on hydrodynamic parameter identification of open-frame underwater vehicles focus their attention almost exclusively on good coherence between simulated and measured responses, giving less importance to the determination of “actual values” for hydrodynamic parameters. To gain insight into hydrodynamic parameter experimental identification of open-frame underwater vehicles, an experimental identification procedure is proposed here to determine parameters of uncoupled and coupled models. The identification procedure includes: (i) a prior estimation of actual values of the forces/torques applied to the vehicle, (ii) identification of drag parameters from constant velocity tests and (iii) identification of inertia and coupling parameters from oscillatory tests; at this stage, the estimated values of drag parameter obtained in item (ii) are used. The procedure proposed here was used to identify the hydrodynamic parameters of LAURS—an unmanned underwater vehicle developed at the University of São Paulo. The thruster–thruster and thruster–hull interactions and the advance velocity of the vehicle are shown to have a strong impact on the efficiency of thrusters appended to open-frame underwater vehicles, especially for high advance velocities. Results of tests with excitation in 1-DOF and 3-DOF are reported and discussed, showing the feasibility of the developed procedure.

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This thesis presents Bayesian solutions to inference problems for three types of social network data structures: a single observation of a social network, repeated observations on the same social network, and repeated observations on a social network developing through time. A social network is conceived as being a structure consisting of actors and their social interaction with each other. A common conceptualisation of social networks is to let the actors be represented by nodes in a graph with edges between pairs of nodes that are relationally tied to each other according to some definition. Statistical analysis of social networks is to a large extent concerned with modelling of these relational ties, which lends itself to empirical evaluation. The first paper deals with a family of statistical models for social networks called exponential random graphs that takes various structural features of the network into account. In general, the likelihood functions of exponential random graphs are only known up to a constant of proportionality. A procedure for performing Bayesian inference using Markov chain Monte Carlo (MCMC) methods is presented. The algorithm consists of two basic steps, one in which an ordinary Metropolis-Hastings up-dating step is used, and another in which an importance sampling scheme is used to calculate the acceptance probability of the Metropolis-Hastings step. In paper number two a method for modelling reports given by actors (or other informants) on their social interaction with others is investigated in a Bayesian framework. The model contains two basic ingredients: the unknown network structure and functions that link this unknown network structure to the reports given by the actors. These functions take the form of probit link functions. An intrinsic problem is that the model is not identified, meaning that there are combinations of values on the unknown structure and the parameters in the probit link functions that are observationally equivalent. Instead of using restrictions for achieving identification, it is proposed that the different observationally equivalent combinations of parameters and unknown structure be investigated a posteriori. Estimation of parameters is carried out using Gibbs sampling with a switching devise that enables transitions between posterior modal regions. The main goal of the procedures is to provide tools for comparisons of different model specifications. Papers 3 and 4, propose Bayesian methods for longitudinal social networks. The premise of the models investigated is that overall change in social networks occurs as a consequence of sequences of incremental changes. Models for the evolution of social networks using continuos-time Markov chains are meant to capture these dynamics. Paper 3 presents an MCMC algorithm for exploring the posteriors of parameters for such Markov chains. More specifically, the unobserved evolution of the network in-between observations is explicitly modelled thereby avoiding the need to deal with explicit formulas for the transition probabilities. This enables likelihood based parameter inference in a wider class of network evolution models than has been available before. Paper 4 builds on the proposed inference procedure of Paper 3 and demonstrates how to perform model selection for a class of network evolution models.

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[EN] In this work we propose a new variational model for the consistent estimation of motion fields. The aim of this work is to develop appropriate spatio-temporal coherence models. In this sense, we propose two main contributions: a nonlinear flow constancy assumption, similar in spirit to the nonlinear brightness constancy assumption, which conveniently relates flow fields at different time instants; and a nonlinear temporal regularization scheme, which complements the spatial regularization and can cope with piecewise continuous motion fields. These contributions pose a congruent variational model since all the energy terms, except the spatial regularization, are based on nonlinear warpings of the flow field. This model is more general than its spatial counterpart, provides more accurate solutions and preserves the continuity of optical flows in time. In the experimental results, we show that the method attains better results and, in particular, it considerably improves the accuracy in the presence of large displacements.

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[EN] The aim of this work is to propose a model for computing the optical flow in a sequence of images. We introduce a new temporal regularizer that is suitable for large displacements. We propose to decouple the spatial and temporal regularizations to avoid an incongruous formulation. For the spatial regularization we use the Nagel-Enkelmann operator and a newly designed temporal regularization. Our model is based on an energy functional that yields a partial differential equation (PDE). This PDE is embedded into a multipyramidal strategy to recover large displacements. A gradient descent technique is applied at each scale to reach the minimum.

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[EN] In this paper we show that a classic optical flow technique by Nagel and Enkelmann can be regarded as an early anisotropic diffusion method with a diffusion tensor. We introduce three improvements into the model formulation that avoid inconsistencies caused by centering the brightness term and the smoothness term in different images use a linear scale-space focusing strategy from coarse to fine scales for avoiding convergence to physically irrelevant local minima, and create an energy functional that is invariant under linear brightness changes.  Applying a gradient descent method to the resulting energy functional leads to a system of diffusion-reaction equations. We prove that this system has a unique solution under realistic assumptions on the initial data, and we present an efficient linear implicit numerical scheme in detail. Our method creates flow fields with 100% density over the entire image domain, it is robust under a large range of parameter variations, and it can recover displacement fields that are far beyond the typical one-pixel limits which are characteristic for many differential methods for determining optical flow. We show that it performs better than the classic optical flow methods with 100%  density that are evaluated by Barron et al. (1994). Our software is available from the Internet.

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[EN] We present an energy based approach to estimate a dense disparity map from a set of two weakly calibrated stereoscopic images while preserving its discontinuities resulting from image boundaries. We first derive a simplified expression for the disparity that allows us to estimate it from a stereo pair of images using an energy minimization approach. We assume that the epipolar geometry is known, and we include this information in the energy model. Discontinuities are preserved by means of a regularization term based on the Nagel-Enkelmann operator. We investigate the associated Euler-Lagrange equation of the energy functional, and we approach the solution of the underlying partial differential equation (PDE) using a gradient descent method The resulting parabolic problem has a unique solution. In order to reduce the risk to be trapped within some irrelevant local minima during the iterations, we use a focusing strategy based on a linear scalespace. Experimental results on both synthetic and real images arere presented to illustrate the capabilities of this PDE and scale-space based method.

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[EN]Ensemble forecasting [1] is a methodology to deal with uncertainties in the numerical wind prediction. In this work we propose to apply ensemble methods to the adaptive wind forecasting model presented in [2]. The wind _eld forecasting is based on a mass-consistent model and a log-linear wind pro_le using as input data the resulting forecast wind from Harmonie [3], a Non-Hydrostatic Dynamic model. The mass-consistent model parameters are estimated by using genetic algorithms [4]. The mesh is generated using the meccano method [5] and adapted to the geometry. The main source of uncertainties in this model is the parameter estimation and the in- trinsic uncertainties of the Harmonie Model