965 resultados para a posteriori error estimation
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La progression de l’espérance de vie au Québec reflète l’amélioration de la santé de la population. Toutefois, des décès continuent à survenir prématurément avant l’âge de 75 ans. Une part de cette mortalité prématurée est potentiellement évitable. L'objectif de ce mémoire est d’estimer la mortalité évitable au Québec de 1981-1985 à 2005-2009. Pour cela, la méthode de Tobias et Jackson (2001) a été appliquée sur des données de décès, fournies par l’Institut national de santé publique du Québec, pour estimer les taux de mortalité évitable totale et pour chacun des sexes. Cette approche nous a, par ailleurs, permis d’estimer des taux de mortalité évitable selon trois paliers de prévention : primaire, secondaire et tertiaire. Nos résultats démontrent une tendance à la baisse de la mortalité évitable à travers le temps. Cette baisse a été enregistrée chez les deux sexes, mais des disparités de mortalité évitable existent entre les hommes et les femmes. En effet, la mortalité évitable des hommes est plus élevée que celle des femmes et cet écart de mortalité est principalement dû à la mortalité évitable associée à la prévention primaire. L’analyse de la mortalité évitable par cause de décès fait ressortir que le cancer du poumon est la principale cause de décès évitable tant chez les hommes que chez les femmes en 2005-2009. Durant cette même période, le cancer du sein et les cardiopathies ischémiques étaient la deuxième cause de décès évitable respectivement chez les femmes et chez les hommes.
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Cette thèse comporte trois articles dont un est publié et deux en préparation. Le sujet central de la thèse porte sur le traitement des valeurs aberrantes représentatives dans deux aspects importants des enquêtes que sont : l’estimation des petits domaines et l’imputation en présence de non-réponse partielle. En ce qui concerne les petits domaines, les estimateurs robustes dans le cadre des modèles au niveau des unités ont été étudiés. Sinha & Rao (2009) proposent une version robuste du meilleur prédicteur linéaire sans biais empirique pour la moyenne des petits domaines. Leur estimateur robuste est de type «plugin», et à la lumière des travaux de Chambers (1986), cet estimateur peut être biaisé dans certaines situations. Chambers et al. (2014) proposent un estimateur corrigé du biais. En outre, un estimateur de l’erreur quadratique moyenne a été associé à ces estimateurs ponctuels. Sinha & Rao (2009) proposent une procédure bootstrap paramétrique pour estimer l’erreur quadratique moyenne. Des méthodes analytiques sont proposées dans Chambers et al. (2014). Cependant, leur validité théorique n’a pas été établie et leurs performances empiriques ne sont pas pleinement satisfaisantes. Ici, nous examinons deux nouvelles approches pour obtenir une version robuste du meilleur prédicteur linéaire sans biais empirique : la première est fondée sur les travaux de Chambers (1986), et la deuxième est basée sur le concept de biais conditionnel comme mesure de l’influence d’une unité de la population. Ces deux classes d’estimateurs robustes des petits domaines incluent également un terme de correction pour le biais. Cependant, ils utilisent tous les deux l’information disponible dans tous les domaines contrairement à celui de Chambers et al. (2014) qui utilise uniquement l’information disponible dans le domaine d’intérêt. Dans certaines situations, un biais non négligeable est possible pour l’estimateur de Sinha & Rao (2009), alors que les estimateurs proposés exhibent un faible biais pour un choix approprié de la fonction d’influence et de la constante de robustesse. Les simulations Monte Carlo sont effectuées, et les comparaisons sont faites entre les estimateurs proposés et ceux de Sinha & Rao (2009) et de Chambers et al. (2014). Les résultats montrent que les estimateurs de Sinha & Rao (2009) et de Chambers et al. (2014) peuvent avoir un biais important, alors que les estimateurs proposés ont une meilleure performance en termes de biais et d’erreur quadratique moyenne. En outre, nous proposons une nouvelle procédure bootstrap pour l’estimation de l’erreur quadratique moyenne des estimateurs robustes des petits domaines. Contrairement aux procédures existantes, nous montrons formellement la validité asymptotique de la méthode bootstrap proposée. Par ailleurs, la méthode proposée est semi-paramétrique, c’est-à-dire, elle n’est pas assujettie à une hypothèse sur les distributions des erreurs ou des effets aléatoires. Ainsi, elle est particulièrement attrayante et plus largement applicable. Nous examinons les performances de notre procédure bootstrap avec les simulations Monte Carlo. Les résultats montrent que notre procédure performe bien et surtout performe mieux que tous les compétiteurs étudiés. Une application de la méthode proposée est illustrée en analysant les données réelles contenant des valeurs aberrantes de Battese, Harter & Fuller (1988). S’agissant de l’imputation en présence de non-réponse partielle, certaines formes d’imputation simple ont été étudiées. L’imputation par la régression déterministe entre les classes, qui inclut l’imputation par le ratio et l’imputation par la moyenne sont souvent utilisées dans les enquêtes. Ces méthodes d’imputation peuvent conduire à des estimateurs imputés biaisés si le modèle d’imputation ou le modèle de non-réponse n’est pas correctement spécifié. Des estimateurs doublement robustes ont été développés dans les années récentes. Ces estimateurs sont sans biais si l’un au moins des modèles d’imputation ou de non-réponse est bien spécifié. Cependant, en présence des valeurs aberrantes, les estimateurs imputés doublement robustes peuvent être très instables. En utilisant le concept de biais conditionnel, nous proposons une version robuste aux valeurs aberrantes de l’estimateur doublement robuste. Les résultats des études par simulations montrent que l’estimateur proposé performe bien pour un choix approprié de la constante de robustesse.
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We consider two new approaches to nonparametric estimation of the leverage effect. The first approach uses stock prices alone. The second approach uses the data on stock prices as well as a certain volatility instrument, such as the CBOE volatility index (VIX) or the Black-Scholes implied volatility. The theoretical justification for the instrument-based estimator relies on a certain invariance property, which can be exploited when high frequency data is available. The price-only estimator is more robust since it is valid under weaker assumptions. However, in the presence of a valid volatility instrument, the price-only estimator is inefficient as the instrument-based estimator has a faster rate of convergence. We consider two empirical applications, in which we study the relationship between the leverage effect and the debt-to-equity ratio, credit risk, and illiquidity.
Inference for nonparametric high-frequency estimators with an application to time variation in betas
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We consider the problem of conducting inference on nonparametric high-frequency estimators without knowing their asymptotic variances. We prove that a multivariate subsampling method achieves this goal under general conditions that were not previously available in the literature. We suggest a procedure for a data-driven choice of the bandwidth parameters. Our simulation study indicates that the subsampling method is much more robust than the plug-in method based on the asymptotic expression for the variance. Importantly, the subsampling method reliably estimates the variability of the Two Scale estimator even when its parameters are chosen to minimize the finite sample Mean Squared Error; in contrast, the plugin estimator substantially underestimates the sampling uncertainty. By construction, the subsampling method delivers estimates of the variance-covariance matrices that are always positive semi-definite. We use the subsampling method to study the dynamics of financial betas of six stocks on the NYSE. We document significant variation in betas within year 2006, and find that tick data captures more variation in betas than the data sampled at moderate frequencies such as every five or twenty minutes. To capture this variation we estimate a simple dynamic model for betas. The variance estimation is also important for the correction of the errors-in-variables bias in such models. We find that the bias corrections are substantial, and that betas are more persistent than the naive estimators would lead one to believe.
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In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail.
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This paper proposes different estimators for the parameters of SemiPareto and Pareto autoregressive minification processes The asymptotic properties of the estimators are established by showing that the SemiPareto process is α-mixing. Asymptotic variances of different moment and maximum likelihood estimators are compared.
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Global Positioning System (GPS), with its high integrity, continuous availability and reliability, revolutionized the navigation system based on radio ranging. With four or more GPS satellites in view, a GPS receiver can find its location anywhere over the globe with accuracy of few meters. High accuracy - within centimeters, or even millimeters is achievable by correcting the GPS signal with external augmentation system. The use of satellite for critical application like navigation has become a reality through the development of these augmentation systems (like W AAS, SDCM, and EGNOS, etc.) with a primary objective of providing essential integrity information needed for navigation service in their respective regions. Apart from these, many countries have initiated developing space-based regional augmentation systems like GAGAN and IRNSS of India, MSAS and QZSS of Japan, COMPASS of China, etc. In future, these regional systems will operate simultaneously and emerge as a Global Navigation Satellite System or GNSS to support a broad range of activities in the global navigation sector.Among different types of error sources in the GPS precise positioning, the propagation delay due to the atmospheric refraction is a limiting factor on the achievable accuracy using this system. The WADGPS, aimed for accurate positioning over a large area though broadcasts different errors involved in GPS ranging including ionosphere and troposphere errors, due to the large temporal and spatial variations in different atmospheric parameters especially in lower atmosphere (troposphere), the use of these broadcasted tropospheric corrections are not sufficiently accurate. This necessitated the estimation of tropospheric error based on realistic values of tropospheric refractivity. Presently available methodologies for the estimation of tropospheric delay are mostly based on the atmospheric data and GPS measurements from the mid-latitude regions, where the atmospheric conditions are significantly different from that over the tropics. No such attempts were made over the tropics. In a practical approach when the measured atmospheric parameters are not available analytical models evolved using data from mid-latitudes for this purpose alone can be used. The major drawback of these existing models is that it neglects the seasonal variation of the atmospheric parameters at stations near the equator. At tropics the model underestimates the delay in quite a few occasions. In this context, the present study is afirst and major step towards the development of models for tropospheric delay over the Indian region which is a prime requisite for future space based navigation program (GAGAN and IRNSS). Apart from the models based on the measured surface parameters, a region specific model which does not require any measured atmospheric parameter as input, but depends on latitude and day of the year was developed for the tropical region with emphasis on Indian sector.Large variability of atmospheric water vapor content in short spatial and/or temporal scales makes its measurement rather involved and expensive. A local network of GPS receivers is an effective tool for water vapor remote sensing over the land. This recently developed technique proves to be an effective tool for measuring PW. The potential of using GPS to estimate water vapor in the atmosphere at all-weather condition and with high temporal resolution is attempted. This will be useful for retrieving columnar water vapor from ground based GPS data. A good network of GPS could be a major source of water vapor information for Numerical Weather Prediction models and could act as surrogate to the data gap in microwave remote sensing for water vapor over land.
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The average availability of a repairable system is the expected proportion of time that the system is operating in the interval [0, t]. The present article discusses the nonparametric estimation of the average availability when (i) the data on 'n' complete cycles of system operation are available, (ii) the data are subject to right censorship, and (iii) the process is observed upto a specified time 'T'. In each case, a nonparametric confidence interval for the average availability is also constructed. Simulations are conducted to assess the performance of the estimators.
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Identification and Control of Non‐linear dynamical systems are challenging problems to the control engineers.The topic is equally relevant in communication,weather prediction ,bio medical systems and even in social systems,where nonlinearity is an integral part of the system behavior.Most of the real world systems are nonlinear in nature and wide applications are there for nonlinear system identification/modeling.The basic approach in analyzing the nonlinear systems is to build a model from known behavior manifest in the form of system output.The problem of modeling boils down to computing a suitably parameterized model,representing the process.The parameters of the model are adjusted to optimize a performanace function,based on error between the given process output and identified process/model output.While the linear system identification is well established with many classical approaches,most of those methods cannot be directly applied for nonlinear system identification.The problem becomes more complex if the system is completely unknown but only the output time series is available.Blind recognition problem is the direct consequence of such a situation.The thesis concentrates on such problems.Capability of Artificial Neural Networks to approximate many nonlinear input-output maps makes it predominantly suitable for building a function for the identification of nonlinear systems,where only the time series is available.The literature is rich with a variety of algorithms to train the Neural Network model.A comprehensive study of the computation of the model parameters,using the different algorithms and the comparison among them to choose the best technique is still a demanding requirement from practical system designers,which is not available in a concise form in the literature.The thesis is thus an attempt to develop and evaluate some of the well known algorithms and propose some new techniques,in the context of Blind recognition of nonlinear systems.It also attempts to establish the relative merits and demerits of the different approaches.comprehensiveness is achieved in utilizing the benefits of well known evaluation techniques from statistics. The study concludes by providing the results of implementation of the currently available and modified versions and newly introduced techniques for nonlinear blind system modeling followed by a comparison of their performance.It is expected that,such comprehensive study and the comparison process can be of great relevance in many fields including chemical,electrical,biological,financial and weather data analysis.Further the results reported would be of immense help for practical system designers and analysts in selecting the most appropriate method based on the goodness of the model for the particular context.
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This work aims to study the variation in subduction zone geometry along and across the arc and the fault pattern within the subducting plate. Depth of penetration as well as the dip of the Benioff zone varies considerably along the arc which corresponds to the curvature of the fold- thrust belt which varies from concave to convex in different sectors of the arc. The entire arc is divided into 27 segments and depth sections thus prepared are utilized to investigate the average dip of the Benioff zone in the different parts of the entire arc, penetration depth of the subducting lithosphere, the subduction zone geometry underlying the trench, the arctrench gap, etc.The study also describes how different seismogenic sources are identified in the region, estimation of moment release rate and deformation pattern. The region is divided into broad seismogenic belts. Based on these previous studies and seismicity Pattern, we identified several broad distinct seismogenic belts/sources. These are l) the Outer arc region consisting of Andaman-Nicobar islands 2) the back-arc Andaman Sea 3)The Sumatran fault zone(SFZ)4)Java onshore region termed as Jave Fault Zone(JFZ)5)Sumatran fore arc silver plate consisting of Mentawai fault(MFZ)6) The offshore java fore arc region 7)The Sunda Strait region.As the Seismicity is variable,it is difficult to demarcate individual seismogenic sources.Hence, we employed a moving window method having a window length of 3—4° and with 50% overlapping starting from one end to the other. We succeeded in defining 4 sources each in the Andaman fore arc and Back arc region, 9 such sources (moving windows) in the Sumatran Fault zone (SFZ), 9 sources in the offshore SFZ region and 7 sources in the offshore Java region. Because of the low seismicity along JFZ, it is separated into three seismogenic sources namely West Java, Central Java and East Java. The Sunda strait is considered as a single seismogenic source.The deformation rates for each of the seismogenic zones have been computed. A detailed error analysis of velocity tensors using Monte—Carlo simulation method has been carried out in order to obtain uncertainties. The eigen values and the respective eigen vectors of the velocity tensor are computed to analyze the actual deformation pattem for different zones. The results obtained have been discussed in the light of regional tectonics, and their implications in terms of geodynamics have been enumerated.ln the light of recent major earthquakes (26th December 2004 and 28th March 2005 events) and the ongoing seismic activity, we have recalculated the variation in the crustal deformation rates prior and after these earthquakes in Andaman—Sumatra region including the data up to 2005 and the significant results has been presented.ln this chapter, the down going lithosphere along the subduction zone is modeled using the free air gravity data by taking into consideration the thickness of the crustal layer, the thickness of the subducting slab, sediment thickness, presence of volcanism, the proximity of the continental crust etc. Here a systematic and detailed gravity interpretation constrained by seismicity and seismic data in the Andaman arc and the Andaman Sea region in order to delineate the crustal structure and density heterogeneities a Io nagnd across the arc and its correlation with the seismogenic behaviour is presented.
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Embedded systems are usually designed for a single or a specified set of tasks. This specificity means the system design as well as its hardware/software development can be highly optimized. Embedded software must meet the requirements such as high reliability operation on resource-constrained platforms, real time constraints and rapid development. This necessitates the adoption of static machine codes analysis tools running on a host machine for the validation and optimization of embedded system codes, which can help meet all of these goals. This could significantly augment the software quality and is still a challenging field.Embedded systems are usually designed for a single or a specified set of tasks. This specificity means the system design as well as its hardware/software development can be highly optimized. Embedded software must meet the requirements such as high reliability operation on resource-constrained platforms, real time constraints and rapid development. This necessitates the adoption of static machine codes analysis tools running on a host machine for the validation and optimization of embedded system codes, which can help meet all of these goals. This could significantly augment the software quality and is still a challenging field.Embedded systems are usually designed for a single or a specified set of tasks. This specificity means the system design as well as its hardware/software development can be highly optimized. Embedded software must meet the requirements such as high reliability operation on resource-constrained platforms, real time constraints and rapid development. This necessitates the adoption of static machine codes analysis tools running on a host machine for the validation and optimization of embedded system codes, which can help meet all of these goals. This could significantly augment the software quality and is still a challenging field.Embedded systems are usually designed for a single or a specified set of tasks. This specificity means the system design as well as its hardware/software development can be highly optimized. Embedded software must meet the requirements such as high reliability operation on resource-constrained platforms, real time constraints and rapid development. This necessitates the adoption of static machine codes analysis tools running on a host machine for the validation and optimization of embedded system codes, which can help meet all of these goals. This could significantly augment the software quality and is still a challenging field.This dissertation contributes to an architecture oriented code validation, error localization and optimization technique assisting the embedded system designer in software debugging, to make it more effective at early detection of software bugs that are otherwise hard to detect, using the static analysis of machine codes. The focus of this work is to develop methods that automatically localize faults as well as optimize the code and thus improve the debugging process as well as quality of the code.Validation is done with the help of rules of inferences formulated for the target processor. The rules govern the occurrence of illegitimate/out of place instructions and code sequences for executing the computational and integrated peripheral functions. The stipulated rules are encoded in propositional logic formulae and their compliance is tested individually in all possible execution paths of the application programs. An incorrect sequence of machine code pattern is identified using slicing techniques on the control flow graph generated from the machine code.An algorithm to assist the compiler to eliminate the redundant bank switching codes and decide on optimum data allocation to banked memory resulting in minimum number of bank switching codes in embedded system software is proposed. A relation matrix and a state transition diagram formed for the active memory bank state transition corresponding to each bank selection instruction is used for the detection of redundant codes. Instances of code redundancy based on the stipulated rules for the target processor are identified.This validation and optimization tool can be integrated to the system development environment. It is a novel approach independent of compiler/assembler, applicable to a wide range of processors once appropriate rules are formulated. Program states are identified mainly with machine code pattern, which drastically reduces the state space creation contributing to an improved state-of-the-art model checking. Though the technique described is general, the implementation is architecture oriented, and hence the feasibility study is conducted on PIC16F87X microcontrollers. The proposed tool will be very useful in steering novices towards correct use of difficult microcontroller features in developing embedded systems.
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The present study is intended to provide a new scientific approach to the solution of the worlds cost engineering problems encountered in the chemical industries in our nation. The problem is that of cost estimation of equipments especially of pressure vessels when setting up chemical industries .The present study attempts to develop a model for such cost estimation. This in turn is hoped would go a long way to solve this and related problems in forecasting the cost of setting up chemical plants.
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So far, in the bivariate set up, the analysis of lifetime (failure time) data with multiple causes of failure is done by treating each cause of failure separately. with failures from other causes considered as independent censoring. This approach is unrealistic in many situations. For example, in the analysis of mortality data on married couples one would be interested to compare the hazards for the same cause of death as well as to check whether death due to one cause is more important for the partners’ risk of death from other causes. In reliability analysis. one often has systems with more than one component and many systems. subsystems and components have more than one cause of failure. Design of high-reliability systems generally requires that the individual system components have extremely high reliability even after long periods of time. Knowledge of the failure behaviour of a component can lead to savings in its cost of production and maintenance and. in some cases, to the preservation of human life. For the purpose of improving reliability. it is necessary to identify the cause of failure down to the component level. By treating each cause of failure separately with failures from other causes considered as independent censoring, the analysis of lifetime data would be incomplete. Motivated by this. we introduce a new approach for the analysis of bivariate competing risk data using the bivariate vector hazard rate of Johnson and Kotz (1975).
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This thesis investigates the potential use of zerocrossing information for speech sample estimation. It provides 21 new method tn) estimate speech samples using composite zerocrossings. A simple linear interpolation technique is developed for this purpose. By using this method the A/D converter can be avoided in a speech coder. The newly proposed zerocrossing sampling theory is supported with results of computer simulations using real speech data. The thesis also presents two methods for voiced/ unvoiced classification. One of these methods is based on a distance measure which is a function of short time zerocrossing rate and short time energy of the signal. The other one is based on the attractor dimension and entropy of the signal. Among these two methods the first one is simple and reguires only very few computations compared to the other. This method is used imtea later chapter to design an enhanced Adaptive Transform Coder. The later part of the thesis addresses a few problems in Adaptive Transform Coding and presents an improved ATC. Transform coefficient with maximum amplitude is considered as ‘side information’. This. enables more accurate tfiiz assignment enui step—size computation. A new bit reassignment scheme is also introduced in this work. Finally, sum ATC which applies switching between luiscrete Cosine Transform and Discrete Walsh-Hadamard Transform for voiced and unvoiced speech segments respectively is presented. Simulation results are provided to show the improved performance of the coder