996 resultados para APPLIED PROBABILITY
Resumo:
This work proposes a unified neurofuzzy modelling scheme. To begin with, the initial fuzzy base construction method is based on fuzzy clustering utilising a Gaussian mixture model (GMM) combined with the analysis of covariance (ANOVA) decomposition in order to obtain more compact univariate and bivariate membership functions over the subspaces of the input features. The mean and covariance of the Gaussian membership functions are found by the expectation maximisation (EM) algorithm with the merit of revealing the underlying density distribution of system inputs. The resultant set of membership functions forms the basis of the generalised fuzzy model (GFM) inference engine. The model structure and parameters of this neurofuzzy model are identified via the supervised subspace orthogonal least square (OLS) learning. Finally, instead of providing deterministic class label as model output by convention, a logistic regression model is applied to present the classifier’s output, in which the sigmoid type of logistic transfer function scales the outputs of the neurofuzzy model to the class probability. Experimental validation results are presented to demonstrate the effectiveness of the proposed neurofuzzy modelling scheme.
Resumo:
We develop a new sparse kernel density estimator using a forward constrained regression framework, within which the nonnegative and summing-to-unity constraints of the mixing weights can easily be satisfied. Our main contribution is to derive a recursive algorithm to select significant kernels one at time based on the minimum integrated square error (MISE) criterion for both the selection of kernels and the estimation of mixing weights. The proposed approach is simple to implement and the associated computational cost is very low. Specifically, the complexity of our algorithm is in the order of the number of training data N, which is much lower than the order of N2 offered by the best existing sparse kernel density estimators. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with comparable accuracy to those of the classical Parzen window estimate and other existing sparse kernel density estimators.
Resumo:
This paper examines the impact of the auction process of residential properties that whilst unsuccessful at auction sold subsequently. The empirical analysis considers both the probability of sale and the premium of the subsequent sale price over the guide price, reserve and opening bid. The findings highlight that the final achieved sale price is influenced by key price variables revealed both prior to and during the auction itself. Factors such as auction participation, the number of individual bidders and the number of bids are significant in a number of the alternative specifications.
Resumo:
Precipitation indices are commonly used as climate change indicators. Considering four Climate Variability and Predictability-recommended indices, this study assesses possible changes in their spatial patterns over Portugal under future climatic conditions. Precipitation data from the regional climate model Consortium for Small-Scale Modelling–Climate version of the Local Model (CCLM) ensemble simulations with ECHAM5/MPI-OM1 boundary conditions are used for this purpose. For recent–past, medians and probability density functions of the CCLM-based indices are validated against station-based and gridded observational dataset from ENSEMBLES-based (gridded daily precipitation data provided by the European Climate Assessment & Dataset project) indices. It is demonstrated that the model is able to realistically reproduce not only precipitation but also the corresponding extreme indices. Climate change projections for 2071–2100 (A1B and B1 SRES scenarios) reveal significant decreases in total precipitation, particularly in autumn over northwestern and southern Portugal, though changes exhibit distinct local and seasonal patterns and are typically stronger for A1B than for B1. The increase in winter precipitation over northeastern Portugal in A1B is the most important exception to the overall drying trend. Contributions of extreme precipitation events to total precipitation are also expected to increase, mainly in winter and spring over northeastern Portugal. Strong projected increases in the dry spell lengths in autumn and spring are also noteworthy, giving evidence for an extension of the dry season from summer to spring and autumn. Although no coupling analysis is undertaken, these changes are qualitatively related to modifications in the large-scale circulation over the Euro-Atlantic area, more specifically to shifts in the position of the Azores High and associated changes in the large-scale pressure gradient over the area.
Resumo:
Climate is one of the main factors controlling winegrape production. Bioclimatic indices describing the suitability of a particular region for wine production are a widely used zoning tool. Seven suitable bioclimatic indices characterize regions in Europe with different viticultural suitability, and their possible geographical shifts under future climate conditions are addressed using regional climate model simulations. The indices are calculated from climatic variables (daily values of temperature and precipitation) obtained from transient ensemble simulations with the regional model COSMO-CLM. Index maps for recent decades (1960–2000) and for the 21st century (following the IPCC-SRES B1 and A1B scenarios) are compared. Results show that climate change is projected to have a significant effect on European viticultural geography. Detrimental impacts on winegrowing are predicted in southern Europe, mainly due to increased dryness and cumulative thermal effects during the growing season. These changes represent an important constraint to grapevine growth and development, making adaptation strategies crucial, such as changing varieties or introducing water supply by irrigation. Conversely, in western and central Europe, projected future changes will benefit not only wine quality, but might also demarcate new potential areas for viticulture, despite some likely threats associated with diseases. Regardless of the inherent uncertainties, this approach provides valuable information for implementing proper and diverse adaptation measures in different European regions.
Resumo:
Airborne high resolution in situ measurements of a large set of trace gases including ozone (O3) and total water (H2O) in the upper troposphere and the lowermost stratosphere (UT/LMS) have been performed above Europe within the SPURT project. SPURT provides an extensive data coverage of the UT/LMS in each season within the time period between November 2001 and July 2003. In the LMS a distinct spring maximum and autumn minimum is observed in O3, whereas its annual cycle in the UT is shifted by 2–3 months later towards the end of the year. The more variable H2O measurements reveal a maximum during summer and a minimum during autumn/winter with no phase shift between the two atmospheric compartments. For a comprehensive insight into trace gas composition and variability in the UT/LMS several statistical methods are applied using chemical, thermal and dynamical vertical coordinates. In particular, 2-dimensional probability distribution functions serve as a tool to transform localised aircraft data to a more comprehensive view of the probed atmospheric region. It appears that both trace gases, O3 and H2O, reveal the most compact arrangement and are best correlated in the view of potential vorticity (PV) and distance to the local tropopause, indicating an advanced mixing state on these surfaces. Thus, strong gradients of PV seem to act as a transport barrier both in the vertical and the horizontal direction. The alignment of trace gas isopleths reflects the existence of a year-round extra-tropical tropopause transition layer. The SPURT measurements reveal that this layer is mainly affected by stratospheric air during winter/spring and by tropospheric air during autumn/summer. Normalised mixing entropy values for O3 and H2O in the LMS appear to be maximal during spring and summer, respectively, indicating highest variability of these trace gases during the respective seasons.
Resumo:
The Asian summer monsoon is a high dimensional and highly nonlinear phenomenon involving considerable moisture transport towards land from the ocean, and is critical for the whole region. We have used daily ECMWF reanalysis (ERA-40) sea-level pressure (SLP) anomalies to the seasonal cycle, over the region 50-145°E, 20°S-35°N to study the nonlinearity of the Asian monsoon using Isomap. We have focused on the two-dimensional embedding of the SLP anomalies for ease of interpretation. Unlike the unimodality obtained from tests performed in empirical orthogonal function space, the probability density function, within the two-dimensional Isomap space, turns out to be bimodal. But a clustering procedure applied to the SLP data reveals support for three clusters, which are identified using a three-component bivariate Gaussian mixture model. The modes are found to appear similar to active and break phases of the monsoon over South Asia in addition to a third phase, which shows active conditions over the Western North Pacific. Using the low-level wind field anomalies the active phase over South Asia is found to be characterised by a strengthening and an eastward extension of the Somali jet whereas during the break phase the Somali jet is weakened near southern India, while the monsoon trough in northern India also weakens. Interpretation is aided using the APHRODITE gridded land precipitation product for monsoon Asia. The effect of large-scale seasonal mean monsoon and lower boundary forcing, in the form of ENSO, is also investigated and discussed. The outcome here is that ENSO is shown to perturb the intraseasonal regimes, in agreement with conceptual ideas.
Resumo:
High-density oligonucleotide (oligo) arrays are a powerful tool for transcript profiling. Arrays based on GeneChip® technology are amongst the most widely used, although GeneChip® arrays are currently available for only a small number of plant and animal species. Thus, we have developed a method to improve the sensitivity of high-density oligonucleotide arrays when applied to heterologous species and tested the method by analysing the transcriptome of Brassica oleracea L., a species for which no GeneChip® array is available, using a GeneChip® array designed for Arabidopsis thaliana (L.) Heynh. Genomic DNA from B. oleracea was labelled and hybridised to the ATH1-121501 GeneChip® array. Arabidopsis thaliana probe-pairs that hybridised to the B. oleracea genomic DNA on the basis of the perfect-match (PM) probe signal were then selected for subsequent B. oleracea transcriptome analysis using a .cel file parser script to generate probe mask files. The transcriptional response of B. oleracea to a mineral nutrient (phosphorus; P) stress was quantified using probe mask files generated for a wide range of gDNA hybridisation intensity thresholds. An example probe mask file generated with a gDNA hybridisation intensity threshold of 400 removed > 68 % of the available PM probes from the analysis but retained >96 % of available A. thaliana probe-sets. Ninety-nine of these genes were then identified as significantly regulated under P stress in B. oleracea, including the homologues of P stress responsive genes in A. thaliana. Increasing the gDNA hybridisation intensity thresholds up to 500 for probe-selection increased the sensitivity of the GeneChip® array to detect regulation of gene expression in B. oleracea under P stress by up to 13-fold. Our open-source software to create probe mask files is freely available http://affymetrix.arabidopsis.info/xspecies/ webcite and may be used to facilitate transcriptomic analyses of a wide range of plant and animal species in the absence of custom arrays.
Resumo:
A new sparse kernel density estimator is introduced. Our main contribution is to develop a recursive algorithm for the selection of significant kernels one at time using the minimum integrated square error (MISE) criterion for both kernel selection. The proposed approach is simple to implement and the associated computational cost is very low. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with competitive accuracy to existing kernel density estimators.
Resumo:
We consider different methods for combining probability forecasts. In empirical exercises, the data generating process of the forecasts and the event being forecast is not known, and therefore the optimal form of combination will also be unknown. We consider the properties of various combination schemes for a number of plausible data generating processes, and indicate which types of combinations are likely to be useful. We also show that whether forecast encompassing is found to hold between two rival sets of forecasts or not may depend on the type of combination adopted. The relative performances of the different combination methods are illustrated, with an application to predicting recession probabilities using leading indicators.
Resumo:
We consider whether survey respondents’ probability distributions, reported as histograms, provide reliable and coherent point predictions, when viewed through the lens of a Bayesian learning model. We argue that a role remains for eliciting directly-reported point predictions in surveys of professional forecasters.
Resumo:
We present an efficient method of combining wide angle neutron scattering data with detailed atomistic models, allowing us to perform a quantitative and qualitative mapping of the organisation of the chain conformation in both glass and liquid phases. The structural refinement method presented in this work is based on the exploitation of the intrachain features of the diffraction pattern and its intimate linkage with atomistic models by the use of internal coordinates for bond lengths, valence angles and torsion rotations. Atomic connectivity is defined through these coordinates that are in turn assigned by pre-defined probability distributions, thus allowing for the models in question to be built stochastically. Incremental variation of these coordinates allows for the construction of models that minimise the differences between the observed and calculated structure factors. We present a series of neutron scattering data of 1,2 polybutadiene at the region 120-400K. Analysis of the experimental data yield bond lengths for C-C and C=C of 1.54Å and 1.35Å respectively. Valence angles of the backbone were found to be at 112° and the torsion distributions are characterised by five rotational states, a three-fold trans-skew± for the backbone and gauche± for the vinyl group. Rotational states of the vinyl group were found to be equally populated, indicating a largely atactic chan. The two backbone torsion angles exhibit different behaviour with respect to temperature of their trans population, with one of them adopting an almost all trans sequence. Consequently the resulting configuration leads to a rather persistent chain, something indicated by the value of the characteristic ratio extrapolated from the model. We compare our results with theoretical predictions, computer simulations, RIS models and previously reported experimental results.