989 resultados para Statistical variance


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Light Detection and Ranging (LIDAR) has great potential to assist vegetation management in power line corridors by providing more accurate geometric information of the power line assets and vegetation along the corridors. However, the development of algorithms for the automatic processing of LIDAR point cloud data, in particular for feature extraction and classification of raw point cloud data, is in still in its infancy. In this paper, we take advantage of LIDAR intensity and try to classify ground and non-ground points by statistically analyzing the skewness and kurtosis of the intensity data. Moreover, the Hough transform is employed to detected power lines from the filtered object points. The experimental results show the effectiveness of our methods and indicate that better results were obtained by using LIDAR intensity data than elevation data.

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Multicarrier code division multiple access (MC-CDMA) is a very promising candidate for the multiple access scheme in fourth generation wireless communi- cation systems. During asynchronous transmission, multiple access interference (MAI) is a major challenge for MC-CDMA systems and significantly affects their performance. The main objectives of this thesis are to analyze the MAI in asyn- chronous MC-CDMA, and to develop robust techniques to reduce the MAI effect. Focus is first on the statistical analysis of MAI in asynchronous MC-CDMA. A new statistical model of MAI is developed. In the new model, the derivation of MAI can be applied to different distributions of timing offset, and the MAI power is modelled as a Gamma distributed random variable. By applying the new statistical model of MAI, a new computer simulation model is proposed. This model is based on the modelling of a multiuser system as a single user system followed by an additive noise component representing the MAI, which enables the new simulation model to significantly reduce the computation load during computer simulations. MAI reduction using slow frequency hopping (SFH) technique is the topic of the second part of the thesis. Two subsystems are considered. The first sub- system involves subcarrier frequency hopping as a group, which is referred to as GSFH/MC-CDMA. In the second subsystem, the condition of group hopping is dropped, resulting in a more general system, namely individual subcarrier frequency hopping MC-CDMA (ISFH/MC-CDMA). This research found that with the introduction of SFH, both of GSFH/MC-CDMA and ISFH/MC-CDMA sys- tems generate less MAI power than the basic MC-CDMA system during asyn- chronous transmission. Because of this, both SFH systems are shown to outper- form MC-CDMA in terms of BER. This improvement, however, is at the expense of spectral widening. In the third part of this thesis, base station polarization diversity, as another MAI reduction technique, is introduced to asynchronous MC-CDMA. The com- bined system is referred to as Pol/MC-CDMA. In this part a new optimum com- bining technique namely maximal signal-to-MAI ratio combining (MSMAIRC) is proposed to combine the signals in two base station antennas. With the applica- tion of MSMAIRC and in the absents of additive white Gaussian noise (AWGN), the resulting signal-to-MAI ratio (SMAIR) is not only maximized but also in- dependent of cross polarization discrimination (XPD) and antenna angle. In the case when AWGN is present, the performance of MSMAIRC is still affected by the XPD and antenna angle, but to a much lesser degree than the traditional maximal ratio combining (MRC). Furthermore, this research found that the BER performance for Pol/MC-CDMA can be further improved by changing the angle between the two receiving antennas. Hence the optimum antenna angles for both MSMAIRC and MRC are derived and their effects on the BER performance are compared. With the derived optimum antenna angle, the Pol/MC-CDMA system is able to obtain the lowest BER for a given XPD.

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In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us to understand the impact of estimation error on the performance of in-sample optimal portfolios. Key Words: minimum-variance frontier; efficiency set constants; finite sample distribution

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The recent development of indoor wireless local area network (WLAN) standards at 2.45 GHz and 5 GHz has led to increased interest in propagation studies at these frequency bands. Within the indoor environment, human body effects can strongly reduce the quality of wireless communication systems. Human body effects can cause temporal variations and shadowing due to pedestrian movement and antenna- body interaction with portable terminals. This book presents a statistical characterisation, based on measurements, of human body effects on indoor narrowband channels at 2.45 GHz and at 5.2 GHz. A novel cumulative distribution function (CDF) that models the 5 GHz narrowband channel in populated indoor environments is proposed. This novel CDF describes the received envelope in terms of pedestrian traffic. In addition, a novel channel model for the populated indoor environment is proposed for the Multiple-Input Multiple-Output (MIMO) narrowband channel in presence of pedestrians at 2.45 GHz. Results suggest that practical MIMO systems must be sufficiently adaptive if they are to benefit from the capacity enhancement caused by pedestrian movement.

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This naturalistic study investigated the mechanisms of change in measures of negative thinking and in 24-h urinary metabolites of noradrenaline (norepinephrine), dopamine and serotonin in a sample of 43 depressed hospital patients attending an eight-session group cognitive behavior therapy program. Most participants (91%) were taking antidepressant medication throughout the therapy period according to their treating Psychiatrists' prescriptions. The sample was divided into outcome categories (19 Responders and 24 Non-responders) on the basis of a clinically reliable change index [Jacobson, N.S., & Truax, P., 1991. Clinical significance: a statistical approach to defining meaningful change in psychotherapy research. Journal of Consulting and Clinical Psychology, 59, 12–19.] applied to the Beck Depression Inventory scores at the end of the therapy. Results of repeated measures analysis of variance [ANOVA] analyses of variance indicated that all measures of negative thinking improved significantly during therapy, and significantly more so in the Responders as expected. The treatment had a significant impact on urinary adrenaline and metadrenaline excretion however, these changes occurred in both Responders and Non-responders. Acute treatment did not significantly influence the six other monoamine metabolites. In summary, changes in urinary monoamine levels during combined treatment for depression were not associated with self-reported changes in mood symptoms.

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This thesis addresses computational challenges arising from Bayesian analysis of complex real-world problems. Many of the models and algorithms designed for such analysis are ‘hybrid’ in nature, in that they are a composition of components for which their individual properties may be easily described but the performance of the model or algorithm as a whole is less well understood. The aim of this research project is to after a better understanding of the performance of hybrid models and algorithms. The goal of this thesis is to analyse the computational aspects of hybrid models and hybrid algorithms in the Bayesian context. The first objective of the research focuses on computational aspects of hybrid models, notably a continuous finite mixture of t-distributions. In the mixture model, an inference of interest is the number of components, as this may relate to both the quality of model fit to data and the computational workload. The analysis of t-mixtures using Markov chain Monte Carlo (MCMC) is described and the model is compared to the Normal case based on the goodness of fit. Through simulation studies, it is demonstrated that the t-mixture model can be more flexible and more parsimonious in terms of number of components, particularly for skewed and heavytailed data. The study also reveals important computational issues associated with the use of t-mixtures, which have not been adequately considered in the literature. The second objective of the research focuses on computational aspects of hybrid algorithms for Bayesian analysis. Two approaches will be considered: a formal comparison of the performance of a range of hybrid algorithms and a theoretical investigation of the performance of one of these algorithms in high dimensions. For the first approach, the delayed rejection algorithm, the pinball sampler, the Metropolis adjusted Langevin algorithm, and the hybrid version of the population Monte Carlo (PMC) algorithm are selected as a set of examples of hybrid algorithms. Statistical literature shows how statistical efficiency is often the only criteria for an efficient algorithm. In this thesis the algorithms are also considered and compared from a more practical perspective. This extends to the study of how individual algorithms contribute to the overall efficiency of hybrid algorithms, and highlights weaknesses that may be introduced by the combination process of these components in a single algorithm. The second approach to considering computational aspects of hybrid algorithms involves an investigation of the performance of the PMC in high dimensions. It is well known that as a model becomes more complex, computation may become increasingly difficult in real time. In particular the importance sampling based algorithms, including the PMC, are known to be unstable in high dimensions. This thesis examines the PMC algorithm in a simplified setting, a single step of the general sampling, and explores a fundamental problem that occurs in applying importance sampling to a high-dimensional problem. The precision of the computed estimate from the simplified setting is measured by the asymptotic variance of the estimate under conditions on the importance function. Additionally, the exponential growth of the asymptotic variance with the dimension is demonstrated and we illustrates that the optimal covariance matrix for the importance function can be estimated in a special case.

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We have developed a new experimental method for interrogating statistical theories of music perception by implementing these theories as generative music algorithms. We call this method Generation in Context. This method differs from most experimental techniques in music perception in that it incorporates aesthetic judgments. Generation In Context is designed to measure percepts for which the musical context is suspected to play an important role. In particular the method is suitable for the study of perceptual parameters which are temporally dynamic. We outline a use of this approach to investigate David Temperley’s (2007) probabilistic melody model, and provide some provisional insights as to what is revealed about the model. We suggest that Temperley’s model could be improved by dynamically modulating the probability distributions according to the changing musical context.

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In this thesis, the relationship between air pollution and human health has been investigated utilising Geographic Information System (GIS) as an analysis tool. The research focused on how vehicular air pollution affects human health. The main objective of this study was to analyse the spatial variability of pollutants, taking Brisbane City in Australia as a case study, by the identification of the areas of high concentration of air pollutants and their relationship with the numbers of death caused by air pollutants. A correlation test was performed to establish the relationship between air pollution, number of deaths from respiratory disease, and total distance travelled by road vehicles in Brisbane. GIS was utilized to investigate the spatial distribution of the air pollutants. The main finding of this research is the comparison between spatial and non-spatial analysis approaches, which indicated that correlation analysis and simple buffer analysis of GIS using the average levels of air pollutants from a single monitoring station or by group of few monitoring stations is a relatively simple method for assessing the health effects of air pollution. There was a significant positive correlation between variable under consideration, and the research shows a decreasing trend of concentration of nitrogen dioxide at the Eagle Farm and Springwood sites and an increasing trend at CBD site. Statistical analysis shows that there exists a positive relationship between the level of emission and number of deaths, though the impact is not uniform as certain sections of the population are more vulnerable to exposure. Further statistical tests found that the elderly people of over 75 years age and children between 0-15 years of age are the more vulnerable people exposed to air pollution. A non-spatial approach alone may be insufficient for an appropriate evaluation of the impact of air pollutant variables and their inter-relationships. It is important to evaluate the spatial features of air pollutants before modeling the air pollution-health relationships.

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