A kockázat mint látens fogalom (Risk - A latent concept)

A kockázat statisztikai értelemben közvetlenül nem mérhető, azaz látens fogalom éppen úgy, mint a gazdasági fejlettség, a szervezettség vagy az intelligencia. Mi bennünk a közös? A kockázat is komplex fogalom, több mérhető tényezőt foglal magában, és bár sok tényezőjét mérjük, fel sem tételezzük, hogy pontos eredményt kapunk. Ebben a megközelítésben az elemző kezdettől fogva tudja, hogy hiányos az ismerete. Ezt Bélyácz [2011[ nyomán úgy is megfogalmazhatjuk: „A statisztikusok tudják, hogy valamit éppen nem tudnak.” / === / From statistical point of view risk, like economic development is a latent concept. Typically there is no one number which can explicitly estimate or project risk. Variance is used as a proxy in finance to measure risk. Other professions are using other concepts for risk. Underwriting is the most important step in insurance business to analyse exposure. Actuaries evaluate average claim size and the probability of claim to calculate risk. Bayesian credibility can be used to calculate insurance premium combining frequencies and empirical knowledge, as a prior. Different types of risks can be classified into a risk matrix to separate insurable risk. Only this category can be analysed by multivariate statistical methods, which are based on statistical data. Sample size and frequency of events are relevant not only in insurance, but in pension and investment decisions as well.

Compositional data analysis of Holocene sediments from the West Bengal Sundarbans, India: Geochemical proxies for grain-size variability in a delta environment

This paper is part of a special issue of Applied Geochemistry focusing on reliable applications of compositional multivariate statistical methods. This study outlines the application of compositional data analysis (CoDa) to calibration of geochemical data and multivariate statistical modelling of geochemistry and grain-size data from a set of Holocene sedimentary cores from the Ganges-Brahmaputra (G-B) delta. Over the last two decades, understanding near-continuous records of sedimentary sequences has required the use of core-scanning X-ray fluorescence (XRF) spectrometry, for both terrestrial and marine sedimentary sequences. Initial XRF data are generally unusable in ‘raw-format’, requiring data processing in order to remove instrument bias, as well as informed sequence interpretation. The applicability of these conventional calibration equations to core-scanning XRF data are further limited by the constraints posed by unknown measurement geometry and specimen homogeneity, as well as matrix effects. Log-ratio based calibration schemes have been developed and applied to clastic sedimentary sequences focusing mainly on energy dispersive-XRF (ED-XRF) core-scanning. This study has applied high resolution core-scanning XRF to Holocene sedimentary sequences from the tidal-dominated Indian Sundarbans, (Ganges-Brahmaputra delta plain). The Log-Ratio Calibration Equation (LRCE) was applied to a sub-set of core-scan and conventional ED-XRF data to quantify elemental composition. This provides a robust calibration scheme using reduced major axis regression of log-ratio transformed geochemical data. Through partial least squares (PLS) modelling of geochemical and grain-size data, it is possible to derive robust proxy information for the Sundarbans depositional environment. The application of these techniques to Holocene sedimentary data offers an improved methodological framework for unravelling Holocene sedimentation patterns.

Engraulis encrasicolus (Linnaeus, 1758): technical report about extraction and recognition of the digestive tract contents in early stages of the life cycle

The study of ichthyio-plankton stages and its relations with the environment and other organisms is therefore crucial for a correct use of fishery resources. In this context, the extraction and the analysis of the content of the digestive tract, is a key method for the identification of the diet in early larval stages, the determination of the resources they rely on and possibly a comparison with the diet of other species. Additionally this approach could be useful in determination on occurrence of species competition. This technique is preceded by the analysis of morphometric data (Blackith & Reyment, 1971; Marcus, 1990), that is the acquisition of quantitative variables measured from the morphology of the object of study. They are linear distances, count, angles and ratios. The subsequent application of multivariate statistical methods, aims to quantify the changes in morphological measures between and within groups, relating them to the type and size of prey and evaluate if some changes appear in food choices along the larvae growth.

Exploratory Approach to the use of Techniques of Regression Analysis and Pooled Analysis in Studies of Consumer Behavior

This paper is part of a large study to assess the adequacy of the use of multivariate statistical techniques in theses and dissertations of some higher education institutions in the area of marketing with theme of consumer behavior from 1997 to 2006. The regression and conjoint analysis are focused on in this paper, two techniques with great potential of use in marketing studies. The objective of this study was to analyze whether the employement of these techniques suits the needs of the research problem presented in as well as to evaluate the level of success in meeting their premisses. Overall, the results suggest the need for more involvement of researchers in the verification of all the theoretical precepts of application of the techniques classified in the category of investigation of dependence among variables.

Monitoring of crystallization processes by using infrared spectroscopy and multivariate methods

Väitöstutkimuksessa on tarkasteltuinfrapunaspektroskopian ja monimuuttujaisten aineistonkäsittelymenetelmien soveltamista kiteytysprosessin monitoroinnissa ja kidemäisen tuotteen analysoinnissa. Parhaillaan kiteytysprosessitutkimuksessa maailmanlaajuisesti tutkitaan intensiivisesti erilaisten mittausmenetelmien soveltamista kiteytysprosessin ilmiöidenjatkuvaan mittaamiseen niin nestefaasista kuin syntyvistä kiteistäkin. Lisäksi tuotteen karakterisointi on välttämätöntä tuotteen laadun varmistamiseksi. Erityisesti lääkeaineiden valmistuksessa kiinnostusta tämäntyyppiseen tutkimukseen edistää Yhdysvaltain elintarvike- ja lääkeaineviraston (FDA) prosessianalyyttisiintekniikoihin (PAT) liittyvä ohjeistus, jossa määritellään laajasti vaatimukset lääkeaineiden valmistuksessa ja tuotteen karakterisoinnissa tarvittaville mittauksille turvallisten valmistusprosessien takaamiseksi. Jäähdytyskiteytyson erityisesti lääketeollisuudessa paljon käytetty erotusmenetelmä kiinteän raakatuotteen puhdistuksessa. Menetelmässä puhdistettava kiinteä raaka-aine liuotetaan sopivaan liuottimeen suhteellisen korkeassa lämpötilassa. Puhdistettavan aineen liukoisuus käytettävään liuottimeen laskee lämpötilan laskiessa, joten systeemiä jäähdytettäessä liuenneen aineen konsentraatio prosessissa ylittää liukoisuuskonsentraation. Tällaiseen ylikylläiseen systeemiin pyrkii muodostumaan uusia kiteitä tai olemassa olevat kiteet kasvavat. Ylikylläisyys on yksi tärkeimmistä kidetuotteen laatuun vaikuttavista tekijöistä. Jäähdytyskiteytyksessä syntyvän tuotteen ominaisuuksiin voidaan vaikuttaa mm. liuottimen valinnalla, jäähdytyprofiililla ja sekoituksella. Lisäksi kiteytysprosessin käynnistymisvaihe eli ensimmäisten kiteiden muodostumishetki vaikuttaa tuotteen ominaisuuksiin. Kidemäisen tuotteen laatu määritellään kiteiden keskimääräisen koon, koko- ja muotojakaumansekä puhtauden perusteella. Lääketeollisuudessa on usein vaatimuksena, että tuote edustaa tiettyä polymorfimuotoa, mikä tarkoittaa molekyylien kykyä järjestäytyä kidehilassa usealla eri tavalla. Edellä mainitut ominaisuudet vaikuttavat tuotteen jatkokäsiteltävyyteen, kuten mm. suodattuvuuteen, jauhautuvuuteen ja tabletoitavuuteen. Lisäksi polymorfiamuodolla on vaikutusta moniin tuotteen käytettävyysominaisuuksiin, kuten esim. lääkeaineen liukenemisnopeuteen elimistössä. Väitöstyössä on tutkittu sulfatiatsolin jäähdytyskiteytystä käyttäen useita eri liuotinseoksia ja jäähdytysprofiileja sekä tarkasteltu näiden tekijöiden vaikutustatuotteen laatuominaisuuksiin. Infrapunaspektroskopia on laajalti kemian alan tutkimuksissa sovellettava menetelmä. Siinä mitataan tutkittavan näytteenmolekyylien värähtelyjen aiheuttamia spektrimuutoksia IR alueella. Tutkimuksessa prosessinaikaiset mittaukset toteutettiin in-situ reaktoriin sijoitettavalla uppoanturilla käyttäen vaimennettuun kokonaisheijastukseen (ATR) perustuvaa Fourier muunnettua infrapuna (FTIR) spektroskopiaa. Jauhemaiset näytteet mitattiin off-line diffuusioheijastukseen (DRIFT) perustuvalla FTIR spektroskopialla. Monimuuttujamenetelmillä (kemometria) voidaan useita satoja, jopa tuhansia muuttujia käsittävä spektridata jalostaa kvalitatiiviseksi (laadulliseksi) tai kvantitatiiviseksi (määrälliseksi) prosessia kuvaavaksi informaatioksi. Väitöstyössä tarkasteltiin laajasti erilaisten monimuuttujamenetelmien soveltamista mahdollisimman monipuolisen prosessia kuvaavan informaation saamiseksi mitatusta spektriaineistosta. Väitöstyön tuloksena on ehdotettu kalibrointirutiini liuenneen aineen konsentraation ja edelleen ylikylläisyystason mittaamiseksi kiteytysprosessin aikana. Kalibrointirutiinin kehittämiseen kuuluivat aineiston hyvyyden tarkastelumenetelmät, aineiston esikäsittelymenetelmät, varsinainen kalibrointimallinnus sekä mallin validointi. Näin saadaan reaaliaikaista informaatiota kiteytysprosessin ajavasta voimasta, mikä edelleen parantaa kyseisen prosessin tuntemusta ja hallittavuutta. Ylikylläisyystason vaikutuksia syntyvän kidetuotteen laatuun seurattiin usein kiteytyskokein. Työssä on esitetty myös monimuuttujaiseen tilastolliseen prosessinseurantaan perustuva menetelmä, jolla voidaan ennustaa spontaania primääristä ytimenmuodostumishetkeä mitatusta spektriaineistosta sekä mahdollisesti päätellä ydintymisessä syntyvä polymorfimuoto. Ehdotettua menetelmää hyödyntäen voidaan paitsi ennakoida kideytimien muodostumista myös havaita mahdolliset häiriötilanteet kiteytysprosessin alkuhetkillä. Syntyvää polymorfimuotoa ennustamalla voidaan havaita ei-toivotun polymorfin ydintyminen,ja mahdollisesti muuttaa kiteytyksen ohjausta halutun polymorfimuodon saavuttamiseksi. Monimuuttujamenetelmiä sovellettiin myös kiteytyspanosten välisen vaihtelun määrittämiseen mitatusta spektriaineistosta. Tämäntyyppisestä analyysistä saatua informaatiota voidaan hyödyntää kiteytysprosessien suunnittelussa ja optimoinnissa. Väitöstyössä testattiin IR spektroskopian ja erilaisten monimuuttujamenetelmien soveltuvuutta kidetuotteen polymorfikoostumuksen nopeaan määritykseen. Jauhemaisten näytteiden luokittelu eri polymorfeja sisältäviin näytteisiin voitiin tehdä käyttäen tarkoitukseen soveltuvia monimuuttujaisia luokittelumenetelmiä. Tämä tarjoaa nopean menetelmän jauhemaisen näytteen polymorfikoostumuksen karkeaan arviointiin, eli siihen mitä yksittäistä polymorfia kyseinen näyte pääasiassa sisältää. Varsinainen kvantitatiivinen analyysi, eli sen selvittäminen paljonko esim. painoprosentteina näyte sisältää eri polymorfeja, vaatii kaikki polymorfit kattavan fysikaalisen kalibrointisarjan, mikä voi olla puhtaiden polymorfien huonon saatavuuden takia hankalaa.

Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions

In the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, we propose finite-and large-sample likelihood-based test procedures for possibly non-linear hypotheses on the coefficients of MLR and SURE systems.

Multivariate methods for correlated effects sizes

Current statistical methods for estimation of parametric effect sizes from a series of experiments are generally restricted to univariate comparisons of standardized mean differences between two treatments. Multivariate methods are presented for the case in which effect size is a vector of standardized multivariate mean differences and the number of treatment groups is two or more. The proposed methods employ a vector of independent sample means for each response variable that leads to a covariance structure which depends only on correlations among the $p$ responses on each subject. Using weighted least squares theory and the assumption that the observations are from normally distributed populations, multivariate hypotheses analogous to common hypotheses used for testing effect sizes were formulated and tested for treatment effects which are correlated through a common control group, through multiple response variables observed on each subject, or both conditions.^ The asymptotic multivariate distribution for correlated effect sizes is obtained by extending univariate methods for estimating effect sizes which are correlated through common control groups. The joint distribution of vectors of effect sizes (from $p$ responses on each subject) from one treatment and one control group and from several treatment groups sharing a common control group are derived. Methods are given for estimation of linear combinations of effect sizes when certain homogeneity conditions are met, and for estimation of vectors of effect sizes and confidence intervals from $p$ responses on each subject. Computational illustrations are provided using data from studies of effects of electric field exposure on small laboratory animals. ^

Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

LEACHATE TREATMENT PROCESS AT A MUNICIPAL STABILIZED LANDFILL BY CATALYTIC OZONATION: AN EXPLORATORY STUDY FROM TAGUCHI ORTHOGONAL ARRAY

Catalytic ozonation has been recognized in the scientific community as an efficient technique, reaching elevated rates of recalcitrant organic material mineralization, even at the presence of scavenger species of hydroxyl free radicals. This study presents the most significant factors involving the leachate treatment stabilized by the municipal landfill of the city of Guaratingueta, State of Sao Paulo, Brazil, by using a catalytic ozonation activated by metallic ions Fe(3+), Zn(2+), Mn(2+), Ni(2+) and Cr(3+). The Taguchi L(16) orthogonal array and its associated statistical methods were also used in this study. Among the researched ions, the most notable catalysis was obtained with ferric ion, statistically significant in the reduction of COD with a confidence level of 99.5%.

Evaluation of natural and synthetic compounds according to their antioxidant activity using a multivariate approach

The antioxidant activity of natural and synthetic compounds was evaluated using five in vitro methods: ferric reducing/antioxidant power (FRAP), 2,2-diphenyl-1-picrylhydradzyl (DPPH), oxygen radical absorption capacity (ORAL), oxidation of an aqueous dispersion of linoleic acid accelerated by azo-initiators (LAOX), and oxidation of a meat homogenate submitted to a thermal treatment (TBARS). All results were expressed as Trolox equivalents. The application of multivariate statistical techniques suggested that the phenolic compounds (caffeic acid, carnosic acid, genistein and resveratrol), beyond their high antioxidant activity measured by the DPPH, FRAP and TBARS methods, showed the highest ability to react with the radicals in the ORAC methodology, compared to the other compounds evaluated in this study (ascorbic acid, erythorbate, tocopherol, BHT, Trolox, tryptophan, citric acid, EDTA, glutathione, lecithin, methionine and tyrosine). This property was significantly correlated with the number of phenolic rings and catecholic structure present in the molecule. Based on a multivariate analysis, it is possible to select compounds from different clusters and explore their antioxidant activity interactions in food products.

Exploring the knowledge contained in neuroimages: Statistical discriminant analysis and automatic segmentation of the most significant changes

Objective: The aim of this article is to propose an integrated framework for extracting and describing patterns of disorders from medical images using a combination of linear discriminant analysis and active contour models. Methods: A multivariate statistical methodology was first used to identify the most discriminating hyperplane separating two groups of images (from healthy controls and patients with schizophrenia) contained in the input data. After this, the present work makes explicit the differences found by the multivariate statistical method by subtracting the discriminant models of controls and patients, weighted by the pooled variance between the two groups. A variational level-set technique was used to segment clusters of these differences. We obtain a label of each anatomical change using the Talairach atlas. Results: In this work all the data was analysed simultaneously rather than assuming a priori regions of interest. As a consequence of this, by using active contour models, we were able to obtain regions of interest that were emergent from the data. The results were evaluated using, as gold standard, well-known facts about the neuroanatomical changes related to schizophrenia. Most of the items in the gold standard was covered in our result set. Conclusions: We argue that such investigation provides a suitable framework for characterising the high complexity of magnetic resonance images in schizophrenia as the results obtained indicate a high sensitivity rate with respect to the gold standard. (C) 2010 Elsevier B.V. All rights reserved.

Transcorneal Electrical Stimulation for Patients with Retinitis Pigmentosa: A Prospective, Randomized, Sham-Controlled Exploratory Study

PURPOSE. To assess the safety of transcorneal electrical stimulation (TES) and explore its efficacy in various subjective and objective parameters of visual function in patients with retinitis pigmentosa (RP). METHODS. Twenty-four patients in this prospective, randomized, partially blinded, good-clinical-practice study underwent TES (5-ms biphasic pulses; 20 Hz; DTL electrodes) 30 minutes per week for 6 consecutive weeks. The patients were randomly assigned to one of three groups: sham, 66%, or 150% of individual electrical phosphene threshold (EPT). Visual acuity (VA), visual field (VF; kinetic, static), electroretinography (Ganzfeld, multifocal), dark-adaptation (DA), color discrimination, and EPTs were assessed at all visits or four times, according to the study plan. RESULTS. TES using DTL electrodes was tolerated well; all patients finished the study. Two adverse (foreign body sensation), but no serious adverse events were encountered. There was a tendency for most functional parameters to improve (8/18) or to remain constant (8/18) in the 150% group. VF area and scotopic b-wave amplitude reached statistical significance (P < 0.027 and P < 0.001, respectively). Only desaturated color discrimination and VF mean sensitivity decreased. There was no obvious trend in the 66% group. CONCLUSIONS. TES was found to be safe in RP patients. Positive trends were discovered, but due to the small sample size of this exploratory study, statistical significance was reached only for VF area and scotopic b-wave amplitude. Further studies with larger sample sizes and longer duration are needed to confirm the findings and to define optimal stimulation parameters. (ClinicalTrials.gov number, NCT00804102.) (Invest Ophthalmol Vis Sci. 2011;52:4485-4496) DOI:10.1167/iovs.10-6932

On cluster analysis of complex and heterogeneous data

3rd SMTDA Conference Proceedings, 11-14 June 2014, Lisbon Portugal.

Clustering of variables with a three-way approach for health sciences

TPM Vol. 21, No. 4, December 2014, 435-447 – Special Issue © 2014 Cises.

Some reflections on acquisition, processing and analysis of statistical data in forest soils

Beyond the classical statistical approaches (determination of basic statistics, regression analysis, ANOVA, etc.) a new set of applications of different statistical techniques has increasingly gained relevance in the analysis, processing and interpretation of data concerning the characteristics of forest soils. This is possible to be seen in some of the recent publications in the context of Multivariate Statistics. These new methods require additional care that is not always included or refered in some approaches. In the particular case of geostatistical data applications it is necessary, besides to geo-reference all the data acquisition, to collect the samples in regular grids and in sufficient quantity so that the variograms can reflect the spatial distribution of soil properties in a representative manner. In the case of the great majority of Multivariate Statistics techniques (Principal Component Analysis, Correspondence Analysis, Cluster Analysis, etc.) despite the fact they do not require in most cases the assumption of normal distribution, they however need a proper and rigorous strategy for its utilization. In this work, some reflections about these methodologies and, in particular, about the main constraints that often occur during the information collecting process and about the various linking possibilities of these different techniques will be presented. At the end, illustrations of some particular cases of the applications of these statistical methods will also be presented.