Reliability Nonparametric Bayesian Estimation in Parallel Systems

Relevant results for (sub-)distribution functions related to parallel systems are discussed. The reverse hazard rate is defined using the product integral. Consequently, the restriction of absolute continuity for the involved distributions can be relaxed. The only restriction is that the sets of discontinuity points of the parallel distributions have to be disjointed. Nonparametric Bayesian estimators of all survival (sub-)distribution functions are derived. Dual to the series systems that use minimum life times as observations, the parallel systems record the maximum life times. Dirichlet multivariate processes forming a class of prior distributions are considered for the nonparametric Bayesian estimation of the component distribution functions, and the system reliability. For illustration, two striking numerical examples are presented.

Bayesian density estimation using Skew Student-t-Normal mixtures

We present a Bayesian approach for modeling heterogeneous data and estimate multimodal densities using mixtures of Skew Student-t-Normal distributions [Gomez, H.W., Venegas, O., Bolfarine, H., 2007. Skew-symmetric distributions generated by the distribution function of the normal distribution. Environmetrics 18, 395-407]. A stochastic representation that is useful for implementing a MCMC-type algorithm and results about existence of posterior moments are obtained. Marginal likelihood approximations are obtained, in order to compare mixture models with different number of component densities. Data sets concerning the Gross Domestic Product per capita (Human Development Report) and body mass index (National Health and Nutrition Examination Survey), previously studied in the related literature, are analyzed. (c) 2008 Elsevier B.V. All rights reserved.

Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.

A Gradient-Type Method For Real-Time State Estimation Of Water Distribution Networks

Drinking water distribution networks risk exposure to malicious or accidental contamination. Several levels of responses are conceivable. One of them consists to install a sensor network to monitor the system on real time. Once a contamination has been detected, this is also important to take appropriate counter-measures. In the SMaRT-OnlineWDN project, this relies on modeling to predict both hydraulics and water quality. An online model use makes identification of the contaminant source and simulation of the contaminated area possible. The objective of this paper is to present SMaRT-OnlineWDN experience and research results for hydraulic state estimation with sampling frequency of few minutes. A least squares problem with bound constraints is formulated to adjust demand class coefficient to best fit the observed values at a given time. The criterion is a Huber function to limit the influence of outliers. A Tikhonov regularization is introduced for consideration of prior information on the parameter vector. Then the Levenberg-Marquardt algorithm is applied that use derivative information for limiting the number of iterations. Confidence intervals for the state prediction are also given. The results are presented and discussed on real networks in France and Germany.

On the statistical estimation of diffusion processes: a survey

Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).

Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function

This paper is a theoretica1 and empirica1 study of the re1ationship between indexing po1icy and feedback mechanisms in the inflationary adjustment process in Brazil. The focus of our study is on two policy issues: (1) did the Brazilian system of indexing of interest rates, the exchange rate, and wages make inflation so dependent on its own past values that it created a significant feedback process and inertia in the behaviour of inflation in and (2) was the feedback effect of past inf1ation upon itself so strong that dominated the effect of monetary/fiscal variables upon current inflation? This paper develops a simple model designed to capture several "stylized facts" of Brazi1ian indexing po1icy. Separate ru1es of "backward indexing" for interest rates, the exchange rate, and wages, reflecting the evolution of po1icy changes in Brazil, are incorporated in a two-sector model of industrial and agricultural prices. A transfer function derived irom this mode1 shows inflation depending on three factors: (1) past values of inflation, (2) monetary and fiscal variables, and (3) supply- .shock variables. The indexing rules for interest rates, the exchange rate, and wages place restrictions on the coefficients of the transfer function. Variations in the policy-determined parameters of the indexing rules imply changes in the coefficients of the transfer function for inflation. One implication of this model, in contrast to previous results derived in analytically simpler models of indexing, is that a higher degree of indexing does not make current inflation more responsive to current monetary shocks. The empirical section of this paper studies the central hypotheses of this model through estimation of the inflation transfer function with time-varying parameters. The results show a systematic non-random variation of the transfer function coefficients closely synchronized with changes in the observed values of the wage-indexing parameters. Non-parametric tests show the variation of the transfer function coefficients to be statistically significant at the time of the changes in wage indexing rules in Brazil. As the degree of indexing increased, the inflation feadback coefficients increased, while the effect of external price and agricultura shocs progressively increased and monetary effects progressively decreased.

On the statistical estimation of diffusion processes - a partial survey

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).

Estimation of genetic parameters for milk yield in Murrah buffaloes by Bayesian inference

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estimation and evaluation of dynamic properties as indicators of changes on soil structure in sugarcane fields of São Paulo State - Brazil

The indiscriminate management and use of soils without moisture control has changed the structure of it due to the increment of the traffic by agricultural machines through the years, causing in consequence, a soil compaction and yield reduction in the areas of intensive traffic. The purpose of this work was to estimate and to evaluate the performance of preconsolidation pressure of the soil and shear stress as indicators of changes on soil structure in fields cropped with sugarcane, as well as the impact of management processes in an Eutrorthox soil structure located in São Paulo State. The experimental field was located in Piracicaba's rural area (São Paulo State, Brazil) and has been cropped with sugarcane, in the second harvest cycle. The soil was classified by Empresa Brasileira de Pesquisa Agropecuária (EMBRAPA) [Empresa Brasileira de Pesquisa Agropecuária (EMBRAPA), 1999. Centro Nacional de Pesquisa de Solos. Sistema Brasileiro de Classificao de Solos, Empresa Brasileira de Pesquisa Agropecuária (EMBRAPA), Brasilia, 412 pp.] as an Eutrorthox. Undisturbed samples were collected and georeferenced in a grid of 60 m x 60 m from two depths: 0-0.10 m (superficial layer - SL) and in the layer of greatest mechanical resistance (LGMR), previously identified by cone index (CI). The investigated variables were pressure preconsolidation (sigma(p)), apparent cohesion (c) and internal friction angle (phi). The conclusions from the results were that the SLSC was predicted satisfactorily from up as a function of soil moisture; thus, decisions about machinery size and loading (contact pressures) can be taken. Apparent cohesion (c), internal friction angle (phi) and the Coulomb equation were significantly altered by traffic intensity. The sigma(p), c and phi maps were shown to be important tools to localize and visualize soil compaction and mechanical resistance zones. They constitute a valuable resource to evaluate the traffic impact in areas cropped with sugarcane in State of São Paulo, Brazil. (C) 2008 Elsevier B.V. All rights reserved.

A Contribution to the Estimation of Binary Halide and Pseudo-Halide Equilibrium Constants using a Linear Extrapolation Methodology

The molar single ion activity coefficient (y(F)) of fluoride ions was determined at 25 degrees C and ionic strengths between 0.100 and 3.00 mol L(-1) NaClO(4) using an ion-selective electrode. The activity coefficient dependency on ionic strength was determined to be Phi(F) = log y(F) = 0.2315I-0.041I(2). The function Phi(F)(I), combined with functions obtained in previous work for copper (Phi(Cu)) and hydrogen (Phi(H)), allowed us to make the estimation of the stoichiometric and thermodynamic protonation constants of some halides and pseudo-halides as well as the formation constants of some pseudo-halides and fluoride 1:1 bivalent cation complexes. The calculation procedure proposed in this paper is consistent with critically-selected experimental data. It was demonstrated that it is possible to use Phi(F)(I) for predicting the thermodynamic equilibrium parameters independently of Pearson's hardness of acids and bases.

Estimation of (co)variance components and genetic parameters for weights of red-winged tinamou using random regression models

Com este trabalho objetivou-se determinar parâmetros genéticos para peso corporal de perdizes em cativeiro. Foram utilizados modelos de regressão aleatória na análise dos dados considerando os efeitos genéticos aditivos diretos (AD) e de ambiente permanente de animal (AP) como aleatórios. As variâncias residuais foram modeladas utilizando-se funções de variância de ordem 5. A curva média da população foi ajustada por polinômios ortogonais de Legendre de ordem 6. Os efeitos genéticos aditivos diretos e de ambiente permanente de animal foram modelados utilizando-se polinômios de Legendre de segunda a nona ordem. Os melhores resultados foram obtidos pelos modelos de ordem 6 de ajuste para os efeitos genéticos aditivos diretos e de ordem 3 para os de ambiente permanente pelo Critério de Informação de Akaike e ordem 3 para ambos os efeitos pelos Critério de Informação Bayesiano de Schwartz e Teste de Razão de Verossimilhança. As herdabilidades estimadas variaram de 0,02 a 0,57. O primeiro autovalor respondeu por 94 e 90% da variação decorrente de efeitos aditivos diretos e de ambiente permanente, respectivamente. A seleção de perdizes para peso corporal é mais efetiva a partir de 112 dias de idade.

Radial basis function network applied to the linearization of a voltage controlled oscillator

An analog circuit that implements a radial basis function network is presented. The proposed circuit allows the adjustment of all shape parameters of the radial functions, i.e., amplitude, center and width. The implemented network was applied to the linearization of a nonlinear circuit, a voltage controlled oscillator (VCO). This application can be classified as an open-loop control in which the network plays the role of the controller. Experimental results have proved the linearization capability of the proposed circuit. Its performance can be improved by using a network with more basis functions. Copyright 2007 ACM.

Weight vector estimation of circular arrays of antennas using Artificial Neural Networks

This paper presents a model for the control of the radiation pattern of a circular array of antennas, shaping it to address the radiation beam in the direction of the user, in order to reduce the transmitted power and to attenuate interference. The control of the array is based on Artificial Neural Networks (ANN) of the type RBF (Radial Basis Functions), trained from samples generated by the Wiener equation. The obtained results suggest that the objective was reached.

Real-time estimation of transmission line impedance based on modal analysis theory

The objective of this paper is to show a methodology to estimate the longitudinal parameters of transmission lines. The method is based on the modal analysis theory and developed from the currents and voltages measured at the sending and receiving ends of the line. Another proposal is to estimate the line impedance in function of the real-time load apparent power and power factor. The procedure is applied for a non-transposed 440 kV three-phase line. © 2011 IEEE.

Estimation of spontaneous blinking main sequence in normal subjects and patients with Graves' upper eyelid retraction

Purpose. We quantified the main sequence of spontaneous blinks in normal subjects and Graves' disease patients with upper eyelid retraction using a nonlinear and two linear models, and examined the variability of the main sequence estimated with standard linear regression for 10-minute periods of time. Methods. A total of 20 normal subjects and 12 patients had their spontaneous blinking measured with the magnetic search coil technique when watching a video during one hour. The main sequence was estimated with a power-law function, and with standard and trough the origin linear regressions. Repeated measurements ANOVA was used to test the mean sequence stability of 10-minute bins measured with standard linear regression. Results. In 95% of the sample the correlation coefficients of the main sequence ranged from 0.60 to 0.94. Homoscedasticity of the peak velocity was not verified in 20% of the subjects and 25% of the patients. The power-law function provided the best main sequence fitting for subjects and patients. The mean sequence of 10-minute bins measured with standard linear regression did not differ from the one-hour period value. For the entire period of observation and the slope obtained by standard linear regression, the main sequence of the patients was reduced significantly compared to the normal subjects. Conclusions. Standard linear regression is a valid and stable approximation for estimating the main sequence of spontaneous blinking. However, the basic assumptions of the linear regression model should be examined on an individual basis. The maximum velocity of large blinks is slower in Graves' disease patients than in normal subjects. © 2013 The Association for Research in Vision and Ophthalmology, Inc.