Bootstrap approaches for estimation and confidence intervals of long term memory processes

In this work, we investigate an alternative bootstrap approach based on a result of Ramsey [F.L. Ramsey, Characterization of the partial autocorrelation function, Ann. Statist. 2 (1974), pp. 1296-1301] and on the Durbin-Levinson algorithm to obtain a surrogate series from linear Gaussian processes with long range dependence. We compare this bootstrap method with other existing procedures in a wide Monte Carlo experiment by estimating, parametrically and semi-parametrically, the memory parameter d. We consider Gaussian and non-Gaussian processes to prove the robustness of the method to deviations from normality. The approach is also useful to estimate confidence intervals for the memory parameter d by improving the coverage level of the interval.

Data base analyzer and parameter estimator (DBAPE) interactive computer program user's manual /

Mode of access: Internet.

Minimum neighbour and extended Kalman filter estimator: a practical distributed channel assignment scheme for dense wireless local area networks

Dense deployments of wireless local area networks (WLANs) are becoming a norm in many cities around the world. However, increased interference and traffic demands can severely limit the aggregate throughput achievable unless an effective channel assignment scheme is used. In this work, a simple and effective distributed channel assignment (DCA) scheme is proposed. It is shown that in order to maximise throughput, each access point (AP) simply chooses the channel with the minimum number of active neighbour nodes (i.e. nodes associated with neighbouring APs that have packets to send). However, application of such a scheme to practice depends critically on its ability to estimate the number of neighbour nodes in each channel, for which no practical estimator has been proposed before. In view of this, an extended Kalman filter (EKF) estimator and an estimate of the number of nodes by AP are proposed. These not only provide fast and accurate estimates but can also exploit channel switching information of neighbouring APs. Extensive packet level simulation results show that the proposed minimum neighbour and EKF estimator (MINEK) scheme is highly scalable and can provide significant throughput improvement over other channel assignment schemes.

Unmanned Aerial Vehicles UAVs attitude, height, motion estimation and control using visual systems

This paper presents an implementation of an aircraft pose and motion estimator using visual systems as the principal sensor for controlling an Unmanned Aerial Vehicle (UAV) or as a redundant system for an Inertial Measure Unit (IMU) and gyros sensors. First, we explore the applications of the unified theory for central catadioptric cameras for attitude and heading estimation, explaining how the skyline is projected on the catadioptric image and how it is segmented and used to calculate the UAV’s attitude. Then we use appearance images to obtain a visual compass, and we calculate the relative rotation and heading of the aerial vehicle. Additionally, we show the use of a stereo system to calculate the aircraft height and to measure the UAV’s motion. Finally, we present a visual tracking system based on Fuzzy controllers working in both a UAV and a camera pan and tilt platform. Every part is tested using the UAV COLIBRI platform to validate the different approaches, which include comparison of the estimated data with the inertial values measured onboard the helicopter platform and the validation of the tracking schemes on real flights.

High-Rate Space-Time Coded Large-MIMO Systems: Low-Complexity Detection and Channel Estimation

In this paper, we present a low-complexity algorithm for detection in high-rate, non-orthogonal space-time block coded (STBC) large-multiple-input multiple-output (MIMO) systems that achieve high spectral efficiencies of the order of tens of bps/Hz. We also present a training-based iterative detection/channel estimation scheme for such large STBC MIMO systems. Our simulation results show that excellent bit error rate and nearness-to-capacity performance are achieved by the proposed multistage likelihood ascent search (M-LAS) detector in conjunction with the proposed iterative detection/channel estimation scheme at low complexities. The fact that we could show such good results for large STBCs like 16 X 16 and 32 X 32 STBCs from Cyclic Division Algebras (CDA) operating at spectral efficiencies in excess of 20 bps/Hz (even after accounting for the overheads meant for pilot based training for channel estimation and turbo coding) establishes the effectiveness of the proposed detector and channel estimator. We decode perfect codes of large dimensions using the proposed detector. With the feasibility of such a low-complexity detection/channel estimation scheme, large-MIMO systems with tens of antennas operating at several tens of bps/Hz spectral efficiencies can become practical, enabling interesting high data rate wireless applications.

Gene loss, adaptive evolution and the co-evolution of plumage coloration genes with opsins in birds.

BACKGROUND: The wide range of complex photic systems observed in birds exemplifies one of their key evolutionary adaptions, a well-developed visual system. However, genomic approaches have yet to be used to disentangle the evolutionary mechanisms that govern evolution of avian visual systems. RESULTS: We performed comparative genomic analyses across 48 avian genomes that span extant bird phylogenetic diversity to assess evolutionary changes in the 17 representatives of the opsin gene family and five plumage coloration genes. Our analyses suggest modern birds have maintained a repertoire of up to 15 opsins. Synteny analyses indicate that PARA and PARIE pineal opsins were lost, probably in conjunction with the degeneration of the parietal organ. Eleven of the 15 avian opsins evolved in a non-neutral pattern, confirming the adaptive importance of vision in birds. Visual conopsins sw1, sw2 and lw evolved under negative selection, while the dim-light RH1 photopigment diversified. The evolutionary patterns of sw1 and of violet/ultraviolet sensitivity in birds suggest that avian ancestors had violet-sensitive vision. Additionally, we demonstrate an adaptive association between the RH2 opsin and the MC1R plumage color gene, suggesting that plumage coloration has been photic mediated. At the intra-avian level we observed some unique adaptive patterns. For example, barn owl showed early signs of pseudogenization in RH2, perhaps in response to nocturnal behavior, and penguins had amino acid deletions in RH2 sites responsible for the red shift and retinal binding. These patterns in the barn owl and penguins were convergent with adaptive strategies in nocturnal and aquatic mammals, respectively. CONCLUSIONS: We conclude that birds have evolved diverse opsin adaptations through gene loss, adaptive selection and coevolution with plumage coloration, and that differentiated selective patterns at the species level suggest novel photic pressures to influence evolutionary patterns of more-recent lineages.

A coupled cloud physics–radiation parameterization of the bulk optical properties of cirrus and its impact on the Met Office unified model global atmosphere 5.0 configuration

A new coupled cloud physics–radiation parameterization of the bulk optical properties of ice clouds is presented. The parameterization is consistent with assumptions in the cloud physics scheme regarding particle size distributions (PSDs) and mass–dimensional relationships. The parameterization is based on a weighted ice crystal habit mixture model, and its bulk optical properties are parameterized as simple functions of wavelength and ice water content (IWC). This approach directly couples IWC to the bulk optical properties, negating the need for diagnosed variables, such as the ice crystal effective dimension. The parameterization is implemented into the Met Office Unified Model Global Atmosphere 5.0 (GA5) configuration. The GA5 configuration is used to simulate the annual 20-yr shortwave (SW) and longwave (LW) fluxes at the top of the atmosphere (TOA), as well as the temperature structure of the atmosphere, under various microphysical assumptions. The coupled parameterization is directly compared against the current operational radiation parameterization, while maintaining the same cloud physics assumptions. In this experiment, the impacts of the two parameterizations on the SW and LW radiative effects at TOA are also investigated and compared against observations. The 20-yr simulations are compared against the latest observations of the atmospheric temperature and radiative fluxes at TOA. The comparisons demonstrate that the choice of PSD and the assumed ice crystal shape distribution are as important as each other. Moreover, the consistent radiation parameterization removes a long-standing tropical troposphere cold temperature bias but slightly warms the southern midlatitudes by about 0.5 K.

Early ship-based upper-air data and comparison with the Twentieth Century

Extension of 3-D atmospheric data products back into the past is desirable for a wide range of applications. Historical upper-air data are important in this endeavour, particularly in the maritime regions of the tropics and the southern hemisphere, where observations are extremely sparse. Here we present newly digitized and re-evaluated early ship-based upper-air data from two cruises: (1) kite and registering balloon profiles from onboard the ship SMS Planet on a cruise from Europe around South Africa and across the Indian Ocean to the western Pacific in 1906/1907, and (2) ship-based radiosonde data from onboard the MS Schwabenland on a cruise from Europe across the Atlantic to Antarctica and back in 1938/1939. We describe the data and provide estimations of the errors. We compare the data with a recent reanalysis (the Twentieth Century Reanalysis Project, 20CR, Compo et al., 2011) that provides global 3-D data back to the 19th century based on an assimilation of surface pressure data only (plus monthly mean sea-surface temperatures). In cruise (1), the agreement is generally good, but large temperature differences appear during a period with a strong inversion. In cruise (2), after a subset of the data are corrected, close agreement between observations and 20CR is found for geopotential height (GPH) and temperature notwithstanding a likely cold bias of 20CR at the tropopause level. Results are considerably worse for relative humidity, which was reportedly inaccurately measured. Note that comparing 20CR, which has limited skill in the tropical regions, with measurements from ships in remote regions made under sometimes difficult conditions can be considered a worst case assessment. In view of that fact, the anomaly correlations for temperature of 0.3–0.6 in the lower troposphere in cruise (1) and of 0.5–0.7 for tropospheric temperature and GPH in cruise (2) are considered as promising results. Moreover, they are consistent with the error estimations. The results suggest room for further improvement of data products in remote regions.

Variability in Modified Estimators of VaR and ES

Thesis (Master's)--University of Washington, 2016-06

A közvetlen külföldi befektetések és a korrupció közötti kapcsolat (The connection of Foreign Direct Investment and corruption)

A szerzők tanulmányának középpontjában a közvetlen külföldi befektetések és a korrupció kapcsolata áll. Feltételezésük az, hogy a közvetlen külföldi befektetők a kevésbé korrupt országokat kedvelik, mivel a korrupció egy további kockázati tényezőt jelent a befektetők számára, amely növelheti a befektetések költségeit. Megítélésük szerint ezt kvantitatív módszerekkel érdemes vizsgálni, így elemzésük során 79 országot vizsgálnak meg tíz évre vonatkozó átlagokkal a Gretl-program és az OLS becslőfüggvény segítségével. Több modell lefuttatása után azt az eredményt kapták, hogy a közvetlen külföldi befektetők döntéseiben a korrupció szignifikáns tényező, a két változó között negatív korrelációt figyeltek meg. / === / The study focuses on the connection of Foreign Direct Investment and corruption. The authors assume that investors prefer countries where corruption level is lower, as corruption an additional risk factor that might increase the cost of investment. They believe that the best way to prove the previous statement if they use quantitative methods, so they set up a model where 79 countries are tested for 10 years averages, with the help of the Gretl and OLS estimator. After running several models their finding was that corruption is a significant factor in the decisions of foreign investors, and there is a negative correlation between corruption and FDI.

Korrupció: mérhetőség és modellezés = In the core of our study we focus on the connection of Foreign Direct Investment and corruption.

Tanulmányunk középpontjában a közvetlen külföldi befektetések és a korrupció kapcsolata áll. Feltételezésünk az, hogy a közvetlen külföldi befektetők a kevésbé korrupt országokat kedvelik, mivel a korrupció egy további kockázati tényezőt jelent a befektetők számára, amely növelheti a befektetések költségeit. Megítélésünk szerint ezt kvantitatív módszerekkel lehet a leginkább vizsgálni, így elemzésünk során 79 országot vizsgálunk meg 10 évre vonatkozó átlagokkal a GRETL program és az OLS becslőfüggvény segítségével. Több modell lefuttatása után azt az eredményt kaptuk, hogy a közvetlen külföldi befektetők döntéseiben a korrupció szignifikáns tényező, a két változó között negatív korrelációt figyelhetünk meg. ____ We assume that investors prefer countries where corruption level is lower, as corruption an additional risk factor that might increase the cost of investment. We believe that the best way to prove the previous statement if we use quantitative methods, so we set up a model where 79 countries are tested for 10 years averages, with the help of the GRETL and OLS estimator. After running several models our finding was that corruption is a significant factor in the decisions of foreign investors, and there is a negative correlation between corruption and FDI.

Solar and thermal radiative effects during the 2011 extreme desert dust episode over Portugal

This paper analyses the influence of the extreme Saharan desert dust (DD) event on shortwave (SW) and longwave (LW) radiation at the EARLINET/AERONET Évora station (Southern Portugal) from 4 up to 7 April 2011. There was also some cloud occurrence in the period. In this context, it is essential to quantify the effect of cloud presence on aerosol radiative forcing. A radiative transfer model was initialized with aerosol optical properties, cloud vertical properties and meteorological atmospheric vertical profiles. The intercomparison between the instantaneous TOA shortwave and longwave fluxes derived using CERES and those calculated using SBDART, which was fed with aerosol extinction coefficients derived from the CALIPSO and lidar-PAOLI observations, varying OPAC dataset parameters, was reasonably acceptable within the standard deviations. The dust aerosol type that yields the best fit was found to be the mineral accumulation mode. Therefore, SBDART model constrained with the CERES observations can be used to reliably determine aerosol radiative forcing and heating rates. Aerosol radiative forcings and heating rates were derived in the SW (ARFSw, AHRSw) and LW (ARFLw, AHRLw) spectral ranges, considering a cloud-aerosol free reference atmosphere. We found that AOD at 440 nm increased by a factor of 5 on 6 April with respect to the lower dust load on 4 April. It was responsible by a strong cooling radiative effect pointed out by the ARFSw value (−99 W/m2 for a solar zenith angle of 60°) offset by a warming radiative effect according to ARFLw value (+21.9 W/m2) at the surface. Overall, about 24% and 12% of the dust solar radiative cooling effect is compensated by its longwave warming effect at the surface and at the top of the atmosphere, respectively. Hence, larger aerosol loads could enhance the response between the absorption and re-emission processes increasing the ARFLw with respect to those associated with moderate and low aerosol loads. The unprecedented results derived from this work complement the findings in other regions on the modifications of radiative energy budget by the dust aerosols, which could have relevant influences on the regional climate and will be topics for future investigations.

Nonparametric distributed sequential detection via universal source coding

We consider nonparametric or universal sequential hypothesis testing when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are primarily motivated from spectrum sensing in Cognitive Radios and intruder detection in wireless sensor networks. We use easily implementable universal lossless source codes to propose simple algorithms for such a setup. The algorithms are first proposed for discrete alphabet. Their performance and asymptotic properties are studied theoretically. Later these are extended to continuous alphabets. Their performance with two well known universal source codes, Lempel-Ziv code and KT-estimator with Arithmetic Encoder are compared. These algorithms are also compared with the tests using various other nonparametric estimators. Finally a decentralized version utilizing spatial diversity is also proposed and analysed.

Random vibration testing with controlled samples

This paper proposes a novel experimental test procedure to estimate the reliability of structural dynamical systems under excitations specified via random process models. The samples of random excitations to be used in the test are modified by the addition of an artificial control force. An unbiased estimator for the reliability is derived based on measured ensemble of responses under these modified inputs based on the tenets of Girsanov transformation. The control force is selected so as to reduce the sampling variance of the estimator. The study observes that an acceptable choice for the control force can be made solely based on experimental techniques and the estimator for the reliability can be deduced without taking recourse to mathematical model for the structure under study. This permits the proposed procedure to be applied in the experimental study of time-variant reliability of complex structural systems that are difficult to model mathematically. Illustrative example consists of a multi-axes shake table study on bending-torsion coupled, geometrically non-linear, five-storey frame under uni/bi-axial, non-stationary, random base excitation. Copyright (c) 2014 John Wiley & Sons, Ltd.

土壤水分状况对长白山阔叶红松林主要树种叶片生理生态特性的影响

Potted seadlings of Pinus koraiensis , Fraxinus mandshurica,Juglans mandshurica,Tilia amurensis, and Quercus mongolica ,which are five dominant species in the Korean pine broadleaf forest at Changbai mountain,were grown in different soil moistures.We designed three soil moisture scenarios:85%～100%(high water,CK),65%～85% (medium water,MW) and 45%～65% (low water,LW) of field water holding capacity.The results show that characteristics of typical drought resistance on the leaves are significantly developed.The net photosynthetic rate and water use efficiency of F. mandshurica were higher compared with CK at MW.The net photosynthetic rate and water use efficiency of other 4 tree species at CK were lower than those at MW and LW.The transpiration rate of 5 tree species responses differently to various soil water status.