991 resultados para Interval estimation


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A new niche of densely populated, unprotected networks is becoming more prevalent in public areas such as Shopping Malls, defined here as independent open-access networks, which have attributes that make attack detection more challenging than in typical enterprise networks. To address these challenges, new detection systems which do not rely on knowledge of internal device state are investigated here. This paper shows that this lack of state information requires an additional metric (The exchange timeout window) for detection of WLAN Denial of Service Probe Flood attacks. Variability in this metric has a significant influence on the ability of a detection system to reliably detect the presence of attacks. A parameter selection method is proposed which is shown to provide reliability and repeatability in attack detection in WLANs. Results obtained from ongoing live trials are presented that demonstrate the importance of accurately estimating probe request and probe response timeouts in future Independent Intrusion Detection Systems.

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Despite the fact that mites were used at the dawn of forensic entomology to elucidate the postmortem interval, their use in current cases remains quite low for procedural reasons such as inadequate taxonomic knowledge. A special interest is focused on the phoretic stages of some mite species, because the phoront-host specificity allows us to deduce in many occasions the presence of the carrier (usually Diptera or Coleoptera) although it has not been seen in the sampling performed in situ or in the autopsy room. In this article, we describe two cases where Poecilochirus austroasiaticus Vitzthum (Acari: Parasitidae) was sampled in the autopsy room. In the first case, we could sample the host, Thanatophilus ruficornis (Küster) (Coleoptera: Silphidae), which was still carrying phoretic stages of the mite on the body. That attachment allowed, by observing starvation/feeding periods as a function of the digestive tract filling, the establishment of chronological cycles of phoretic behavior, showing maximum peaks of phoronts during arrival and departure from the corpse and the lowest values in the phase of host feeding. From the sarcosaprophagous fauna, we were able to determine in this case a minimum postmortem interval of 10 days. In the second case, we found no Silphidae at the place where the corpse was found or at the autopsy, but a postmortem interval of 13 days could be established by the high specificity of this interspecific relationship and the departure from the corpse of this family of Coleoptera.

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Aims and objectives  For prediction of risk of cardiovascular end points using survival models the proportional hazards assumption is often not met. Thus, non-proportional hazards models are more appropriate for developing risk prediction equations in such situations. However, computer program for evaluating the prediction performance of such models has been rarely addressed. We therefore developed SAS macro programs for evaluating the discriminative ability of a non-proportional hazards Weibull model developed by Anderson (1991) and that of a proportional hazards Weibull model using the area under receiver operating characteristic (ROC) curve.

Method  Two SAS macro programs for non-proportional hazards Weibull model using Proc NLIN and Proc NLP respectively and model validation using area under ROC curve (with its confidence limits) were written with SAS IML language. A similar SAS macro for proportional hazards Weibull model was also written.

Results  The computer program was applied to data on coronary heart disease incidence for a Framingham population cohort. The five risk factors considered were current smoking, age, blood pressure, cholesterol and obesity. The predictive ability of the non-proportional hazard Weibull model was slightly higher than that of its proportional hazard counterpart. An advantage of SAS Proc NLP in terms of the example provided here is that it provides significance level for the parameter estimates whereas Proc NLIN does not.

Conclusion  The program is very useful for evaluating the predictive performance of non-proportional and proportional hazards Weibull models.

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The occurrence of precocious egg development in forensically important calliphorid species has previously been reported; however, the frequency of occurrence in both wild and captive colonies, and the consequent effects on developmental studies and post-m

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Uncertainty is known to be a concomitant factor of almost all the real world commodities such as oil prices, stock prices, sales and demand of products. As a consequence, forecasting problems are becoming more and more challenging and ridden with uncertainty. Such uncertainties are generally quantified by statistical tools such as prediction intervals (Pis). Pis quantify the uncertainty related to forecasts by estimating the ranges of the targeted quantities. Pis generated by traditional neural network based approaches are limited by high computational burden and impractical assumptions about the distribution of the data. A novel technique for constructing high quality Pis using support vector machines (SVMs) is being proposed in this paper. The proposed technique directly estimates the upper and lower bounds of the PI in a short time and without any assumptions about the data distribution. The SVM parameters are tuned using particle swarm optimization technique by minimization of a modified Pi-based objective function. Electricity price and demand data of the Ontario electricity market is used to validate the performance of the proposed technique. Several case studies for different months indicate the superior performance of the proposed method in terms of high quality PI generation and shorter computational times.

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Uncertainty of the electricity prices makes the task of accurate forecasting quite difficult for the electricity market participants. Prediction intervals (PIs) are statistical tools which quantify the uncertainty related to forecasts by estimating the ranges of the future electricity prices. Traditional approaches based on neural networks (NNs) generate PIs at the cost of high computational burden and doubtful assumptions about data distributions. In this work, we propose a novel technique that is not plagued with the above limitations and it generates high-quality PIs in a short time. The proposed method directly generates the lower and upper bounds of the future electricity prices using support vector machines (SVM). Optimal model parameters are obtained by the minimization of a modified PI-based objective function using a particle swarm optimization (PSO) technique. The efficiency of the proposed method is illustrated using data from Ontario, Pennsylvania-New Jersey-Maryland (PJM) interconnection day-ahead and real-time markets.

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In developing neural network techniques for real world applications it is still very rare to see estimates of confidence placed on the neural network predictions. This is a major deficiency, especially in safety-critical systems. In this paper we explore three distinct methods of producing point-wise confidence intervals using neural networks. We compare and contrast Bayesian, Gaussian Process and Predictive error bars evaluated on real data. The problem domain is concerned with the calibration of a real automotive engine management system for both air-fuel ratio determination and on-line ignition timing. This problem requires real-time control and is a good candidate for exploring the use of confidence predictions due to its safety-critical nature.

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Accurate forecasting of wind power generation is quite an important as well as challenging task for the system operators and market participants due to its high uncertainty. It is essential to quantify uncertainties associated with wind power generation forecasts for their efficient application in optimal management of wind farms and integration into power systems. Prediction intervals (PIs) are well known statistical tools which are used to quantify the uncertainty related to forecasts by estimating the ranges of the future target variables. This paper investigates the application of a novel support vector machine based methodology to directly estimate the lower and upper bounds of the PIs without expensive computational burden and inaccurate assumptions about the distribution of the data. The efficiency of the method for uncertainty quantification is examined using monthly data from a wind farm in Australia. PIs for short term application are generated with a confidence level of 90%. Experimental results confirm the ability of the method in constructing reliable PIs without resorting to complex computational methods.

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Considering the so-called "multinomial discrete choice" model the focus of this paper is on the estimation problem of the parameters. Especially, the basic question arises how to carry out the point and interval estimation of the parameters when the model is mixed i.e. includes both individual and choice-specific explanatory variables while a standard MDC computer program is not available for use. The basic idea behind the solution is the use of the Cox-proportional hazards method of survival analysis which is available in any standard statistical package and provided a data structure satisfying certain special requirements it yields the MDC solutions desired. The paper describes the features of the data set to be analysed.

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The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the biological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems for the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter estimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence intervals and exact upper confidence limits for the location parameter of the three-parameter lognormal distribution. The point estimation problem is discussed as well. The performance of the point estimator is compared with the maximum likelihood estimator, which is widely used in practice. Simulation result shows that the proposed method is less biased in estimating the location parameter. The large sample size case is discussed in the paper.