998 resultados para Nonparametric modelling


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Dissertation presented to obtain a Master degree in Biotechnology

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Dynamic positron emission tomography (PET) imaging can be used to track the distribution of injected radio-labelled molecules over time in vivo. This is a powerful technique, which provides researchers and clinicians the opportunity to study the status of healthy and pathological tissue by examining how it processes substances of interest. Widely used tracers include 18F-uorodeoxyglucose, an analog of glucose, which is used as the radiotracer in over ninety percent of PET scans. This radiotracer provides a way of quantifying the distribution of glucose utilisation in vivo. The interpretation of PET time-course data is complicated because the measured signal is a combination of vascular delivery and tissue retention effects. If the arterial time-course is known, the tissue time-course can typically be expressed in terms of a linear convolution between the arterial time-course and the tissue residue function. As the residue represents the amount of tracer remaining in the tissue, this can be thought of as a survival function; these functions been examined in great detail by the statistics community. Kinetic analysis of PET data is concerned with estimation of the residue and associated functionals such as ow, ux and volume of distribution. This thesis presents a Markov chain formulation of blood tissue exchange and explores how this relates to established compartmental forms. A nonparametric approach to the estimation of the residue is examined and the improvement in this model relative to compartmental model is evaluated using simulations and cross-validation techniques. The reference distribution of the test statistics, generated in comparing the models, is also studied. We explore these models further with simulated studies and an FDG-PET dataset from subjects with gliomas, which has previously been analysed with compartmental modelling. We also consider the performance of a recently proposed mixture modelling technique in this study.

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This article considers alternative methods to calculate the fair premium rate of crop insurance contracts based on county yields. The premium rate was calculated using parametric and nonparametric approaches to estimate the conditional agricultural yield density. These methods were applied to a data set of county yield provided by the Statistical and Geography Brazilian Institute (IBGE), for the period of 1990 through 2002, for soybean, corn and wheat, in the State of Paran. In this article, we propose methodological alternatives to pricing crop insurance contracts resulting in more accurate premium rates in a situation of limited data.

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Financial prediction has attracted a lot of interest due to the financial implications that the accurate prediction of financial markets can have. A variety of data driven modellingapproaches have been applied but their performance has produced mixed results. In this study we apply both parametric (neural networks with active neurons) and nonparametric (analog complexing) self-organisingmodelling methods for the daily prediction of the exchangerate market. We also propose acombinedapproach where the parametric and nonparametricself-organising methods are combined sequentially, exploiting the advantages of the individual methods with the aim of improving their performance. The combined method is found to produce promising results and to outperform the individual methods when tested with two exchangerates: the American Dollar and the Deutche Mark against the British Pound.

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The research considers the problem of spatial data classification using machine learning algorithms: probabilistic neural networks (PNN) and support vector machines (SVM). As a benchmark model simple k-nearest neighbor algorithm is considered. PNN is a neural network reformulation of well known nonparametric principles of probability density modeling using kernel density estimator and Bayesian optimal or maximum a posteriori decision rules. PNN is well suited to problems where not only predictions but also quantification of accuracy and integration of prior information are necessary. An important property of PNN is that they can be easily used in decision support systems dealing with problems of automatic classification. Support vector machine is an implementation of the principles of statistical learning theory for the classification tasks. Recently they were successfully applied for different environmental topics: classification of soil types and hydro-geological units, optimization of monitoring networks, susceptibility mapping of natural hazards. In the present paper both simulated and real data case studies (low and high dimensional) are considered. The main attention is paid to the detection and learning of spatial patterns by the algorithms applied.

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This thesis Entitled “modelling and analysis of recurrent event data with multiple causes.Survival data is a term used for describing data that measures the time to occurrence of an event.In survival studies, the time to occurrence of an event is generally referred to as lifetime.Recurrent event data are commonly encountered in longitudinal studies when individuals are followed to observe the repeated occurrences of certain events. In many practical situations, individuals under study are exposed to the failure due to more than one causes and the eventual failure can be attributed to exactly one of these causes.The proposed model was useful in real life situations to study the effect of covariates on recurrences of certain events due to different causes.In Chapter 3, an additive hazards model for gap time distributions of recurrent event data with multiple causes was introduced. The parameter estimation and asymptotic properties were discussed .In Chapter 4, a shared frailty model for the analysis of bivariate competing risks data was presented and the estimation procedures for shared gamma frailty model, without covariates and with covariates, using EM algorithm were discussed. In Chapter 6, two nonparametric estimators for bivariate survivor function of paired recurrent event data were developed. The asymptotic properties of the estimators were studied. The proposed estimators were applied to a real life data set. Simulation studies were carried out to find the efficiency of the proposed estimators.

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Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation period. It is found that both methods yield merged fields of better quality than the original radar field or fields obtained by OK of gauge data. The newly suggested KED formulation is shown to be beneficial, in particular in mountainous regions where the quality of the Swiss radar composite is comparatively low. An analysis of the Kriging variances shows that none of the methods tested here provides a satisfactory uncertainty estimate. A suitable variable transformation is expected to improve this.

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In the context of Bayesian statistical analysis, elicitation is the process of formulating a prior density f(.) about one or more uncertain quantities to represent a person's knowledge and beliefs. Several different methods of eliciting prior distributions for one unknown parameter have been proposed. However, there are relatively few methods for specifying a multivariate prior distribution and most are just applicable to specific classes of problems and/or based on restrictive conditions, such as independence of variables. Besides, many of these procedures require the elicitation of variances and correlations, and sometimes elicitation of hyperparameters which are difficult for experts to specify in practice. Garthwaite et al. (2005) discuss the different methods proposed in the literature and the difficulties of eliciting multivariate prior distributions. We describe a flexible method of eliciting multivariate prior distributions applicable to a wide class of practical problems. Our approach does not assume a parametric form for the unknown prior density f(.), instead we use nonparametric Bayesian inference, modelling f(.) by a Gaussian process prior distribution. The expert is then asked to specify certain summaries of his/her distribution, such as the mean, mode, marginal quantiles and a small number of joint probabilities. The analyst receives that information, treating it as a data set D with which to update his/her prior beliefs to obtain the posterior distribution for f(.). Theoretical properties of joint and marginal priors are derived and numerical illustrations to demonstrate our approach are given. (C) 2010 Elsevier B.V. All rights reserved.

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A Bayesian procedure for the retrieval of wind vectors over the ocean using satellite borne scatterometers requires realistic prior near-surface wind field models over the oceans. We have implemented carefully chosen vector Gaussian Process models; however in some cases these models are too smooth to reproduce real atmospheric features, such as fronts. At the scale of the scatterometer observations, fronts appear as discontinuities in wind direction. Due to the nature of the retrieval problem a simple discontinuity model is not feasible, and hence we have developed a constrained discontinuity vector Gaussian Process model which ensures realistic fronts. We describe the generative model and show how to compute the data likelihood given the model. We show the results of inference using the model with Markov Chain Monte Carlo methods on both synthetic and real data.

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The basic reproduction number is a key parameter in mathematical modelling of transmissible diseases. From the stability analysis of the disease free equilibrium, by applying Routh-Hurwitz criteria, a threshold is obtained, which is called the basic reproduction number. However, the application of spectral radius theory on the next generation matrix provides a different expression for the basic reproduction number, that is, the square root of the previously found formula. If the spectral radius of the next generation matrix is defined as the geometric mean of partial reproduction numbers, however the product of these partial numbers is the basic reproduction number, then both methods provide the same expression. In order to show this statement, dengue transmission modelling incorporating or not the transovarian transmission is considered as a case study. Also tuberculosis transmission and sexually transmitted infection modellings are taken as further examples.

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Shot peening is a cold-working mechanical process in which a shot stream is propelled against a component surface. Its purpose is to introduce compressive residual stresses on component surfaces for increasing the fatigue resistance. This process is widely applied in springs due to the cyclical loads requirements. This paper presents a numerical modelling of shot peening process using the finite element method. The results are compared with experimental measurements of the residual stresses, obtained by the X-rays diffraction technique, in leaf springs submitted to this process. Furthermore, the results are compared with empirical and numerical correlations developed by other authors.

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This work presents a thermoeconomic optimization methodology for the analysis and design of energy systems. This methodology involves economic aspects related to the exergy conception, in order to develop a tool to assist the equipment selection, operation mode choice as well as to optimize the thermal plants design. It also presents the concepts related to exergy in a general scope and in thermoeconomics which combines the thermal sciences principles (thermodynamics, heat transfer, and fluid mechanics) and the economic engineering in order to rationalize energy systems investment decisions, development and operation. Even in this paper, it develops a thermoeconomic methodology through the use of a simple mathematical model, involving thermodynamics parameters and costs evaluation, also defining the objective function as the exergetic production cost. The optimization problem evaluation is developed for two energy systems. First is applied to a steam compression refrigeration system and then to a cogeneration system using backpressure steam turbine. (C) 2010 Elsevier Ltd. All rights reserved.

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With the relentless quest for improved performance driving ever tighter tolerances for manufacturing, machine tools are sometimes unable to meet the desired requirements. One option to improve the tolerances of machine tools is to compensate for their errors. Among all possible sources of machine tool error, thermally induced errors are, in general for newer machines, the most important. The present work demonstrates the evaluation and modelling of the behaviour of the thermal errors of a CNC cylindrical grinding machine during its warm-up period.

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This paper investigates the validity of a simplified equivalent reservoir representation of a multi-reservoir hydroelectric system for modelling its optimal operation for power maximization. This simplification, proposed by Arvanitidis and Rosing (IEEE Trans Power Appar Syst 89(2):319-325, 1970), imputes a potential energy equivalent reservoir with energy inflows and outflows. The hydroelectric system is also modelled for power maximization considering individual reservoir characteristics without simplifications. Both optimization models employed MINOS package for solution of the non-linear programming problems. A comparison between total optimized power generation over the planning horizon by the two methods shows that the equivalent reservoir is capable of producing satisfactory power estimates with less than 6% underestimation. The generation and total reservoir storage trajectories along the planning horizon obtained by equivalent reservoir method, however, presented significant discrepancies as compared to those found in the detailed modelling. This study is motivated by the fact that Brazilian generation system operations are based on the equivalent reservoir method as part of the power dispatch procedures. The potential energy equivalent reservoir is an alternative which eliminates problems with the dimensionality of state variables in a dynamic programming model.

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Ecological niche modelling combines species occurrence points with environmental raster layers in order to obtain models for describing the probabilistic distribution of species. The process to generate an ecological niche model is complex. It requires dealing with a large amount of data, use of different software packages for data conversion, for model generation and for different types of processing and analyses, among other functionalities. A software platform that integrates all requirements under a single and seamless interface would be very helpful for users. Furthermore, since biodiversity modelling is constantly evolving, new requirements are constantly being added in terms of functions, algorithms and data formats. This evolution must be accompanied by any software intended to be used in this area. In this scenario, a Service-Oriented Architecture (SOA) is an appropriate choice for designing such systems. According to SOA best practices and methodologies, the design of a reference business process must be performed prior to the architecture definition. The purpose is to understand the complexities of the process (business process in this context refers to the ecological niche modelling problem) and to design an architecture able to offer a comprehensive solution, called a reference architecture, that can be further detailed when implementing specific systems. This paper presents a reference business process for ecological niche modelling, as part of a major work focused on the definition of a reference architecture based on SOA concepts that will be used to evolve the openModeller software package for species modelling. The basic steps that are performed while developing a model are described, highlighting important aspects, based on the knowledge of modelling experts. In order to illustrate the steps defined for the process, an experiment was developed, modelling the distribution of Ouratea spectabilis (Mart.) Engl. (Ochnaceae) using openModeller. As a consequence of the knowledge gained with this work, many desirable improvements on the modelling software packages have been identified and are presented. Also, a discussion on the potential for large-scale experimentation in ecological niche modelling is provided, highlighting opportunities for research. The results obtained are very important for those involved in the development of modelling tools and systems, for requirement analysis and to provide insight on new features and trends for this category of systems. They can also be very helpful for beginners in modelling research, who can use the process and the experiment example as a guide to this complex activity. (c) 2008 Elsevier B.V. All rights reserved.