986 resultados para Point estimation
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In the current economy situation companies try to reduce their expenses. One of the solutions is to improve the energy efficiency of the processes. It is known that the energy consumption of pumping applications range from 20 up to 50% of the energy usage in the certain industrial plants operations. Some studies have shown that 30% to 50% of energy consumed by pump systems could be saved by changing the pump or the flow control method. The aim of this thesis is to create a mobile measurement system that can calculate a working point position of a pump drive. This information can be used to determine the efficiency of the pump drive operation and to develop a solution to bring pump’s efficiency to a maximum possible value. This can allow a great reduction in the pump drive’s life cycle cost. In the first part of the thesis, a brief introduction in the details of pump drive operation is given. Methods that can be used in the project are presented. Later, the review of available platforms for the project implementation is given. In the second part of the thesis, components of the project are presented. Detailed description for each created component is given. Finally, results of laboratory tests are presented. Acquired results are compared and analyzed. In addition, the operation of created system is analyzed and suggestions for the future development are given.
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Open Access funded by Medical Research Council Acknowledgment The work reported here was funded by a grant from the Medical Research Council, UK, grant number: MR/J013838/1.
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The pumping processes requiring wide range of flow are often equipped with parallelconnected centrifugal pumps. In parallel pumping systems, the use of variable speed control allows that the required output for the process can be delivered with a varying number of operated pump units and selected rotational speed references. However, the optimization of the parallel-connected rotational speed controlled pump units often requires adaptive modelling of both parallel pump characteristics and the surrounding system in varying operation conditions. The available information required for the system modelling in typical parallel pumping applications such as waste water treatment and various cooling and water delivery pumping tasks can be limited, and the lack of real-time operation point monitoring often sets limits for accurate energy efficiency optimization. Hence, alternatives for easily implementable control strategies which can be adopted with minimum system data are necessary. This doctoral thesis concentrates on the methods that allow the energy efficient use of variable speed controlled parallel pumps in system scenarios in which the parallel pump units consist of a centrifugal pump, an electric motor, and a frequency converter. Firstly, the suitable operation conditions for variable speed controlled parallel pumps are studied. Secondly, methods for determining the output of each parallel pump unit using characteristic curve-based operation point estimation with frequency converter are discussed. Thirdly, the implementation of the control strategy based on real-time pump operation point estimation and sub-optimization of each parallel pump unit is studied. The findings of the thesis support the idea that the energy efficiency of the pumping can be increased without the installation of new, more efficient components in the systems by simply adopting suitable control strategies. An easily implementable and adaptive control strategy for variable speed controlled parallel pumping systems can be created by utilizing the pump operation point estimation available in modern frequency converters. Hence, additional real-time flow metering, start-up measurements, and detailed system model are unnecessary, and the pumping task can be fulfilled by determining a speed reference for each parallel-pump unit which suggests the energy efficient operation of the pumping system.
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Fluid handling systems such as pump and fan systems are found to have a significant potential for energy efficiency improvements. To deliver the energy saving potential, there is a need for easily implementable methods to monitor the system output. This is because information is needed to identify inefficient operation of the fluid handling system and to control the output of the pumping system according to process needs. Model-based pump or fan monitoring methods implemented in variable speed drives have proven to be able to give information on the system output without additional metering; however, the current model-based methods may not be usable or sufficiently accurate in the whole operation range of the fluid handling device. To apply model-based system monitoring in a wider selection of systems and to improve the accuracy of the monitoring, this paper proposes a new method for pump and fan output monitoring with variable-speed drives. The method uses a combination of already known operating point estimation methods. Laboratory measurements are used to verify the benefits and applicability of the improved estimation method, and the new method is compared with five previously introduced model-based estimation methods. According to the laboratory measurements, the new estimation method is the most accurate and reliable of the model-based estimation methods.
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Seamless phase II/III clinical trials combine traditional phases II and III into a single trial that is conducted in two stages, with stage 1 used to answer phase II objectives such as treatment selection and stage 2 used for the confirmatory analysis, which is a phase III objective. Although seamless phase II/III clinical trials are efficient because the confirmatory analysis includes phase II data from stage 1, inference can pose statistical challenges. In this paper, we consider point estimation following seamless phase II/III clinical trials in which stage 1 is used to select the most effective experimental treatment and to decide if, compared with a control, the trial should stop at stage 1 for futility. If the trial is not stopped, then the phase III confirmatory part of the trial involves evaluation of the selected most effective experimental treatment and the control. We have developed two new estimators for the treatment difference between these two treatments with the aim of reducing bias conditional on the treatment selection made and on the fact that the trial continues to stage 2. We have demonstrated the properties of these estimators using simulations
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During the development of new therapies, it is not uncommon to test whether a new treatment works better than the existing treatment for all patients who suffer from a condition (full population) or for a subset of the full population (subpopulation). One approach that may be used for this objective is to have two separate trials, where in the first trial, data are collected to determine if the new treatment benefits the full population or the subpopulation. The second trial is a confirmatory trial to test the new treatment in the population selected in the first trial. In this paper, we consider the more efficient two-stage adaptive seamless designs (ASDs), where in stage 1, data are collected to select the population to test in stage 2. In stage 2, additional data are collected to perform confirmatory analysis for the selected population. Unlike the approach that uses two separate trials, for ASDs, stage 1 data are also used in the confirmatory analysis. Although ASDs are efficient, using stage 1 data both for selection and confirmatory analysis introduces selection bias and consequently statistical challenges in making inference. We will focus on point estimation for such trials. In this paper, we describe the extent of bias for estimators that ignore multiple hypotheses and selecting the population that is most likely to give positive trial results based on observed stage 1 data. We then derive conditionally unbiased estimators and examine their mean squared errors for different scenarios.
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2010 Mathematics Subject Classification: 62F10, 62F12.
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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.
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In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estimate structural breaks in the correlation between time series. To prove the asymptotic distribution of the test statistic and stopping time as well as the change-point estimation rate, they use an extended functional Delta method and assume nearly constant expectations and variances of the time series. In this thesis, we allow asymptotically infinitely many structural breaks in the means and variances of the time series. For this setting, we present test statistics and stopping times which are used to determine whether or not the correlation between two time series is and stays constant, respectively. Additionally, we consider estimates for change-points in the correlations. The employed nonparametric statistics depend on the means and variances. These (nuisance) parameters are replaced by estimates in the course of this thesis. We avoid assuming a fixed form of these estimates but rather we use "blackbox" estimates, i.e. we derive results under assumptions that these estimates fulfill. These results are supplement with examples. This thesis is organized in seven sections. In Section 1, we motivate the issue and present the mathematical model. In Section 2, we consider a posteriori and sequential testing procedures, and investigate convergence rates for change-point estimation, always assuming that the means and the variances of the time series are known. In the following sections, the assumptions of known means and variances are relaxed. In Section 3, we present the assumptions for the mean and variance estimates that we will use for the mean in Section 4, for the variance in Section 5, and for both parameters in Section 6. Finally, in Section 7, a simulation study illustrates the finite sample behaviors of some testing procedures and estimates.
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This article extends existing discussion in literature on probabilistic inference and decision making with respect to continuous hypotheses that are prevalent in forensic toxicology. As a main aim, this research investigates the properties of a widely followed approach for quantifying the level of toxic substances in blood samples, and to compare this procedure with a Bayesian probabilistic approach. As an example, attention is confined to the presence of toxic substances, such as THC, in blood from car drivers. In this context, the interpretation of results from laboratory analyses needs to take into account legal requirements for establishing the 'presence' of target substances in blood. In a first part, the performance of the proposed Bayesian model for the estimation of an unknown parameter (here, the amount of a toxic substance) is illustrated and compared with the currently used method. The model is then used in a second part to approach-in a rational way-the decision component of the problem, that is judicial questions of the kind 'Is the quantity of THC measured in the blood over the legal threshold of 1.5 μg/l?'. This is pointed out through a practical example.
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Fan systems are responsible for approximately 10% of the electricity consumption in industrial and municipal sectors, and it has been found that there is energy-saving potential in these systems. To this end, variable speed drives (VSDs) are used to enhance the efficiency of fan systems. Usually, fan system operation is optimized based on measurements of the system, but there are seldom readily installed meters in the system that can be used for the purpose. Thus, sensorless methods are needed for the optimization of fan system operation. In this thesis, methods for the fan operating point estimation with a variable speed drive are studied and discussed. These methods can be used for the energy efficient control of the fan system without additional measurements. The operation of these methods is validated by laboratory measurements and data from an industrial fan system. In addition to their energy consumption, condition monitoring of fan systems is a key issue as fans are an integral part of various production processes. Fan system condition monitoring is usually carried out with vibration measurements, which again increase the system complexity. However, variable speed drives can already be used for pumping system condition monitoring. Therefore, it would add to the usability of a variablespeed- driven fan system if the variable speed drive could be used as a condition monitoring device. In this thesis, sensorless detection methods for three lifetime-reducing phenomena are suggested: these are detection of the fan contamination build-up, the correct rotational direction, and the fan surge. The methods use the variable speed drive monitoring and control options for the detection along with simple signal processing methods, such as power spectrum density estimates. The methods have been validated by laboratory measurements. The key finding of this doctoral thesis is that a variable speed drive can be used on its own as a monitoring and control device for the fan system energy efficiency, and it can also be used in the detection of certain lifetime-reducing phenomena.
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Työn tavoitteena on poistaa tulostettujen lentoratataulukoiden ja laskukoneen tarve pitkän matkan ammunnassa, sekä myös parantaa osumapisteen arvioinnin tarkkuutta ja nopeutta. Tavoite saavutetaan mobiililaitteelle kehitettävällä ulkoballistiikkasovelluk-sella, joka mallintaa luotien lentoratoja Arthur J. Pejsan kaavojen avulla. Työ tutkii sovelluksen käytön etuja sekä verifioi tulokset käytännön testein ja vertaamalla kilpaileviin hyväksihavaittuihin sovelluksiin.
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Les modèles à sur-représentation de zéros discrets et continus ont une large gamme d'applications et leurs propriétés sont bien connues. Bien qu'il existe des travaux portant sur les modèles discrets à sous-représentation de zéro et modifiés à zéro, la formulation usuelle des modèles continus à sur-représentation -- un mélange entre une densité continue et une masse de Dirac -- empêche de les généraliser afin de couvrir le cas de la sous-représentation de zéros. Une formulation alternative des modèles continus à sur-représentation de zéros, pouvant aisément être généralisée au cas de la sous-représentation, est présentée ici. L'estimation est d'abord abordée sous le paradigme classique, et plusieurs méthodes d'obtention des estimateurs du maximum de vraisemblance sont proposées. Le problème de l'estimation ponctuelle est également considéré du point de vue bayésien. Des tests d'hypothèses classiques et bayésiens visant à déterminer si des données sont à sur- ou sous-représentation de zéros sont présentées. Les méthodes d'estimation et de tests sont aussi évaluées au moyen d'études de simulation et appliquées à des données de précipitation agrégées. Les diverses méthodes s'accordent sur la sous-représentation de zéros des données, démontrant la pertinence du modèle proposé. Nous considérons ensuite la classification d'échantillons de données à sous-représentation de zéros. De telles données étant fortement non normales, il est possible de croire que les méthodes courantes de détermination du nombre de grappes s'avèrent peu performantes. Nous affirmons que la classification bayésienne, basée sur la distribution marginale des observations, tiendrait compte des particularités du modèle, ce qui se traduirait par une meilleure performance. Plusieurs méthodes de classification sont comparées au moyen d'une étude de simulation, et la méthode proposée est appliquée à des données de précipitation agrégées provenant de 28 stations de mesure en Colombie-Britannique.
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Asset correlations are of critical importance in quantifying portfolio credit risk and economic capitalin financial institutions. Estimation of asset correlation with rating transition data has focusedon the point estimation of the correlation without giving any consideration to the uncertaintyaround these point estimates. In this article we use Bayesian methods to estimate a dynamicfactor model for default risk using rating data (McNeil et al., 2005; McNeil and Wendin, 2007).Bayesian methods allow us to formally incorporate human judgement in the estimation of assetcorrelation, through the prior distribution and fully characterize a confidence set for the correlations.Results indicate: i) a two factor model rather than the one factor model, as proposed bythe Basel II framework, better represents the historical default data. ii) importance of unobservedfactors in this type of models is reinforced and point out that the levels of the implied asset correlationscritically depend on the latent state variable used to capture the dynamics of default,as well as other assumptions on the statistical model. iii) the posterior distributions of the assetcorrelations show that the Basel recommended bounds, for this parameter, undermine the levelof systemic risk.
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Many well-established statistical methods in genetics were developed in a climate of severe constraints on computational power. Recent advances in simulation methodology now bring modern, flexible statistical methods within the reach of scientists having access to a desktop workstation. We illustrate the potential advantages now available by considering the problem of assessing departures from Hardy-Weinberg (HW) equilibrium. Several hypothesis tests of HW have been established, as well as a variety of point estimation methods for the parameter which measures departures from HW under the inbreeding model. We propose a computational, Bayesian method for assessing departures from HW, which has a number of important advantages over existing approaches. The method incorporates the effects-of uncertainty about the nuisance parameters--the allele frequencies--as well as the boundary constraints on f (which are functions of the nuisance parameters). Results are naturally presented visually, exploiting the graphics capabilities of modern computer environments to allow straightforward interpretation. Perhaps most importantly, the method is founded on a flexible, likelihood-based modelling framework, which can incorporate the inbreeding model if appropriate, but also allows the assumptions of the model to he investigated and, if necessary, relaxed. Under appropriate conditions, information can be shared across loci and, possibly, across populations, leading to more precise estimation. The advantages of the method are illustrated by application both to simulated data and to data analysed by alternative methods in the recent literature.