Comparing sampling needs for variograms of soil properties computed by the method of moments and residual maximum likelihood

It has been generally accepted that the method of moments (MoM) variogram, which has been widely applied in soil science, requires about 100 sites at an appropriate interval apart to describe the variation adequately. This sample size is often larger than can be afforded for soil surveys of agricultural fields or contaminated sites. Furthermore, it might be a much larger sample size than is needed where the scale of variation is large. A possible alternative in such situations is the residual maximum likelihood (REML) variogram because fewer data appear to be required. The REML method is parametric and is considered reliable where there is trend in the data because it is based on generalized increments that filter trend out and only the covariance parameters are estimated. Previous research has suggested that fewer data are needed to compute a reliable variogram using a maximum likelihood approach such as REML, however, the results can vary according to the nature of the spatial variation. There remain issues to examine: how many fewer data can be used, how should the sampling sites be distributed over the site of interest, and how do different degrees of spatial variation affect the data requirements? The soil of four field sites of different size, physiography, parent material and soil type was sampled intensively, and MoM and REML variograms were calculated for clay content. The data were then sub-sampled to give different sample sizes and distributions of sites and the variograms were computed again. The model parameters for the sets of variograms for each site were used for cross-validation. Predictions based on REML variograms were generally more accurate than those from MoM variograms with fewer than 100 sampling sites. A sample size of around 50 sites at an appropriate distance apart, possibly determined from variograms of ancillary data, appears adequate to compute REML variograms for kriging soil properties for precision agriculture and contaminated sites. (C) 2007 Elsevier B.V. All rights reserved.

A genetic algorithm/method of moments approach to the optimization of an RF coil for MRI applications - Theoretical considerations - Abstract

A Combined Genetic Algorithm and Method of Moments design methods is presented for the design of unusual near-field antennas for use in Magnetic Resonance Imaging systems. The method is successfully applied to the design of an asymmetric coil structure for use at 190MHz and demonstrates excellent radiofrequency field homogeneity.

Nonlinear models and small sample performance of the generalized method of moments

In this paper I explore the issue of nonlinearity (both in the datageneration process and in the functional form that establishes therelationship between the parameters and the data) regarding the poorperformance of the Generalized Method of Moments (GMM) in small samples.To this purpose I build a sequence of models starting with a simple linearmodel and enlarging it progressively until I approximate a standard (nonlinear)neoclassical growth model. I then use simulation techniques to find the smallsample distribution of the GMM estimators in each of the models.

Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural Parameter Stability of Gmm Estimates. the Test Is Inspired by the Fact That \"Taste and Technology\" Parameters Are Uncovered. the Second Set of Specification Tests Are Var Encompassing Tests. It Is Assumed That the Dgp Has a Finite Var Representation. the Moment Restrictions Which Are Suggested by Economic Theory and Exploited in the Gmm Procedure Represent One Possible Characterization of the Dgp. the Var Is a Different But Compatible Characterization of the Same Dgp. the Idea of the Var Encompassing Tests Is to Compare Parameter Estimates of the Euler Conditions and Var Representations of the Dgp Obtained Separately with Parameter Estimates of the Euler Conditions and Var Representations Obtained Jointly. There Are Several Ways to Construct Joint Systems Which Are Discussed in the Paper. Several Applications Are Also Discussed.

Estimating Nonlinear DSGE Models by the Simulated Method of Moments

This paper studies the application of the simulated method of moments (SMM) for the estimation of nonlinear dynamic stochastic general equilibrium (DSGE) models. Monte Carlo analysis is employed to examine the small-sample properties of SMM in specifications with different curvature. Results show that SMM is computationally efficient and delivers accurate estimates, even when the simulated series are relatively short. However, asymptotic standard errors tend to overstate the actual variability of the estimates and, consequently, statistical inference is conservative. A simple strategy to incorporate priors in a method of moments context is proposed. An empirical application to the macroeconomic effects of rare events indicates that negatively skewed productivity shocks induce agents to accumulate additional capital and can endogenously generate asymmetric business cycles.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

SAR imaging of buried objects from MoM modelled scattered field

Synthetic aperture radar (SAR) images of resonant buried objects are modelled in the presence of ground surface clutter. The method of moments (MoM) is used to model scattered fields from a resonant buried conductor and clutter is modelled as a bivariant Gaussian distribution. A diffraction stack SAR imaging technique is applied to the ultra-wideband waveforms to give a bipolar signal image. A number of examples have been computed to illustrate the combined effects of SAR processing with resonant targets and clutter. SAR images of different targets show differences which may facilitate target identification. To maximise the peak signal-to-clutter ratio, an image correlation technique is applied and the results are shown.

Numerical modeling of 11.1 T MRI of a human head using MoM/FDTD methods

In a recent study, severe distortions in the proton images of an excised, fixed, human brain in an 11.1 Tesla/40 cm MR instrument have been observed, and the effect modeled on phantom images using a finite difference time domain (FDTD) model. in the present study, we extend these simulations to that of a complete human head, employing a hybrid FDTD and method of moments (MoM) approach, which provides a validated method for simulating biological samples in coil structures. The effect of fixative on the image distortions is explored. importantly, temperature distributions within the head are also simulated using a bioheat method based on parameters derived from the electromagnetic simulations. The MoM/FDTD simulations confirm that the transverse magnetic field (B,) from a ReCav resonator exhibits good homogeneity in air but strong inhomogeneity when loaded with the head with or without fixative. The fixative serves to increase the distortions, but they are still significant for the in vivo simulations. The simulated signal intensity (SI) distribution within the sample confirm the distortions in the experimental images are caused by the complex interactions of the incident electromagnetic fields with tissue, which is heterogeneous in terms of conductivity and permittivity. The temperature distribution is likewise heterogeneous, raising concerns regarding hot spot generation in the sample that may exceed acceptable levels in future in vivo studies. As human imaging at 11.1 T is some time away, simulations are important in terms of predicting potential safety issues as well as evaluating practical concerns about the quality of images. Simulation on a whole human head at 11.1 T implies the wave behavior presents significant engineering challenges for ultra-high-field (UHF) MRI. Novel strategies will have to be employed in imaging technique and resonator design for UHF MRI to achieve the theoretical signal-to-noise ratio (SNR) improvements it offers over lower field systems. (C) 2005 Wiley Periodicals, Inc.

Complex natural resonances of conducting planar objects buried in a dielectric half-space

A scheme is presented to incorporate a mixed potential integral equation (MPIE) using Michalski's formulation C with the method of moments (MoM) for analyzing the scattering of a plane wave from conducting planar objects buried in a dielectric half-space. The robust complex image method with a two-level approximation is used for the calculation of the Green's functions for the half-space. To further speed up the computation, an interpolation technique for filling the matrix is employed. While the induced current distributions on the object's surface are obtained in the frequency domain, the corresponding time domain responses are calculated via the inverse fast Fourier transform (FFT), The complex natural resonances of targets are then extracted from the late time response using the generalized pencil-of-function (GPOF) method. We investigate the pole trajectories as we vary the distance between strips and the depth and orientation of single, buried strips, The variation from the pole position of a single strip in a homogeneous dielectric medium was only a few percent for most of these parameter variations.

An equivalent waveguide approach to designing of reflect arrays with the use of variable-size microstrip patches

An equivalent unit cell waveguide approach (WGA) is described to study the behavior of a multilayer reflect array of variable-size patches/dipoles, The approach considers normal incidence of a plane wave on an infinite periodic array of identical radiating elements and introduces an equivalent unit cell waveguide to obtain the reflection coefficient. A field matching technique and method of moments (MoM) is used to determine fields in different layers of the equivalent waveguide. Good agreements for the phase of the reflection coefficient between the proposed model and those published in selected literatures are obtained. (C) 2002 Wiley Periodicals, Inc.

Designing a 161-element Ku-band microstrip reflectarray of variable size patches using an equivalent unit cell waveguide approach

An equivalent unit cell waveguide approach (WGA) to designing 4 multilayer microstrip reflectarray of variable size patches is presented. In this approach, a normal incidence of a plane wave on an infinite periodic array of radiating elements is considered to obtain reflection coefficient phase curves for the reflectarray's elements. It is shown that this problem is equivalent to the problem of reflection of the dominant TEM mode in a waveguide with patches interleaved by layers of dielectric. This waveguide problem is solved using a field matching technique and a method of moments (MoM). Based on this solution, a fast computer algorithm is developed to generate reflection coefficient phase curves for a multilayer microstrip patch reflectarray. The validity of the developed algorithm is tested against alternative approaches and Agilent High Frequency Structure Simulator (HFSS). Having confirmed the validity of the WGA approach, a small offset feed two-layer microstrip patch array is designed and developed. This reflectarray is tested experimentally and shows good performance.

General electromagnetic simulation tool to predict the microwave nonlinear response of planar, arbitrarily-shaped HTS structures

This work describes a simulation tool being developed at UPC to predict the microwave nonlinear behavior of planar superconducting structures with very few restrictions on the geometry of the planar layout. The software is intended to be applicable to most structures used in planar HTS circuits, including line, patch, and quasi-lumped microstrip resonators. The tool combines Method of Moments (MoM) algorithms for general electromagnetic simulation with Harmonic Balance algorithms to take into account the nonlinearities in the HTS material. The Method of Moments code is based on discretization of the Electric Field Integral Equation in Rao, Wilton and Glisson Basis Functions. The multilayer dyadic Green's function is used with Sommerfeld integral formulation. The Harmonic Balance algorithm has been adapted to this application where the nonlinearity is distributed and where compatibility with the MoM algorithm is required. Tests of the algorithm in TM010 disk resonators agree with closed-form equations for both the fundamental and third-order intermodulation currents. Simulations of hairpin resonators show good qualitative agreement with previously published results, but it is found that a finer meshing would be necessary to get correct quantitative results. Possible improvements are suggested.

Desenvolvimento de um algoritmo computacional MoM 3D aplicado em nanoplasmônica

Este trabalho apresenta o desenvolvimento de um algoritmo computacional para análise do espalhamento eletromagnético de nanoestruturas plasmônicas isoladas. O Método dos Momentos tridimensional (MoM-3D) foi utilizado para resolver numericamente a equação integral do campo elétrico, e o modelo de Lorentz-Drude foi usado para representar a permissividade complexa das nanoestruturas metálicas. Baseado nesta modelagem matemática, um algoritmo computacional escrito em linguagem C foi desenvolvido. Como exemplo de aplicação e validação do código, dois problemas clássicos de espalhamento eletromagnético de nanopartículas metálicas foram analisados: nanoesfera e nanobarra, onde foram calculadas a resposta espectral e a distribuição do campo próximo. Os resultados obtidos foram comparados com resultados calculados por outros modelos e observou-se uma boa concordância e convergência entre eles.