Search results for "Correlation coefficient"
showing 10 items of 166 documents
Information and hierarchical structure in financial markets
1999
I investigate the information content present in the time series of stock prices of a portfolio of stocks traded in a financial market. By investigating the correlation coefficient between pairs of stocks I provide a working definition of a generalized distance between the stocks of the portfolio. This generalized distance is used to obtain an ultrametric distance matrix between the stocks. The ultrametric structure of the portfolio investigated has associated a taxonomy which is meaningful from an economic point of view.
Artificial neural networks for predicting dorsal pressures on the foot surface while walking
2012
In this work, artificial neural networks (ANNs) are proposed to predict the dorsal pressure over the foot surface exerted by the shoe upper while walking. A model that is based on the multilayer perceptron (MLP) is used since it can provide a single equation to model the exerted pressure for all the materials used as shoe uppers. Five different models are produced, one model for each one of the four subjects under study and an overall model for the four subjects. The inputs to the neural model include the characteristics of the material and the positions during a whole step of 14 pressure sensors placed on the foot surface. The goal is to find models with good generalization capabilities, (…
Uncertainty analysis of gross primary production upscaling using Random Forests, remote sensing and eddy covariance data
2015
Abstract The accurate quantification of carbon fluxes at continental spatial scale is important for future policy decisions in the context of global climate change. However, many elements contribute to the uncertainty of such estimate. In this study, the uncertainties of eight days gross primary production (GPP) predicted by Random Forest (RF) machine learning models were analysed at the site, ecosystem and European spatial scales. At the site level, the uncertainties caused by the missing of key drivers were evaluated. The most accurate predictions of eight days GPP were obtained when all available drivers were used (Pearson's correlation coefficient, ρ ~ 0.84; Root Mean Square Error (RMSE…
Quantitative analysis of mixtures of metal-carbonyl complexes by Fourier-transform infrared spectroscopy: application to the simultaneous double immu…
1996
Abstract The feasibility of a double immunoassay of haptens by the nonisotopic carbonyl metalloimmunoassay (CMIA) method is demonstrated. Three different pairings of antiepileptic medications from the groups carbamazepine, diphenylhydantoin, and phenobarbital (for each of which a mono-CMIA is already available) were assayed by double CMIA. The assay method employs as tracers metal–carbonyl complexes that give very strong signals in the range of 1850–2200 cm −1 in the infrared spectrum, permitting quantitative analysis by Fourier-transform infrared spectroscopy. The fact that the signals are individually assignable and of comparable intensity permits quantitative analysis of mixtures of two …
Inference for the interclass correlation in familial data using small sample asymptotics
2012
Inference on the parent-offspring correlation coefficient is an important problem in the analysis of familial data, and point estimates and likelihood based inference are available in the literature. In this work, corrections for the signed log-likelihood ratio test statistics are proposed, based on small sample asymptotics, in order to achieve accurate small sample performance. The corrected statistic can be used for hypothesis testing as well as for interval estimation.
Digital holographic microscopy as a screening technology for diabetes
2019
Label-free quantitative phase imaging (QPI) is the hallmark of digital holographic microscopy (DHM). One of the most interesting medical applications of QPI-DHM is that it can be used to analyze illnesses in which the refractive index or/and the morphology of cells/tissues are distorted, from the acquisition of a single image. In this contribution, we obtain the phase maps of red blood cells (RBCs) samples of patients suffering from diabetes mellitus type 1 (DM1) by using a DHM. Our experimental results show that the measured phase values are significantly different between control non-diabetic and diabetic patients. The high correlation coefficient between the phase and the glycated hemogl…
Single imputation method of missing values in environmental pollution data sets
2006
Abstract Missing data represent a general problem in many scientific fields above all in environmental research. Several methods have been proposed in literature for handling missing data and the choice of an appropriate method depends, among others, on the missing data pattern and on the missing-data mechanism. One approach to the problem is to impute them to yield a complete data set. The goal of this paper is to propose a new single imputation method and to compare its performance to other single and multiple imputation methods known in literature. Considering a data set of PM 10 concentration measured every 2 h by eight monitoring stations distributed over the metropolitan area of Paler…
Building energy performance forecasting: A multiple linear regression approach
2019
Abstract Different ways to evaluate the building energy balance can be found in literature, including comprehensive techniques, statistical and machine-learning methods and hybrid approaches. The identification of the most suitable approach is important to accelerate the preliminary energy assessment. In the first category, several numerical methods have been developed and implemented in specialised software using different mathematical languages. However, these tools require an expert user and a model calibration. The authors, in order to overcome these limitations, have developed an alternative, reliable linear regression model to determine building energy needs. Starting from a detailed …
Photo‐Induced Chemiluminometric Determination of Acrolein in a Multicommutation Flow Assembly
2007
Abstract This paper deals with the determination of acrolein based on a strategy provided with a sensitive detection, the chemiluminescence; a “clean chemical” analyte treatment, the on‐line UV‐irradiation; and, a simple and quick automated system, the emergent multicommutation continuous‐flow methodology. The pesticide solution is irradiated (stopped‐flow) for 30 s; then, the resulting solution is introduced to the flow‐cell after being alternated with segments of the stream formed by potassium permanganate in strong acid solution and ethanol segments. The calibration range, from 1 to 1 mg l−1, resulted in a linear behavior over the range 5–100 µg l−1 and fitting the linear equation: I=75.…
Determination of n-alkanes, polycyclic aromatic hydrocarbons and hopanes in atmospheric aerosol: evaluation and comparison of thermal desorption GC-M…
2019
Organic aerosol (OA) constitutes a large fraction of fine particulate matter (PM) in the urban air. However, the chemical nature and sources of OA are not well constrained. Quantitative analysis of OA is essential for understanding the sources and atmospheric evolution of fine PM, which requires accurate quantification of some organic compounds (e.g., markers). In this study, two analytical approaches, i.e., thermal desorption (TD) gas chromatography mass spectrometry (GC-MS) and solvent extract (SE) GC-MS, were evaluated for the determination of n-alkanes, polycyclic aromatic hydrocarbons (PAHs) and hopanes in ambient aerosol. For the SE approach, the recovery obtained is 89.3 %–101…