Search results for "Smoothing"

Photoplethysmographic sensor with smoothed output signals

1999

A reflectance-type photoplethysmographic sensor probe connected to personal computer has been constructed and tested. Special algorithms and PC programs providing fast processing and smoothing of the output signals were developed. High-quality single period photoplethysmography signals were recorded from various locations of the body (fingers, forearm, neck). Clear differences in the shapes of detected single-period signals have been observed for different persons, and also for the same person at various measurement locations and before/after physical exercise.

Nonparametric statistics for DOA estimation in the presence of multipath

2002

This paper is concerned with array signal processing in nonGaussian noise and in the presence of multipath. Robust and fully nonparametric high resolution algorithms for direction of arrival (DOA) estimation are presented. The algorithms are based on multivariate spatial sign and rank concepts. Spatial smoothing of the multivariate rank and sign based covariance matrices is employed as a preprocessing step in order to deal with coherent sources. The performance of the algorithms is studied using simulations. The results show that almost optimal performance is obtained in wide variety of different noise conditions.

P-spline quantile regression: a new algorithm for smoothing parameter selection

An exponential spline interpolation for unequally spaced data points

1982

StalAge – An algorithm designed for construction of speleothem age models

2011

Abstract Here we present a new algorithm ( StalAge ), which is designed to construct speleothem age models. The algorithm uses U-series ages and their corresponding age uncertainty for modelling and also includes stratigraphic information in order to further constrain and improve the age model. StalAge is applicable to problematic datasets that include outliers, age inversions, hiatuses and large changes in growth rate. Manual selection of potentially inaccurate ages prior to application is not required. StalAge can be applied by the general, non-expert user and has no adjustable free parameters. This offers the highest degree of reproducibility and comparability of speleothem records from …

SIOPRED performance in a Forecasting Blind Competition

2012

In this paper we present the results obtained by applying our automatic forecasting support system, named SIOPRED, over a data set of time series in a Forecasting Blind Competition. In order to apply our procedure for providing point forecasts it has been necessary to develop an interactive strategy for the choice of the suitable length of the seasonal cycle and the seasonality form for a generalized exponential smoothing method, which have been obtained using SIOPRED. For the choice of those essential characteristics of forecasting methods, also a certain multi-objective formulation which minimizes several measures of fitting is used. Once these specifications are established, the model pa…

Surface soil water content estimation based on thermal inertia and Bayesian smoothing

2014

Soil water content plays a critical role in agro-hydrology since it regulates the rainfall partition between surface runoff and infiltration and, the energy partition between sensible and latent heat fluxes. Current thermal inertia models characterize the spatial and temporal variability of water content by assuming a sinusoidal behavior of the land surface temperature between subsequent acquisitions. Such behavior implicitly supposes clear sky during the whole interval between the thermal acquisitions; but, since this assumption is not necessarily verified even if sky is clear at the exact epoch of acquisition, , the accuracy of the model may be questioned due to spatial and temporal varia…

Quasi-interpolating and Smoothing Local Splines

2015

In this chapter, local quasi-interpolating and smoothing splines are described. Although approximation properties of local spline are similar to properties of the global interpolating and smoothing splines, their design does not require the IIR filtering of the whole data array. The computation of a local spline value at some point utilizes only a few adjacent grid samples. Therefore, local splines can be used for real-time processing of signals and for the design of FIR filter banks generating wavelets and wavelet frames (Chaps. 12 and 14). In the chapter, local splines of different orders are designed and their approximation properties are established which are compared with the propertie…

Interval estimation for the breakpoint in segmented regression: a smoothed score-based approach

2017

Summary This paper is concerned with interval estimation for the breakpoint parameter in segmented regression. We present score-type confidence intervals derived from the score statistic itself and from the recently proposed gradient statistic. Due to lack of regularity conditions of the score, non-smoothness and non-monotonicity, naive application of the score-based statistics is unfeasible and we propose to exploit the smoothed score obtained via induced smoothing. We compare our proposals with the traditional methods based on the Wald and the likelihood ratio statistics via simulations and an analysis of a real dataset: results show that the smoothed score-like statistics perform in prac…

Forecasting time series with missing data using Holt's model

2009

This paper deals with the prediction of time series with missing data using an alternative formulation for Holt's model with additive errors. This formulation simplifies both the calculus of maximum likelihood estimators of all the unknowns in the model and the calculus of point forecasts. In the presence of missing data, the EM algorithm is used to obtain maximum likelihood estimates and point forecasts. Based on this application we propose a leave-one-out algorithm for the data transformation selection problem which allows us to analyse Holt's model with multiplicative errors. Some numerical results show the performance of these procedures for obtaining robust forecasts.