Search results for "statistical [Methods]"
showing 10 items of 1664 documents
Assessing fat-tailed sequential forecast distributions for the Dow-Jones index with logarithmic scoring rules
2007
We use the logarithmic scoring rule for distributions to assess a variety of fat-tailed sequential forecasting distributions for the Dow-Jones industrial stock index from 1980 to the present. The methodology applies Bruno de Finetti''s contributions to understanding how to compare the quality of different coherent forecasting distributions for the same sequence of observations, using proper scoring rules. Four different forms of forecasting distributions are compared: a mixture Normal, a mixture of convex combinations of three Normal distributions, a mixture exponential power distribution, and a mixture of a convex combination of three exponential power distributions. The mixture linear com…
Replacing radiative transfer models by surrogate approximations through machine learning
2015
Physically-based radiative transfer models (RTMs) help in understanding the processes occurring on the Earth's surface and their interactions with vegetation and atmosphere. However, advanced RTMs can take a long computational time, which makes them unfeasible in many real applications. To overcome this problem, it has been proposed to substitute RTMs through so-called emulators. Emulators are statistical models that approximate the functioning of RTMs. They are advantageous in real practice because of the computational efficiency and excellent accuracy and flexibility for extrapolation. We here present an ‘Emulator toolbox’ that enables analyzing three multi-output machine learning regress…
Scaling theory of star polymers and general polymer networks in bulk and semi-infinite good solvents
1988
Theorie d'echelle utilisant l'equivalence entre la fonction generatrice du nombre total de configuration et la fonction de correlation a plusieurs spins du modele de Heisenberg classique a n composantes dans la limite n→0
Quantum gravitational decoherence from fluctuating minimal length and deformation parameter at the Planck scale
2020
Schemes of gravitationally induced decoherence are being actively investigated as possible mechanisms for the quantum-to-classical transition. Here, we introduce a decoherence process due to quantum gravity effects. We assume a foamy quantum spacetime with a fluctuating minimal length coinciding on average with the Planck scale. Considering deformed canonical commutation relations with a fluctuating deformation parameter, we derive a Lindblad master equation that yields localization in energy space and decoherence times consistent with the currently available observational evidence. Compared to other schemes of gravitational decoherence, we find that the decoherence rate predicted by our mo…
Fault Diagnosis for Nonlinear Hydraulic-Mechanical Drilling Pipe Handling System
2011
Leakage and increased friction are common faults in hydraulic cylinders that can have serious consequences if they are not detected at early stage. In this paper, the design of a fault detector for a nonlinear hydraulic mechanical system is presented. By considering the system in steady state, two residual signals are generated and analysed with a composite hypothesis test which accommodates for unknown parameters. The resulting detector is able to detect abrupt changes in leakage or friction given the noisy pressure and position measurements. Test rig measurements validate the properties of residuals and high fidelity simulation and experimental results demonstrate the performance and feas…
Rejection odds and rejection ratios: A proposal for statistical practice in testing hypotheses
2016
Much of science is (rightly or wrongly) driven by hypothesis testing. Even in situations where the hypothesis testing paradigm is correct, the common practice of basing inferences solely on p-values has been under intense criticism for over 50 years. We propose, as an alternative, the use of the odds of a correct rejection of the null hypothesis to incorrect rejection. Both pre-experimental versions (involving the power and Type I error) and post-experimental versions (depending on the actual data) are considered. Implementations are provided that range from depending only on the p-value to consideration of full Bayesian analysis. A surprise is that all implementations -- even the full Baye…
Quantification and automatized adaptive detection of in vivo and in vitro neuronal bursts based on signal complexity.
2015
In this paper, we propose employing entropy values to quantify action potential bursts in electrophysiological measurements from the brain and neuronal cultures. Conventionally in the electrophysiological signal analysis, bursts are quantified by means of conventional measures such as their durations, and number of spikes in bursts. Here our main aim is to device metrics for burst quantification to provide for enhanced burst characterization. Entropy is a widely employed measure to quantify regularity/complexity of time series. Specifically, we investigate the applicability and differences of spectral entropy and sample entropy in the quantification of bursts in in vivo rat hippocampal meas…
Dynamical coexistence in moderately polydisperse hard-sphere glasses
2020
We perform extensive numerical simulations of a paradigmatic model glass former, the hard-sphere fluid with 10% polydispersity. We sample from the ensemble of trajectories with fixed observation time, whereby single trajectories are generated by event-driven molecular dynamics. We show that these trajectories can be characterized in terms of the local structure, and we find a dynamical-structural (active-inactive) phase transition between two dynamical phases: one dominated by liquidlike trajectories with a low degree of local order and one dominated by glassylike trajectories with a high degree of local order. We show that both phases coexist and are separated by a spatiotemporal interface…
Nonlocal density correlations as a signature of Hawking radiation from acoustic black holes
2008
We have used the analogy between gravitational systems and nonhomogeneous fluid flows to calculate the density-density correlation function of an atomic Bose-Einstein condensate in the presence of an acoustic black hole. The emission of correlated pairs of phonons by Hawking-like process results into a peculiar long-range density correlation. Quantitative estimations of the effect are provided for realistic experimental configurations.
Modic changes-Their associations with low back pain and activity limitation: A systematic literature review and meta-analysis.
2018
Background Previous systematic reviews have reported positive associations between Modic changes (MCs) and low back pain (LBP), but due to their narrow scope and new primary studies, there is a need for a comprehensive systematic review. Our objectives were to investigate if MCs are associated with non-specific LBP and/or activity limitation and if such associations are modified by other factors. Methods A protocol for this review was registered at PROSPERO prior to commencing the work (PROSPERO record: CRD42015017350). The MEDLINE, CINAHL and EMBASE databases were searched for relevant studies from first record to June 15th 2016. Prospective or retrospective cross-sectional cohort studies …