Time Series Analysis in Studies of AGN Variability. Bradley M. Peterson The Ohio State University


 Stanley Norman
 2 years ago
 Views:
Transcription
1 Tme Seres Analyss n Studes of AGN Varablty Bradley M. Peterson The Oho State Unversty 1
2 Lnear Correlaton Degree to whch two parameters are lnearly correlated can be expressed n terms of the lnear correlaton coeffcent: r ( x x)( y y) ( x x) 2 ( y y) 2 r = 1: perfect correlaton r = 0: no correlaton r = 1: perfect antcorrelaton 2
3 Correlaton Between TmeVaryng Parameters In fact, the data shown n the example are contnuum and H fluxes n a varable Seyfert 1 galaxy, Mrk 335. x = C(t) y = L(t) The contnuum and emssonlne fluxes are hghly correlated. Mrk 335 data conssts of 24 ponts average spacng of 7.9 days. 3
4 Instead of lettng x = C(t) and y = L(t), mprove the correlaton by lettng x = C(t) and y = L(t + ), where s the tmeshft or lag 4
5 Crosscorrelatng evenly spaced data s trval Shft Shft Shft = = unts unts Goal: fnd the value of the shft that maxmzes the correlaton coeffcent. 5
6 Frst practcal problem: n general, data are not evenly spaced. One soluton s to nterpolate between real data ponts. 6
7 Each real datum C(t) n one tme seres s matched wth an nterpolated value L(t + ) n the other tme seres and the lnear correlaton coeffcent s computed for all possble values of the lag. Interpolated lne ponts lag behnd correspondng contnuum ponts by 16 days. 7
8 CrossCorrelaton Functon Lnear correlaton coeffcent as a functon of tme lag s the crosscorrelaton functon (CCF). The formal defnton of the CCF as a contnuous functon s the convoluton ntegral: CCF( ) L ( t) C( t ) dt 8
9 The TmeShft Improves the Lnear Correlaton 9
10 Dscrete Correlaton Functon Potental problem: what f you cannot reasonably nterpolate between actual observatons? Alternatve method s the DCF. For each contnuum pont, search for lne ponts wthn a certan bn wdth of the value of beng computed. (DCF) Only contrbutng ponts n the current computaton 10
11 Dscrete Correlaton Functon (DCF) Same example shown. Bn wdth s somewhat arbtrary, but medan samplng (lower panel) seems to gve good results. DCF s a very conservatve approach. Valuable check when gaps n data. In general performs much worse than nterpolated CCF. Bn =4 d Bn =8 d 11
12 Computatonal Subtletes Can the results be mproved wth hgherorder (nonlnear) nterpolaton? Doesn t seem to be any advantage, and nonlnear functons are hard to control. Can accuracy greater than average tme nterval be obtaned? Yes, provded that that lght curves are reasonably well sampled. 12
13 Computatonal Subtletes If you have tme seres wth N ponts, you are usng all N ponts n the calculaton only at = 0. Otherwse, ponts at the end of the seres drop out of the calculaton. Ths has two consequences: Tme seres are almost always nonstatonary. The sgnfcance of any lag must be assessed n terms of the actual number of pont contrbutng to the correlaton coeffcent at the measured lag. 13
14 computatonally actve regon Whle the orgnal tme seres has N = 24 ponts, at the shft = 15.6 days, the number of actual pont contrbutng are N = 22 n the contnuum and N = 21 n the lne. Ths effect can be mportant for larger values of the lag. 14
15 Statstcally speakng, a seres s statonary f the mean and standard devaton do not change when ndvdual ponts at the ends of the seres drop out. Snce AGN tme seres are short, ths s never true. For each lag, means and standard devatons must be recomputed to correctly normalze the CCF. NonStatonary Seres r ( x ( x x) 2 x)( y y) ( y 15 y) 2
16 Uncertantes n CrossCorrelaton Lags Determnng errors n crosscorrelaton lags has been a vexng problem for over a decade. At present, the best method s a modelndependent MonteCarlo method called FR/RSS : FR: Flux redstrbuton accounts for the effects of uncertantes n flux measurement RSS: Random subset selecton accounts for effects of samplng n tme 16
17 RSS s based on a computatonally ntensve method for evaluatng sgnfcance of lnear correlaton known as the bootstrap method. Bootstrap method: for N real data ponts, select at random N ponts wthout regard to whether or not they have been prevously selected. Determne r for ths subset Repeat many tmes to obtan a dstrbuton n the value of r. From ths dstrbuton, compute the mean and standard devaton for r. Bootstrap Method Orgnal data set A bootstrap realzaton Another realzaton 17
18 Random Subset Selecton How do you deal wth redundant selectons n a tme seres, where order matters? Ether: Ignore redundant selectons Each realzaton has typcally 1/e fewer ponts than the orgnal (orgn of the name RSS). Numercal experments show that ths then gves a conservatve error on the lag (the real uncertanty may be somewhat smaller). Weght each datum accordng to number of tmes selected Phlosophcally closer to orgnal bootstrap. 18
19 Assume that flux uncertantes are Gaussan dstrbuted about measured value, wth uncertanty. Take each measured flux value and alter t by a random Gaussan devate. Decrease by factor n 1/2, where n s the number of tmes the pont s selected. Flux Redstrbuton 19
20 A sngle FR/RSS realzaton. Red ponts are selected at random from among the real (black) ponts, redundant ponts are dscarded, and survvng ponts redstrbuted n flux usng random Gaussan devates scaled by the quoted uncertanty for each pont. The realzaton shown here gves cent = 17.9 days (value for orgnal data s 15.6 days) 20
21 CrossCorrelaton Centrod Dstrbuton Many FR/RSS realzatons are used to buld up the crosscorrelaton centrod dstrbuton (CCCD). The rms wdth of ths dstrbuton (whch can be non Gaussan) can be used as an estmate of the lag. Mrk 335 FR/RSS result: cent days 21
9.1 The Cumulative Sum Control Chart
Learnng Objectves 9.1 The Cumulatve Sum Control Chart 9.1.1 Basc Prncples: Cusum Control Chart for Montorng the Process Mean If s the target for the process mean, then the cumulatve sum control chart s
More informationbenefit is 2, paid if the policyholder dies within the year, and probability of death within the year is ).
REVIEW OF RISK MANAGEMENT CONCEPTS LOSS DISTRIBUTIONS AND INSURANCE Loss and nsurance: When someone s subject to the rsk of ncurrng a fnancal loss, the loss s generally modeled usng a random varable or
More informationI. SCOPE, APPLICABILITY AND PARAMETERS Scope
D Executve Board Annex 9 Page A/R ethodologcal Tool alculaton of the number of sample plots for measurements wthn A/R D project actvtes (Verson 0) I. SOPE, PIABIITY AD PARAETERS Scope. Ths tool s applcable
More informationMultivariate EWMA Control Chart
Multvarate EWMA Control Chart Summary The Multvarate EWMA Control Chart procedure creates control charts for two or more numerc varables. Examnng the varables n a multvarate sense s extremely mportant
More informationCommunication Networks II Contents
8 / 1  Communcaton Networs II (Görg)  www.comnets.unbremen.de Communcaton Networs II Contents 1 Fundamentals of probablty theory 2 Traffc n communcaton networs 3 Stochastc & Marovan Processes (SP
More informationCalibration and Linear Regression Analysis: A SelfGuided Tutorial
Calbraton and Lnear Regresson Analyss: A SelfGuded Tutoral Part The Calbraton Curve, Correlaton Coeffcent and Confdence Lmts CHM314 Instrumental Analyss Department of Chemstry, Unversty of Toronto Dr.
More informationErrorPropagation.nb 1. Error Propagation
ErrorPropagaton.nb Error Propagaton Suppose that we make observatons of a quantty x that s subject to random fluctuatons or measurement errors. Our best estmate of the true value for ths quantty s then
More informationCHOLESTEROL REFERENCE METHOD LABORATORY NETWORK. Sample Stability Protocol
CHOLESTEROL REFERENCE METHOD LABORATORY NETWORK Sample Stablty Protocol Background The Cholesterol Reference Method Laboratory Network (CRMLN) developed certfcaton protocols for total cholesterol, HDL
More information1. Measuring association using correlation and regression
How to measure assocaton I: Correlaton. 1. Measurng assocaton usng correlaton and regresson We often would lke to know how one varable, such as a mother's weght, s related to another varable, such as a
More informationThe OC Curve of Attribute Acceptance Plans
The OC Curve of Attrbute Acceptance Plans The Operatng Characterstc (OC) curve descrbes the probablty of acceptng a lot as a functon of the lot s qualty. Fgure 1 shows a typcal OC Curve. 10 8 6 4 1 3 4
More informationIntroduction to Regression
Introducton to Regresson Regresson a means of predctng a dependent varable based one or more ndependent varables. Ths s done by fttng a lne or surface to the data ponts that mnmzes the total error. 
More informationPortfolio Loss Distribution
Portfolo Loss Dstrbuton Rsky assets n loan ortfolo hghly llqud assets holdtomaturty n the bank s balance sheet Outstandngs The orton of the bank asset that has already been extended to borrowers. Commtment
More informationNPAR TESTS. OneSample ChiSquare Test. Cell Specification. Observed Frequencies 1O i 6. Expected Frequencies 1EXP i 6
PAR TESTS If a WEIGHT varable s specfed, t s used to replcate a case as many tmes as ndcated by the weght value rounded to the nearest nteger. If the workspace requrements are exceeded and samplng has
More informationx f(x) 1 0.25 1 0.75 x 1 0 1 1 0.04 0.01 0.20 1 0.12 0.03 0.60
BIVARIATE DISTRIBUTIONS Let be a varable that assumes the values { 1,,..., n }. Then, a functon that epresses the relatve frequenc of these values s called a unvarate frequenc functon. It must be true
More informationThe Analysis of Covariance. ERSH 8310 Keppel and Wickens Chapter 15
The Analyss of Covarance ERSH 830 Keppel and Wckens Chapter 5 Today s Class Intal Consderatons Covarance and Lnear Regresson The Lnear Regresson Equaton TheAnalyss of Covarance Assumptons Underlyng the
More informationTHE METHOD OF LEAST SQUARES THE METHOD OF LEAST SQUARES
The goal: to measure (determne) an unknown quantty x (the value of a RV X) Realsaton: n results: y 1, y 2,..., y j,..., y n, (the measured values of Y 1, Y 2,..., Y j,..., Y n ) every result s encumbered
More informationThe covariance is the two variable analog to the variance. The formula for the covariance between two variables is
Regresson Lectures So far we have talked only about statstcs that descrbe one varable. What we are gong to be dscussng for much of the remander of the course s relatonshps between two or more varables.
More informationInequality and The Accounting Period. Quentin Wodon and Shlomo Yitzhaki. World Bank and Hebrew University. September 2001.
Inequalty and The Accountng Perod Quentn Wodon and Shlomo Ytzha World Ban and Hebrew Unversty September Abstract Income nequalty typcally declnes wth the length of tme taen nto account for measurement.
More informationSIX WAYS TO SOLVE A SIMPLE PROBLEM: FITTING A STRAIGHT LINE TO MEASUREMENT DATA
SIX WAYS TO SOLVE A SIMPLE PROBLEM: FITTING A STRAIGHT LINE TO MEASUREMENT DATA E. LAGENDIJK Department of Appled Physcs, Delft Unversty of Technology Lorentzweg 1, 68 CJ, The Netherlands Emal: e.lagendjk@tnw.tudelft.nl
More informationCausal, Explanatory Forecasting. Analysis. Regression Analysis. Simple Linear Regression. Which is Independent? Forecasting
Causal, Explanatory Forecastng Assumes causeandeffect relatonshp between system nputs and ts output Forecastng wth Regresson Analyss Rchard S. Barr Inputs System Cause + Effect Relatonshp The job of
More informationChapter 7. RandomVariate Generation 7.1. Prof. Dr. Mesut Güneş Ch. 7 RandomVariate Generation
Chapter 7 RandomVarate Generaton 7. Contents Inversetransform Technque AcceptanceRejecton Technque Specal Propertes 7. Purpose & Overvew Develop understandng of generatng samples from a specfed dstrbuton
More informationA random variable is a variable whose value depends on the outcome of a random event/experiment.
Random varables and Probablty dstrbutons A random varable s a varable whose value depends on the outcome of a random event/experment. For example, the score on the roll of a de, the heght of a randomly
More informationCHAPTER 14 MORE ABOUT REGRESSION
CHAPTER 14 MORE ABOUT REGRESSION We learned n Chapter 5 that often a straght lne descrbes the pattern of a relatonshp between two quanttatve varables. For nstance, n Example 5.1 we explored the relatonshp
More informationExhaustive Regression. An Exploration of RegressionBased Data Mining Techniques Using Super Computation
Exhaustve Regresson An Exploraton of RegressonBased Data Mnng Technques Usng Super Computaton Antony Daves, Ph.D. Assocate Professor of Economcs Duquesne Unversty Pttsburgh, PA 58 Research Fellow The
More informationL10: Linear discriminants analysis
L0: Lnear dscrmnants analyss Lnear dscrmnant analyss, two classes Lnear dscrmnant analyss, C classes LDA vs. PCA Lmtatons of LDA Varants of LDA Other dmensonalty reducton methods CSCE 666 Pattern Analyss
More informationThe Application of Fractional Brownian Motion in Option Pricing
Vol. 0, No. (05), pp. 738 http://dx.do.org/0.457/jmue.05.0..6 The Applcaton of Fractonal Brownan Moton n Opton Prcng Qngxn Zhou School of Basc Scence,arbn Unversty of Commerce,arbn zhouqngxn98@6.com
More informationStudy on CET4 Marks in China s Graded English Teaching
Study on CET4 Marks n Chna s Graded Englsh Teachng CHE We College of Foregn Studes, Shandong Insttute of Busness and Technology, P.R.Chna, 264005 Abstract: Ths paper deploys Logt model, and decomposes
More informationLecture 10: Linear Regression Approach, Assumptions and Diagnostics
Approach to Modelng I Lecture 1: Lnear Regresson Approach, Assumptons and Dagnostcs Sandy Eckel seckel@jhsph.edu 8 May 8 General approach for most statstcal modelng: Defne the populaton of nterest State
More informationAn Alternative Way to Measure Private Equity Performance
An Alternatve Way to Measure Prvate Equty Performance Peter Todd Parlux Investment Technology LLC Summary Internal Rate of Return (IRR) s probably the most common way to measure the performance of prvate
More informationNasdaq Iceland Bond Indices 01 April 2015
Nasdaq Iceland Bond Indces 01 Aprl 2015 Fxed duraton Indces Introducton Nasdaq Iceland (the Exchange) began calculatng ts current bond ndces n the begnnng of 2005. They were a response to recent changes
More informationDescribing Communities. Species Diversity Concepts. Species Richness. Species Richness. SpeciesArea Curve. SpeciesArea Curve
peces versty Concepts peces Rchness pecesarea Curves versty Indces  mpson's Index  hannonwener Index  rlloun Index peces Abundance Models escrbng Communtes There are two mportant descrptors of a communty:
More informationControl Charts for Means (Simulation)
Chapter 290 Control Charts for Means (Smulaton) Introducton Ths procedure allows you to study the run length dstrbuton of Shewhart (Xbar), Cusum, FIR Cusum, and EWMA process control charts for means usng
More informationQuestions that we may have about the variables
Antono Olmos, 01 Multple Regresson Problem: we want to determne the effect of Desre for control, Famly support, Number of frends, and Score on the BDI test on Perceved Support of Latno women. Dependent
More informationHYPOTHESIS TESTING OF PARAMETERS FOR ORDINARY LINEAR CIRCULAR REGRESSION
HYPOTHESIS TESTING OF PARAMETERS FOR ORDINARY LINEAR CIRCULAR REGRESSION Abdul Ghapor Hussn Centre for Foundaton Studes n Scence Unversty of Malaya 563 KUALA LUMPUR Emal: ghapor@umedumy Abstract Ths paper
More informationGraph Theory and Cayley s Formula
Graph Theory and Cayley s Formula Chad Casarotto August 10, 2006 Contents 1 Introducton 1 2 Bascs and Defntons 1 Cayley s Formula 4 4 Prüfer Encodng A Forest of Trees 7 1 Introducton In ths paper, I wll
More informationAnalysis of Covariance
Chapter 551 Analyss of Covarance Introducton A common tas n research s to compare the averages of two or more populatons (groups). We mght want to compare the ncome level of two regons, the ntrogen content
More informationApplication of Quasi Monte Carlo methods and Global Sensitivity Analysis in finance
Applcaton of Quas Monte Carlo methods and Global Senstvty Analyss n fnance Serge Kucherenko, Nlay Shah Imperal College London, UK skucherenko@mperalacuk Daro Czraky Barclays Captal DaroCzraky@barclayscaptalcom
More informationThe Probit Model. Alexander Spermann. SoSe 2009
The Probt Model Aleander Spermann Unversty of Freburg SoSe 009 Course outlne. Notaton and statstcal foundatons. Introducton to the Probt model 3. Applcaton 4. Coeffcents and margnal effects 5. Goodnessofft
More informationRiskbased Fatigue Estimate of Deep Water Risers  Course Project for EM388F: Fracture Mechanics, Spring 2008
Rskbased Fatgue Estmate of Deep Water Rsers  Course Project for EM388F: Fracture Mechancs, Sprng 2008 Chen Sh Department of Cvl, Archtectural, and Envronmental Engneerng The Unversty of Texas at Austn
More informationCan Auto Liability Insurance Purchases Signal Risk Attitude?
Internatonal Journal of Busness and Economcs, 2011, Vol. 10, No. 2, 159164 Can Auto Lablty Insurance Purchases Sgnal Rsk Atttude? ChuShu L Department of Internatonal Busness, Asa Unversty, Tawan ShengChang
More informationAnalysis of Premium Liabilities for Australian Lines of Business
Summary of Analyss of Premum Labltes for Australan Lnes of Busness Emly Tao Honours Research Paper, The Unversty of Melbourne Emly Tao Acknowledgements I am grateful to the Australan Prudental Regulaton
More informationState function: eigenfunctions of hermitian operators> normalization, orthogonality completeness
Schroednger equaton Basc postulates of quantum mechancs. Operators: Hermtan operators, commutators State functon: egenfunctons of hermtan operators> normalzaton, orthogonalty completeness egenvalues and
More informationLinear Regression, Regularization BiasVariance Tradeoff
HTF: Ch3, 7 B: Ch3 Lnear Regresson, Regularzaton BasVarance Tradeoff Thanks to C Guestrn, T Detterch, R Parr, N Ray 1 Outlne Lnear Regresson MLE = Least Squares! Bass functons Evaluatng Predctors Tranng
More informationAn Analysis of Factors Influencing the SelfRated Health of Elderly Chinese People
Open Journal of Socal Scences, 205, 3, 520 Publshed Onlne May 205 n ScRes. http://www.scrp.org/ournal/ss http://dx.do.org/0.4236/ss.205.35003 An Analyss of Factors Influencng the SelfRated Health of
More informationLinear Regression Analysis for STARDEX
Lnear Regresson Analss for STARDEX Malcolm Halock, Clmatc Research Unt The followng document s an overvew of lnear regresson methods for reference b members of STARDEX. Whle t ams to cover the most common
More informationFeature selection for intrusion detection. Slobodan Petrović NISlab, Gjøvik University College
Feature selecton for ntruson detecton Slobodan Petrovć NISlab, Gjøvk Unversty College Contents The feature selecton problem Intruson detecton Traffc features relevant for IDS The CFS measure The mrmr measure
More informationWhat is Candidate Sampling
What s Canddate Samplng Say we have a multclass or mult label problem where each tranng example ( x, T ) conssts of a context x a small (mult)set of target classes T out of a large unverse L of possble
More informationSimon Acomb NAG Financial Mathematics Day
1 Why People Who Prce Dervatves Are Interested In Correlaton mon Acomb NAG Fnancal Mathematcs Day Correlaton Rsk What Is Correlaton No lnear relatonshp between ponts Comovement between the ponts Postve
More informationSupport Vector Machines
Support Vector Machnes Max Wellng Department of Computer Scence Unversty of Toronto 10 Kng s College Road Toronto, M5S 3G5 Canada wellng@cs.toronto.edu Abstract Ths s a note to explan support vector machnes.
More informationDescriptive Statistics (60 points)
Economcs 30330: Statstcs for Economcs Problem Set 2 Unversty of otre Dame Instructor: Julo Garín Sprng 2012 Descrptve Statstcs (60 ponts) 1. Followng a recent government shutdown, Mnnesota Governor Mark
More informationThe Development of Web Log Mining Based on ImproveKMeans Clustering Analysis
The Development of Web Log Mnng Based on ImproveKMeans Clusterng Analyss TngZhong Wang * College of Informaton Technology, Luoyang Normal Unversty, Luoyang, 471022, Chna wangtngzhong2@sna.cn Abstract.
More informationLETTER IMAGE RECOGNITION
LETTER IMAGE RECOGNITION 1. Introducton. 1. Introducton. Objectve: desgn classfers for letter mage recognton. consder accuracy and tme n takng the decson. 20,000 samples: Startng set: mages based on 20
More information"Research Note" APPLICATION OF CHARGE SIMULATION METHOD TO ELECTRIC FIELD CALCULATION IN THE POWER CABLES *
Iranan Journal of Scence & Technology, Transacton B, Engneerng, ol. 30, No. B6, 789794 rnted n The Islamc Republc of Iran, 006 Shraz Unversty "Research Note" ALICATION OF CHARGE SIMULATION METHOD TO ELECTRIC
More informationA Multimode Image Tracking System Based on Distributed Fusion
A Multmode Image Tracng System Based on Dstrbuted Fuson Ln zheng Chongzhao Han Dongguang Zuo Hongsen Yan School of Electroncs & nformaton engneerng, X an Jaotong Unversty X an, Shaanx, Chna Lnzheng@malst.xjtu.edu.cn
More informationOptical Measurement of the Speed of Sound in Air Over the Temperature Range 300650 K
NASA/CR2000210114 ICASE Report No. 200020 Optcal Measurement of the Speed of Sound n Ar Over the Temperature Range 300650 K Roger C. Hart ICASE, Hampton, Vrgna R. Jeffrey Balla and G.C. Herrng NASA
More information2.4 Bivariate distributions
page 28 2.4 Bvarate dstrbutons 2.4.1 Defntons Let X and Y be dscrete r.v.s defned on the same probablty space (S, F, P). Instead of treatng them separately, t s often necessary to thnk of them actng together
More information1 Approximation Algorithms
CME 305: Dscrete Mathematcs and Algorthms 1 Approxmaton Algorthms In lght of the apparent ntractablty of the problems we beleve not to le n P, t makes sense to pursue deas other than complete solutons
More informationSIMPLE LINEAR CORRELATION
SIMPLE LINEAR CORRELATION Smple lnear correlaton s a measure of the degree to whch two varables vary together, or a measure of the ntensty of the assocaton between two varables. Correlaton often s abused.
More informationOptimal Bidding Strategies for Generation Companies in a DayAhead Electricity Market with Risk Management Taken into Account
Amercan J. of Engneerng and Appled Scences (): 86, 009 ISSN 94700 009 Scence Publcatons Optmal Bddng Strateges for Generaton Companes n a DayAhead Electrcty Market wth Rsk Management Taken nto Account
More informationMonte Carlo Simulation
Chapter 8 Monte Carlo Smulaton Chapter 8 Monte Carlo Smulaton 8. Introducton Monte Carlo smulaton s named ater the cty o Monte Carlo n Monaco, whch s amous or gamblng such as roulette, dce, and slot machnes.
More informationMarginal Benefit Incidence Analysis Using a Single Crosssection of Data. Mohamed Ihsan Ajwad and Quentin Wodon 1. World Bank.
Margnal Beneft Incdence Analyss Usng a Sngle Crosssecton of Data Mohamed Ihsan Ajwad and uentn Wodon World Bank August 200 Abstract In a recent paper, Lanjouw and Ravallon proposed an attractve and smple
More informationA statistical approach to determine Microbiologically Influenced Corrosion (MIC) Rates of underground gas pipelines.
A statstcal approach to determne Mcrobologcally Influenced Corroson (MIC) Rates of underground gas ppelnes. by Lech A. Grzelak A thess submtted to the Delft Unversty of Technology n conformty wth the requrements
More informationDEFINING %COMPLETE IN MICROSOFT PROJECT
CelersSystems DEFINING %COMPLETE IN MICROSOFT PROJECT PREPARED BY James E Aksel, PMP, PMISP, MVP For Addtonal Informaton about Earned Value Management Systems and reportng, please contact: CelersSystems,
More informationThe Analysis of Outliers in Statistical Data
THALES Project No. xxxx The Analyss of Outlers n Statstcal Data Research Team Chrysses Caron, Assocate Professor (P.I.) Vaslk Karot, Doctoral canddate Polychrons Economou, Chrstna Perrakou, Postgraduate
More informationA study on the ability of Support Vector Regression and Neural Networks to Forecast Basic Time Series Patterns
A study on the ablty of Support Vector Regresson and Neural Networks to Forecast Basc Tme Seres Patterns Sven F. Crone, Jose Guajardo 2, and Rchard Weber 2 Lancaster Unversty, Department of Management
More informationPrediction of Disability Frequencies in Life Insurance
Predcton of Dsablty Frequences n Lfe Insurance Bernhard Köng Fran Weber Maro V. Wüthrch October 28, 2011 Abstract For the predcton of dsablty frequences, not only the observed, but also the ncurred but
More informationMAPP. MERIS level 3 cloud and water vapour products. Issue: 1. Revision: 0. Date: 9.12.1998. Function Name Organisation Signature Date
Ttel: Project: Doc. No.: MERIS level 3 cloud and water vapour products MAPP MAPPATBDClWVL3 Issue: 1 Revson: 0 Date: 9.12.1998 Functon Name Organsaton Sgnature Date Author: Bennartz FUB Preusker FUB Schüller
More informationthe Manual on the global data processing and forecasting system (GDPFS) (WMONo.485; available at http://www.wmo.int/pages/prog/www/manuals.
Gudelne on the exchange and use of EPS verfcaton results Update date: 30 November 202. Introducton World Meteorologcal Organzaton (WMO) CBSXIII (2005) recommended that the general responsbltes for a Lead
More informationConversion between the vector and raster data structures using Fuzzy Geographical Entities
Converson between the vector and raster data structures usng Fuzzy Geographcal Enttes Cdála Fonte Department of Mathematcs Faculty of Scences and Technology Unversty of Combra, Apartado 38, 3 454 Combra,
More informationSemiconductor sensors of temperature
Semconductor sensors of temperature he measurement objectve 1. Identfy the unknown bead type thermstor. Desgn the crcutry for lnearzaton of ts transfer curve.. Fnd the dependence of forward voltage drop
More informationPrediction of Disability Frequencies in Life Insurance
1 Predcton of Dsablty Frequences n Lfe Insurance Bernhard Köng 1, Fran Weber 1, Maro V. Wüthrch 2 Abstract: For the predcton of dsablty frequences, not only the observed, but also the ncurred but not yet
More informationRing structure of splines on triangulations
www.oeaw.ac.at Rng structure of splnes on trangulatons N. Vllamzar RICAMReport 201448 www.rcam.oeaw.ac.at RING STRUCTURE OF SPLINES ON TRIANGULATIONS NELLY VILLAMIZAR Introducton For a trangulated regon
More informationBrigid Mullany, Ph.D University of North Carolina, Charlotte
Evaluaton And Comparson Of The Dfferent Standards Used To Defne The Postonal Accuracy And Repeatablty Of Numercally Controlled Machnng Center Axes Brgd Mullany, Ph.D Unversty of North Carolna, Charlotte
More informationLoop Parallelization
  Loop Parallelzaton C52 Complaton steps: nested loops operatng on arrays, sequentell executon of teraton space DECLARE B[..,..+] FOR I :=.. FOR J :=.. I B[I,J] := B[I,J]+B[I,J] ED FOR ED FOR analyze
More informationBinomial Link Functions. Lori Murray, Phil Munz
Bnomal Lnk Functons Lor Murray, Phl Munz Bnomal Lnk Functons Logt Lnk functon: ( p) p ln 1 p Probt Lnk functon: ( p) 1 ( p) Complentary Log Log functon: ( p) ln( ln(1 p)) Motvatng Example A researcher
More informationStatistical Methods to Develop Rating Models
Statstcal Methods to Develop Ratng Models [Evelyn Hayden and Danel Porath, Österrechsche Natonalbank and Unversty of Appled Scences at Manz] Source: The Basel II Rsk Parameters Estmaton, Valdaton, and
More informationDescriptive Models. Cluster Analysis. Example. General Applications of Clustering. Examples of Clustering Applications
CMSC828G Prncples of Data Mnng Lecture #9 Today s Readng: HMS, chapter 9 Today s Lecture: Descrptve Modelng Clusterng Algorthms Descrptve Models model presents the man features of the data, a global summary
More informationIDENTIFICATION AND CONTROL OF A FLEXIBLE TRANSMISSION SYSTEM
Abstract IDENTIFICATION AND CONTROL OF A FLEXIBLE TRANSMISSION SYSTEM Alca Esparza Pedro Dept. Sstemas y Automátca, Unversdad Poltécnca de Valenca, Span alespe@sa.upv.es The dentfcaton and control of a
More informationNONPARAMETRIC REGRESSION ESTIMATION FOR DATA WITH EQUAL VALUES
European Scentfc Journal February 24 edton vol., No.4 ISSN: 857 788 (Prnt) e  ISSN 857743 NONPARAMETRIC REGRESSION ESTIMATION FOR DATA WITH EQUAL VALUES N. Alp Erll, PhD Department of Econometrcs, Unversty
More informationAryabhata s Root Extraction Methods. Abhishek Parakh Louisiana State University Aug 31 st 2006
Aryabhata s Root Extracton Methods Abhshek Parakh Lousana State Unversty Aug 1 st 1 Introducton Ths artcle presents an analyss of the root extracton algorthms of Aryabhata gven n hs book Āryabhatīya [1,
More informationCharacterization of Assembly. Variation Analysis Methods. A Thesis. Presented to the. Department of Mechanical Engineering. Brigham Young University
Characterzaton of Assembly Varaton Analyss Methods A Thess Presented to the Department of Mechancal Engneerng Brgham Young Unversty In Partal Fulfllment of the Requrements for the Degree Master of Scence
More informationNonlinear Time Series Analysis in a Nutshell
9 Nonlnear Tme Seres Analyss n a Nutshell Ralph Gregor Andrzejak Contents 9. Introducton...25 9.2 Dynamcs and Tme Seres... 27 9.2. Nonlnear Determnstc Dynamcs Lorenz Dynamcs... 27 9.2.2 Nosy Determnstc
More informationPSYCHOLOGICAL RESEARCH (PYC 304C) Lecture 12
14 The Chsquared dstrbuton PSYCHOLOGICAL RESEARCH (PYC 304C) Lecture 1 If a normal varable X, havng mean µ and varance σ, s standardsed, the new varable Z has a mean 0 and varance 1. When ths standardsed
More informationGRAVITY DATA VALIDATION AND OUTLIER DETECTION USING L 1 NORM
GRAVITY DATA VALIDATION AND OUTLIER DETECTION USING L 1 NORM BARRIOT JeanPerre, SARRAILH Mchel BGI/CNES 18.av.E.Beln 31401 TOULOUSE Cedex 4 (France) Emal: jeanperre.barrot@cnes.fr 1/Introducton The
More informationSTATISTICAL DATA ANALYSIS IN EXCEL
Mcroarray Center STATISTICAL DATA ANALYSIS IN EXCEL Lecture 6 Some Advanced Topcs Dr. Petr Nazarov 1401013 petr.nazarov@crpsante.lu Statstcal data analyss n Ecel. 6. Some advanced topcs Correcton for
More informationForecasting the Demand of Emergency Supplies: Based on the CBR Theory and BP Neural Network
700 Proceedngs of the 8th Internatonal Conference on Innovaton & Management Forecastng the Demand of Emergency Supples: Based on the CBR Theory and BP Neural Network Fu Deqang, Lu Yun, L Changbng School
More informationCalculation of Sampling Weights
Perre Foy Statstcs Canada 4 Calculaton of Samplng Weghts 4.1 OVERVIEW The basc sample desgn used n TIMSS Populatons 1 and 2 was a twostage stratfed cluster desgn. 1 The frst stage conssted of a sample
More informationA Computer Technique for Solving LP Problems with Bounded Variables
Dhaka Unv. J. Sc. 60(2): 163168, 2012 (July) A Computer Technque for Solvng LP Problems wth Bounded Varables S. M. Atqur Rahman Chowdhury * and Sanwar Uddn Ahmad Department of Mathematcs; Unversty of
More informationModule 2 LOSSLESS IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur
Module LOSSLESS IMAGE COMPRESSION SYSTEMS Lesson 3 Lossless Compresson: Huffman Codng Instructonal Objectves At the end of ths lesson, the students should be able to:. Defne and measure source entropy..
More informationCOMPRESSED NETWORK MONITORING. Mark Coates, Yvan Pointurier and Michael Rabbat
COMPRESSED NETWORK MONITORING Mark Coates, Yvan Ponturer and Mchael Rabbat Department of Electrcal and Computer Engneerng McGll Unversty 348 Unversty Street, Montreal, Quebec H3A 2A7, Canada ABSTRACT Ths
More informationProject Networks With MixedTime Constraints
Project Networs Wth MxedTme Constrants L Caccetta and B Wattananon Western Australan Centre of Excellence n Industral Optmsaton (WACEIO) Curtn Unversty of Technology GPO Box U1987 Perth Western Australa
More informationLinear Circuits Analysis. Superposition, Thevenin /Norton Equivalent circuits
Lnear Crcuts Analyss. Superposton, Theenn /Norton Equalent crcuts So far we hae explored tmendependent (resste) elements that are also lnear. A tmendependent elements s one for whch we can plot an / cure.
More informationEconomic Interpretation of Regression. Theory and Applications
Economc Interpretaton of Regresson Theor and Applcatons Classcal and Baesan Econometrc Methods Applcaton of mathematcal statstcs to economc data for emprcal support Economc theor postulates a qualtatve
More informationSensitivity Analysis in a Generic MultiAttribute Decision Support System
Senstvty Analyss n a Generc MultAttrbute Decson Support System Sxto RíosInsua, Antono Jménez and Alfonso Mateos Department of Artfcal Intellgence, Madrd Techncal Unversty Campus de Montegancedo s/n,
More informationExtending Probabilistic Dynamic Epistemic Logic
Extendng Probablstc Dynamc Epstemc Logc Joshua Sack May 29, 2008 Probablty Space Defnton A probablty space s a tuple (S, A, µ), where 1 S s a set called the sample space. 2 A P(S) s a σalgebra: a set
More information7 ANALYSIS OF VARIANCE (ANOVA)
7 ANALYSIS OF VARIANCE (ANOVA) Chapter 7 Analyss of Varance (Anova) Objectves After studyng ths chapter you should apprecate the need for analysng data from more than two samples; understand the underlyng
More informationThe Magnetic Field. Concepts and Principles. Moving Charges. Permanent Magnets
. The Magnetc Feld Concepts and Prncples Movng Charges All charged partcles create electrc felds, and these felds can be detected by other charged partcles resultng n electrc force. However, a completely
More informationNuno Vasconcelos UCSD
Bayesan parameter estmaton Nuno Vasconcelos UCSD 1 Maxmum lkelhood parameter estmaton n three steps: 1 choose a parametrc model for probabltes to make ths clear we denote the vector of parameters by Θ
More informationFORCED CONVECTION HEAT TRANSFER IN A DOUBLE PIPE HEAT EXCHANGER
FORCED CONVECION HEA RANSFER IN A DOUBLE PIPE HEA EXCHANGER Dr. J. Mchael Doster Department of Nuclear Engneerng Box 7909 North Carolna State Unversty Ralegh, NC 276957909 Introducton he convectve heat
More informationActuator forces in CFD: RANS and LES modeling in OpenFOAM
Home Search Collectons Journals About Contact us My IOPscence Actuator forces n CFD: RANS and LES modelng n OpenFOAM Ths content has been downloaded from IOPscence. Please scroll down to see the full text.
More information