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Capturing patterns of spatial and temporal autocorrelation in ordered response data : a case study of land use and air quality changes in Austin, TexasWang, Xiaokun, 1979- 05 May 2015 (has links)
Many databases involve ordered discrete responses in a temporal and spatial context, including, for example, land development intensity levels, vehicle ownership, and pavement conditions. An appreciation of such behaviors requires rigorous statistical methods, recognizing spatial effects and dynamic processes. This dissertation develops a dynamic spatial ordered probit (DSOP) model in order to capture patterns of spatial and temporal autocorrelation in ordered categorical response data. This model is estimated in a Bayesian framework using Gibbs sampling and data augmentation, in order to generate all autocorrelated latent variables. The specifications, methodologies, and applications undertaken here advance the field of spatial econometrics while enhancing our understanding of land use and air quality changes. The proposed DSOP model incorporates spatial effects in an ordered probit model by allowing for inter-regional spatial interactions and heteroskedasticity, along with random effects across regions (where "region" describes any cluster of observational units). The model assumes an autoregressive, AR(1), process across latent response values, thereby recognizing time-series dynamics in panel data sets. The model code and estimation approach is first tested on simulated data sets, in order to reproduce known parameter values and provide insights into estimation performance. Root mean squared errors (RMSE) are used to evaluate the accuracy of estimates, and the deviance information criterion (DIC) is used for model comparisons. It is found that the DSOP model yields much more accurate estimates than standard, non-spatial techniques. As for model selection, even considering the penalty for using more parameters, the DSOP model is clearly preferred to standard OP, dynamic OP and spatial OP models. The model and methods are then used to analyze both land use and air quality (ozone) dynamics in Austin, Texas. In analyzing Austin's land use intensity patterns over a 4-point panel, the observational units are 300 m × 300 m grid cells derived from satellite images (at 30 m resolution). The sample contains 2,771 such grid cells, spread among 57 clusters (zip code regions), covering about 10% of the overall study area. In this analysis, temporal and spatial autocorrelation effects are found to be significantly positive. In addition, increases in travel times to the region's central business district (CBD) are estimated to substantially reduce land development intensity. The observational units for the ozone variation analysis are 4 km × 4 km grid cells, and all 132 observations falling in the study area are used. While variations in ozone concentration levels are found to exhibit strong patterns of temporal autocorrelation, they appear strikingly random in a spatial context (after controlling for local land cover, transportation, and temperature conditions). While transportation and land cover conditions appear to influence ozone levels, their effects are not as instantaneous, nor as practically significant as the impact of temperature. The proposed and tested DSOP model is felt to be a significant contribution to the field of spatial econometrics, where binary applications (for discrete response data) have been seen as the cutting edge. The Bayesian framework and Gibbs sampling techniques used here permit such complexity, in world of two-dimensional autocorrelation. / text
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Non-contact measurement of soil moisture content using thermal infrared sensor and weather variablesAlshikaili, Talal 19 March 2007
The use of remote sensing technology has made it possible for the non-contact measurement of soil moisture content (SMC). Many remote sensing techniques can be used such as microwave sensors, electromagnetic waves sensors, capacitance, and thermal infrared sensors. Some of those techniques are constrained by their high fabrication cost, operation cost, size, or complexity. In this study, a thermal infrared technique was used to predict soil moisture content with the aid of using weather meteorological variables. <p>The measured variables in the experiment were soil moisture content (%SMC), soil surface temperature (Ts) measured using thermocouples, air temperature (Ta), relative humidity (RH), solar radiation (SR), and wind speed (WS). The experiment was carried out for a total of 12 soil samples of two soil types (clay/sand) and two compaction levels (compacted/non-compacted). After data analysis, calibration models relating soil moisture content (SMC) to differential temperature (Td), relative humidity (RH), solar radiation (SR), and wind speed (WS) were generated using stepwise multiple linear regression of the calibration data set. The performance of the models was evaluated using validation data. Four mathematical models of predicting soil moisture content were generated for each soil type and configuration using the calibration data set. Among the four models, the best model for each soil type and configuration was determined by comparing root mean of squared errors of calibration (RMSEC) and root mean of squared errors of validation (RMSEV) values. Furthermore, a calibration model for the thermal infrared sensor was developed to determine the corrected soil surface temperature as measured by the sensor (Tir) instead of using the thermocouples. The performance of the thermal infrared sensor to predict soil moisture content was then tested for sand compacted and sand non-compacted soils and compared to the predictive performance of the thermocouples. This was achieved by using the measured soil surface temperature by the sensor (Tir), instead of the measured soil surface temperature using the thermocouples to determine the soil-minus-air temperature (Td). The sensor showed comparable prediction performance, relative to thermocouples. <p>Overall, the models developed in this study showed high prediction performance when tested with the validation data set. The best models to predict SMC for compacted clay soil, non-compacted clay soil, and compacted sandy soil were three-variable models containing three predictive variables; Td, RH, and SR. On the other hand, the best model to predict SMC for compacted sandy soil was a two-variable model containing Td, and RH. The results showed that the prediction performance of models for predicting SMC for the sandy soils was superior to those of clay soils.
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Non-contact measurement of soil moisture content using thermal infrared sensor and weather variablesAlshikaili, Talal 19 March 2007 (has links)
The use of remote sensing technology has made it possible for the non-contact measurement of soil moisture content (SMC). Many remote sensing techniques can be used such as microwave sensors, electromagnetic waves sensors, capacitance, and thermal infrared sensors. Some of those techniques are constrained by their high fabrication cost, operation cost, size, or complexity. In this study, a thermal infrared technique was used to predict soil moisture content with the aid of using weather meteorological variables. <p>The measured variables in the experiment were soil moisture content (%SMC), soil surface temperature (Ts) measured using thermocouples, air temperature (Ta), relative humidity (RH), solar radiation (SR), and wind speed (WS). The experiment was carried out for a total of 12 soil samples of two soil types (clay/sand) and two compaction levels (compacted/non-compacted). After data analysis, calibration models relating soil moisture content (SMC) to differential temperature (Td), relative humidity (RH), solar radiation (SR), and wind speed (WS) were generated using stepwise multiple linear regression of the calibration data set. The performance of the models was evaluated using validation data. Four mathematical models of predicting soil moisture content were generated for each soil type and configuration using the calibration data set. Among the four models, the best model for each soil type and configuration was determined by comparing root mean of squared errors of calibration (RMSEC) and root mean of squared errors of validation (RMSEV) values. Furthermore, a calibration model for the thermal infrared sensor was developed to determine the corrected soil surface temperature as measured by the sensor (Tir) instead of using the thermocouples. The performance of the thermal infrared sensor to predict soil moisture content was then tested for sand compacted and sand non-compacted soils and compared to the predictive performance of the thermocouples. This was achieved by using the measured soil surface temperature by the sensor (Tir), instead of the measured soil surface temperature using the thermocouples to determine the soil-minus-air temperature (Td). The sensor showed comparable prediction performance, relative to thermocouples. <p>Overall, the models developed in this study showed high prediction performance when tested with the validation data set. The best models to predict SMC for compacted clay soil, non-compacted clay soil, and compacted sandy soil were three-variable models containing three predictive variables; Td, RH, and SR. On the other hand, the best model to predict SMC for compacted sandy soil was a two-variable model containing Td, and RH. The results showed that the prediction performance of models for predicting SMC for the sandy soils was superior to those of clay soils.
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Ιδιότητες και εκτίμηση για την γενικευμένη εκθετική κατανομήΚάτρης, Χρήστος 12 April 2010 (has links)
Αρχικά γίνεται μια ιστορική αναδρομή, μια παρουσίαση της διπαραμετρικής Γενικευμένης εκθετικής κατανομής (τύπος κατανομής, συνάρτηση πυκνότητας πιθανότητας κλπ) και αναφέρονται βασικά χαρακτηριστικά της κατανομής.
Στη συνέχεια αναφέρονται βασικοί ορισμοί και θεωρήματα σχετικά κυρίως με τη σημειακή παραμετρική εκτίμηση καθώς και την εκτίμηση κατά Bayes.
Το επόμενο κεφάλαιο πραγματεύεται την ανάλυση του μοντέλου και τις βασικές ιδιότητες της Γενικευμένης εκθετικής κατανομής. Επίσης μελετώνται ειδικά θέματα, όπως συναρτήσεις επιβίωσης, πληροφορία Fisher, διατεταγμένες παρατηρήσεις, κατανομή του αθροίσματος και παραγωγή τυχαίων αριθμών, στα πλαίσια της Γενικευμένης εκθετικής κατανομής.
Στη συνέχεια αναλύονται και εφαρμόζονται μέθοδοι σημειακής εκτίμησης (Μέγιστη Πιθανοφάνεια, Μέθοδος ροπών, Μέθοδος εκατοστημορίων, Ελάχιστα και σταθμισμένα ελάχιστα Τετράγωνα, L-ροπές) για την εκτίμηση των παραμέτρων της κατανομής. Μελετάται και η απόδοση των εκτιμητών για τις διάφορες μεθόδους εκτίμησης.
Ακολουθεί η εκτίμηση τύπου Bayes των παραμέτρων (με συναρτήσεις ζημίας τετραγωνικού σφάλματος και LINEX αντίστοιχα). Αναφέρονται πάλι συμπεράσματα για την απόδοση των εκτιμητών και σύγκριση με τους εκτιμητές μέγιστης πιθανοφάνειας.
Τελικά παρουσιάζουμε την προσέγγιση ενός αναλογιστικού πίνακα μέσω της Γενικευμένης εκθετικής κατανομής. / In the beginning, we mention a historical recursion, a presentation of the
2-parameter Generalized exponential distribution ( distribution type, probability density function etc.) and we also mention basic characteristics of the distribution.
Basic definitions and theorems about point estimation and Bayes estimation are reported.
Furthermore, we discource on the analysis of the model and basic properties of the Generalized exponential distribution. Special themes, such as survival functions, Fisher information, order statistics, sum distribution and production of random numbers are analyzed in the frame of the Generalized exponential distribution.
Moreover, we analyze and apply point estimation methods (maximum likelihood, method of moments, percentile estimation, least (and weighted least) squares, method of L-moments) in order to estimate parameters of the distribution. Performance of the estimators for different estimation methods is also analyzed.
Next, bayesian estimation of the parameters (under squared error loss function and LINEX loss function) is coming up for discussion. We also analyze the performance of the estimators and compare them to the maximum likelihood estimators.
Finally, we present approximation of an actuarial table via Generalized exponential distribution.
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