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An Asymptotic Approach to Progressive CensoringHofmann, Glenn, Cramer, Erhard, Balakrishnan, N., Kunert, Gerd 10 December 2002 (has links)
Progressive Type-II censoring was introduced by Cohen (1963) and has since been
the topic of much research. The question stands whether it is sensible to use this
sampling plan by design, instead of regular Type-II right censoring. We introduce
an asymptotic progressive censoring model, and find optimal censoring schemes for
location-scale families. Our optimality criterion is the determinant of the 2x2 covariance
matrix of the asymptotic best linear unbiased estimators. We present an explicit
expression for this criterion, and conditions for its boundedness. By means of numerical
optimization, we determine optimal censoring schemes for the extreme value,
the Weibull and the normal distributions. In many situations, it is shown that these
progressive schemes significantly improve upon regular Type-II right censoring.
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Fisher Information in Censored Samples from Univariate and Bivariate Populations and Their ApplicationsPi, Lira January 2012 (has links)
No description available.
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Μελέτη υλοποίησης τεχνικών κατανεμημένου προσανατολισμού σε πραγματικές συνθήκεςΜπότσης, Βασίλειος 09 December 2013 (has links)
Σκοπός αυτής της εργασίας είναι η μελέτη τεχνικών κατανεμημένου προσανατολισμού σε πραγματικές συνθήκες. Πιο συγκεκριμένα σε αυτά στα συστήματα θεωρείται ότι ο κόμβος-πομπός δεν έχει καλή σύνδεση με το δέκτη και κατά συνέπεια δεν μπορεί να επικοινωνήσει απευθείας με τον κόμβο-δέκτη χωρίς δραματική αύξηση της ενέργειας μετάδοσης. Παρόλα αυτά η χρήση κατανεμημένου προσανατολισμού δίνει τη δυνατότητα να βελτιωθεί σημαντικά η κατανάλωση ενέργειας. Το σχήμα που θα χρησιμοποιηθεί είναι ενίσχυση και προώθηση (AF) 2 βημάτων, με το οποίο οι συνεργατικοί κόμβοι απλώς ενισχύουν και στην συνέχεια επαναμεταδίδουν το μήνυμα. Συνεπώς, ζητούμενο είναι η εύρεση των μιγαδικών βαρών με τα οποία πρέπει ο κάθε συνεργαζόμενος κόμβος χωριστά να ενισχύσει το σήμα. Οι τεχνικές που θα χρησιμοποιηθούν έχουν ως κριτήρια την ελαχιστοποίηση της ενέργειας μετάδοσης με ταυτόχρονη ικανοποίηση του SNR, μεγιστοποίηση του SNR με περιορισμένη ολική ενέργεια μετάδοσης και μεγιστοποίηση του SNR με περιορισμένη ενέργεια μετάδοσης ανά συνεργαζόμενο κόμβο. Το πρώτο κριτήριο θα εξεταστεί, επίσης, και σε συστήματα με πολλαπλούς πομπούς και δέκτες. Λόγω της φύσης του προβλήματος, ο κατανεμημένος προσανατολισμός αναμένεται να έχει μεγάλη απήχηση σε συστήματα με πολλούς διασκορπιστές και εμπόδια, όπως σε ένα αστικό περιβάλλον, και, επομένως, είναι λογικό να θεωρηθεί ότι τα κανάλια του συστήματος είναι Rayleigh, δηλαδή ασυσχέτιστα χωρίς οπτική επαφή (LOS). Για να προσομοιωθεί το σύστημα σε πραγματικές συνθήκες οι μέθοδοι που θα υλοποιήσουμε στην εργασία χρησιμοποιούν τα στατιστικά του καναλιού. Επιπλέον, η εκτίμηση καναλιού εφόσον θεωρούμε ότι έχουμε Gaussian λευκό θόρυβο θα γίνει με την χρήση του βέλτιστου γραμμικού εκτιμητή (BLUE). Η επίδραση της εκτίμησης του καναλιού θα μελετηθεί για δύο περιπτώσεις: με αμοιβαία και χωρίς αμοιβαία κανάλια. / The purpose of this thesis is the study of methods of distributed beamforming under real circumstances. More specifically, these systems are considered that the transmitter must increase tremendously the required transmit energy to communicate with the receiver. However the use of the distributed beamforming allows the system to improve the energy consumption. The scheme that is used from relays is amplify and forward of two steps, where the relays only amplify and then forward the message to the destination. That is, the purpose is to find the complex weights to be used by the corresponding relay so as to amplify the message of the transmitter. The methods that are implemented have as criterions the minimization of transmit energy while satisfying the SNR, maximization of SNR while limiting the system's transmit energy and maximization of SNR while limiting transmit energy of each relay individually. The first criterion is also studied at systems with more than one pair transmitter-receiver. Due to the nature of the problem, distributed beamforming is expected to be used at environments with many obstacles and scatterers, like urban environment, and so it is rationale to suppose that the channels should be Rayleigh, meaning uncorrelated without line of sight. To simulate the system under real circumstances the methods that we will implement shall use the second order statistics of the channels. Moreover, due to Gaussian white noise, channels are estimated using the Best Linear Unbiased Estimator. The impact of channel estimation is studied in two cases: "reciprocal" and "not reciprocal".
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Análise de componentes independentes aplicada à separação de sinais de áudio. / Independent component analysis applied to separation of audio signals.Moreto, Fernando Alves de Lima 19 March 2008 (has links)
Este trabalho estuda o modelo de análise em componentes independentes (ICA) para misturas instantâneas, aplicado na separação de sinais de áudio. Três algoritmos de separação de misturas instantâneas são avaliados: FastICA, PP (Projection Pursuit) e PearsonICA; possuindo dois princípios básicos em comum: as fontes devem ser independentes estatisticamente e não-Gaussianas. Para analisar a capacidade de separação dos algoritmos foram realizados dois grupos de experimentos. No primeiro grupo foram geradas misturas instantâneas, sinteticamente, a partir de sinais de áudio pré-definidos. Além disso, foram geradas misturas instantâneas a partir de sinais com características específicas, também geradas sinteticamente, para avaliar o comportamento dos algoritmos em situações específicas. Para o segundo grupo foram geradas misturas convolutivas no laboratório de acústica do LPS. Foi proposto o algoritmo PP, baseado no método de Busca de Projeções comumente usado em sistemas de exploração e classificação, para separação de múltiplas fontes como alternativa ao modelo ICA. Embora o método PP proposto possa ser utilizado para separação de fontes, ele não pode ser considerado um método ICA e não é garantida a extração das fontes. Finalmente, os experimentos validam os algoritmos estudados. / This work studies Independent Component Analysis (ICA) for instantaneous mixtures, applied to audio signal (source) separation. Three instantaneous mixture separation algorithms are considered: FastICA, PP (Projection Pursuit) and PearsonICA, presenting two common basic principles: sources must be statistically independent and non-Gaussian. In order to analyze each algorithm separation capability, two groups of experiments were carried out. In the first group, instantaneous mixtures were generated synthetically from predefined audio signals. Moreover, instantaneous mixtures were generated from specific signal generated with special features, synthetically, enabling the behavior analysis of the algorithms. In the second group, convolutive mixtures were probed in the acoustics laboratory of LPS at EPUSP. The PP algorithm is proposed, based on the Projection Pursuit technique usually applied in exploratory and clustering environments, for separation of multiple sources as an alternative to conventional ICA. Although the PP algorithm proposed could be applied to separate sources, it couldnt be considered an ICA method, and source extraction is not guaranteed. Finally, experiments validate the studied algorithms.
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Vibration Signal Features for the Quantification of Prosthetic Loosening in Total Hip ArthroplastiesStevenson, Nathan January 2003 (has links)
This project attempts to quantify the integrity of the fixation of total hip arthro- T plasties (THAs) by observing vibration signal features. The aim of this thesis is, therefore, to find the signal differences between firm and loose prosthesis. These difference will be expressed in different transformed domains with the expectation that a certain domain will provide superior results. Once the signal differences have been determined they will be examined for their ability to quantify the looseness. Initially, a new definition of progressive, femoral component loosening was created, based on the application of mechanical fit, involving four general conditions. In order of increasing looseness the conditions (with their equivalent engineering associations) are listed as, firm (adherence), firm (interference), micro-loose (transition) and macro-loose (clearance). These conditions were then used to aid in the development and evaluation of a simple mathematical model based on an ordinary differential equation. Several possible parameters well suited to quantification such as gap displacement, cement/interface stiffness and apparent mass were the identified from the model. In addition, the development of this model provided a solution to the problem of unifying early and late loosening mentioned in the literature by Li et al. in 1995 and 1996. This unification permitted early (micro loose) and late (macro loose) loosening to be quantified, if necessary, with the same parameter. The quantification problem was posed as a detection problem by utilising a varying amplitude input. A set of detection techniques were developed to detect the quantity of a critical value, in this case a force. The detection techniques include deviation measures of the instantaneous frequency of the impulse response of the system (accuracy of 100%), linearity of the systems response to Gaussian input (total accuracy of 97.9% over all realisations) and observed resonant frequency linearity with respect to displacement magnitude (accuracy of 100%). Note, that as these techniques were developed with the model in mind their simulated performance was, therefore, considerably high. This critical value found by the detector was then fed into the model and a quantified output was calculated. The quantification techniques using the critical value approach include, ramped amplitude input resonant analysis (experimental accuracy of 94%) and ramped amplitude input stochastic analysis (experimental accuracy of 90%). These techniques were based on analysing the response of the system in the time-frequency domain and with respect to its short-time statistical moments to a ramping amplitude input force, respectively. In addition, other mechanically sound forms of analysis, were then applied to the output of the nonlinear model with the aim of quantifying the looseness or the integrity of fixation of the THA. The cement/interface stiffness and apparent mass techniques, inspired by the work of Chung et.al. in 1979, attempt to assess the integrity of fixation of the THA by tracking the mechanical behaviour of the components of the THA, using the frequency and magnitude of the raw transducer data. This technique has been developed fron the theory of Chung etal but with a differing perspective and provides accuracies of 82% in experimentation and 71% in simulation for the apparent mass and interface stiffness techniques, respectively. Theses techniques do not quantify all forms of clinical loosening, as clinical loosening can exist in many different forms, but they do quantify mechanical loosening or the mechanical functionality of the femoral component through related parameters that observe reduction in mechanical mass, stiffness and the amount of rattle generated by a select ghap betweent he bone/cement or prosthesis/cement interface. This form of mechanical loosening in currently extremely difficult to detect using radiographs. It is envisaged that a vibration test be used in conjunction with radiographs to provide a more complete picture of the integrity of fixation of the THA.
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A Distribuição Fréchet generalizada. / The Generalized Fréchet Distribution.MACHADO, Elizabete Cardoso. 08 August 2018 (has links)
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Previous issue date: 2013-09 / Capes / Neste trabalho fizemos um estudo sobre a classe de distribuições generalizadas
exponencializadas, a distribuição Fréchet generalizada e a distribuição Weibull inversa
log-generalizada. Obtemos algumas propriedades da distribuição Fréchet generalizada.
Uma nova distribuição é proposta: a distribuição log-Fréchet generalizada. Esta distribuição é uma estensão da distribuição Fréchet. Outra proposta deste trabalho é
introduzir um modelo de regressão log-Fréchet generalizada com censura Tipo I baseado
na distribuição log-Fréchet generalizada. / In this work, we did a research study about the exponentiated generalized class
of distributions, the generalized Fréchet distribution and the log-generalized inverse
Weibull distribution. We obtain some properties of generalized Fréchet distribution.
Furthermore, a new distribution is proposed: the generalized log-Fréchet distribution.
This new distribution is an extension of Fréchet distribution. Another propose of this
work is to introduce a generalized log-Frechét regression model with Type-I
censoringbased on the generalized log-Frechét distribution.
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Modélisation du canal de propagation Terre-Espace en bandes Ka et Q/V : synthèse de séries temporelles, variabilité statistique et estimation de risque / Modelling of the Earth-Space propagation channel in Ka and Q/V bands : time series synthesis, statistical variability and risk estimationBoulanger, Xavier 15 March 2013 (has links)
Les bandes de fréquences utilisées conventionnellement pour les systèmes fixes de télécommunication par satellites (bandes C et Ku i.e. 4-15 GHz) sont congestionnées. Néanmoins, le marché des télécommunications civil et de défense accuse une demande de plus en plus importante en services multimédia haut-débit. Par conséquent, l'augmentation de la fréquence porteuse vers les bandes Ka et Q/V (20-40/50 GHz)est activement étudiée. Pour des fréquences supérieures à 5 GHz, la propagation des signaux radioélectriques souffre de l'atténuation troposphérique. Parmi les différents contributeurs à l'affaiblissement troposphérique total(atténuation, scintillation, dépolarisation, température de bruit du ciel), les précipitations jouent un rôle prépondérant. Pour compenser la détérioration des conditions de propagation, des techniques de compensation des affaiblissements (FMT: Fade Mitigation Technique) permettant d'adapter en temps réel les caractéristiques du système en fonction de l'état du canal de propagation doivent être employées. Une alternative à l'utilisation de séries temporelles expérimentales peu nombreuses est la génération de séries temporelles synthétiques d'atténuation due à la pluie et d'atténuation totale représentatives d'une liaison donnée.Le manuscrit est organisé autour de cinq articles. La première contribution est dédiée à la modélisation temporelle de l'affaiblissement troposphérique total. Le deuxième article porte sur des améliorations significatives du modèle de génération de séries temporelles d'atténuation due à la pluie recommandé par l'UITR.Les trois contributions suivantes constituent une analyse critique et une modélisation de la variabilité des statistiques du 1er ordre utilisées lors des tests des modèles de canal. La variance de l'estimateur statistique des distributions cumulatives complémentaires de l'atténuation due à la pluie et de l'intensité de précipitation est alors mise en évidence. Un modèle à application mondiale paramétré au moyen de données expérimentales est proposé. Celui-ci permet, d'une part, d'estimer les intervalles de confiance associés aux mesures de propagation et d'autre part, de quantifier le risque en termes de disponibilité annuelle associée à la prédiction d'une marge de propagation donnée. Cette approche est étendue aux variabilités des statistiques jointes. Elle permet alors une évaluation statistique de l'impact des techniques de diversité de site sur les performances systèmes, tant à microéchelle(quelques kms) qu'à macro-échelle (quelques centaines de kms). / Nowadays, C and Ku bands used for fixed SATCOM systems are totally congested. However, the demand of the end users for high data rate multimedia services is increasing. Consequently, the use of higher frequency bands (Ka: 20 GHz and Q/V 40/50 GHz) is under investigation. For frequencies higher than 5 GHz, radiowave propagation is strongly affected by tropospheric attenuation. Among the different contributors, rain is the most significant. To compensate the deterioration of the propagation channel, Fade Mitigation Techniques (FMT) are used. The lack of experimental data needed to optimize the real-time control loops of FMT leads tothe use of rain attenuation and total attenuation time series synthesizers. The manuscript is a compilation of five articles. The first contribution is dedicated to the temporal modelling of total impairments. The second article aims at providing significant improvements on the rain attenuation time series synthesizer recommended by ITU-R. The last three contributions are a critical analysis and a modelling of the variability observed on the 1st order statistics used to validate propagation channel models. The variance of the statistical estimator of the complementary cumulative distribution functions of rainfall rate and rain attenuation is highlighted. A worldwide model parameterized in compliance with propagation measurements is proposed. It allows the confidence intervals to be estimated and the risk on a required availability associated with a given propagation margin prediction to be quantified. This approach is extended to the variability of joint statistics. It allows the impact of site diversity techniques on system performances at small scale (few kms) and large scale (few hundred of kms) to be evaluated.
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Análise de componentes independentes aplicada à separação de sinais de áudio. / Independent component analysis applied to separation of audio signals.Fernando Alves de Lima Moreto 19 March 2008 (has links)
Este trabalho estuda o modelo de análise em componentes independentes (ICA) para misturas instantâneas, aplicado na separação de sinais de áudio. Três algoritmos de separação de misturas instantâneas são avaliados: FastICA, PP (Projection Pursuit) e PearsonICA; possuindo dois princípios básicos em comum: as fontes devem ser independentes estatisticamente e não-Gaussianas. Para analisar a capacidade de separação dos algoritmos foram realizados dois grupos de experimentos. No primeiro grupo foram geradas misturas instantâneas, sinteticamente, a partir de sinais de áudio pré-definidos. Além disso, foram geradas misturas instantâneas a partir de sinais com características específicas, também geradas sinteticamente, para avaliar o comportamento dos algoritmos em situações específicas. Para o segundo grupo foram geradas misturas convolutivas no laboratório de acústica do LPS. Foi proposto o algoritmo PP, baseado no método de Busca de Projeções comumente usado em sistemas de exploração e classificação, para separação de múltiplas fontes como alternativa ao modelo ICA. Embora o método PP proposto possa ser utilizado para separação de fontes, ele não pode ser considerado um método ICA e não é garantida a extração das fontes. Finalmente, os experimentos validam os algoritmos estudados. / This work studies Independent Component Analysis (ICA) for instantaneous mixtures, applied to audio signal (source) separation. Three instantaneous mixture separation algorithms are considered: FastICA, PP (Projection Pursuit) and PearsonICA, presenting two common basic principles: sources must be statistically independent and non-Gaussian. In order to analyze each algorithm separation capability, two groups of experiments were carried out. In the first group, instantaneous mixtures were generated synthetically from predefined audio signals. Moreover, instantaneous mixtures were generated from specific signal generated with special features, synthetically, enabling the behavior analysis of the algorithms. In the second group, convolutive mixtures were probed in the acoustics laboratory of LPS at EPUSP. The PP algorithm is proposed, based on the Projection Pursuit technique usually applied in exploratory and clustering environments, for separation of multiple sources as an alternative to conventional ICA. Although the PP algorithm proposed could be applied to separate sources, it couldnt be considered an ICA method, and source extraction is not guaranteed. Finally, experiments validate the studied algorithms.
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Uma contribuição à análise de técnicas de monitoramento de espectro para sistemas PLCAmado, Laryssa Ramos 29 August 2011 (has links)
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Previous issue date: 2011-08-29 / CNPq - Conselho Nacional de Desenvolvimento Científico e Tecnológico / A presente dissertação tem como objetivos principais a discussão e a análise do uso de técnicas de monitoramento de espectro aplicadas a sistemas PLC, para que a ocupação deste espectro seja explicitada. Neste contexto, diversas técnicas de processamento de sinais e inteligência computacional são utilizadas para extrair e selecionar o menor número de características que sejam mais representativas para detecção, a fim de projetar o melhor e menos complexo detector de sinais a ser utilizado inicialmente na faixa de frequência entre 1,705 e 100 MHz, mas que permita futuras modificações para aplicações na faixa entre 1,705 e 250 MHz. Além disso, o problema de monitoramento de espectro para sistemas PLC é formalizado, e questões de investigação são analisadas tanto para dados simulados em MATLAB quanto para dados medidos em campo. O processo de medição destes dados é descrito e suas características são explicitadas. Finalmente, a análise dos resultados obtidos indica a adequabilidade das técnicas aplicadas ao problema em questão, porém indicam necessidade do aprofundamento desta investigação. Desta maneira, este trabalho consiste em um estudo inicial sobre importantes questões pertinentes ao monitoramento de espectro de sistemas PLC. / This master thesis aims to discuss and analyze the use of spectrum sensing techniques applied to PLC systems, in order to explicit the spectrum occupation. These techniques extract and select the least quantity of the most representative signal features in order to project the best detector that presents the lowest computational complexity. In addition to that, the spectrum sensing problem is formalized, and a few investigation questions are analyzed for both synthetic and measured data. The measurement of PLC signals and their characterization is also exposed. Although the analysis of the attained results indicate that the techniques used are suitable for the examined problems, their further investigation is necessary, in order to better understand the PLC environment and the spectrum sensing issues related to it. This work is, therefore, an initial study about the mentioned matters.
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Modelling flood heights of the Limpopo River at Beitbridge Border Post using extreme value distributionsKajambeu, Robert January 2016 (has links)
MSc (Statistics) / Department of Statistics / Haulage trucks and cross border traders cross through Beitbridge border post from
landlocked countries such as Zimbabwe and Zambia for the sake of trading. Because of
global warming, South Africa has lately been experiencing extreme weather patterns
in the form of very high temperatures and heavy rainfall. Evidently, in 2013 tra c
could not cross the Limpopo River because water was
owing above the bridge.
For planning, its important to predict the likelihood of such events occurring in
future. Extreme value models o er one way in which this can be achieved. This study
identi es suitable distributions to model the annual maximum heights of Limpopo
river at Beitbridge border post. Maximum likelihood method and the Bayesian
approach are used for parameter estimation.
The r -largest order statistics was also used in this dissertation. For goodness of
t, the probability and quantile- quantile plots are used. Finally return levels are
calculated from these distributions.
The dissertation has revealed that the 100 year return level is 6.759 metres using
the maximum likelihood and Bayesian approaches to estimate parameters. Empirical
results show that the Fr echet class of distributions ts well the
ood heights data at
Beitbridge border post.
The dissertation contributes positively by informing stakeholders about the socio-
economic impacts that are brought by extreme
flood heights for Limpopo river at Beitbridge border post
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