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Gu, Kangxia. "Testing the rates of Poisson distribution." Ann Arbor, Mich. : ProQuest, 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3213456.
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Thesis (Ph.D. in Statistical Science)--S.M.U.<br>Title from PDF title page (viewed July 6, 2007). Source: Dissertation Abstracts International, Volume: 67-03, Section: B, page: 1504. Advisers: Hon Keung Tony Ng; William R. Schucany. Includes bibliographical references.
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Wang, Ling. "Homogeneity tests for several poisson populations." HKBU Institutional Repository, 2008. http://repository.hkbu.edu.hk/etd_ra/909.
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SILVA, PRISCILLA FERREIRA DA. "A BIVARIATE GARMA MODEL WITH CONDITIONAL POISSON DISTRIBUTION." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2013. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22899@1.
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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>Os modelos lineares generalizados auto regressivos com médias móveis (do inglês GARMA), possibilitam a modelagem de séries temporais de dados de contagem com estrutura de correlação similares aos dos modelos ARMA. Neste trabalho é desenvolvida uma extensão multivariada do modelo GARMA, considerando a especificação de um modelo Poisson bivariado a partir da distribuição de Kocherlakota e Kocherlakota (1992), a qual será denominada de modelo Poisson BGARMA. O modelo proposto é adequado para séries de contagens estacionárias, sendo possível, através de funções de ligação apropriadas, introduzir deterministicamente o efeito de sazonalidade e de tendência. A investigação das propriedades usuais dos estimadores de máxima verossimilhança (viés, eficiência e distribuição) foi realizada através de simulações de Monte Carlo. Com o objetivo de comparar o desempenho e a aderência do modelo proposto, este foi aplicado a dois pares de séries reais bivariadas de dados de contagem. O primeiro par de séries apresenta as contagens mensais de óbitos neonatais para duas faixas de dias de vida. O segundo par de séries refere-se a contagens de acidentes de automóveis diários em dois períodos: vespertino e noturno. Os resultados do modelo proposto, quando comparados com aqueles obtidos através do ajuste de um modelo Gaussiano bivariado Vector Autoregressive (VAR), indicam que o modelo Poisson BGARMA é capaz de capturar de forma adequada as variações de pares de séries de dados de contagem e de realizar previsões com erros aceitáveis, além de produzir previsões probabilísticas para as séries.<br>Generalized autoregressive linear models with moving average (GARMA) allow the modeling of discrete time series with correlation structure similar to those of ARMA’s models. In this work we developed
an extension of a univariate Poisson GARMA model by considerating the specification of a bivariate Poisson model through the distribution presented on Kocherlakota and Kocherlakota (1992), which will be called
Poisson BGARMA model. The proposed model not only is suitable for stationary discrete series, but also allows us to take into consideration the effect of seasonality and trend. The investigation of the usual properties of the maximum likelihood estimators (bias, efficiency and distribution) was performed using Monte Carlo simulations. Aiming to compare the performance and compliance of the proposed model, it was applied to two pairs of series of bivariate count data. The first pair is the monthly counts of neonatal deaths to two lanes of days. The second pair refers to counts of daily car accidents in two distinct periods: afternoon and evening. The results of our model when compared with those obtained by fitting a bivariate Vector Autoregressive Gaussian model (VAR) indicates that the Poisson BGARMA model is able to proper capture the variability of bivariate vectors of real time series of count data, producing forecasts with acceptable errors and allowing one to obtain probability forecasts.
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Wan, Wai-yin. "Analysis of Poisson count data using Geometric Process model." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B37836493.
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Wan, Wai-yin, and 溫慧妍. "Analysis of Poisson count data using Geometric Process model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B37836493.
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Buchmann, Boris. "Decompounding an estimation problem for the compound poisson distribution /." [S.l.] : [s.n.], 2001. http://deposit.ddb.de/cgi-bin/dokserv?idn=962736910.
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van, de Ven Remy Julius. "Estimation in mixed Poisson regression models." Thesis, The University of Sydney, 1996. https://hdl.handle.net/2123/26822.
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This thesis considers estimation of the parameters associated with models for count data displaying over-dispersion relative to the Poisson distribution where the over-dispersion is modelled using mixing. It is divided into seven chapters with Chapters Two to Five specific to the over-dispersed Poisson problem whilst Chapter Seven, which uses results from Chapter Six, is more general. The motivation for some of this work was the modelling of repeat counts of the number of fibres contained on microscopic slides as obtained by asbestos fibre counters and the subsequent estimation of mean fibre concentrations and counter variability.
Chapter One introduces the above mentioned asbestos fibre problem and follows this with an overview of the thesis. In Chapter Two a model for repeated measures count data over-dispersed relative to the Poisson distribution appropriate to the asbestos problem is given. To accommodate the over-dispersion a Poisson random variable is compounded with a positive random variable with mean equal one and variance linked linearly, via a log function, to a set of covariates. Maximum likelihood estimators of the parameters are obtained for the case where the compounding distribution is gamma and extended quasi-likelihood parameter estimators are obtained when the compounding distribution is unspecified. These two sets of parameter estimators are then shown to be comparable in certain circumstances.
In Chapter Three a special case of the general model in Chapter Two with a gamma compounding distribution is considered. Here repeat counts for a “subject” are taken as independent Poisson random variables with constant mean. The means are then modelled as independent observations from a gamma distribution. Two sets of moment estimators for the parameters of the model are obtained and generalized variances of the limiting distribution of the moment estimators are compared with the corresponding quantity for the maximum likelihood estimators. Also in this chapter we derive asymptotic results that explain some of the erratic behaviour of the moment estimators.
Chapter Four considers the estimation of the shape parameter of the negative binomial distribution (NBD), this distribution being a special case of the model in Chapter Three. Here the results are given for a simulation study comparing four estimators for the shape parameter of the NBD distribution. Two criteria are used to compare the estimates obtained in the simulations, one being the traditional moment based criterion whilst the other is based on a new measure termed the “percentile measure”. This measure, based on the difference between the percentiles of the true and estimated distribution function, is argued to be more appropriate in many cases.
In Chapter Five we continue studying the NBD and obtain some quantile related results. First we obtain bounds for the median in terms of the mean that are improvements on the bounds obtained by Payton, Young and Young (1989). Second we obtain percentile related bounds for the mean and use this to obtain a robust estimator for the mean of the NBD when the shape parameter is known.
The remaining two chapters are devoted to robust estimation in (generalized) linear mixed models. In Chapter Six a modification to the Fellner (1991) procedure for robustly estimating variance components in normal linear mixed models is proposed and studied. Also given is a robust moment based method. These robust methods are then applied in Chapter Seven to the generalized linear mixed model to obtain robust parameter estimators and the behaviour of these new estimators is studied via a simulation study.
From this simulation study in Chapter Seven it is concluded that the extension to generalized linear mixed models of the modification to Fellner’s method has merit.
There should though be scope for improvement in the method and this could be a subject for further research. In particular, a possible mechanism for achieving an improvement would be to have more robust starting values for the variance components in the iterative procedure proposed. One solution would be to develop quantile based variance components estimates in the generalized linear mixed model and to use these as starting values.
Another project for further research would be to obtain expressions for the variances of the fixed effects estimates for the linear mixed model obtained using the Fellner (1991) method. This would necessarily be an asymptotic result and of interest in its own right. However, once this was available the modified Fellner method of Chapter Six and its extension to generalized linear mixed models given in Chapter Seven could be improved. This is the case as the modification to Fellner’s method given in Chapter Six currently uses for these values the variances of the BLUP estimates of the fixed effects.
Finally, an alternative robust estimation procedure based on the results of Windham (1995) could be another subject for further research. That paper, which assumes the data are independent and identically distributed (iid), proposes an estimation procedure that weights datum according to the value of the estimated likelihood at that datum point. The procedure seems to have merit based on the examples considered in Windham’s paper, which include some skewed distributions (e.g. gamma). Further research could consider extending the results to the non it'd
case, in particular data from generalized linear mixed model problems. It may be possible using such a procedure in generalized linear mixed model cases to reduce some of the bias that is inherent in procedures based on Winsorization.
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Pfister, Mark. "Distribution of a Sum of Random Variables when the Sample Size is a Poisson Distribution." Digital Commons @ East Tennessee State University, 2018. https://dc.etsu.edu/etd/3459.
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A probability distribution is a statistical function that describes the probability of possible outcomes in an experiment or occurrence. There are many different probability distributions that give the probability of an event happening, given some sample size n. An important question in statistics is to determine the distribution of the sum of independent random variables when the sample size n is fixed. For example, it is known that the sum of n independent Bernoulli random variables with success probability p is a Binomial distribution with parameters n and p: However, this is not true when the sample size is not fixed but a random variable. The goal of this thesis is to determine the distribution of the sum of independent random variables when the sample size is randomly distributed as a Poisson distribution. We will also discuss the mean and the variance of this unconditional distribution.
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Rodrigues, Cristiane. "Distribuições em série de potências modificadas inflacionadas e distribuição Weibull binominal negativa." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-28062011-095106/.
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Neste trabalho, alguns resultados, tais como, função geradora de momentos, relações de recorrência para os momentos e alguns teoremas da classe de distribuições em séries de potencias modificadas (MPSD) proposta por Gupta (1974) e da classe de distribuições em séries de potências modificadas inflacionadas (IMPSD) tanto em um ponto diferente de zero como no ponto zero são apresentados. Uma aplicação do Modelo Poisson padrão, do modelo binomial negativo padrão e dos modelos inflacionados de zeros para dados de contagem, ZIP e ZINB, utilizando-se as técnicas dos MLGs, foi realizada para dois conjuntos de dados reais juntamente com o gráfico normal de probabilidade com envelopes simulados. Também foi proposta a distribuição Weibull binomial negativa (WNB) que é bastante flexível em análise de dados positivos e foram estudadas algumas de suas propriedades matemáticas. Esta é uma importante alternativa para os modelos Weibull e Weibull geométrica, sub-modelos da WNB. A demostração de que a densidade da distribuição Weibull binomial negativa pode ser expressa como uma mistura de densidades Weibull é apresentada. Fornecem-se, também, seus momentos, função geradora de momentos, gráficos da assimetria e curtose, expressoes expl´citas para os desvios médios, curvas de Bonferroni e Lorenz, função quantílica, confiabilidade e entropia, a densidade da estat´stica de ordem e expressões explícita para os momentos da estatística de ordem. O método de máxima verossimilhança é usado para estimar os parametros do modelo. A matriz de informação esperada ´e derivada. A utilidade da distribuição WNB está ilustrada na an´alise de dois conjuntos de dados reais.<br>In this paper, some result such as moments generating function, recurrence relations for moments and some theorems of the class of modified power series distributions (MPSD) proposed by Gupta (1974) and of the class of inflated modified power series distributions (IMPSD) both at a different point of zero as the zero point are presented. The standard Poisson model, the standard negative binomial model and zero inflated models for count data, ZIP and ZINB, using the techniques of the GLMs, were used to analyse two real data sets together with the normal plot with simulated envelopes. The new distribution Weibull negative binomial (WNB) was proposed. Some mathematical properties of the WNB distribution which is quite flexible in analyzing positive data were studied. It is an important alternative model to the Weibull, and Weibull geometric distributions as they are sub-models of WNB. We demonstrate that the WNB density can be expressed as a mixture of Weibull densities. We provide their moments, moment generating function, plots of the skewness and kurtosis, explicit expressions for the mean deviations, Bonferroni and Lorenz curves, quantile function, reliability and entropy, the density of order statistics and explicit expressions for the moments of order statistics. The method of maximum likelihood is used for estimating the model parameters. The expected information matrix is derived. The usefulness of the new distribution is illustrated in two analysis of real data sets.
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Gagnon, Karine. "Distribution et abondance des larves d'éperlan arc-en-ciel (Osmerus mordax) au lac Saint-Jean /." Thèse, Chicoutimi : Université du Québec à Chicoutimi, 2005. http://theses.uqac.ca.
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余秋萍 and Chau-ping Yu. "Screening method." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B31977558.
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Arruda, Marcelo Leme de. "Poisson, Bayes, Futebol e DeFinetti." Universidade de São Paulo, 2000. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-19072012-112940/.
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Nesta dissertação é abordado o problema de previsões probabilísticas para eventos tricotômicos, além da questão de comparação de qualidade das previsões através de curvas de calibração e da Medida de DeFinetti. É feita uma aplicação paraprevisões de resultados de futebol<br>This dissertation deals with the problem of probabilistic previsions for tricotomic events, in addiction with the question of comparison of quality of the previsions, by using calibration curves and the DeFinetti Measure. An application is developed for previsions of soccer games results.
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Molina, Gustavo Jose. "Triboemission From Ceramics: Charge Intensity and Energy Distribution Characterizations." Diss., Virginia Tech, 2000. http://hdl.handle.net/10919/28217.
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Lubrication of ceramics is a difficult and not completely solved problem. Ceramics do not respond to conventional lubricants which are designed to function by a chemical reaction with the surface. There is, accordingly, increased interest in the development of lubrication alternatives for ceramics, and in understanding the tribochemical fundamentals by which new lubrication processes can be designed and controlled. In particular, the mechanism of tribopolymerization for some addition-type monomers is thought to be initiated and controlled by triboemitted low-energy electrons.
This Ph.D. dissertation presents the experimental work carried out at the Virginia Polytechnic Institute and State University for the characterization of charge intensity and energy distribution of charged-particles triboemitted from sliding contacts of ceramics.
A review is presented of research work on tribochemistry and, in particular, on tribopolymerization as a lubrication mechanism. Relevant literature is also reviewed on the phenomena of exoemission, triboemission and fractoemission of charged-particles. The design, construction and development of a new instrument and data acquisition system to carry out triboemission measurements under high vacuum and for controlled load, sliding speed and retarding grid-voltage is described.
The charge intensity is characterized of the particles triboemitted from two related ceramics, alumina and sapphire, and from one metallic material, i.e., aluminum, when scratched by a diamond pin.
In the case of alumina, triboemitted-charge intensity also is studied by sliding contact of an alumina ball. Burst-type negatively-charged particle triboemission was observed from diamond-on-alumina, diamond-on-sapphire, and alumina-on-alumina sliding contacts. The different crystalline structure, i.e., of alumina and sapphire, does not appear to be a factor in electron triboemission. In general, large bursts of electron triboemission may appear superimposed on a constant lower level of small-burst emission. This constant level, being higher than background-noise, does not vary between different ceramic specimens, while maximum levels of triboemission-bursts differ by two orders of magnitude between different specimens. The characteristic decay-time of the triboemission bursts is found of about 100ms. Lower-level decaying post-contact emission of negatively-charged particles from ceramics is observed.
Low negatively-charged triboemission was observed from diamond-on-aluminum sliding contacts. The positively-charged triboemission from these sliding material systems was also measured. Low positive-ion emission, barely above background level, was observed for the diamond-on-ceramics and alumina-on-alumina systems.
The retarded-energy spectra of the negatively-charged particle triboemissions from ceramics were also obtained. Such spectra show decaying rates of triboemission for increasing minimum energy of the triboemitted particles: an important fraction of the total electron triboemission is produced in the zero to 5eVolts energy-range, with a decaying tail extending beyond the test maximum level of 48 Volts.
These experimental measurements are discussed with a focus on the possible role of triboemitted charged-particles in tribopolymerization as a mechanism of ceramic lubrication. It is concluded that low-energy electrons are emitted in bursts from ceramics under sliding contact, the essential first step in the hypotheses of tribopolymerization of certain addition-type monomers, while positively-charged emission is negligible. These findings strongly support tribopolymerization results from previous research.
A frequency domain analysis of the triboemission data is carried out. For the electron-triboemission outputs, a characteristic pattern is found for the experimentally estimated frequencies of occurrence of the triboemitted particles. A new probability distribution, called "Convoluted Poisson" is developed to describe this triboemission data. Good agreement is found between the probabilities of triboemitted-particle occurrence, as predicted by such distribution, and the experimental probabilities estimated from triboemission outputs. The significance of the two parameters defining this "Convoluted Poisson" distribution is explored and discussed with a focus on basic surface-change phenomena.<br>Ph. D.
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Costa, Eliardo Guimarães da. "Aspectos estatísticos da amostragem de água de lastro." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-06052013-172123/.
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A água de lastro de navios é um dos principais agentes dispersivos de organismos nocivos à saúde humana e ao meio ambiente e normas internacionais exigem que a concentração desses organismos no tanque seja menor que um valor previamente especificado. Por limitações de tempo e custo, esse controle requer o uso de amostragem. Sob a hipótese de que a concentração desses organismos no tanque é homogênea, vários autores têm utilizado a distribuição Poisson para a tomada de decisão com base num teste de hipóteses. Como essa proposta é pouco realista, estendemos os resultados para casos em que a concentração de organismos no tanque é heterogênea utilizando estratificação, processos de Poisson não-homogêneos ou assumindo que ela obedece a uma distribuição Gama, que induz uma distribuição Binomial Negativa para o número de organismos amostrados. Além disso, propomos uma nova abordagem para o problema por meio de técnicas de estimação baseadas na distribuição Binomial Negativa. Para fins de aplicação, implementamos rotinas computacionais no software R<br>Ballast water is a leading dispersing agent of harmful organisms to human health and to the environment and international standards require that the concentration of these organisms in the tank must be less than a prespecified value. Because of time and cost limitations, this inspection requires the use of sampling. Under the assumption of an homogeneous organism concentration in the tank, several authors have used the Poisson distribution for decision making based on hypothesis testing. Since this proposal is unrealistic, we extend the results for cases in which the organism concentration in the tank is heterogeneous, using stratification, nonhomogeneous Poisson processes or assuming that it follows a Gamma distribution, which induces a Negative Binomial distribution for the number of sampled organisms. Furthermore, we propose a novel approach to the problem through estimation techniques based on the Negative Binomial distribution. For practical applications, we implemented computational routines using the R software
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Cox, Dennis R. "A business approach for detecting shifts in defect counts modeled by the Poisson distribution /." Available to subscribers only, 2006. http://proquest.umi.com/pqdweb?did=1136092151&sid=8&Fmt=2&clientId=1509&RQT=309&VName=PQD.
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Wan, Chung-him, and 溫仲謙. "Analysis of zero-inflated count data." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B43703719.
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Wan, Chung-him. "Analysis of zero-inflated count data." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43703719.
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Rocha, Dimas Francisco. "Pontos aleatórios na natureza: uma introdução aos processos de Poisson e suas aplicações." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/55/55136/tde-29102018-115306/.
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Neste trabalho é apresentado o processo de Poisson, através de exemplos existentes e identificados na natureza e em situações presentes no cotidiano. A distribuição de Poisson foi desenvolvida pelo matemático Siméon Denis Poisson com o intuito de aplicar a teoria das probabilidades em julgamentos criminais. Atualmente é possível aplicar este conceito em problemas que envolvem de modo geral fenômenos aleatórios de chegadas, desenvolvimento em colônia de bactérias, dentre outros. O processo de Poisson consiste em um modelo probabilístico adequado para um grande número de fenômenos observáveis e é de grande importância no estudo da teoria das filas. Ao longo do texto serão apresentadas e discutidas definições, axiomas e condições a fim de esclarecer e facilitar o entendimento do assunto. Uma série de exemplos são detalhados, demonstrando assim o amplo número de possibilidades de aplicações dessa teoria.<br>This work the Poisson process was presented and some examples exist and identified in the nature and in situations present in the daily. The Poisson distribution was developed by the mathematician Siméon Denis Poisson in order to apply Probability Theory in criminal trials. At present, it is possible to apply these concep to problems that involve, in general, random phenomena of arrivals, development in colony of bacteria, among others. The Poisson process consists of a suitable probabilistic model for a large number of observable phenomena and is of great importance in the study of queue theory. Throughout the text will be presented and discussed definitions, axioms and conditions in order to clarify and facilitate the understanding of the subject. Some examples that were detailed, thus demonstrating the larger number of possibilities of applications of this theory.
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Vergne, Nicolas Prum Bernard. "Chaînes de Markov régulées et approximation de Poisson pour l'analyse de séquences biologiques." S. l. : Evry-Val d'Essonne, 2008. http://www.biblio.univ-evry.fr/theses/2008/2008EVRY0006.pdf.
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Viola, Denise Nunes. "Redução no vício da distribuição da deviance para dados de contagem." Universidade de São Paulo, 2001. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-26032002-113122/.
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Dados de contagem podem ser considerados, em geral, como provenientes de uma distribuição de Poisson. Neste contexto, a análise de tais dados apresenta certas dificuldades, pois não segue algumas pressuposições básicas para o ajuste de um modelo matemático. Desse modo, algumas transformações são sugeridas, mas nem sempre bons resultados são obtidos. No enfoque de Modelos Lineares Generalizados, a estatística que mede a qualidade do ajuste do modelo para os dados é chamada deviance. Porém, a distribuição da deviance é, em geral, desconhecida. No entanto, para dados com distribuição de Poisson, pode-se mostrar que a distribuição da deviance se aproxima de uma distribuição ?2, mas tal aproximação não é boa para tamanhos pequenos de amostra. Para melhorar essa aproximação, alguns fatores de correção para os dados são sugeridos, mas os resultados obtidos ainda não são satisfatórios. Assim, o objetivo deste trabalho é propor um novo fator de correção para os dados seguindo uma distribuição de Poisson, de modo a se obter uma melhora na distribuição da deviance para qualquer tamanho de amostra. Para isto, será adicionada uma constante à variável resposta e, através do valor esperado da deviance, calcula-se tal constante de modo a reduzir o erro cometido na aproximação. Para verificar a melhora na aproximação da distribuição da deviance a uma distribuição qui-quadrado, dados de uma distribuição de Poisson são simulados e o valor da deviance é calculado. QQ-plots são construídos para a comparação com a distribuição qui-quadrado.<br>Analysis of count data presents, in general, can be supposed coming from a Poisson distribution. The analysis of such data have some problems once the underlying distribution of them does not follow the basic assumptions to fit a model. Some tranformations can be suggested, but good results are not always obtained. In the approach of the Generalized Linear Models, the deviance is the statistics that measures the goodness of fit, but its distribution is unknown. Furthermore, considering Poisson distribution data, it is possible to approximate the distribution of the deviance for a chi-square distribution, but such approximation is not good for small sample size. In order of improve this approximation, corrections for the data are suggested, but the results are not good yet. Then, the aim of this work is to propose a new correction factor for data following a Poisson distribution in order to obtain an improvement in the distribution of the deviance for any sample size. For this, just adding a constant at the response variable and, through the expected value of the deviance, such constant is obtained in order to reduce the error in the aproximation. Simulated data from the Poisson distribution were made to calculate the deviance with and without the correction and QQ-plots were used to compare the values of the deviance with the chi-square distribution.
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Ho, Pak-kei. "Parametric and non-parametric inference for Geometric Process." Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B31483859.
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Che, Suisui. "Study on a Hierarchy Model." FIU Digital Commons, 2012. http://digitalcommons.fiu.edu/etd/611.
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The statistical inferences about the parameters of Binomial-Poisson hierarchy model are discussed. Based on the estimators of paired observations we consider the other two cases with extra observations on both the first and second layer of the model. The MLEs of lambda and p are derived and it is also proved the MLE lambda is also the UMVUE of lambda. By using multivariate central limit theory and large sample theory, both the estimators based on extra observations on the first and second layer are obtained respectively. The performances of the estimators are compared numerically based on extensive Monte Carlo simulation. Simulation studies indicate that the performance of the estimators is more efficient than those only based on paired observations. Inference about the confidence interval for p is presented for both cases. The efficiency of the estimators is compared with condition given that same number of extra observations is provided.
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Ho, Pak-kei, and 何柏基. "Parametric and non-parametric inference for Geometric Process." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B31483859.
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Comte, Lise. "Changements globaux et distribution spatiale des espèces de poisson d'eau douce : observations récentes et prédictions futures." Toulouse 3, 2013. http://thesesups.ups-tlse.fr/2258/.
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Les changements climatiques actuels reçoivent une attention grandissante mais leurs impacts sur la biodiversité restent mal appréhendés. Cette thèse a permis de mettre en évidence une réponse cohérente des poissons d'eau douce au réchauffement climatique des dernières décennies se traduisant par des remontées en altitudes et vers les sources. Il est cependant apparu que des facteurs non-climatiques avaient majoritairement contribué aux changements observés, ce qui pourrait indiquer l'existence de délais importants dans la réponse des espèces et avoir des conséquences importantes pour leur capacité à faire face aux changements climatiques à venir. Néanmoins, certains mécanismes en lien avec des caractéristiques clés des espèces et leur histoire évolutive semblent conditionner leur capacité à persister in situ ou à suivre leur niche climatique. Ces résultats pourraient avoir des implications importantes quant à notre capacité à anticiper les changements à venir et à initier des politiques de gestion adaptées, dont les missions futures ne peuvent désormais plus être conçues sans tenir compte de l'évolution du climat<br>Despite increasing recognition that recent climate changes are influencing biodiversity, the specific impacts of those changes are still largely unknown. This thesis highlights systematic stream fish species shifts towards higher elevation and upstream habitats, consistent with the geographic variation associated with climate change. The results demonstrated, however, that patterns in climate-driven range shifts were less marked than those attributed to non-climatic drivers, suggesting more severe longer-term effects of climate warming on stream fish and profound consequences on the ability of species to cope with future climate modifications. Nevertheless, the results also provide evidence that several mechanisms are linked to species' evolutionary history and some key biological and ecological traits, allowing species to persist in situ or to track their climatic niche through space. These research findings improve our ability to anticipate future climate change-induced impacts and will assist with initiating effective conservation and management strategies, which can no longer be effectively designed without taking into account climate change
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Boiça, Neto Arlindo Leal. "Distribuição espacial e amostragem sequencial de Stegasta bosquella (Chambers, 1875) (Lepidoptera:Gelechiidae) e Enneothrips Flavens Moulton, 1941 (Thysanoptera: Thripidae), em amendoim de porte rasteiro /." Jaboticabal, 2016. http://hdl.handle.net/11449/144633.
Full textAbstract:
Orientador: José Carlos Barbosa<br>Banca: Daniel Junior de Andrade<br>Banca: Francisco Jorge Cividanes<br>Banca: José Roberto Scarpellini<br>Banca: Marcelo Francisco Arantes Pereira<br>Resumo: O amendoim é cultivado em vários estados no Brasil sendo São Paulo o maior produtor, seguido da Bahia e Mato Grosso. Semeadas em épocas diferentes conforme a região do cultivo, a área cultivada do amendoim na safra de 2014/15 no Brasil abrangeu uma área de 107,4 mil hectares, com uma produção média de 3140 kg ha⁻¹. Duas pragas destacam-se pela importância nessa cultura, sendo a lagarta-do-pescoço-vermelho, Stegasta bosquella (Chambers, 1875) (Lepidoptera: Gelechiidae) e o tripes-do-prateamento, Enneothrips flavens Moulton, 1941 (Thysanoptera: Thripidae) por causarem elevados prejuízos econômicos ao agricultor. Na literatura, poucas informações são relatadas de amostragens de pragas no amendoinzeiro. Assim, associando-se esse fato a importância das duas pragas na cultura do amendoim, se fez necessário um estudo por meio de modelos probabilísticos para avaliar as suas distribuições espaciais e amostragens sequenciais, gerando assim futuras informações aos agricultores para o manejo integrado de pragas nessa cultura. Os experimentos foram conduzidos nos anos de 2013/2014 e 2014/2015, em Jaboticabal - SP, utilizando uma área de 1,08 ha, subdividida em 100 parcelas iguais de 108 m² (10,0 x 10,8 m). Em cada parcela foram avaliadas cinco plantas ao acaso, considerando a presença ou não de insetos de S. bosquella e E. flavens. Pelos dados, observaram-se uma distribuição agregada ou moderadamente agregada de E. flavens e uma distribuição aleatória de S. bosquella; o modelo de distribu... (Resumo completo, clicar acesso eletrônico abaixo)<br>Abstract: The Peanuts are grown in several states in Brazil and São Paulo is the largest producer, followed by Bahia and Mato Grosso. Sown at different times as the growing region, the cultivated peanut area in 2014/15 crop in Brazil covered an area of 107,400 hectares, with an average production of 3140 kg ha⁻¹. Two pests stand out the importance that culture, and the red-necked peanut worm, Stegasta bosquella (Chambers, 1875) (Lepidoptera: Gelechiidae) and silvering thrips, Enneothrips flavens Moulton, 1941 (Thysanoptera: Thripidae) to cause high economic losses to the farmer. In the literature, little information is reported samplings pest in groundnut. Thus, associating this fact the importance of the two pests in peanut crop, a study using probabilistic models to assess their spatial and sequential sampling distributions made necessary, thus generating further information to farmers for the integrated pest management that culture. The experiments were conducted in the years 2013/2014 and 2014/2015, in Jaboticabal - SP, using an area of 1,08 ha, divided into 100 equal installments of 108 m² (10,0 x 10,8 m). In each plot were evaluated 5 randomly plants considering the presence or absence of E. flavens insects and S. bosquella. From the data, they observed an aggregate or aggregate distribution moderately E. flavens and a random distribution S. bosquella; the distribution model best fit for E. flavens was the negative binomial and larvae of S. bosquella the Poisson distribution model. These results allowed the development of sequential sampling plans in which, thrips and caterpillars have two lines: an upper (S1 = 6.3072 + 1.0680 N), (S1 = 3.2134 + 0.3274 N), the from which it is recommended to control; and bottom (S0 = -6.3072 + 1.0680 N) (S0 = -3.2134 + 0.3274 N), in which control is not recommended, respectively. The results ... (Complete abstract click electronic access below)<br>Doutor
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Viola, Denise Nunes. "Detecção e modelagem de padrão espacial em dados binários e de contagem." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-21052007-151131/.
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A distribuição espacial de insetos e doenças em campos comerciais é importante, por exemplo, para aplicação racional de pesticidas. Entretanto, não tem sido considerada nas recomendações de manejo da cultura, planejamento de experimentos e estudos amostrais, sendo escassa literatura a esse respeito. Os artigos apresentados nessa tese foram motivados por duas situações diferentes, uma envolvendo dados de contagem e a outra, dados binários. Os dois modelos diferem em relação às estratégias da descrição da estrutura de dependência espacial. No primeiro artigo, a variável resposta é contagem. Para caracterizar o padrão espacial da dispersão do tripes do prateamento da cebola foi feito um levantamento anotando-se o número de insetos por fase de desenvolvimento em folhas de plantas de cebola, em diferentes datas e pontos amostrais dentro de quatro propriedades com fazendas vizinhas apresentando diferentes níveis de infestação e métodos de plantio. O teste de aleatorização de Mantel foi utilizado para testar a presença de padrão espacial, que quando detectado foi descrito por um modelo de Poisson misto espacial com componente aleatório geoestatístico. Tal modelo possibilitou a caracterização do padrão espacial bem como a obtenção de mapas de predição dos níveis de susceptibilidade à infestação na área. No segundo artigo a variável resposta é binária e foi feito um estudo de simulação para verificar o comportamento dos estimadores de pseudo-verossimilhança dos parâmetros do modelo autologístico, considerando diferentes estruturas de covariáveis e de vizinhança, três intensidades de infestação de uma praga e cinco valores para o parâmetro de correlação entre os vizinhos. Uma aplicação dos modelos considerados no estudo de simulação é feita a um conjunto de dados provenientes de um experimento com pimentão. Mostra-se que o método de estimação por pseudo-verossimilhança pode ser usado, com certa cautela, quando o interesse está na contribuição das covariáveis, mas não deve ser usado quando o interesse está na estimação da correlação espacial. Um estudo com diferentes porcentagens de dados faltantes foi feito para verificar a influência na estimação do parâmetro.<br>The spatial distribution of insects and diseases in commercial fields is important for the efficient application of pesticides. However, in the past this has not been considered in crop management recommendations, experiment planning and sampling plans. The papers presented in this thesis were motivated by two different situation, one envolving count data and the other binary data. The two models used differ in relation to the strategies of the description of the spatial dependence structure. In the the first paper the response variable is a count. In order to characterize the spatial distribution pattern of the onion thrips a survey was carried out to record the number of insects in each development phase on onion plant leaves, on different dates and sample locations, in four rural properties with neighboring farms with different infestation levels and planting methods. The Mantel randomization test was used to test for spatial correlation, and when detected this was modelled by a mixed spatial Poisson model with a geostatistic random component. This model has allowed a spatial pattern characterization as well as the production of prediction maps of susceptibility to levels of infestation in the area. In the second paper the response variable is binary. In this paper a simulation study on pseudo-likelihood estimators of autologistic parameters to verify the effect of different covariate and neighbouring structures is described, with three pest infestation levels and five different spatial correlation coefficient values. An application of the methodology is presented using a bell pepper data set. It is shown that the pseudo-likelihood method can be used when a researcher is interested in the effect of covariates, but should not be used for the estimation of the spatial correlation. A study with different percentages of missing data is made to verify the influency on parameter estimation.
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ESPINOZA, SERGIO EDUARDO CONTRERAS. "STATE SPACE MODEL FOR TIME SERIES WITH BIVARIATE POISSON DISTRIBUTION: AN APPLICATION OF DURBIN-KOOPMAN METODOLOGY." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5470@1.
Full textAbstract:
CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>ORGANIZAÇÕES DOS ESTADOS AMERICANOS<br>UNIVERSIDAD DEL BÍO-BÍO<br>Nesta tese, consideramos um modelo de espaço de estado
bivariado para dados
de contagem. A abordagem usada para resolver integrais não-
analíticas
que se apresentam no modelo é uma natural extensão da
metodologia proposta
por Durbin & Koopman - (DK), no sentido de que o Modelo
Gaussiano
Aproximador deve possuir algumas matrizes de covariâncias
diagonais. Esta
modificação traz a vantagem de viabilizar o uso do
tratamento univariado
para séries multivariadas com as recursões de Kalman, o
qual, como se sabe,
é mais eficiente do que o tratamento usual e facilita o
uso de inicializações
exatas destas mesmas recursões. O vetor de estado do
modelo proposto é
definido usando-se abordagem estrutural, onde os elementos
do vetor de estado
têm interpretação direta como tendência e sazonalidade.
Apresentamos
exemplos simulados e reais para ilustrar o modelo.<br>In this thesis we consider a state space model for
bivariate observations of
count data. The approach used to solve the non analytical
integrals that
appears as the solution of the resulting non-Gaussian
filter is a natural
extension of the methodology advocated by Durbin and
Koopman (DK).
In our approach the aproximated Gaussian Model (AGM), has
a diagonal
Covariance matrix, while in the original DK, this is a
full matrix. This modification make it possible to use
univariate Kalman recursoes to construct
the AGM, resulting in a computationally more efficient
solution for the estimation
of a Bivariate Poisson model. This also facilitates the
use of exact
initialization of those recursions.
The state vector is specified using the structural
approach, where the
state elements are components which have direct
interpretation, such as
trend and seasonals. In our bivariate set up the
dependence between the
bivariate vector of time series is accomplished by use of
common components
which drive both series. We present both simulation and
real life examples
illustrating the use of our model.
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Cartailler, Jérôme. "Asymptotic of Poisson-Nernst-Planck equations and application to the voltage distribution in cellular micro-domains." Thesis, Paris 6, 2017. http://www.theses.fr/2017PA066297/document.
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Dans cette thèse j’étudie l’impact de la géométrie de micro et nano-domaines biologiques sur les propriétés d'électrodiffusion, ceci à l'aide des équations aux dérivées partielles de Poisson-Nernst-Planck. Je considère des domaines non-triviaux ayant une forme cuspide ou elliptique. Mon objectif est de développer des modèles ainsi que des méthodes mathématiques afin d'étudier les caractéristiques électriques de ces nano/micro-domaines, et ainsi mieux comprendre comment les signaux électriques sont modulés à ces échelles. Dans la première partie j’étudie le voltage à l'équilibre pour un électrolyte dans un domaine borné, et ayant un fort excès de charges positives. Je montre que le premier temps de sortie dans une boule chargée dépend de la surface et non du volume. J’étudie ensuite la géométrie composées d'une boule à laquelle est attachée un domaine cuspide. Je construis ensuite une solution asymptotique pour le voltage dans les cas 2D et 3D et je montre qu’ils sont donnés au premier ordre par la même expression. Enfin, j’obtiens la même conclusion en considérant une géométrie formée d'une ellipse, dont je construis une solution asymptotique du voltage en 2D et 3D. La seconde partie porte sur la modélisation de la compartimentalisation électrique des épines dendritiques. A partir de simulations numériques, je mets en évidence le lien entre la polarisation de concentration dans l'épine et sa géométrie. Je compare ensuite mon modèle à des données de microscopie. Je développe une méthode de déconvolution pour extraire la dynamique rapide du voltage à partir des données de microscopie. Enfin j’estime la résistance du cou et montre que celle-ci ne suit pas la loi d'Ohm<br>In this PhD I study how electro-diffusion within biological micro and nano-domains is affected by their shapes using the Poisson-Nernst-Planck (PNP) partial differential equations. I consider non-trivial shapes such as domains with cusp and ellipses. Our goal is to develop models, as well as mathematical tools, to study the electrical properties of micro and nano-domains, to understand better how electrical neuronal signaling is regulated at those scales. In the first part I estimate the steady-state voltage inside an electrolyte confined in a bounded domain, within which we assume an excess of positive charge. I show the mean first passage time in a charged ball depends on the surface and not on the volume. I further study a geometry composed of a ball with an attached cusp-shaped domain. I construct an asymptotic solution for the voltage in 2D and 3D and I show that to leading order expressions for the voltage in 2D and 3D are identical. Finally, I obtain similar conclusion considering an elliptical-shaped domain for which I construct an asymptotic solution for the voltage in 2D and 3D. In the second part, I model the electrical compartmentalization in dendritic spines. Based on numerical simulations, I show how spines non-cylindrical geometry leads to concentration polarization effects. I then compare my model to experimental data of microscopy imaging. I develop a deconvolution method to recover the fast voltage dynamic from the data. I estimate the neck resistance, and we found that, contrary to Ohm's law, the spine neck resistance can be inversely proportional to its radius
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Mejjati-Alami-Lahlou, Nabila. "Distribution cellulaire et subcellulaire de la ciguatoxine chez le poisson et action toxicologique chez le poussin." Bordeaux 1, 1985. http://www.theses.fr/1985BOR10530.
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Petrauskienė, Jūratė. "Poisson type approximations for sums of dependent variables." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2011. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20110307_144536-76639.
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Our aim is to investigate Poisson type approximations to the sums of dependent integer-valued random variables. In this thesis, only one type of dependence is considered, namely m-dependent random variables. The accuracy of approximation is measured in the total variation, local, uniform (Kolmogorov) and Wasserstein metrics.
Results can be divided into four parts. The first part is devoted to 2-runs, when pi=p. We generalize Theorem 5.2 from A.D. Barbour and A. Xia “Poisson perturbations” in two directions: by estimating the second order asymptotic expansion and asymptotic expansion in the exponent. Moreover, lower bound estimates are established, proving the optimality of upper bound estimates. Since, the method of proof does not allow to get small constants, in certain cases, we calculate asymptotically sharp constants.
In the second part, we consider sums of 1-dependent random variables, concentrated on nonnegative integers and satisfying analogue of Franken's condition. All results of this part are comparable to the known results for independent summands.
In the third part, we consider Poisson type approximations for sums of 1-dependent symmetric three-point distributions. We are unaware about any Poisson-type approximation result for dependent random variables, when symmetry of the distribution is taken into account.
In the last part, we consider 1-dependent non-identically distributed Bernoulli random variables. It is shown, that even for this simple... [to full text]<br>Disertacijoje tiriamas diskrečių m-priklausomų atsitiktinių dydžių aproksimavimo Puasono tipo matais tikslumas. Silpnai priklausomų atsitiktinių dydžių sumos yra natūralus nepriklausomų atsitiktinių dydžių sumų apibendrinimas. Vis dėlto atsitiktinių dydžių priklausomybė žymiai pasunkina tokių sumų tyrimą. Disertacijoje pagrindinis dėmesys skiriamas dviparametrėms ir triparametrėms diskrečiosioms aproksimacijoms.
Gautus rezultatus galima suskirstyti į keturias dalis. Pirmoje dalyje nagrinėjant dviejų narių serijų statistikos aproksimaciją Puasono ir sudėtiniais Puasono skirstiniais buvo nustatyta, kad dviparametrė sudėtinė Puasono aproksimacija yra tikslesnė už Puasono dėsnio asimptotinį skleidinį su vienu asimptotikos nariu. Aproksimacijos tikslumas įvertintas pilnosios variacijos ir lokalioje metrikoje. Specialiu atveju apskaičiuotos asimptotiškai tikslios konstantos. Taip pat nustatyta, kad gautieji įverčiai iš apačios yra tos pačios eilės, kaip ir įverčiai iš viršaus.
Antroje dalyje buvo gauta, kad sveikaskaičiai atsitiktiniai dydžiai, tenkinantys Frankeno sąlygos analogą, gali būti naudojami perėjimui nuo m-priklausomų prie 1-priklausomų atsitiktinių dydžių. Nustatyta, kad ženklą keičiančios sudėtinės Puasono aproksimacijos yra tokios pačios tikslumo eilės, kaip žinomi rezultatai nepriklausomų atsitiktinių dydžių sumoms.
Trečioje dalyje nustatyta, kad kai atsitiktiniai dydžiai yra simetriniai, tuomet sudėtinio Puasono aproksimacijos tikslumas yra daug geresnis nei... [toliau žr. visą tekstą]
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ZHANG, XIAOYI. "ESTIMATING PEAKING FACTORS WITH POISSON RECTANGULAR PULSE MODEL AND EXTREME VALUE THEORY." University of Cincinnati / OhioLINK, 2005. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1123875661.
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Yu, Fu. "On statistical analysis of vehicle time-headways using mixed distribution models." Thesis, University of Dundee, 2014. https://discovery.dundee.ac.uk/en/studentTheses/d101df63-b7db-45b6-8a03-365b64345e6b.
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For decades, vehicle time-headway distribution models have been studied by many researchers and traffic engineers. A good time-headway model can be beneficial to traffic studies and management in many aspects; e.g. with a better understanding of road traffic patterns and road user behaviour, the researchers or engineers can give better estimations and predictions under certain road traffic conditions and hence make better decisions on traffic management and control. The models also help us to implement high-quality microscopic traffic simulation studies to seek good solutions to traffic problems with minimal interruption of the real traffic environment and minimum costs. Compared within previously studied models, the mixed (SPM and GQM) mod- els, especially using the gamma or lognormal distributions to describe followers headways, are probably the most recognized ones by researchers in statistical stud- ies of headway data. These mixed models are reported with good fitting results indicated by goodness-of-fit tests, and some of them are better than others in com- putational costs. The gamma-SPM and gamma-GQM models are often reported to have similar fitting qualities, and they often out-perform the lognormal-GQM model in terms of computational costs. A lognormal-SPM model cannot be formed analytically as no explicit Laplace transform is available with the lognormal dis- tribution. The major downsides of using mixed models are the difficulties and more flexibilities in fitting process as they have more parameters than those single models, and this sometimes leads to unsuccessful fitting or unreasonable fitted pa- rameters despite their success in passing GoF tests. Furthermore, it is difficult to know the connections between model parameters and realistic traffic situations or environments, and these parameters have to be estimated using headway samples. Hence, it is almost impossible to explain any traffic phenomena with the param- eters of a model. Moreover, with the gamma distribution as the only common well-known followers headway model, it is hard to justify whether it has described the headway process appropriately. This creates a barrier for better understanding the process of how drivers would follow their preceding vehicles. This study firstly proposes a framework developed using MATLAB, which would help researchers in quick implementations of any headway distributions of interest. This framework uses common methods to manage and prepare headway samples to meet those requirements in data analysis. It also provides common structures and methods on implementing existing or new models, fitting models, testing their performance hence reporting results. This will simplify the development work involved in headway analysis, avoid unnecessary repetitions of work done by others and provide results in formats that are more comparable with those reported by others. Secondly, this study focuses on the implementation of existing mixed models, i.e. the gamma-SPM, gamma-GQM and lognormal-GQM, using the proposed framework. The lognormal-SPM is also tested for the first time, with the recently developed approximation method of Laplace transform available for lognormal distributions. The parameters of these mixed models are specially discussed, as means of restrictions to simplify the fitting process of these models. Three ways of parameter pre-determinations are attempted over gamma-SPM and gamma-GQM models. A couple of response-time (RT) distributions are focused on in the later part of this study. Two RT models, i.e. Ex-Gaussian (EMG) and inverse Gaussian (IVG) are used, for first time, as single models to describe headway data. The fitting performances are greatly comparable to the best known lognormal single model. Further extending this work, these two models are tested as followers headway distributions in both SPM and GQM mixed models. The test results have shown excellent fitting performance. These now bring researchers more alternatives to use mixed models in headway analysis, and this will help to compare the be- haviours of different models when they are used to describe followers headway data. Again, similar parameter restrictions are attempted for these new mixed models, and the results show well-acceptable performance, and also corrections on some unreasonable fittings caused by the over flexibilities using 4- or 5- parameter models.
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Bataineh, Mohammad Saleh, University of Western Sydney, of Science Technology and Environment College, and of Science Food and Horticulture School. "Stochastic systems : models and polices [sic]." THESIS_CSTE_SFH_Bataineh_M.xml, 2001. http://handle.uws.edu.au:8081/1959.7/622.
Full textAbstract:
In a multi-server system, probability distributions and loss probabilities for customers arriving with different priority categories are studied. Customers arrive in independent Poisson streams and their service times are exponentially distributed, with different rates for different priorities. The non-queuing customers will be lost if the capacity is fully occupied. In these systems, particularly for higher priority customers, the reduction of the loss probabilities is essential to guarantee the quality of the service. Four different policies for high and low priorities were introduced utilizing the fixed capacity of the system, producing different loss probabilities. The same policies were introduced in the case of a low priority being placed in the queue when the system is fully occupied. An application to the Intensive Care and Coronary Care Unit in Campbelltown Public Hospital in Sydney was introduced. This application analyses the admission and discharge by using queuing theory to develop a model which predicts the proportion of patients from each category that would be prematurely transferred as a function of the size of the unit, number of categories, mean arrival rates, and length of stay.<br>Master of Science (Hons)
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DI, STASIO Leonardo. "Voltage Sags (Dips) Measured in Real Interconnected Systems: Methods and Tools to Detect their Origin, and to Forecast Future Performance." Doctoral thesis, Università degli studi di Cassino, 2022. https://hdl.handle.net/11580/90839.
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The availability of data measured in the field is one of the greatest advances in the last decades for electric power systems planning, management and control. The technological innovations of systems and devices for the measurement of a wide range of quantities allowed their installation at almost all levels of voltages, from distribution to transmission. Increasing number of proposals of new techniques are coming from researchers and system operators for facing the various problems of system operation relying on the availability of measured data in real systems. The data from the field enable data-driven approaches, which can be integrated into traditional model-based methods constructing the so-called digital twin of a system. It is a system digital model whose parameters and linkages are continuously changed and tuned in accordance with the measurements from the actual system in service. New and attractive possibilities for addressing the problems of planning, managing, and controlling the power systems are opening for researchers and system operators.
The studies presented in this thesis used the voltage sags measured in the medium voltage (MV) regional systems of E-Distribuzione for four years. Two main problems were faced by data-driven approaches: the ascertaining the origin of the measured voltage sags, and the forecasting the voltage sags which will occur in the site of the system. The correct ascertaining of the origin of voltage sags is crucial in view of future economic regulation by the national energy Authorities. It gives to the system operator the correct indication if the measured sags were or not due to faults in his own network interconnected with other systems. The possibility of forecasting the future performance in terms of voltage sags per year was a challenge never dealt with in the literature for the absence for field data. The literature, till now, proposed methods, models, and tools to estimate the average performance of a system, derived from model-based approaches.
Regarding the origin of the voltage sags measured at the MV busbars of the High Voltage/Medium Voltage (HV/MV) stations, this thesis analyses and compares two methods which use only the residual voltage, the time the voltage sags occurred, and their duration. The analysis was conducted also studying the effect of the presence of DG (Distributed Generation). The data from field, moreover, revealed that in some specific cases the sags caused by faults in the MV systems propagated to HV networks. This problem was also studied simulating a portion of a real system, which presents the interconnections between HV and MV network.
Regarding the forecast of voltage sags, the thesis proposed two main methods which use at least three years of measurement. The common choice of these two methods is the selection of the random variable, different from the statistical variable used by all the methods in literature. The random variable used in this study is the time to next event, that is the time intercurred between each couple of sags, instead of the variable number of voltage sags. This choice allows a huge increase of the data sets with the positive consequence of reasonable measurements time to obtain a forecast with acceptable accuracy. The first method, based on Poisson model, is suitable for rare sags, that are the sags occurred with a time to next event of the dimension of hours. The second method, based on Gamma model, is suitable for all the voltage sags, comprehensive of sags occurred close each other as groups. The latter, named clusters, are typically due to exogenous causes from the power systems, like adverse climatic conditions or fires.
Intermittent indices are also proposed introduced for an initial screening of the measured sags to focus if, and how many, clusters are present in the data base of the measured sags. Such analysis drives the successive steps of the statistical analyses for discriminating the adequacy of Poisson and Gamma models.
The studies presented in this thesis are the subjects of the scientific papers listed below.
[1] C. Noce, M. D. Santis, L. D. Stasio, P. Varilone and P. Verde, "Detecting the Origin of the Voltage Sags Measured in the Smart Grids," 2019 International Conference on Clean Electrical Power (ICCEP), July 2nd-4th 2019, pp. 129-135, doi: 10.1109/ICCEP.2019.8890121.
[2] C. Noce, L. Di Stasio, P. Varilone, P. Verde and M. De Santis, "On the Forecast of the Voltage Sags: First Stages of Analysis on Real Systems," 2020 55th International Universities Power Engineering Conference (UPEC), 1st – 4th September 2020, pp. 1-6, doi: 10.1109/UPEC49904.2020.9209816.
[3] De Santis, M.; Di Stasio, L.; Noce, C.; Verde, P.; Varilone, P. Initial Results of an Extensive, Long-Term Study of the Forecasting of Voltage Sags. Energies 2021, 14, 1264. https://doi.org/10.3390/en14051264.
[4] Paola Verde, Pietro Varilone, Leonardo Di Stasio, Michele De Santis, Christian Noce, Previsione dei buchi di tensione: sfide aperte dalla regolazione. AEIT - Volume 107 - Numero 1/2 gennaio/febbraio 2021 - ISSN 1825-828X , pp. 46-53.
[5] M. De Santis, L. Di Stasio, C. Noce, P. Verde and P. Varilone, "Indices of Intermittence to Improve the Forecasting of the Voltage Sags Measured in Real Systems," in IEEE Transactions on Power Delivery, doi: 10.1109/TPWRD.2021.3082280.
[6] Leonardo Di Stasio, Paola Verde, Pietro Varilone, Michele De Santis, Christian Noce, “Stochastic Model to Forecast the Voltage Sags in Real Power Systems”, AEIT International Conference, October 4th – 8th 2021.
[7] G. M. Casolino, L. Di Stasio, P. Varilone, P. Verde, C. Noce, M. De Santis, “On the Forecast of the Voltage Sags Using the Measurements in Real Power Systems”, Accepted for the Conference ICHQP2022, Naples (IT), May 29th- June 1st 2022.
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ARAÚJO, Raphaela Lima Belchior de. "Família composta Poisson-Truncada: propriedades e aplicações." Universidade Federal de Pernambuco, 2015. https://repositorio.ufpe.br/handle/123456789/16315.
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Previous issue date: 2015-07-31<br>CAPES<br>Este trabalho analisa propriedades da família de distribuições de probabilidade Composta N e propõe a sub-família Composta Poisson-Truncada como um meio de compor distribuições de probabilidade. Suas propriedades foram estudadas e uma nova distribuição foi investigada: a distribuição Composta Poisson-Truncada Normal. Esta distribuição possui três parâmetros e tem uma flexibilidade para modelar dados multimodais. Demonstramos que sua densidade é dada por uma mistura infinita de densidades normais em que os pesos são dados pela função de massa de probabilidade da Poisson-Truncada. Dentre as propriedades exploradas desta distribuição estão a função característica e expressões para o cálculo dos momentos. Foram analisados três métodos de estimação para os parâmetros da distribuição Composta Poisson-Truncada Normal, sendo eles, o método dos momentos,
o da função característica empírica (FCE) e o método de máxima verossimilhança (MV)
via algoritmo EM. Simulações comparando estes três métodos foram realizadas e, por fim, para ilustrar o potencial da distribuição proposta, resultados numéricos com modelagem de dados reais são apresentados.<br>This work analyzes properties of the Compound N family of probability distributions and
proposes the sub-family Compound Poisson-Truncated as a means of composing probability distributions. Its properties were studied and a new distribution was investigated: the Compound Poisson-Truncated Normal distribution. This distribution has three parameters and has the flexibility to model multimodal data. We demonstrated that its density is given by an infinite mixture of normal densities where in the weights are given by the Poisson-Truncated probability mass function. Among the explored properties of this distribution are the characteristic function end expressions for the calculation of moments. Three estimation methods were analyzed for the parameters of the Compound Poisson-Truncated Normal distribution, namely, the method of moments, the empirical characteristic function (ECF) and the method of maximum likelihood (ML) by EM algorithm. Simulations comparing these three methods were performed and, finally, to illustrate the potential of the proposed distribution numerical results with real data modeling are presented.
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Ho, Linda Lee. "Análise de contagens multivariadas." Universidade de São Paulo, 1995. http://www.teses.usp.br/teses/disponiveis/3/3136/tde-04072017-101027/.
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Este trabalho apresenta uma análise estatística de contagens multivariadas proveniente de várias populações através de modelos de regressão. Foram considerados casos onde os vetores respostas obedeçam às distribuições Poisson multivariada e Poisson log-normal multivariada. Esta distribuição admite correlação de ambos sinais entre componentes do vetor resposta, enquanto que as distribuições mais usuais para dados de contagens (como a Poisson multivariada) admitem apenas correlação positiva entre as componentes do vetor resposta. São discutidos métodos de estimação e testes de hipóteses sobre os parâmetros do modelo para o caso bivariado. Estes modelos de regressão foram aplicados a um conjunto de dados referentes a contagens de dois tipos de defeitos em 100 gramas de fibras têxteis de quatro máquinas craqueadeiras, sendo duas de um fabricante e as outras de um segundo fabricante. Os resultados obtidos nos diferentes modelos de regressão foram comparados. Para estudar o comportamento das estimativas dos parâmetros de uma distribuição Poisson Log-Normal, amostras foram simuladas segundo esta distribuição.<br>Regression models are presented to analyse multivariate counts from many populations. Due to the random vector characteristic, we consider two classes of probability models: Multivariate Poisson distribution and Multivariate Poisson Log-Normal distribution. The last distribution admits negative and positive correlations between two components of a random vector under study, while other distributions (as Multivariate Poisson) admit only positive correlation. Estimation methods and test of hypothese on the parameters in bivariate case are discussed. The proposed techniques are illustrated by numerical examples, considering counts of two types of defects in 100g of textile fibers produced by four machines, two from one manufacturer and the other two from another one. The results from different regression models are compared. The empirical distribution of Poisson Log-Normal parameter estimations are studied by simulated samples.
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Philippsen, Adriana Strieder. "Abordagem clássica e bayesiana para os modelos de séries temporais da família GARMA com aplicações para dados de contagem." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/55/55134/tde-06062011-164536/.
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Nesta dissertação estudou-se o modelo GARMA para modelar séries temporais de dados de contagem com as distribuições condicionais de Poisson, binomial e binomial negativa. A principal finalidade foi analisar no contexto clássico e bayesiano, o desempenho e a qualidade do ajuste dos modelos de interesse, bem como o desempenho dos percentis de cobertura dos intervalos de confiança dos parâmetros para os modelos adotados. Para atingir tal finalidade considerou-se a análise dos estimadores pontuais bayesianos e foram analisados intervalos de credibilidade. Neste estudo é proposta uma distribuição a priori conjugada para os parâmetros dos modelos e busca-se a distribuição a posteriori, a qual associada a certas funções de perda permite encontrar estimativas bayesianas para os parâmetros. Na abordagem clássica foram calculados estimadores de máxima verossimilhança, usandose o método de score de Fisher e verificou-se por meio de simulação a consistência dos mesmos. Com os estudos desenvolvidos pode-se observar que, tanto a inferência clássica quanto a inferência bayesiana para os parâmetros dos modelos em questão, apresentou boas propriedades analisadas por meio das propriedades dos estimadores pontuais. A última etapa do trabalho consiste na análise de um conjunto de dados reais, sendo uma série real correspondente ao número de internações por causa da dengue em Campina Grande. Estes resultados mostram que tanto o estudo clássico, quanto o bayesiano, são capazes de descrever bem o comportamento da série<br>In this work, it was studied the GARMA model to model time series count data with Poisson, binomial and negative binomial discrete conditional distributions. The main goal is to analyze, in the bayesian and classic context, the performance and the quality of fit of the corresponding models, as well as the coverage percentages performance to these models. To achieve this purpose we considered the analysis of Bayesian estimators and credible intervals were analyzed. To the Bayesian study it was proposed a priori distribution joined to the models parameters and sought a posteriori distribution, which one associate with to certain loss functions allows finding out Bayesian estimates to the parameters. In the classical approach, it was calculated the maximum likelihood estimators using the method of Fisher scoring, whose interest was to verify, by simulation, the consistence. With the studies developed we can notice that, both classical and inference Bayesian inference for the parameters of those models, presented good properties analysed through the properties of the punctual estimators. The last stage of the work consisted of the analysis of one real data set, being a real serie corresponding to the admission number because of dengue in the city of Campina Grande. These results show that both the classic and the Bayesian studies are able to describe well the behavior of the serie
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Petschel, Ben. "Mean reversion models for weather derivatives /." [St. Lucia, Qld.], 2005. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18872.pdf.
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González-Sepúlveda, Juan Marcos. "Non market valuation of alcohol consumption for off-highway vehicle parks in North Carolina." abstract and full text PDF (free order & download UNR users only), 2005. http://0-gateway.proquest.com.innopac.library.unr.edu/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:1433398.
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Fan, Huihao. "Test of Treatment Effect with Zero-Inflated Over-Dispersed Count Data from Randomized Single Factor Experiments." University of Cincinnati / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1407404513.
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Turki, Yahya. "Hamiltoniens, lagrangiens et sous-ensembles coïsotropes associés aux structures de Poisson." Electronic Thesis or Diss., Université de Lorraine, 2016. http://www.theses.fr/2016LORR0079.
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Cette thèse contient essentiellement deux chapitres principaux qui ont en commun de porter sur ce que l'on appelle en géométrie de Poisson les chemins cotangents. Dans le premier chapitre, nous introduisons pour chaque hamiltonien, un lagrangien sur les chemins à valeurs dans l'espace cotangent dont les points stationnaires indiquent si le champ de bivecteur est de Poisson ou au moins définit une distribution intégrable - une classe de champs de bivecteurs qui généralise les structures de Poisson tordus que nous étudions en détail. Nous traitons dans le deuxième chapitre d'un autre résultat classique à propos des chemins cotangents, dû à Klimčík, Strobl et étudiée par Cattaneo et Felder. Un bivecteur sur une variété M est de Poisson si et seulement si l'ensemble C_p des chemins cotangents pour p est co"{i}sotrope dans la variété symplectique des chemins à valeurs dans T^*M. Notre but dans le deuxième chapitre est de reprendre la caractérisation des bivecteurs de Poisson, en travaillant avec des fonctions locales sur l'ensemble des chemins lisses, pour lesquels l'utilisation d'une variété de Banach peut être évitée. Ceci permet d'étendre au cas périodique<br>In this thesis, we study cotangents paths. In chapter 1 we introduce for every Hamiltonian a Lagrangian on paths valued in the cotangent space whose stationary points projects onto Hamiltonian vector fields. We show that the remaining components of those stationary points tell whether the bivector field is Poisson or at least defines an integrable distribution - a class of bivector fields generalizing twisted Poisson structures that we study in detail. In chapter 2, we establish a local function version of a result due to Klimčík and Strobl then Cattaneo and Felder claiming that a bivector field on a manifold M is Poisson if and only if cotangent paths form a coisotropic submabifold of the infinite dimensional symplectic manifold of paths valued in T^*M. Our purpose in chapter 2 is to prove this result without using the Banach manifold setting used by Cattaneo and Felder, which fails in the periodic case because cotangent loops do not form a Banach sub-manifold. Instead, we use local functions on the path space, a point of view that allows to speak of a coisotropic set
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Vieira, Nilson Cesar Galvão. "Utilização de dados fornecidos por satélites para determinação de riscos ambientais /." Guaratinguetá, 2016. http://hdl.handle.net/11449/136221.
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Orientador: Luiz Fernando Costa Nascimento<br>Banca: Eliana Vieira Canettieri<br>Banca: Andréa Paula Peneluppi<br>Resumo: Uma das principais causas de morbidade por problemas respiratórias em crianças e idosos é a poluição do ar. Os efeitos na saúde devido a exposição aos poluentes atmosféricos e a baixa qualidade do ar vem causando um aumento nas internações hospitalares. Esse estudo teve como objetivo desenvolver um modelo preditivo através do Modelo Linear Generalizado de Regressão de Poisson para analisar os efeitos da exposição de CO e PM2,5 sobre as internações hospitalares da rede pública no município de Rio Branco, AC, por problemas respiratórios em duas faixas etárias de ambos os sexos, de 0 a 14 anos e de iguais ou mais de 50 anos, durante o período de 01 de julho de 2012 a 30 de junho de 2013. A metodologia utilizada fundamenta-se na pesquisa de estudo ecológico de série temporal. A variável dependente considerada foi o número de internações hospitalares por doenças respiratórias CID 10 correspondentes aos códigos J 00 a J 99, cujos dados foram obtidos pelo DATASUS. As variáveis independentes consideradas foram a concentração diária de poluentes CO e PM2,5 (CCATT-BRAMS), número de queimadas (SISAM), umidade relativa do ar e temperatura mínima (INMET). Ajustes por tendência temporal e efeitos do calendário foram incluídos no modelo. Na análise unipoluente, devido a um incremento interquartil (25%-75%) para o CO (25 ppb) e PM2,5 (1,5 μg/m3 ), observou-se respectivamente, um aumento de 2,1% e 27,9% no aumento de internações para a faixa etária de iguais ou mais de 50 anos. E na análise multipoluente também com incremento interquartil, observou-se um aumento de 17,8% para a faixa etária de 0 a 14 anos e de 34,2% para a faixa etária de iguais ou mais de 50 anos. Os dados obtidos pelo aumento percentual forneceram uma variação de 1,13 % a 34,2 % no risco de internação, ou seja, aproximadamente 348 internações a mais, gerando para os cofres do município um custo de aproximadamente R$ 520 mil<br>Abstract: A major cause of morbidity due to respiratory problems in children and elderly is air pollution. Health effects due to exposure to air pollution and poor air quality is causing an increase in hospital admissions. This study aimed to develop a predictive model by Generalized Linear Model Poisson Regression to analyze the effects of CO exposure and PM2.5 on the hospitalization of the public network in Rio Branco, AC, for respiratory problems two age groups of both sexes, 0-14 years and of equal or more than 50 years during the period 1 July 2012 to 30 June 2013. The methodology used is based on the number of ecological research study temporal. The dependent variable was considered the number of hospital admissions for respiratory diseases ICD-10 codes corresponding to the J 00 and J 99, whose data were obtained by DATASUS. The independent variables considered were the daily concentration of pollutants CO and PM2.5 (CCATT-BRAMS), number of fires (SISAM), relative humidity and minimum temperature (INMET). Adjustments for time trend and calendar effects were included in the model. In unipoluente analysis, due to an increase interquartile (25% -75%) to CO (25 ppb) and PM2.5 (1.5 g / m3 ) was observed respectively, an increase of 2.1% and 27, 9% increase in hospitalizations for children aged equal or more than 50 years. And in multipoluente analysis also with interquartile increase, there was an increase of 17.8% for the age group 0-14 years and 34.2% for the age group of equal or more than 50 years. And in multipoluente analysis also with interquartile increase, there was an increase of 17.8% for the age group 0-14 years and 34.2 % for the age group of the same or more than 50 years. The data obtained by the percentage increase provided a range of 1.13 % to 34.2% in the risk of hospitalization, or approximately 348 hospitalizations more, generating for the municipal coffers a cost of approximataly R$ 520 thousand<br>Mestre
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Pielaszkiewicz, Jolanta Maria. "Contributions to High–Dimensional Analysis under Kolmogorov Condition." Doctoral thesis, Linköpings universitet, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-122610.
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This thesis is about high–dimensional problems considered under the so{called Kolmogorov condition. Hence, we consider research questions related to random matrices with p rows (corresponding to the parameters) and n columns (corresponding to the sample size), where p > n, assuming that the ratio <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%5Cfrac%7Bp%7D%7Bn%7D" /> converges when the number of parameters and the sample size increase. We focus on the eigenvalue distribution of the considered matrices, since it is a well–known information–carrying object. The spectral distribution with compact support is fully characterized by its moments, i.e., by the normalized expectation of the trace of powers of the matrices. Moreover, such an expectation can be seen as a free moment in the non–commutative space of random matrices of size p x p equipped with the functional <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20%5Cfrac%7B1%7D%7Bp%7DE%5BTr%5C%7B%5Ccdot%5C%7D%5D" />. Here, the connections with free probability theory arise. In the relation to that eld we investigate the closed form of the asymptotic spectral distribution for the sum of the quadratic forms. Moreover, we put a free cumulant–moment relation formula that is based on the summation over partitions of the number. This formula is an alternative to the free cumulant{moment relation given through non{crossing partitions ofthe set. Furthermore, we investigate the normalized <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20E%5B%5Cprod_%7Bi=1%7D%5Ek%20Tr%5C%7BW%5E%7Bm_i%7D%5C%7D%5D" /> and derive, using the dierentiation with respect to some symmetric matrix, a recursive formula for that expectation. That allows us to re–establish moments of the Marcenko–Pastur distribution, and hence the recursive relation for the Catalan numbers. In this thesis we also prove that the <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20%5Cprod_%7Bi=1%7D%5Ek%20Tr%5C%7BW%5E%7Bm_i%7D%5C%7D" />, where <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20W%5Csim%5Cmathcal%7BW%7D_p(I_p,n)" />, is a consistent estimator of the <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20E%5B%5Cprod_%7Bi=1%7D%5Ek%20Tr%5C%7BW%5E%7Bm_i%7D%5C%7D%5D" />. We consider <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20Y_t=%5Csqrt%7Bnp%7D%5Cbig(%5Cfrac%7B1%7D%7Bp%7DTr%5Cbig%5C%7B%5Cbig(%5Cfrac%7B1%7D%7Bn%7DW%5Cbig)%5Et%5Cbig%5C%7D-m%5E%7B(t)%7D_1%20(n,p)%5Cbig)," />, where <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?%5Csmall%20m%5E%7B(t)%7D_1%20(n,p)=E%5Cbig%5B%5Cfrac%7B1%7D%7Bp%7DTr%5Cbig%5C%7B%5Cbig(%5Cfrac%7B1%7D%7Bn%7DW%5Cbig)%5Et%5Cbig%5C%7D%5Cbig%5D" />, which is proven to be normally distributed. Moreover, we propose, based on these random variables, a test for the identity of the covariance matrix using a goodness{of{t approach. The test performs very well regarding the power of the test compared to some presented alternatives for both the high–dimensional data (p > n) and the multivariate data (p ≤ n).
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Ralaivaosaona, Dimbinaina. "Limit theorems for integer partitions and their generalisations." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/20019.
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Thesis (PhD)--Stellenbosch University, 2012.<br>ENGLISH ABSTRACT: Various properties of integer partitions are studied in this work, in particular
the number of summands, the number of ascents and the multiplicities of
parts. We work on random partitions, where all partitions from a certain
family are equally likely, and determine moments and limiting distributions of
the different parameters.
The thesis focuses on three main problems: the first of these problems is
concerned with the length of prime partitions (i.e., partitions whose parts are
all prime numbers), in particular restricted partitions (i.e., partitions where
all parts are distinct). We prove a central limit theorem for this parameter
and obtain very precise asymptotic formulas for the mean and variance.
The second main focus is on the distribution of the number of parts of a
given multiplicity, where we obtain a very interesting phase transition from
a Gaussian distribution to a Poisson distribution and further to a degenerate
distribution, not only in the classical case, but in the more general context of
⋋-partitions: partitions where all the summands have to be elements of a given
sequence ⋋ of integers.
Finally, we look into another phase transition from restricted to unrestricted
partitions (and from Gaussian to Gumbel-distribution) as we study
the number of summands in partitions with bounded multiplicities.<br>AFRIKAANSE OPSOMMING: Verskillende eienskappe van heelgetal-partisies word in hierdie tesis bestudeer,
in die besonder die aantal terme, die aantal stygings en die veelvoudighede
van terme. Ons werk met stogastiese partisies, waar al die partisies in ’n
sekere familie ewekansig is, en ons bepaal momente en limietverdelings van die
verskillende parameters.
Die teses fokusseer op drie hoofprobleme: die eerste van hierdie probleme
gaan oor die lengte van priemgetal-partisies (d.w.s., partisies waar al die terme
priemgetalle is), in die besonder beperkte partisies (d.w.s., partisies waar al
die terme verskillend is). Ons bewys ’n sentrale limietstelling vir hierdie parameter
en verkry baie presiese asimptotiese formules vir die gemiddelde en die
variansie.
Die tweede hooffokus is op die verdeling van die aantal terme van ’n gegewe
veelvoudigheid, waar ons ’n baie interessante fase-oorgang van ’n normaalverdeling
na ’n Poisson-verdeling en verder na ’n ontaarde verdeling verkry, nie
net in die klassieke geval nie, maar ook in die meer algemene konteks van sogenaamde
⋋-partities: partisies waar al die terme elemente van ’n gegewe ry ⋋ van heelgetalle moet wees.
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Coutinho, Letícia Maria Silva. "Comparação empírica dos modelos Cox, log-binominal e Poisson para estimar razões de prevalência." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/5/5137/tde-19022009-113657/.
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Introdução: Em estudos de corte transversal com desfechos binários, a associação entre a exposição e o desfecho é estimada pela razão de prevalência (RP). Os modelos de regressão de Cox, log-binomial e Poisson têm sido sugeridos como bons métodos estatísticos para obter estimativas da RP ajustadas para variáveis de confusão. Objetivo: Comparar empiricamente as regressões de Cox, log-binomial, Poisson e logística para desfechos com alta prevalência, prevalência intermediária e baixa prevalência. Metodologia: Os dados foram obtidos de um estudo epidemiológico de corte transversal, de base populacional, sobre prevalência de demência e outros transtornos mentais em idosos residentes em aéreas de baixa renda da cidade de São Paulo. O diagnóstico de demência (prevalência baixa), a ocorrência de transtorno mental comum (prevalência intermediária) e a auto-percepção de saúde ruim (alta prevalência) foram escolhidos como desfechos para o estudo. Valores de referência da estimativa da razão de prevalência (RP) foram obtidos pela estratificação de Mantel-Haenszel. Estimativas da RP ajustada foram calculadas usando modelos de regressão de Cox, log-binomial e Poisson, além do OR bruto e do OR ajustado pela regressão logística. Resultados: As estimativas do ponto e do intervalo obtidas com as regressões de Poisson e Cox, com variância robusta, se aproximaram muito bem dos resultados obtidos pela estratificação de Mantel-Haenszel, independentemente da prevalência inicial do desfecho, e permitiram controlar para covariáveis contínuas. O modelo log-binomial se comportou ligeiramente pior que os modelos de Cox e Poisson quando o desfecho teve uma prevalência alta, com dificuldade de convergência. A regressão logística produziu estimativas do ponto e do intervalo sempre mais elevadas do que aquelas obtidas pelos outros métodos, e estas estimativas eram particularmente mais elevadas quando o desfecho era freqüente. Conclusão: Os modelos de regressão de Cox e Poisson, com variância robusta, são boas alternativas à regressão logística. Quanto ao modelo de regressão log-binomial, deve-se ficar atento às restrições referentes ao seu uso, pois apresenta estimativas um pouco mais distantes das geradas pelos demais métodos quando o risco inicial do desfecho de interesse é alto e apresenta também dificuldade de convergência quando temos uma covariável contínua no modelo. Ao analisar as associações em estudos de corte-transversal, os pesquisadores devem usar métodos de regressão que forneçam estimativas do ponto e do intervalo adequadas independente da prevalência do desfecho em estudo.<br>Introduction: In cross-sectional studies with binary outcomes, the association between exposure and outcome is estimated with the prevalence ratio (PR). Cox, log-binomial and Poisson regression models have been suggested as statistical methods that yield correct estimates of PR adjusted for confounding variables. Aim: To compare empirically Cox, log-binomial, Poisson and logistic regressions for outcomes with low, intermediate and high prevalence. Methodology: The data came from an epidemiologic population-based cross-sectional study about prevalence of dementia and other mental health problems among older persons from an economically deprived area in the city of Sao Paulo. The diagnosis of dementia (low prevalence), caseness for common mental disorders (intermediate prevalence) and poor self-rated health (high prevalence) were chosen as outcomes of the study. Reference values for point and interval estimates of PR were obtained with the Mantel-Haenszel stratification. Adjusted estimates of PR were then calculated using Cox, log-binomial and Poisson regression models. Crude and adjusted Odds Ratios (OR) were obtained with logistic regression. Results: The point and interval estimates obtained with Poisson and Cox regressions, with robust variance, approximated very well to those obtained with Mantel-Haenszel stratification, independently of the outcome base prevalence, and allowed to control for continuous covariates. The log-binomial model performed slightly worse than the Poisson and Cox models when the outcome had a high prevalence, with difficulty in convergence. Logistic regression produced point and interval estimates that were always higher than those obtained by the other methods, and were particularly higher when the outcome was frequent. Conclusion: The Cox and Poisson models, with robust variance, are good alternatives to logistic regression. Regarding the log-binomial regression model, it is necessary to be alert to restrictions in its use, since it may yield estimates slightly different from those generated by the others methods when the outcome has a high prevalence and also presents difficulty in convergence with the continuous covariate in the model. When analyzing associations in cross-sectional studies, investigators should use regression methods that yield adequate point and interval estimates regardless of the base prevalence of the outcome investigated
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Greer, Brandi A. Young Dean M. "Bayesian and pseudo-likelihood interval estimation for comparing two Poisson rate parameters using under-reported data." Waco, Tex. : Baylor University, 2008. http://hdl.handle.net/2104/5283.
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Silva, Wesley Bertoli da. "Distribuição de Poisson bivariada aplicada à previsão de resultados esportivos." Universidade Federal de São Carlos, 2014. https://repositorio.ufscar.br/handle/ufscar/4586.
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Previous issue date: 2014-04-23<br>Financiadora de Estudos e Projetos<br>The modelling of paired counts data is a topic that has been frequently discussed in several threads of research. In particular, we can cite bivariate counts, such as the analysis of sports scores. As a result, in this work we present the bivariate Poisson distribution to modelling positively correlated scores. The possible independence between counts is also addressed through the double Poisson model, which arises as a special case of the bivariate Poisson model. The main characteristics and properties of these models are presented and a simulation study is conducted to evaluate the behavior of the estimates for different sample sizes. Considering the possibility of modeling parameters by insertion of predictor variables, we present the structure of the bivariate Poisson regression model as a general case as well as the structure of an effects model for application in sports data. Particularly, in this work we will consider applications to Brazilian Championship Serie A 2012 data, in which the effects will be estimated by double Poisson and bivariate Poisson models. Once obtained the fits, the probabilities of scores occurence are estimated and then we obtain forecasts for the outcomes. In order to obtain more accurate forecasts, we present the weighted likelihood method from which it will be possible to quantify the relevance of the data according to the time they were observed.<br>A modelagem de dados provenientes de contagens pareadas e um típico que vem sendo frequentemente abordado em diversos segmentos de pesquisa. Em particular, podemos citar os casos em que as contagens de interesse são bivariadas, como por exemplo na analise de placares esportivos. Em virtude disso, neste trabalho apresentamos a distribuição Poisson bivariada para os casos em que as contagens de interesse sao positivamente correlacionadas. A possível independencia entre as contagens tambem e abordada por meio do modelo Poisson duplo, que surge como caso particular do modelo Poisson bivariado. As principais características e propriedades desses modelos são apresentadas e um estudo de simulação é realizado, visando avaliar o comportamento das estimativas para diferentes tamanhos amostrais. Considerando a possibilidade de se modelar os parâmetros por meio da inserçao de variáveis preditoras, apresentamos a estrutura do modelo de regressão Poisson bivariado como caso geral, bem como a estrutura de um modelo de efeitos para aplicação a dados esportivos. Particularmente, neste trabalho vamos considerar aplicações aos dados da Serie A do Campeonato Brasileiro de 2012, na qual os efeitos serão estimados por meio dos modelos Poisson duplo e Poisson bivariado. Uma vez obtidos os ajustes, estimam-se as probabilidades de ocorrência dos placares e, a partir destas, obtemos previsões para as partidas de interesse. Com o intuito de se obter previsões mais acuradas para as partidas, apresentamos o metodo da verossimilhança ponderada, a partir do qual seria possível quantificar a relevância dos dados em função do tempo em que estes foram observados.
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Eger, Karl-Heinz. "A CUSUM test for discrete monitoring of intensity of a Poisson process." Universitätsbibliothek Chemnitz, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-201000862.
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This paper deals with CUSUM tests for monitoring
of intensity parameter of a Poisson process if this
process can be observed in a restricted manner only at pregiven
equidistant time points. In this case the process can
be monitored by means of a CUSUM test for the parameter
of a corresponding Poisson distribution.
For rational reference parameter values the computation
of average run length is reduced to that of solving of a
system of simultaneous linear equations. The performance
of obtained CUSUM tests is discussed by means of corresponding
examples.
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Wetie, Ngongang Ariane. "Seismic and Volcanic Hazard Analysis for Mount Cameroon Volcano." Diss., University of Pretoria, 2016. http://hdl.handle.net/2263/60871.
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Mount Cameroon is considered the only active volcano along a 1600 km long chain of volcanic complexes called the Cameroon Volcanic Line (CVL). It has erupted seven times during the last 100 years, the most recent was in May 2000. The approximately 500,000 inhabitants that live and work around the fertile flanks are exposed to impending threats from volcanic eruptions and earthquakes.
In this thesis, a hazard assessment study that involves both statistical modelling of seismic hazard parameters and the evaluation of a future volcanic risk was undertaken on Mount Cameroon. The Gutenberg-Richter magnitude-frequency relations, the annual activity rate, the maximum magnitude, the rate of volcanic eruptions and risks assessment were examined.
The seismic hazard parameters were estimated using the Maximum Likelihood Method on the basis of a procedure which combines seismic data containing incomplete files of large historical events with complete files of short periods of observations. A homogenous Poisson distribution model was applied to previous recorded volcanic eruptions of Mount Cameroon to determine the frequency of eruption and assess the probability of a future eruption.
Frequency-magnitude plots indicated that Gutenberg-Richter b-values are partially dependent on the maximum regional magnitude and the method used in their calculation. b-values showed temporal and spatial variation with an average value of 1.53 ± 0.02. The intrusion of a magma body generating the occurrence of relatively small earthquakes as observed in our instrumental catalogue, could be responsible for this high anomalous b-value.
An epicentre map of locally recorded earthquakes revealed that the southeastern zone is the most seismically active part of the volcano. The annual mean activity rate of the seismicity strongly depends on the time span of the seismic catalogue and results showed that on average, one earthquake event occurs every 10 days. The maximum regional magnitude values which had been determined from various approaches overlap when their standard deviations are taken into account. However, the magnitude distribution model of the Mt. Cameroon earthquakes might not follow the form of the Gutenberg-Richter frequency magnitude relationship.
The datations of the last eruptive events that have occurred on Mt. Cameroon volcanic complex are presented. No specific pattern was observed on the frequency of eruptions, which means that a homogenous Poisson distribution provides a suitable model to estimate the rate of occurrence of volcanic eruptions and evaluate the risk of a future eruption. Two different approaches were used to estimate the mean eruption rate (λ) and both yielded a value of 0.074. The results showed that eruptions take place on average once every 13 years and, with the last eruption occurring over 15 years ago, it is considered that there is at present a high risk of an eruption to occur.<br>Dissertation (MSc)--University of Pretoria, 2016.<br>Geology<br>MSc<br>Unrestricted
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Lee, Brendan Chee-Seng Banking & Finance Australian School of Business UNSW. "Incorporating discontinuities in value-at-risk via the poisson jump diffusion model and variance gamma model." Awarded by:University of New South Wales, 2007. http://handle.unsw.edu.au/1959.4/37201.
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We utilise several asset pricing models that allow for discontinuities in the returns and volatility time series in order to obtain estimates of Value-at-Risk (VaR). The first class of model that we use mixes a continuous diffusion process with discrete jumps at random points in time (Poisson Jump Diffusion Model). We also apply a purely discontinuous model that does not contain any continuous component at all in the underlying distribution (Variance Gamma Model). These models have been shown to have some success in capturing certain characteristics of return distributions, a few being leptokurtosis and skewness. Calibrating these models onto the returns of an index of Australian stocks (All Ordinaries Index), we then use the resulting parameters to obtain daily estimates of VaR. In order to obtain the VaR estimates for the Poisson Jump Diffusion Model and the Variance Gamma Model, we introduce the use of an innovation from option pricing techniques, which concentrates on the more tractable characteristic functions of the models. Having then obtained a series of VaR estimates, we then apply a variety of criteria to assess how each model performs and also evaluate these models against the traditional approaches to calculating VaR, such as that suggested by J.P. Morgan???s RiskMetrics. Our results show that whilst the Poisson Jump Diffusion model proved the most accurate at the 95% VaR level, neither the Poisson Jump Diffusion or Variance Gamma models were dominant in the other performance criteria examined. Overall, no model was clearly superior according to all the performance criteria analysed, and it seems that the extra computational time required to calibrate the Poisson Jump Diffusion and Variance Gamma models for the purposes of VaR estimation do not provide sufficient reward for the additional effort than that currently employed by Riskmetrics.