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At least 217 records · Page 12

Equatorial Kelvin wave variability during 1992 and 1993

Temperature and ozone data from the Microwave Limb Sounder (MLS) instrument on Upper Atmosphere Research Satellite (UARS) are used to analyze the variability of Kelvin wave activity during the first two years of the UARS mission. The analysis is carried out using the asynoptic mapping technique. Time frequency plots for zonal wavenumbers 1 and 2, at two heights representing the middle stratosphere and the stratopause, respectively, are used to analyze the temporal variability of the waves, and its possible relationship to the equatorial quasi-biennial oscillation (QBO) and semiannual oscillation (SAO). Kelvin wave activity reaches a maximum during the solstice seasons and almost disappears during the equinoxes, in agreement with previous studies. Eastward propagating variance is estimated for wave periods from 4 to 20 days, at all UARS pressure surfaces currently available for MLS. The semiannual modulation of variance is observed to extend down to the lower limits of the height ranges of the temperature and ozone retrievals. Furthermore, a superposed QBO modulation is detected up to the stratopause. Comparison between the variance in eastward propagating waves and the mean zonal wind shows a possible participation of kelvin waves in the forcing of the QBO. At the stratopause the role of Kelvin waves in forcing the SAO appears to be limited, in agreement with previous results. Between the 21-hPa and 4.6-hPa surfaces there appears to be a transition zone where there is no clear relationship between Kelvin wave activity and mean zonal flow acceleration.

Canziani, Pablo O.↗

Accurately estimating and minimizing costs for the cellulosic biomass supply chain with statistical process control and the Taguchi Loss Function

This research focuses on the statistical evaluation of the feedstock attributes of the biomass supply chain and the estimation of attribute costs as a function of the feedstock variability. Challenges of using cellulosic feedstocks include the variability of feedstock quality (e.g., ash content and moisture content), which impacts the final cost of the manufactured product. Statistical Process Control (SPC), Taguchi Loss Function, and components of variance techniques were illustrated for quantifying cumulative variance in the biomass supply chain. Costs in the presence of cumulative variance were estimated for switchgrass (Panicum virgatum L.) and loblolly pine residues (Pinus taeda L.). Findings of the study indicated that additional costs from ash content variability in switchgrass increased the net cost by $\$19.15$ per dry tonne. Additional costs from densification due to particle size variation increased net cost by $\$11.59$ per dry tonne. Moisture content variation increased costs by $\$14.86$ per dry tonne. This would represent a 50 to 100% increase in costs due to variation based on a $\$60$ to $\$70$ per dry tonne manufactured product cost. This study illustrates that total costs may be considerably underestimated if the influence of variance for key factors in the supply chain and associated costs are not estimated.

59 BASIC BIOLOGICAL SCIENCES↗

Relating the Hadamard Variance to MCS Kalman Filter Clock Estimation

The Global Positioning System (GPS) Master Control Station (MCS) currently makes significant use of the Allan Variance. This two-sample variance equation has proven excellent as a handy, understandable tool, both for time domain analysis of GPS cesium frequency standards, and for fine tuning the MCS's state estimation of these atomic clocks. The Allan Variance does not explicitly converge for the nose types of alpha less than or equal to minus 3 and can be greatly affected by frequency drift. Because GPS rubidium frequency standards exhibit non-trivial aging and aging noise characteristics, the basic Allan Variance analysis must be augmented in order to (a) compensate for a dynamic frequency drift, and (b) characterize two additional noise types, specifically alpha = minus 3, and alpha = minus 4. As the GPS program progresses, we will utilize a larger percentage of rubidium frequency standards than ever before. Hence, GPS rubidium clock characterization will require more attention than ever before. The three sample variance, commonly referred to as a renormalized Hadamard Variance, is unaffected by linear frequency drift, converges for alpha is greater than minus 5, and thus has utility for modeling noise in GPS rubidium frequency standards. This paper demonstrates the potential of Hadamard Variance analysis in GPS operations, and presents an equation that relates the Hadamard Variance to the MCS's Kalman filter process noises.

Hutsell, Steven T.↗

GANISP: A GAN-Assisted Importance Splitting Probability Estimator: Preprint

To reduce the variance of rare event probability estimator, genealogical importance splitting marches towards a rare event by iteratively selecting and replicating realizations that are headed towards a rare event. The replication step is made difficult when applied to deterministic systems as the initial conditions of the offspring realizations need to be modified. Typically, a random perturbation is applied to the offspring to differentiate their trajectory from the parent realization. It is shown that a random perturbation strategy may be effective for some systems but may also fail for others, thereby preventing variance reduction in the probability estimate. To address this limitation, it is proposed to use a generative model such as a Generative Adversarial Network (GAN) to generate perturbations that are consistent with the attractor of the dynamical system. The GAN-assisted Importance SPlitting method (GANISP) improves the variance reduction for the system targeted. An implementation of the method is available in a companion repository (https://github.com/NREL/GANISP).

generative adversarial network↗

Effects of linear trends on estimation of noise in GNSS position time-series

A thorough understanding of time-dependent noise in Global Navigation Satellite System (GNSS) position time-series is necessary for computing uncertainties in any signals found in the data. However, estimation of time-correlated noise is a challenging task and is complicated by the difficulty in separating noise from signal, the features of greatest interest in the time-series. In this study, we investigate how linear trends affect the estimation of noise in daily GNSS position time-series. We use synthetic time-series to study the relationship between linear trends and estimates of time-correlated noise for the six most commonly cited noise models. We find that the effects of added linear trends, or conversely de-trending, vary depending on the noise model. The commonly adopted model of random walk (RW), flicker noise (FN) and white noise (WN) is the most severely affected by de-trending, with estimates of low-amplitude RW most severely biased. FN plus WN is least affected by adding or removing trends. Non-integer power-law noise estimates are also less affected by de-trending, but are very sensitive to the addition of trend when the spectral index is less than one. We derive an analytical relationship between linear trends and the estimated RW variance for the special case of pure RW noise. Finally, overall, we find that to ascertain the correct noise model for GNSS position time-series and to estimate the correct noise parameters, it is important to have independent constraints on the actual trends in the data.

58 GEOSCIENCES↗

Ordovician-Cambrian Units: Hierarchical Evaluation of Geologic Carbon Storage Resource Estimates

The Indiana Geological and Water Survey (IGWS) led subtask 1.1 to assess the regional distribution and estimate the storage capacity of Ordovician-Cambrian stratigraphic units located within the partnership region. A comprehensive data set of wireline logs and petrophysical information was used to generate these interpretations. These data include core analysis for porosity and permeability, mercury injection capillary pressure (MICP), and existing well data including location and stratigraphic information. This report includes storage resource estimates (SREs) for three potential storage reservoirs(limestone and dolostone from the Upper Ordovician Trenton Limestone/Black River Group and equivalent units, the Middle Ordovician St. Peter Sandstone, and primary target reservoir rocks of the Lower Ordovician and Upper Cambrian Knox Supergroup and equivalent units) calculated using six methodologies: (1) a fixed value of porosity of 10 percent in all units evaluated; (2) a unique average porosity (per well) from wireline-derived porosity (neutron, sonic, and/or density porosity for each unit); (3) porosity values from core analysis; (4) a depth-dependent porosity model (Knox Supergroup only); (5) porosity based on a model based on petrophysical facies; and (6) SREs using National Energy Technology Laboratory’s CO2 Storage prospeCtive Resource Estimation Excel aNalysis (CO2-SCREEN beta V2). All methods used the same values for thickness for each unit. However, the areal extent of each assessment was limited by the data available for each method. Estimated volumes were calculated in 1-by-1 kilometer grid cells and summarized as county and total stratigraphic unit volumes. The resultant SREs mass are displayed using boxplots, which allow for comparing data statistics (mean values and variability) between methods. Differences observed in SRE results from the six methods are mainly attributable to differences in the data and conceptual models used to interpret or estimate porosity in each method. Based on this systematic variability between methods, it is inferred that methods 1, 4, and 6 are best used for regional-scale reconnaissance estimates of storage capacity while methods 2, 3, and 5 are more appropriate for local scales where more data is required. All estimates are data-density dependent and different methods require different amounts of data for reasonable assessments. ArcMap 10.5.1 software was used to portray SREs to help visualize spatial variance of estimates for each methodology, and more importantly, to highlight those areas having the greatest total storage potential estimates.

01 COAL, LIGNITE, AND PEAT↗

A new approach to importance sampling for the simulation of false alarms

In this paper a modified importance sampling technique for improving the convergence of Importance Sampling is given. By using this approach to estimate low false alarm rates in radar simulations, the number of Monte Carlo runs can be reduced significantly. For one-dimensional exponential, Weibull, and Rayleigh distributions, a uniformly minimum variance unbiased estimator is obtained. For Gaussian distribution the estimator in this approach is uniformly better than that of previously known Importance Sampling approach. For a cell averaging system, by combining this technique and group sampling, the reduction of Monte Carlo runs for a reference cell of 20 and false alarm rate of lE-6 is on the order of 170 as compared to the previously known Importance Sampling approach.

Lu, D.↗

Flux estimation of the FIFE planetary boundary layer (PBL) with 10.6 micron Doppler lidar

A method is devised for calculating wind, momentum, and other flux parameters that characterize the planetary boundary layer (PBL) and thereby facilitate the calibration of spaceborne vs. in situ flux estimates. Single Doppler lidar data are used to estimate the variance of the mean wind and the covariance related to the vertically pointing fluxes of horizontal momentum. The skewness of the vertical velocity and the range of kinetic energy dissipation are also estimated, and the surface heat flux is determined by means of a statistical Navier-Stokes equation. The conclusion shows that the PBL structure combines both 'bottom-up' and 'top-down' processes suggesting that the relevant parameters for the atmospheric boundary layer be revised. The conclusions are of significant interest to the modeling techniques used in General Circulation Models as well as to flux estimation.

Gal-Chen, Tzvi↗

Crop acreage estimation using a Landsat-based estimator as an auxiliary variable

The problem of improving upon the ground survey estimates of crop acreages by utilizing Landsat data is addressed. Three estimators, called regression, ratio, and stratified ratio, are studied for bias and variance, and their relative efficiencies are compared. The approach is to formulate analytically the estimation problem that utilizes ground survey data, as collected by the U.S. Department of Agriculture, and Landsat data, which provide complete coverage for an area of interest, and then to conduct simulation studies. It is shown over a wide range of parametric conditions that the regression estimator is the most efficient unless there is a low correlation between the actual and estimated crop acreages in the sampled area segments, in which case the ratio and stratified ratio estimators are better. Furthermore, it is seen that the regression estimator is potentially biased due to estimating the regression coefficient from the training sample segments. Estimation of the variance of the regression estimator is also investigated. Two variance estimators are considered, the large sample variance estimator and an alternative estimator suggested by Cochran. The large sample estimate of variance is found to be biased and inferior to the Cochran estimate for small sample sizes.

Chhikara, R. S.↗

In-Home Mobility Frequency and Stability in Older Adults Living Alone With or Without MCI: Introduction of New Metrics

Background: Older adults spend a considerable amount of time inside their residences; however, most research investigates out-of-home mobility and its health correlates. We measured indoor mobility using room-to-room transitions, tested their psychometric properties, and correlated indoor mobility with cognitive and functional status. Materials and Methods: Community-dwelling older adults living alone ( n = 139; age = 78.1 ± 8.6 years) from the Oregon Center for Aging & Technology (ORCATECH) and Minority Aging Research Study (MARS) were included in the study. Two indoor mobility features were developed using non-parametric parameters (frequency; stability): Indoor mobility frequency (room-to-room transitions/day) was detected using passive infrared (PIR) motion sensors fixed on the walls in four geographic locations (bathroom; bedroom; kitchen; living room) and using door contact sensors attached to the egress door in the entrance. Indoor mobility stability was estimated by variances of number of room-to-room transitions over a week. Test-retest reliability (Intra-class coefficient, ICC) and the minimal clinically important difference (MCID) defined as the standard error of measurement (SEM) were generated. Generalized estimating equations models related mobility features with mild cognitive impairment (MCI) and functional status (gait speed). Results: An average of 206 days (±127) of sensor data were analyzed per individual. Indoor mobility frequency and stability showed good to excellent test-retest reliability (ICCs = 0.91[0.88–0.94]; 0.59[0.48–0.70]). The MCIDs of mobility frequency and mobility stability were 18 and 0.09, respectively. On average, a higher indoor mobility frequency was associated with faster gait speed (β = 0.53, p = 0.04), suggesting an increase of 5.3 room-to-room transitions per day was associated with an increase of 10 cm/s gait speed. A decrease in mobility stability was associated with MCI (β = −0.04, p = 0.03). Discussion: Mobility frequency and stability in the home are clinically meaningful and reliable features. Pervasive-sensing systems deployed in homes can objectively reveal cognitive and functional status in older adults who live alone.

Wu, Chao-Yi↗

On Schmidt's Vm estimator and other estimators of luminosity functions

Schmidt's (1968) estimator, sometimes used to calculate the luminosity function from a complete sample of observed objects, can be generalized naively to the case in which the maximum distance for detection is a function of the direction. Though unbiased, this estimator then does not have minimum variance and, in some cases, is inferior to the classical estimator. The classical estimator, however, is biased when the magnitude boxes are not infinitesimal. A generalization of Schmidt's estimator is proposed which is unbiased and usually superior to both Schmidt's and the classical estimator. Variance formulas and numerical examples are given. The results can be used in combining several catalogs.

Felten, J. E.↗

Integral Criticality Estimators in MCATK

The Monte Carlo Application ToolKit (MCATK) is a component-based software toolset for delivering customized particle transport solutions using the Monte Carlo method. Currently under development in the XCP Monte Carlo group at Los Alamos National Laboratory, the toolkit has the ability to estimate the ke f f and a eigenvalues for static geometries. This paper presents a description of the estimators and variance reduction techniques available in the toolkit and includes a preview of those slated for future releases. Along with the description of the underlying algorithms is a description of the available user inputs for controlling the iterations. The paper concludes with a comparison of the MCATK results with those provided by analytic solutions. The results match within expected statistical uncertainties and demonstrate MCATK’s usefulness in estimating these important quantities.

97 MATHEMATICS AND COMPUTING↗

The Third-Difference Approach to Modified Allan Variance

This study gives strategies for estimating the modified Allan variance (mvar) and formulas for computing the equivalent degrees of freedom (edf) of the estimators. A third-difference formulation of mvar leads to a tractable formula for edf in the presence of power-law phase noise. The effect of estimation stride on edf is tabulated. First-degree rational-function approximations for edf are derived.

Allan variance frequency instability statistical m↗

Bayesian estimation - A sensitivity analysis

The robustness of the assigned prior distribution in a Bayesian estimation problem is examined. A Bayesian analysis for a stochastic intensity parameter of a Poisson distribution is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by assuming the existence of a true prior which is different in form from that of the assigned prior distribution. By using mean-squared error as a measure of performance, the ensuing Bayes decision function is compared to the corresponding minimum variance unbiased estimator. Results indicate that the Bayes estimator is largely robust to deviations from the assigned prior and remains squared-error superior to the MVU type within a broad region.

Canavos, G. C.↗

Allan Variance is Bootstrap Aggregation for Spectral Estimation

Characterization of clocks and inertial sensors, such as accelerometers and gyroscopes, typically includes Allan variance analysis. Allan variance is ubiquitous in timing and navigation communities which may appear niche compared with generalized spectral analysis. This note provides some motivation for Allan Variance for audiences more familiar with spectral analysis.

Walker, Michael Ray [Sandia National Laboratories ↗

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.↗

Evaluation of Geologic Carbon Storage Resource Estimates (SREs) of Cambrian Ordovician Units within the CarbonSAFE Prefeasibility Study Region Subtasks 4.2 and 4.3 – Topical Report

This report by the Indiana Geological & Water Survey (IGWS) assessed the storage resource estimate (SRE) of Cambrian-Ordovician stratigraphic units located within the CarbonSAFE prefeasibility area within the Illinois Basin. A comprehensive data set of wireline logs and petrophysical information was used. These data include core analysis for porosity and permeability, and existing well data including location and stratigraphic information. This report includes storage resource estimates (SREs) for four potential storage reservoirs (Upper Ordovician Trenton Limestone/Black River Group, Middle Ordovician St. Peter Sandstone, Lower Ordovician and Upper Cambrian Knox Supergroup, including a separate assessment for the lower Knox Potosi Dolomite. The resultant SREs volumes are displayed using georeferenced maps and boxplots. The latter allow for comparing data statistics (mean values and variability) between five methods employed for the SRE calculations. Differences observed in SRE results from the five methods are mainly attributable to differences in the data used for porosity in each method. ArcMap 10.5.1 software was used to portray SREs to help visualize spatial variance of estimates for each methodology, and more importantly, to highlight those areas having the greatest total storage potential estimates.

01 COAL, LIGNITE, AND PEAT↗