文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,...文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,根据广义似然比检验(Generalized Likeli-hood Ratio Test,GLRT)准则的一步与两步设计方法,设计了基于GLRT的一步法与两步法的距离扩展目标方向检测器。通过理论推导证明了这2种检测器相对于未知杂波协方差矩阵都具有恒虚警率。对比相同背景下已有检测器,特别是在辅助数据有限的场景下,文章提出的2个检测器表现出了优越的检测性能。展开更多
This paper presents the calibration of Omori’s aftershock occurrence rate model for Turkey and the resulting likelihoods. Aftershock occurrence rate models are used for estimating the probability of an aftershock tha...This paper presents the calibration of Omori’s aftershock occurrence rate model for Turkey and the resulting likelihoods. Aftershock occurrence rate models are used for estimating the probability of an aftershock that exceeds a specific magnitude threshold within a time interval after the mainshock. Critical decisions on the post-earthquake safety of structures directly depend on the aftershock hazard estimated using the occurrence model. It is customary to calibrate models in a region-specific manner. These models depend on rate parameters(a, b, c and p) related to the seismicity characteristics of the investigated region. In this study, the available well-recorded aftershock sequences for a set of Mw ≥ 5.9 mainshock events that were observed in Turkey until 2012 are considered to develop the aftershock occurrence model. Mean estimates of the model parameters identified for Turkey are a =-1.90, b = 1.11, c = 0.05 and p = 1.20. Based on the developed model, aftershock likelihoods are computed for a range of different time intervals and mainshock magnitudes. Also, the sensitivity of aftershock probabilities to the model parameters is investigated. Aftershock occurrence probabilities estimated using the model are expected to be useful for post-earthquake safety evaluations in Turkey.展开更多
In this study, we used strippable LR 115 type 2 which is a Solid State Nuclear Track Detector (SSNTD) widely known for radon gas detection and measurement. The removed thickness of the active layer of samples of this ...In this study, we used strippable LR 115 type 2 which is a Solid State Nuclear Track Detector (SSNTD) widely known for radon gas detection and measurement. The removed thickness of the active layer of samples of this SSNTD, were determined by measuring the average initial thickness (before etching) and residual thickness after 80 to 135 minutes chemical etching in the standard conditions, using an electronic comparator. These results allowed the calculation of the bulk etch rate of this detector in a simple way. The mean value obtained is (3.21 ± 0.21) μm/h. This value is in close agreement with those reported by different authors. It is an important parameter for alpha track counting on the sensitive surface of this polymeric detector after chemical etching because track density depends extremely on its removed layer. This SSNTD was then used for environmental radon gas monitoring in Côte d’Ivoire.展开更多
This article introduces a novel variant of the generalized linear exponential(GLE)distribution,known as the sine generalized linear exponential(SGLE)distribution.The SGLE distribution utilizes the sine transformation ...This article introduces a novel variant of the generalized linear exponential(GLE)distribution,known as the sine generalized linear exponential(SGLE)distribution.The SGLE distribution utilizes the sine transformation to enhance its capabilities.The updated distribution is very adaptable and may be efficiently used in the modeling of survival data and dependability issues.The suggested model incorporates a hazard rate function(HRF)that may display a rising,J-shaped,or bathtub form,depending on its unique characteristics.This model includes many well-known lifespan distributions as separate sub-models.The suggested model is accompanied with a range of statistical features.The model parameters are examined using the techniques of maximum likelihood and Bayesian estimation using progressively censored data.In order to evaluate the effectiveness of these techniques,we provide a set of simulated data for testing purposes.The relevance of the newly presented model is shown via two real-world dataset applications,highlighting its superiority over other respected similar models.展开更多
The Weibull distribution has been widely used in reliability fields. A mixed Weibull distribution represents a popu- lation that consists of several Weibull subpopulations. In this paper, a new approach which combines...The Weibull distribution has been widely used in reliability fields. A mixed Weibull distribution represents a popu- lation that consists of several Weibull subpopulations. In this paper, a new approach which combines the least-squares method with Bayes’ theorem, takes advantage of the parameter estimation for single Weibull distribution is developed to estimate the pa- rameters of each subpopulation. The estimates given by this paper also satisfy the maximum likelihood equation. The estimates of the failure rate of the mixed Weibull population are given. An actual test data is computed by using the proposed method. The Kolmogorov-Smirnov goodness-of-fit test turns out that the proposed method yields more accurate result.展开更多
A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on samp...A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on sample data of an interest rate of national bond repurchase,maximum likelihood （ML）,linear Kalman filter and efficient method of moments （EMM） are used to estimate the model.While ML works well for simple models,it may lead to considerable deviation in parameter estimation when dynamic risks of interest rates are considered in them.Linear Kalman filter is a tractable and reasonably accurate technique for estimation cases where ML was not feasible.Moreover,when compared with the first two approaches,using EMM can obtain better parameter estimates for complex models with non-affine structures.展开更多
In a survival analysis context, we suggest a new method to estimate the piecewise constant hazard rate model. The method provides an automatic procedure to find the number and location of cut points and to estimate th...In a survival analysis context, we suggest a new method to estimate the piecewise constant hazard rate model. The method provides an automatic procedure to find the number and location of cut points and to estimate the hazard on each cut interval. Estimation is performed through a penalized likelihood using an adaptive ridge procedure. A bootstrap procedure is proposed in order to derive valid statistical inference taking both into account the variability of the estimate and the variability in the choice of the cut points. The new method is applied both to simulated data and to the Mayo Clinic trial on primary biliary cirrhosis. The algorithm implementation is seen to work well and to be of practical relevance.展开更多
文摘文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,根据广义似然比检验(Generalized Likeli-hood Ratio Test,GLRT)准则的一步与两步设计方法,设计了基于GLRT的一步法与两步法的距离扩展目标方向检测器。通过理论推导证明了这2种检测器相对于未知杂波协方差矩阵都具有恒虚警率。对比相同背景下已有检测器,特别是在辅助数据有限的场景下,文章提出的2个检测器表现出了优越的检测性能。
基金Supported by:Scientific and Technological Research Council of Turkey(TUBITAK)with Grant No.213M454
文摘This paper presents the calibration of Omori’s aftershock occurrence rate model for Turkey and the resulting likelihoods. Aftershock occurrence rate models are used for estimating the probability of an aftershock that exceeds a specific magnitude threshold within a time interval after the mainshock. Critical decisions on the post-earthquake safety of structures directly depend on the aftershock hazard estimated using the occurrence model. It is customary to calibrate models in a region-specific manner. These models depend on rate parameters(a, b, c and p) related to the seismicity characteristics of the investigated region. In this study, the available well-recorded aftershock sequences for a set of Mw ≥ 5.9 mainshock events that were observed in Turkey until 2012 are considered to develop the aftershock occurrence model. Mean estimates of the model parameters identified for Turkey are a =-1.90, b = 1.11, c = 0.05 and p = 1.20. Based on the developed model, aftershock likelihoods are computed for a range of different time intervals and mainshock magnitudes. Also, the sensitivity of aftershock probabilities to the model parameters is investigated. Aftershock occurrence probabilities estimated using the model are expected to be useful for post-earthquake safety evaluations in Turkey.
文摘In this study, we used strippable LR 115 type 2 which is a Solid State Nuclear Track Detector (SSNTD) widely known for radon gas detection and measurement. The removed thickness of the active layer of samples of this SSNTD, were determined by measuring the average initial thickness (before etching) and residual thickness after 80 to 135 minutes chemical etching in the standard conditions, using an electronic comparator. These results allowed the calculation of the bulk etch rate of this detector in a simple way. The mean value obtained is (3.21 ± 0.21) μm/h. This value is in close agreement with those reported by different authors. It is an important parameter for alpha track counting on the sensitive surface of this polymeric detector after chemical etching because track density depends extremely on its removed layer. This SSNTD was then used for environmental radon gas monitoring in Côte d’Ivoire.
基金This work was supported and funded by the Deanship of Scientific Research at Imam Mohammad Ibn Saud Islamic University(IMSIU)(Grant Number IMSIU-RG23142).
文摘This article introduces a novel variant of the generalized linear exponential(GLE)distribution,known as the sine generalized linear exponential(SGLE)distribution.The SGLE distribution utilizes the sine transformation to enhance its capabilities.The updated distribution is very adaptable and may be efficiently used in the modeling of survival data and dependability issues.The suggested model incorporates a hazard rate function(HRF)that may display a rising,J-shaped,or bathtub form,depending on its unique characteristics.This model includes many well-known lifespan distributions as separate sub-models.The suggested model is accompanied with a range of statistical features.The model parameters are examined using the techniques of maximum likelihood and Bayesian estimation using progressively censored data.In order to evaluate the effectiveness of these techniques,we provide a set of simulated data for testing purposes.The relevance of the newly presented model is shown via two real-world dataset applications,highlighting its superiority over other respected similar models.
文摘The Weibull distribution has been widely used in reliability fields. A mixed Weibull distribution represents a popu- lation that consists of several Weibull subpopulations. In this paper, a new approach which combines the least-squares method with Bayes’ theorem, takes advantage of the parameter estimation for single Weibull distribution is developed to estimate the pa- rameters of each subpopulation. The estimates given by this paper also satisfy the maximum likelihood equation. The estimates of the failure rate of the mixed Weibull population are given. An actual test data is computed by using the proposed method. The Kolmogorov-Smirnov goodness-of-fit test turns out that the proposed method yields more accurate result.
基金Sponsored by the National Natural Science Foundation of China(60979010)
文摘A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on sample data of an interest rate of national bond repurchase,maximum likelihood （ML）,linear Kalman filter and efficient method of moments （EMM） are used to estimate the model.While ML works well for simple models,it may lead to considerable deviation in parameter estimation when dynamic risks of interest rates are considered in them.Linear Kalman filter is a tractable and reasonably accurate technique for estimation cases where ML was not feasible.Moreover,when compared with the first two approaches,using EMM can obtain better parameter estimates for complex models with non-affine structures.
文摘In a survival analysis context, we suggest a new method to estimate the piecewise constant hazard rate model. The method provides an automatic procedure to find the number and location of cut points and to estimate the hazard on each cut interval. Estimation is performed through a penalized likelihood using an adaptive ridge procedure. A bootstrap procedure is proposed in order to derive valid statistical inference taking both into account the variability of the estimate and the variability in the choice of the cut points. The new method is applied both to simulated data and to the Mayo Clinic trial on primary biliary cirrhosis. The algorithm implementation is seen to work well and to be of practical relevance.
