scholarly journals Statistical error estimation methods for engineering-relevant quantities from scale-resolving simulations

2021 ◽  
pp. 1-21
Author(s):  
Michael Bergmann ◽  
Christian Morsbach ◽  
Graham Ashcroft ◽  
Edmund Kuegeler
Keyword(s):  
Time Series ◽  
Confidence Intervals ◽  
Error Estimation ◽  
Standard Error ◽  
Statistical Error ◽  
Statistical Moments ◽  
Estimation Methods ◽  
Sources Of Uncertainty ◽  
Initial Transient ◽  
Large Eddy

Abstract Scale-resolving simulations, such as large eddy simulations, have become affordable tools to investigate the flow in turbomachinery components. The resulting time-resolved flow field is typically analyzed using first- and second-order statistical moments. However, two sources of uncertainty are present when recording statistical moments from scale-resolving simulations: the influence of initial transients and statistical errors due to the finite number of samples. In this paper, both are systematically analyzed for several quantities of engineering interest using time series from a long-time large eddy simulation of the low-pressure turbine cascade T106C. A set of statistical tools to either remove or quantify these sources of uncertainty is assessed. First, the Marginal Standard Error Rule is used to detect the end of the initial transient. The method is validated for integral and local quantities and guidelines on how to handle spatially varying initial transients are formulated. With the initial transient reliably removed, the statistical error is estimated based on standard error relations considering correlations in the time series. The resulting confidence intervals are carefully verified for quantities of engineering interest utilizing cumulative and simple moving averages. Furthermore, the influence of periodic content from large scale vortex shedding on the error estimation is studied. Based on the confidence intervals, the required averaging interval to reduce the statistical uncertainty to a specific level is indicated for each considered quantity.

PENILAIAN KESEHATAN TERUMBU KARANG MENGGUNAKAN CITRA SATELIT WORLDVIEW-2 DI PULAU PAHAWANG, LAMPUNG, INDONESIA

2018 ◽  
Vol 2 ◽  
pp. 125
Author(s):  
Lukman Hakim
Keyword(s):  
Error Estimation ◽  
Standard Error ◽  
Red Edge ◽  
Standard Error Estimation

<p>Perairan laut Lampung sebagai bagian kecil dari ekosistem terumbu karang Indonesia terindikasi memiliki tren penurunan kualitas karena aktivitas pelayaran dan pariwisata yang ekstensif khususnya di Pulau Pahawang. Kontrol kondisi terumbu karang pada wilayah ini menjadi kegiatan vital dalam rangkaian konservasi sumber daya laut. Sayangnya, pemetaan kesehatan terumbu karang memerlukan survei detail yang memakan banyak waktu, biaya, dan tenaga. Citra sebagai produk data penginderaan jauh hadir sebagai solusi monitoring terumbu karang secara cepat, murah, dan dalam jangkauan wilayah yang relatif luas. Tujuan dari penelitian ini adalah untuk memetakan kesehatan terumbu karang melalui citra WorldView-2 (WV-2) serta menguji akurasi peta yang dihasilkan. Metode yang digunakan untuk memetakan kesehatan terumbu karang adalah transformasi nilai <em>pixel</em> pada <em>band-band</em> WV-2 menjadi nilai original objek dengan urutan: 1) koreksi atmosfer (<em>Top of Atmospheric Reflectance)</em>, 2) koreksi kilap air (<em>sun glint</em>), dan 3) koreksi kolom air (metode <em>lyzenga</em>) menghasilkan 15 <em>band</em> DII (<em>depth invariant bottom index</em>). Kelima belas <em>band</em> DII tersebut diubah menjadi nilai kesehatan terumbu karang dengan cara regresi antara nilai <em>pixel</em> pada <em>band</em> DII dengan nilai rasio kesehatan terumbu karang aktual yang diperoleh dari proses kalkulasi acak titik foto transek di lapangan. Tiga tipe regresi (linier, eksponen, dan polinomial) dilakukan untuk melihat persamaan terbaik yang bisa digunakan untuk mentransformasi nilai <em>pixel</em> ke nilai kesehatan terumbu karang. Persamaan terbaik kemudian diimplementasikan menjadi model kesehatan terumbu karang untuk kemudian diuji akurasi menggunakan metode <em>Standard Error Estimation</em>. Hasil terbaik diperoleh pada regresi antara rasio kesehatan terumbu karang dengan <em>b</em><em>and</em> DII <em>Coastal Red-Edge</em> dengan koefisien determinasi (R<sup>2</sup>) sebesar 0,6553 dan akurasi pemetaan sebesar 70,191%. Nilai tersebut menunjukan bahwa citra WV-2 memiliki potensi untuk menjadi instrumen monitoring ekosistem marine yang layak.</p><p><strong>Kata Kunci: </strong>Depth Invariant Bottom Index, Kesehatan Terumbu Karang, Lyzenga, Regresi, WorldView-2<strong></strong></p>

Questions to the Article of the Infection Rate of the Coronavirus Disease 2019 (COVID-19) in Wuhan, China: a Combined Analysis of Population Samples (Preprint)

2020 ◽  
Author(s):  
CHIEN WEI
Keyword(s):  
Confidence Intervals ◽  
Infection Rate ◽  
Standard Error ◽  
Recent Article ◽  
Forest Plot ◽  
Combined Analysis ◽  
Infected People ◽  
Heterogeneity Test

UNSTRUCTURED The recent article published on July 22 in 2020 remains several questionable issues that are required to clarifications further, particularly for readers who hope to replicate Figure 1 from the data in Table 1. Although I reproduced a similar forest plot based on the effect ratios and their 95% confidence intervals(Cis) similar to Figure 1 in that article, no detailed information about the source of standard error(SE) for each country was seen and addressed. Others like the positive 95% Cis reflecting the negative Z values in the forest plot and the Q statistics used for examining the heterogeneity test are requied to interpretations and classifications. Most importantly, authors did not explain how to estimate the number of infected people in Wuhan, China, to be 143,000 ,significantly higher than the number of confirmed cases(=75,815 in Wuhan, China) that is required to provide the equations or methodologies in an article.

scholarly journals Calibrating the CreditRisk+ Model at Different Time Scales and in Presence of Temporal Autocorrelation †

Mathematics ◽  
2021 ◽  
Vol 9 (14) ◽  
pp. 1679
Author(s):  
Jacopo Giacomelli ◽  
Luca Passalacqua
Keyword(s):  
Time Series ◽  
Default Risk ◽  
Real Life ◽  
Statistical Error ◽  
Real Data ◽  
Sampling Period ◽  
Calibration Procedure ◽  
Industry Standards ◽  
Default Rate

The CreditRisk+ model is one of the industry standards for the valuation of default risk in credit loans portfolios. The calibration of CreditRisk+ requires, inter alia, the specification of the parameters describing the structure of dependence among default events. This work addresses the calibration of these parameters. In particular, we study the dependence of the calibration procedure on the sampling period of the default rate time series, that might be different from the time horizon onto which the model is used for forecasting, as it is often the case in real life applications. The case of autocorrelated time series and the role of the statistical error as a function of the time series period are also discussed. The findings of the proposed calibration technique are illustrated with the support of an application to real data.

scholarly journals Assessment of decrease in renal function associated with hypothyroidism

2021 ◽  
Vol 12 (1) ◽  
pp. 275-286
Author(s):  
Ayesha Ammar ◽  
Kahkashan Bashir Mir ◽  
Sadaf Batool ◽  
Noreen Marwat ◽  
Maryam Saeed ◽  
...  
Keyword(s):  
Renal Function ◽  
Confidence Interval ◽  
Creatinine Clearance ◽  
Confidence Intervals ◽  
Standard Error ◽  
Radioactive Iodine ◽  
T Test ◽  
Euthyroid State ◽  
Significant Difference ◽  
The Mean

Objective: Study was aimed to see the effects of hypothyroidism on GFR as a renal function. Material and methods: Total of Fifty-eight patients were included in the study. Out of those forty-eight patients were female and the rest were male. Out of fifty eight patients, fifty three patients were of thyroid cancer in which hypothyroidism was due to discontinuation of thyroxine before the administration of radioactive iodine for Differentiated thyroid cancer.Moreover, remaining five patients were post radioactive iodine treatment (for hyperthyroidism) hypothyroid. All of the patients were above eighteen years of age with TSH value > 30µIU/ml. Pregnant and lactating females were excluded.Renal function tests (urea/creatinine, creatinine clearance) and serum electrolytes followed by Tc-99m-DTPA renal scan for GFR assessment (GATES’ method) were carried out in all subjects twice during the study, One study during hypothyroid state (TSH > 30 µIU/ml) and other during euthyroid state (TSH between 0.4 to 4µ IU/ml). The results of Student’s t-test showed significant difference in renal functions (Urea, creatinine, creatinine clearance, GFR values) in euthyroid state and hypothyroid state (p-value <0.05). RESULTS: In case of creatinine the paired t test reveal the mean 1.014±0.428, with standard error of 0.669 within 95% confidence interval, for creatinine clearance 80.11±14.12 with standard error of 1.94 within 95% confidence intervals, for urea the mean 28±12.13 with standard error of 1.607 within 95% confidence intervals and for GFR for individual kidney is 38.056±8.56 with standard error of 1.3717 within 95% confidence interval. There was no difference in the outcome of the 2 groups. Conclusion: Hypothyroidism impairs renal function to a significant level and hence needs to be prevented and corrected as early as possible.

scholarly journals Trend detection of atmospheric time series

Elem Sci Anth ◽  
2021 ◽  
Vol 9 (1) ◽  
Author(s):  
Kai-Lan Chang ◽  
Martin G. Schultz ◽  
Xin Lan ◽  
Audra McClure-Begley ◽  
Irina Petropavlovskikh ◽  
...  
Keyword(s):  
Time Series ◽  
Atmospheric Chemistry ◽  
Surface Ozone ◽  
High Surface ◽  
Effective Means ◽  
Environmental Data ◽  
Model Specification ◽  
Trend Detection ◽  
Detection Methods ◽  
Sources Of Uncertainty

This paper is aimed at atmospheric scientists without formal training in statistical theory. Its goal is to (1) provide a critical review of the rationale for trend analysis of the time series typically encountered in the field of atmospheric chemistry, (2) describe a range of trend-detection methods, and (3) demonstrate effective means of conveying the results to a general audience. Trend detections in atmospheric chemical composition data are often challenged by a variety of sources of uncertainty, which often behave differently to other environmental phenomena such as temperature, precipitation rate, or stream flow, and may require specific methods depending on the science questions to be addressed. Some sources of uncertainty can be explicitly included in the model specification, such as autocorrelation and seasonality, but some inherent uncertainties are difficult to quantify, such as data heterogeneity and measurement uncertainty due to the combined effect of short and long term natural variability, instrumental stability, and aggregation of data from sparse sampling frequency. Failure to account for these uncertainties might result in an inappropriate inference of the trends and their estimation errors. On the other hand, the variation in extreme events might be interesting for different scientific questions, for example, the frequency of extremely high surface ozone events and their relevance to human health. In this study we aim to (1) review trend detection methods for addressing different levels of data complexity in different chemical species, (2) demonstrate that the incorporation of scientifically interpretable covariates can outperform pure numerical curve fitting techniques in terms of uncertainty reduction and improved predictability, (3) illustrate the study of trends based on extreme quantiles that can provide insight beyond standard mean or median based trend estimates, and (4) present an advanced method of quantifying regional trends based on the inter-site correlations of multisite data. All demonstrations are based on time series of observed trace gases relevant to atmospheric chemistry, but the methods can be applied to other environmental data sets.

Sign in / Sign up

Export Citation Format

Share Document