Estimating Functionals of a Stochastic Process

1997 ◽  
Vol 29 (1) ◽  
pp. 249-270 ◽  
Author(s):  
Jacques Istas ◽  
Catherine Laredo

The problem of estimating the integral of a stochastic process from observations at a finite number N of sampling points has been considered by various authors. Recently, Benhenni and Cambanis (1992) studied this problem for processes with mean 0 and Hölder index K + ½, K ; ℕ These results are here extended to processes with arbitrary Hölder index. The estimators built here are linear in the observations and do not require the a priori knowledge of the smoothness of the process. If the process satisfies a Hölder condition with index s in quadratic mean, we prove that the rate of convergence of the mean square error is N2s+1 as N goes to ∞, and build estimators that achieve this rate.

1997 ◽  
Vol 29 (01) ◽  
pp. 249-270 ◽  
Author(s):  
Jacques Istas ◽  
Catherine Laredo

The problem of estimating the integral of a stochastic process from observations at a finite number N of sampling points has been considered by various authors. Recently, Benhenni and Cambanis (1992) studied this problem for processes with mean 0 and Hölder index K + ½, K ; ℕ These results are here extended to processes with arbitrary Hölder index. The estimators built here are linear in the observations and do not require the a priori knowledge of the smoothness of the process. If the process satisfies a Hölder condition with index s in quadratic mean, we prove that the rate of convergence of the mean square error is N 2s+1 as N goes to ∞, and build estimators that achieve this rate.


The article deals with the problem of remote search for hidden transmitters in a large office. Such a search should be performed inconspicuously for office visitors so that an attacker could not turn off the transmitter during the search. The complexity of the inconspicuous manual search for bugs is shown and the necessity of using a remote automated search for illegal transmitters is substantiated. The decision on the use of remote search can be made on the basis of a priori knowledge of the localization precision of a hidden transmitter. To calculate the precision of localization, a mathematical model is proposed on the basis of measuring the distances from the receiving antennas to the alleged hidden transmitter. The range and the precision of the distance from the transmitter to the receiving antenna can be calculated by knowing the attenuation of the signal during its propagation under certain conditions. The more heterogeneous the wave propagation environment, the greater the error in determining the range. The localization precision of the hidden transmitter is calculated using the Least Squares Method. The main parameter of localization precision is the Mean Square Error of its location. It is shown that the values of the Mean Square Error of localization depend both on the precision of the range measurement and on the position of the receiving antennas relative to the transmitter. The capabilities of the developed model for determining the required number of receiving antennas at a given localization precision are also shown. The simulation of a multi-storey office building was carried out and the parameters of localization precision were estimated for a different number of receiving antennas. The possibility of increasing the precision of localization with an increase in the number of antennas has been confirmed. The article concludes that it is advisable to use such a model when building scanners to search for illegal bugs and transmitters.


1978 ◽  
Vol 48 ◽  
pp. 227-228
Author(s):  
Y. Requième

In spite of important delays in the initial planning, the full automation of the Bordeaux meridian circle is progressing well and will be ready for regular observations by the middle of the next year. It is expected that the mean square error for one observation will be about ±0.”10 in the two coordinates for declinations up to 87°.


2018 ◽  
Vol 934 (4) ◽  
pp. 59-62
Author(s):  
V.I. Salnikov

The question of calculating the limiting values of residuals in geodesic constructions is considered in the case when the limiting value for measurement errors is assumed equal to 3m, ie ∆рred = 3m, where m is the mean square error of the measurement. Larger errors are rejected. At present, the limiting value for the residual is calculated by the formula 3m√n, where n is the number of measurements. The article draws attention to two contradictions between theory and practice arising from the use of this formula. First, the formula is derived from the classical law of the normal Gaussian distribution, and it is applied to the truncated law of the normal distribution. And, secondly, as shown in [1], when ∆рred = 2m, the sums of errors naturally take the value equal to ?pred, after which the number of errors in the sum starts anew. This article establishes its validity for ∆рred = 3m. A table of comparative values of the tolerances valid and recommended for more stringent ones is given. The article gives a graph of applied and recommended tolerances for ∆рred = 3m.


Sensors ◽  
2021 ◽  
Vol 21 (5) ◽  
pp. 1631
Author(s):  
Bruno Guilherme Martini ◽  
Gilson Augusto Helfer ◽  
Jorge Luis Victória Barbosa ◽  
Regina Célia Espinosa Modolo ◽  
Marcio Rosa da Silva ◽  
...  

The application of ubiquitous computing has increased in recent years, especially due to the development of technologies such as mobile computing, more accurate sensors, and specific protocols for the Internet of Things (IoT). One of the trends in this area of research is the use of context awareness. In agriculture, the context involves the environment, for example, the conditions found inside a greenhouse. Recently, a series of studies have proposed the use of sensors to monitor production and/or the use of cameras to obtain information about cultivation, providing data, reminders, and alerts to farmers. This article proposes a computational model for indoor agriculture called IndoorPlant. The model uses the analysis of context histories to provide intelligent generic services, such as predicting productivity, indicating problems that cultivation may suffer, and giving suggestions for improvements in greenhouse parameters. IndoorPlant was tested in three scenarios of the daily life of farmers with hydroponic production data that were obtained during seven months of cultivation of radicchio, lettuce, and arugula. Finally, the article presents the results obtained through intelligent services that use context histories. The scenarios used services to recommend improvements in cultivation, profiles and, finally, prediction of the cultivation time of radicchio, lettuce, and arugula using the partial least squares (PLS) regression technique. The prediction results were relevant since the following values were obtained: 0.96 (R2, coefficient of determination), 1.06 (RMSEC, square root of the mean square error of calibration), and 1.94 (RMSECV, square root of the mean square error of cross validation) for radicchio; 0.95 (R2), 1.37 (RMSEC), and 3.31 (RMSECV) for lettuce; 0.93 (R2), 1.10 (RMSEC), and 1.89 (RMSECV) for arugula. Eight farmers with different functions on the farm filled out a survey based on the technology acceptance model (TAM). The results showed 92% acceptance regarding utility and 98% acceptance for ease of use.


2011 ◽  
Vol 57 (7) ◽  
pp. 4622-4635 ◽  
Author(s):  
Bernhard G. Bodmann ◽  
Pankaj K. Singh

2021 ◽  
pp. 58-60
Author(s):  
Naziru Fadisanku Haruna ◽  
Ran Vijay Kumar Singh ◽  
Samsudeen Dahiru

In This paper a modied ratio-type estimator for nite population mean under stratied random sampling using single auxiliary variable has been proposed. The expression for mean square error and bias of the proposed estimator are derived up to the rst order of approximation. The expression for minimum mean square error of proposed estimator is also obtained. The mean square error the proposed estimator is compared with other existing estimators theoretically and condition are obtained under which proposed estimator performed better. A real life population data set has been considered to compare the efciency of the proposed estimator numerically.


2010 ◽  
Vol 40 (8) ◽  
pp. 1844-1847 ◽  
Author(s):  
Dimas Estrasulas de Oliveira ◽  
Luis Orlindo Tedeschi

Saturated aliphatic hydrocarbons (n-alkanes) were extracted from feed, orts, and bovine fecal samples using disposable, plastic 5mL-syringes as an alternative material to disposable columns, which are normally used in the liquid-solid extraction phase of n-alkanes. For both methods, the n-alkane extracts (carbon chain length between 31 and 36 atoms) were identified using gas chromatography. The linear regression between methods were: 1) feces: column Alkane=2.63+0.92×syringeAlkane [r²=0.94, square root of the mean square error (RMSE)=13.7mg kg-1, n=30] from which the intercept and the slope did not simultaneously differ from zero and unity (P>0.05), respectively; 2) feeds: column Alkane=0.36+1.12×syringeAlkane (r²=0.85, RMSE=1.9mg kg-1, n=21) from which the intercept and the slope did not simultaneously differ from zero and unity (P>0.05), respectively; 3) orts: column Alkane=0.49+0.92×syringeAlkane (r²=0.98, RMSE=1.2mg kg-1, n=15) from which the intercept and the slope did not simultaneously differ from zero and unity (P>0.05), respectively. Materials with low concentration of n-alkanes may affect the values obtained in both methods. These results suggested that disposable plastic syringes might be a viable alternative to columns thus, reducing analytical costs.


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