Confidence intervals in stationary autocorrelated time series

In this study we examine in covariance stationary time series the consequences of constructing confidence intervals for the population mean using the classical methodology based on the hypothesis of independence. As criteria we use the actual probability the confidence interval of the classical methodology to include the population mean (actual confidence level), and the ratio of the sampling error of the classical methodology over the corresponding actual one leading to equality between actual and nominal confidence levels. These criteria are computed analytically under different sample sizes, and for different autocorrelation structures. For the AR(1) case, we find significant differentiation in the values taken by the two criteria depending upon the structure and the degree of autocorrelation. In the case of MA(1), and especially for positive autocorrelation, we always find actual confidence levels lower than the corresponding nominal ones, while this differentiation between these two levels is much lower compared to the case of AR(1).Covariance stationary time series; Variance of the sample mean; Actual confidence level

Estimating population means in covariance stationary process

In simple random sampling, the basic assumption at the stage of estimating the standard error of the sample mean and constructing the corresponding confidence interval for the population mean is that the observations in the sample must be independent. In a number of cases, however, the validity of this assumption is under question, and as examples we mention the cases of generating dependent quantities in Jackknife estimation, or the evolution through time of a social quantitative indicator in longitudinal studies. For the case of covariance stationary processes, in this paper we explore the consequences of estimating the standard error of the sample mean using however the classical way based on the independence assumption. As criteria we use the degree of bias in estimating the standard error, and the actual confidence level attained by the confidence interval, that is, the actual probability the interval to contain the true mean. These two criteria are computed analytically under different sample sizes in the stationary ARMA(1,1) process, which can generate different forms of autocorrelation structure between observations at different lags.Jackknife estimation; ARMA; Longitudinal data; Actual confidence level

Block-Online Multi-Channel Speech Enhancement Using DNN-Supported Relative Transfer Function Estimates

This work addresses the problem of block-online processing for multi-channel speech enhancement. Such processing is vital in scenarios with moving speakers and/or when very short utterances are processed, e.g., in voice assistant scenarios. We consider several variants of a system that performs beamforming supported by DNN-based voice activity detection (VAD) followed by post-filtering. The speaker is targeted through estimating relative transfer functions between microphones. Each block of the input signals is processed independently in order to make the method applicable in highly dynamic environments. Owing to the short length of the processed block, the statistics required by the beamformer are estimated less precisely. The influence of this inaccuracy is studied and compared to the processing regime when recordings are treated as one block (batch processing). The experimental evaluation of the proposed method is performed on large datasets of CHiME-4 and on another dataset featuring moving target speaker. The experiments are evaluated in terms of objective and perceptual criteria (such as signal-to-interference ratio (SIR) or perceptual evaluation of speech quality (PESQ), respectively). Moreover, word error rate (WER) achieved by a baseline automatic speech recognition system is evaluated, for which the enhancement method serves as a front-end solution. The results indicate that the proposed method is robust with respect to short length of the processed block. Significant improvements in terms of the criteria and WER are observed even for the block length of 250 ms.Comment: 10 pages, 8 figures, 4 tables. Modified version of the article accepted for publication in IET Signal Processing journal. Original results unchanged, additional experiments presented, refined discussion and conclusion

Characterizing Evaporation Ducts Within the Marine Atmospheric Boundary Layer Using Artificial Neural Networks

We apply a multilayer perceptron machine learning (ML) regression approach to infer electromagnetic (EM) duct heights within the marine atmospheric boundary layer (MABL) using sparsely sampled EM propagation data obtained within a bistatic context. This paper explains the rationale behind the selection of the ML network architecture, along with other model hyperparameters, in an effort to demystify the process of arriving at a useful ML model. The resulting speed of our ML predictions of EM duct heights, using sparse data measurements within MABL, indicates the suitability of the proposed method for real-time applications.Comment: 13 pages, 7 figure