Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process

In the present paper we provide a thorough study of small sample and asymptotical comparisons of the efficiencies of equidistant designs taking into account both the parameters of trend [theta], as well as the parameters of covariance function r of the Ornstein-Uhlenbeck process. If only trend parameters are of interest, the designs covering more-or-less uniformly the whole design space are rather efficient. However significant difference between infill asymptotics for trend parameter and covariance parameter is observed. We are proving that the n-point equidistant design for parameter [theta] is D-optimal.

Factors Effecting the Total Volatile Organic Compound (TVOC) Concentrations in Slovak Households

Thirty five Slovak households were selected for an investigation of indoor environmental quality. Measuring of indoor air physical and chemical factors and a questionnaire survey was performed during May 2017. The range of permissible operative temperature was not met in 11% of objects. Relative humidity met the legislative requirements in all monitored homes. Concentrations of total volatile organic compounds (TVOCs) were significantly higher in the apartments than in the family houses. The average TVOC levels in the apartments and family houses were 519.7 µg/m3 and 330.2 µg/m3, respectively. Statistical analysis confirmed the effect of indoor air temperature, relative humidity and particulate matter (PM0.5 and PM1) on the levels of TVOCs. Higher TVOC levels were observed also in homes where it is not a common practice to open windows during cleaning activities. Other factors that had a statistically significant effect on concentrations of volatile organic compounds were heating type, attached garage, location of the apartment within residential building (the floor), as well as number of occupants. Higher TVOC concentrations were observed in indoor than outdoor environment, while further analysis showed the significant impact of indoor emission sources on the level of these compounds in buildings. The questionnaire study showed a discrepancy between objective measurement and subjective assessment in the household environment, and pointed to insufficient public awareness about volatile organic compounds (VOCs)

Predicting hourly ozone concentrations using wavelets and ARIMA models

In recent years, air pollution has been a major concern for its implications on human health. Specifically, ozone ( O3 ) pollution is causing common respiratory diseases. In this paper, we illustrate the process of modeling and prediction hourly O3 pollution measurements using wavelet transforms. We split the time series of O3 in daily intervals and estimate scale and wavelet coefficients for each interval by the discrete wavelet transform (DWT) with Haar filter. Subsequently we apply cumulated autoregressive integrated moving average (ARIMA) to estimate the coefficients and forecast their evolution in future intervals. Then the inverse discrete wavelet transform is implemented for the reconstruction of the time series and the forecast in the near future. In order to assess the performance of the proposed methodology, we compare the predictions obtained by the DWTARIMA with those obtained by the ARIMA model. Several theoretical results are shown through a simulation study.(VLID)341257

Priority statement and some properties of t-lgHill estimator

We acknowledge the priority on the introduction of the formula of t-lgHill estimator for the positive extreme value index. We provide a novel motivation for this estimator based on ecologically driven dynamical systems. Another motivation is given directly by applying the general t-Hill procedure to log-gamma distribution. We illustrate the good quality of t-lgHill estimator in comparison to classical Hill estimator on the novel data of the concentration of arsenic in drinking water in the rural area of the Arica and Parinacota Region, Chile