Optimal design for correlated processes with input-dependent noise

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models

Finite-time stabilization of Chameleon hidden hyperchaotic flows

The Chameleon hidden chaotic system is a chaotic system with exciting and particular properties. One of its specific features is that by changing its constant parameters, the flow exhibits three classes of hidden attractors containing one stable equilibrium, line of equilibria, or no equilibria, and self-excited attractors. In this paper, a new Chameleon hidden hyperchaotic flow is proposed and the corresponding hidden attractors and self-excited attractor are evaluated. Then, a new super-twisting fast terminal adaptive sliding mode control technique is suggested for finite-time stability of Chameleon hidden hyperchaotic flows. Dynamics of this chaotic system with different values of constant parameters has been studied using phase portraits, stability analysis and bifurcation diagrams. Descriptive simulations on the Chameleon hidden hyperchaotic system with external disturbances and parametric uncertainties are presented to approve the effectiveness of the proposed method.Peer ReviewedPostprint (published version

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.

Larval and adult food preferences of the poinsettia thrips Echinothrips americanus Morgan, 1913 (Thysanoptera: Thripidae)

Numerous occurrence of Echinothrips americanus Morgan, 1913, a relatively newly established pest in European greenhouses, on a wide spectrum of cultivated plants throughout Slovakia has encouraged us to present current data on its food ecology. Analysing 1,650 plant species, the poinsettia thrips was found on 106 species (48 families) including 19 showing sporadic, 75 moderate and 17 high infestation. Larvae were detected on 25 plant taxa from 13 families, most of them being new hosts. Mature clusters of Acalypha hispida, showing moderate to high infestation level and carrying both larvae and adults, were selected for more detailed statistical evaluation. Preference of adults for upper and lower leaf surface tends to be without statistical significance, the larvae on the contrary were strongly related to the lower side (Pearson's ?2 = 13. 3552, P = 0. 0013). Concerning the age, increased occurrence was apparent on younger leaves for both larvae and adults. For larvae the nonparametric test gives the statistical difference between three age categories of leaves with the following values: Kruskal-Wallis ?2 = 6. 6384, P = 0. 03618. The statistical significance of age seems to be more crucial for younger shoots, as proved by the statistics for both larvae (Kruskal-Wallis ?2 = 8. 4852, P = 0. 0144) and adults (Kruskal-Wallis ?2 = 7. 1049, P = 0. 0287). Different food preferences of larvae and adults may result in specific approach when applying an effective biological or chemical control. Narrower tolerance of larvae could make them more manageable target in plant protection instead of efforts to control the whole thrips population. © 2010 Springer-Verlag.Vedecká Grantová Agentúra MŠVVaŠ SR a SAV: KEGA 3/7454/09, 1/4339/07 Univerzita Komenského v BratislaveAcknowledgments The project was financially supported by VEGA No. 1/4339/07, KEGA 3/7454/09 and Comenius University grant No. UK/201/2009

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