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At least 55 records · Page 3

Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks [Scargle 1998]-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piece- wise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by [Arias-Castro, Donoho and Huo 2003]. In the spirit of Reproducible Research [Donoho et al. (2008)] all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.

signal detection↗

Nearest Neighbor Algorithms for Pattern Classification

A solution of the discrimination problem is considered by means of the minimum distance classifier, commonly referred to as the nearest neighbor (NN) rule. The NN rule is nonparametric, or distribution free, in the sense that it does not depend on any assumptions about the underlying statistics for its application. The k-NN rule is a procedure that assigns an observation vector z to a category F if most of the k nearby observations x sub i are elements of F. The condensed nearest neighbor (CNN) rule may be used to reduce the size of the training set required categorize The Bayes risk serves merely as a reference-the limit of excellence beyond which it is not possible to go. The NN rule is bounded below by the Bayes risk and above by twice the Bayes risk.

Barrios, J. O.↗

Confidence Intervals for Laboratory Sonic Boom Annoyance Tests

Commercial supersonic flight is currently forbidden over land because sonic booms have historically caused unacceptable annoyance levels in overflown communities. NASA is providing data and expertise to noise regulators as they consider relaxing the ban for future quiet supersonic aircraft. One deliverable NASA will provide is a predictive model for indoor annoyance to aid in setting an acceptable quiet sonic boom threshold. A laboratory study was conducted to determine how indoor vibrations caused by sonic booms affect annoyance judgments. The test method required finding the point of subjective equality (PSE) between sonic boom signals that cause vibrations and signals not causing vibrations played at various amplitudes. This presentation focuses on a few statistical techniques for estimating the interval around the PSE. The techniques examined are the Delta Method, Parametric and Nonparametric Bootstrapping, and Bayesian Posterior Estimation.

Rathsam, Jonathan↗

Advanced statistical methods for improved data analysis of NASA astrophysics missions

The investigators under this grant studied ways to improve the statistical analysis of astronomical data. They looked at existing techniques, the development of new techniques, and the production and distribution of specialized software to the astronomical community. Abstracts of nine papers that were produced are included, as well as brief descriptions of four software packages. The articles that are abstracted discuss analytical and Monte Carlo comparisons of six different linear least squares fits, a (second) paper on linear regression in astronomy, two reviews of public domain software for the astronomer, subsample and half-sample methods for estimating sampling distributions, a nonparametric estimation of survival functions under dependent competing risks, censoring in astronomical data due to nondetections, an astronomy survival analysis computer package called ASURV, and improving the statistical methodology of astronomical data analysis.

Feigelson, Eric D.↗

On the estimation of climatological Z-R relationships

A statistical framework for climatological Z-R parameter estimation is developed and simulation experiments are conducted to examine sampling properties of the estimators. Both parametric and nonparametric models are considered. For parametric models, it is shown that Z-R parameters can be estimated by maximum likelihood, a procedure with optimal large sample properties. A general nonparametric framework for climatological Z-R estimation is also developed. Nonparametric procedures are attractive because of their flexibility in dealing with certain types of measurement errors common to radar data. Simulation experiments show that even under favorable assumptions on error characteristics of radar and raingages, large datasets are required to obtain accurate Z-R parameter estimates. Another important conclusion is that estimation results are generally quite sensitive to radar and raingage measurement thresholds. For fixed sample size, the simulation results can be used to provide quantitative assessments of the accuracy of Z-R model parameter estimates. These results are particularly useful for error analysis of precipitation products that are derived using climatological Z-R relations. One example is the large-area rainfall estimates derived using the height-area rainfall threshold (HART) technique.

Krajewski, Witold F.↗

SLS Integrated Modal Test Uncertainty Quantification using the Hybrid Parametric Variation Method

Uncertainty in structural loading during launch is a significant concern in the development of spacecraft and launch vehicles. Small variations in launch vehicle and payload mode shapes and their interaction can result in significant variation in system loads. In many cases involving large aerospace systems it is difficult, not economical, or impossible to perform a system modal test. However, it is still vital to obtain test results that can be compared with analytical predictions to validate models. Instead, the “Building Block Approach” is used in which system components are tested individually. Component models are correlated and updated to agree as best they can with test results. The Space Launch System consists of a number of components that are assembled into a launch vehicle. Finite element models of the components are developed, reduced to Hurty/Craig-Bampton models and assembled to represent different phases of flight. The only opportunity to obtain modal test data from an assembled Space Launch System will be during the Integrated Modal Test. There is always uncertainty in every model, which flows into uncertainty in predicted system results. Uncertainty Quantification is used to determine statistical bounds on prediction accuracy based on model uncertainty. For the Space Launch System, model uncertainty is at the Hurty/Craig-Bampton component level. Uncertainty in the Hurty/Craig-Bampton components is quantified using the hybrid parametric variation approach that combines parametric and nonparametric uncertainty. Uncertainty in model form is one of the biggest contributors to uncertainty in complex built-up structures. This type of uncertainty cannot be represented by variations infinite element model input parameters and thus cannot be included in a parametric approach. However, model-form uncertainty can be modeled using a nonparametric approach based on random matrix theory. The hybrid parametric variation method requires the selection of dispersion values for the Hurty/Craig-Bampton fixed-interface eigenvalues, and the Hurty/Craig-Bampton stiffness matrices. Component test/analysis frequency error is used to identify the fixed-interface eigenvalue dispersions, while test/analysis cross-orthogonality is used to identify stiffness dispersion values. The hybrid parametric variation uncertainty quantification approach is applied to the Space Launch System Integrated Modal Test configuration. Monte Carlo analysis is performed, and statistics are determined for modal correlation metrics, frequency response from Integrated Modal Test shakers to selected accelerometers, as well as other metrics for determining how well target modes are excited and identified. If the predicted uncertainty envelopes future Integrated Modal Test results, then there will be increased confidence in the utility of the component-based hybrid parametric variation uncertainty quantification approach.

Uncertainty Quantification↗

A method of classification for multisource data in remote sensing based on interval-valued probabilities

An axiomatic approach to intervalued (IV) probabilities is presented, where the IV probability is defined by a pair of set-theoretic functions which satisfy some pre-specified axioms. On the basis of this approach representation of statistical evidence and combination of multiple bodies of evidence are emphasized. Although IV probabilities provide an innovative means for the representation and combination of evidential information, they make the decision process rather complicated. It entails more intelligent strategies for making decisions. The development of decision rules over IV probabilities is discussed from the viewpoint of statistical pattern recognition. The proposed method, so called evidential reasoning method, is applied to the ground-cover classification of a multisource data set consisting of Multispectral Scanner (MSS) data, Synthetic Aperture Radar (SAR) data, and digital terrain data such as elevation, slope, and aspect. By treating the data sources separately, the method is able to capture both parametric and nonparametric information and to combine them. Then the method is applied to two separate cases of classifying multiband data obtained by a single sensor. In each case a set of multiple sources is obtained by dividing the dimensionally huge data into smaller and more manageable pieces based on the global statistical correlation information. By a divide-and-combine process, the method is able to utilize more features than the conventional maximum likelihood method.

Kim, Hakil↗

Some analysis on the diurnal variation of rainfall over the Atlantic Ocean

Data collected from the GARP Atlantic Tropical Experiment (GATE) was examined. The data were collected from 10,000 grid points arranged as a 100 x 100 array; each grid covered a 4 square km area. The amount of rainfall was measured every 15 minutes during the experiment periods using c-band radars. Two types of analyses were performed on the data: analysis of diurnal variation was done on each of grid points based on the rainfall averages at noon and at midnight, and time series analysis on selected grid points based on the hourly averages of rainfall. Since there are no known distribution model which best describes the rainfall amount, nonparametric methods were used to examine the diurnal variation. Kolmogorov-Smirnov test was used to test if the rainfalls at noon and at midnight have the same statistical distribution. Wilcoxon signed-rank test was used to test if the noon rainfall is heavier than, equal to, or lighter than the midnight rainfall. These tests were done on each of the 10,000 grid points at which the data are available.

Gill, T.↗

Uncertainty Models for the Hybrid Parametric Variation Method of Uncertainty Quantification; Analysis

There is some level of uncertainty in every finite element model (FEM), which flows to a level of uncertainty in predicted results. The purpose of uncertainty quantification (UQ) is to provide statistical bounds on prediction accuracy based on model uncertainty. This is distinct from model updating, which attempts to modify models to improve their accuracy. UQ does not improve the accuracy of models, but accepts that the models are inherently inaccurate and attempts to quantify the impact of that inaccuracy on predicted results. Previously, an alternate method for UQ, called the Hybrid Parametric Variation (HPV) method, was applied to Space Launch System (SLS) Hurty/Craig-Bampton (HCB) components to predict system-level statistics for launch vehicle attitude control transfer functions and core stage section loads due to buffet. The HPV method combines a parametric variation of the HCB fixed-interface (FI) modal frequencies with a nonparametric variation (NPV) method that randomly varies the HCB mass and stiffness matrices as Wishart random matrix distributions using random matrix theory (RMT). Alternatively, the most common method for modeling uncertainty in the structural dynamics community is a parametric approach, which varies physical parameters in the model. However, there are several disadvantages associated with the parametric method. Determining a reduced set of parameters that have a significant impact on the system response can be time consuming, and the selected parameter probability distributions are rarely reliably known. Therefore, in practice, the parameters are surrogates for the actual errors, and the link to parameter uncertainty is unknown. Another major drawback is that the uncertainty that can be represented is limited to the form of the nominal FEM. It is the experience of the authors that based on numerous aerospace programs, almost all FEM errors are in form rather than parameter values. This hypothesis is supported by the observation of the authors that it is almost never possible to ‘tune’ a FEM to match modal test results by only modifying model parameters. Model-form uncertainty cannot be directly represented by FEM input parameters nor included in a parametric approach. However, model-form uncertainty can be modeled using RMT, where a probability distribution is developed for the matrix ensemble of interest. The major advantage of the NPV method is that it covers errors in model form. The HPV method anchors uncertainty at the HCB component level to component modal test results by matching the HCB and test modes based on mode descriptions or other methods, and then applying differing levels of frequency variation. The specific variations depend on the confidence to which a component FEM has been validated through modal testing. The NPV method is layered on the frequency variation to match modal test self-orthogonality and cross-orthogonality (XO) results. Once the component uncertainty models are identified, they are assembled, and the uncertainty is propagated to the system level using a Monte Carlo (MC) analysis approach that generates statistics for system-level predictions This provides a UQ method that can be traced to test data, which can be updated as additional data and improved correlated models become available. The purpose of this paper is to collect and present all of the theory for HPV that has been previously published in reports and papers and to present examples of its application. Specifically, component uncertainty models based on the dispersion of corresponding mass and stiffness matrices using proposed test/analysis correlation metrics are investigated. The first example is purely academic so that the true answers are known, and the validity of the HPV method and the corresponding uncertainty models can be determined. The purpose of this paper is to collect and present all of the theory for HPV that has been previously published in reports and papers and to present examples of its application. Specifically, component uncertainty models based on the dispersion of corresponding mass and stiffness matrices using proposed test/analysis correlation metrics are investigated. The first example is purely academic so that the true answers are known, and the validity of the HPV method and the corresponding uncertainty models can be determined. The second example is an application to a component that is design specific to the SLS. Based on this work and other assessments, the HPV method provides another tool to the toolset used for complex system UQ analysis. From experience gathered to date using the HPV method, additional design specific applications must be investigated to provide further confidence in the validity of the HPV method of UQ analysis.

Uncertainty quantification↗

Application of parametric and non-parametric statistics to sounding rocket dispersion including large sample and small sample theory

Analytical methods for obtaining large and small samples to be used in sounding rocket dispersion statistics are described. When the distribution of the parent population is assumed known, a method is called parametric. When no assumption is made about the parent population, the method is called nonparametric. Parametric and nonparametric methods are given for both large and small samples. The assumed distribution for the parametric case will be normal and it is shown that sample nonparametric theory is easier to apply in many cases, giving essentially the same results as parametric theory. The method is applied to the dispersion of NASA sounding rockets from 1959 to 1974.

James F. McGarvey↗

The X-ray luminosity function of very rich clusters and the luminosity-richness relation

For a sample of galactic clusters that includes richness class three, four, and five clusters, the significance of the luminosity-richness relation is estimated using nonparametric methods which are valid for any luminosity function. The Kolmogorov-Smirnov test is used to determine the significance at which the X-ray luminosities of clusters in one richness class are statistically equal to those in another. The a priori expectation that the high richness clusters are more luminous on average than lower richness objects is confirmed, but it is found that the luminosity function for clusters of richness class three or higher turns over for luminosities less than about 3 x 10 to the 44th ergs/s, while that for lower richness classes extends to at least an order of magnitude lower luminosity.

Soltan, A.↗

Evolution of the luminosity function of extragalactic objects

A nonparametric procedure for determination of the evolution of the luminosity function of extragalactic objects and use of this for prediction of expected redshift and luminosity distribution of objects is described. The relation between this statistical evolution of the population and their physical evolution, such as the variation with cosmological epoch of their luminosity and formation rate is presented. This procedure when applied to a sample of optically selected quasars with redshifts less than two shows that the luminosity function evolves more strongly for higher luminosities, indicating a larger quasar activity at earlier epochs and a more rapid evolution of the objects during their higher luminosity phases. It is also shown that absence of many quasars at redshifts greater than three implies slowing down of this evolution in the conventional cosmological models, perhaps indicating that this is near the epoch of the birth of the quasar (and galaxies).

Petrosian, V.↗

The distribution of flare parameters and implications for coronal heating

Assuming that solar hard X-ray flares are caused by bremsstrahlung from a distribution of accelerated electrons impinging on a thick target, we determine the relationship between the total flare energy released in the corona and observable flare parameters. It is shown that for the more numerous smaller flares to be energetically more important than larger ones, there must be an anticorrelation between observed flux and one or more of the photon spectral index, the total flare duration, the ratio of the total energy that goes into heating the corona to the energy that goes into acceleration of electrons, and the reciprocal of the low-energy cutoff of the accelerated electron spectrum. Using a new statistical test which properly takes account of data truncation due to observational selection effects, we find that neither spectral index nor duration show an anticorrelation with flux in ISEE 3/ICE hard X-ray data. Using a nonparametric method, we obtain single distributions of peak flux, spectral index, duration, and fluence, corrected for selection biases. The functional forms of these distributions do not support coronal heating by numerous small flares without very specific behavior by yet unobserved parameters.

Lee, Theodore T.↗

Evolution of the luminosity function of extragalactic objects

A nonparametric procedure for determining the evolution of the luminosity function (LF) of extragalactic objects is described. The following steps are required: (1) selection of complete samples with known observational selection effects, (2) choice of a cosmological model, (3) statistical analysis of the sample and determination of the evolution of the luminosity function, and (4) the use of the luminosity function for the determination of the formation rate and the physical evolution of the objects. When the present technique is applied to a sample of optically selected quasars with redshifts less than two, it is shown that the LF evolves more strongly for higher luminosities, indicating a larger quasar activity at earlier epochs and a more rapid evolution of the objects during their higher luminosity phases.

Petrosian, V.↗

NASA Engineering and Safety Center Technical Bulletin No. 22-04: Uncertainty Quantification of Reduced Order Structural Dynamic Models

Uncertainty quantification (UQ) provides statistical bounds on prediction accuracy based on finite element model (FEM) uncertainty. An alternate method for UQ, called the Hybrid Parametric Variation (HPV) combines a parametric variation of the Hurty/Craig-Bampton (HCB) fixed-interface (FI) modal frequencies with a nonparametric variation (NPV) method. This provides a UQ method that can be traced to test data, which can be updated as additional data and improved correlated models become available.

Uncertainty Quantification↗

Nonparametric algorithms for the search of signals

Two algorithms for the search of signals in noise are constructed. Two independent measurable properties of a discreet time-dependent stochastic process F are described. The functions A sub K and B sub K fully satisfy conditions for the application of a test based on Spearman's rank correlation coefficient. A statistic to which the one-sided signal test can be applied is constructed under sufficiently natural assumptions about the noise process. The constructed statistics are simplified. Processing results from calculations of statistics constructed for concrete processes are presented.

Myshenkova, T. S.↗

Variational Coupled Loads Analysis using the Hybrid Parametric Variation Method

Time-domain coupled loads analysis (CLA)is used to determine the response of a launch vehicle and payload system to transient forces, such as liftoff, engine ignitions and shutdowns, jettison events, and atmospheric flight loads, such as buffet. CLA, using Hurty/Craig-Bampton (HCB)component models, is the accepted method for the establishment of design-level loads for launch systems. However, uncertainty in the component models flows into uncertainty in predicted system results. Uncertainty in the structural responses during launch is a significant concern because small variations in launch vehicle and payload mode shapes and their interactions can result in significant variations in system loads. Uncertainty quantification (UQ)is used to determine statistical bounds on prediction accuracy based on model uncertainty. In this paper uncertainty is treated at the HCB component-model level. In an effort to account for model uncertainties and statistically bound their effect on CLA predictions, this work combines CLA with UQ in a process termed variational coupled loads analysis (VCLA). The modeling of uncertainty using a parametric approach, in which input parameters are represented by random variables, is common, but its major drawback is the resulting uncertainty is limited to the form of the nominal model. Uncertainty in model form is one of the biggest contributors to uncertainty in complex built-up structures. Model-form uncertainty can be represented using a nonparametric approach based on random matrix theory (RMT). In this work, UQ is performed using the hybrid parametric variation (HPV)method, which combines parametric with nonparametric uncertainty at the HCB component model level. The HPV method requires the selection of dispersion values for the HCB fixed-interface (FI)eigenvalues, and the HCB mass and stiffness matrices. The dispersions are based upon component test-analysis modal correlation results. During VCLA, random component models are assembled into an ensemble of random systems using a Monte Carlo (MC)approach. CLA is applied to each of the ensemble members to produce an ensemble of system-level responses for statistical analysis. The proposed methodology is demonstrated through its application to a buffet loads analysis of NASA’s Space Launch System (SLS)during the transonic regime fifty seconds after liftoff. Core stage (CS)section shears and moments are recovered, and statistics are computed.

Uncertainty Quantification↗

Variability analysis in low count rate sources

A method, based on the chi-square statistics, is described for detecting pulselike time variability in low count rate sources observed with photon-counting instruments. This method can be used even in the presence of observational gaps, takes full advantage of the filtering effect due to binning with different bin sizes, and takes into account the arbitrariness introduced by the binning phase. The procedure developed to limit the dependence of the results on the binning phase and ensure statistically correct results is described along with the application of the proposed procedure to a model of a variable source. Monte Carlo simulations are used to show how the method can be used to derive the characteristic variability time scales and that the method is more sensitive than the nonparametric Kolmogorov-Smirnov test in detecting variability to a given confidence level.

Collura, A.↗