Exact intervals and test for mean of symmetrical population when one sample value possibly an outlier
Confidence intervals and significance tests for mean of symmetrical population with smallest or largest outlier observation
Walsh, J.↗
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A Multi-Fidelity Gaussian Process Regression Method for Probabilistic Wind Farm Power Curve Estimation
Accurate estimation of the power curve for wind turbines or wind farms is crucial to ensure their efficient operation and management. However, conventional methods for power curve estimation rely either on expensive and infrequent measurements or on low-quality numerical simulations. Moreover, the majority of previous studies on power curve estimation for wind turbines or wind farms focused on deterministic estimation, which provides a point estimate of the relationship between wind speed and power generation. Nevertheless, the deterministic approach fails to consider the inherent uncertainty associated with wind energy production resulting from varying turbine characteristics. This can lead to inaccurate power generation estimation and suboptimal decisions regarding energy management. In this paper, a kernel density estimation (KDE) based Multi-Fidelity Gaussian Process Regression (MFGPR) model is proposed to fuse theoretical power curve data and the ground true measurements to create a mapping of wind speed and wind power. By conducting a case study on an actual wind farm in China, the efficacy of the proposed MFGPR model was demonstrated in characterizing the variability of wind power. The probabilistic MFGPR model was also able to generate confidence intervals that encompassed the measured power, thereby improving the accuracy and confidence in wind power estimation or wind resource assessment. Overall, the proposed MFGPR model offers a reliable approach to integrate high-fidelity ground measurements and theoretical power curve data, resulting in precise wind resource assessment and power estimation.
Gaussian process regression↗
Design of ceramic components with the NASA/CARES computer program
The ceramics analysis and reliability evaluation of structures (CARES) computer program is described. The primary function of the code is to calculate the fast-fracture reliability or failure probability of macro-scopically isotropic ceramic components. These components may be subjected to complex thermomechanical loadings, such as those found in heat engine applications. CARES uses results from MSC/NASTRAN or ANSYS finite-element analysis programs to evaluate how inherent surface and/or volume type flaws component reliability. CARES utilizes the Batdorf model and the two-parameter Weibull cumulative distribution function to describe the effects of multiaxial stress states on material strength. The principle of independent action (PIA) and the Weibull normal stress averaging models are also included. Weibull material strength parameters, the Batdorf crack density coefficient, and other related statistical quantities are estimated from four-point bend bar or uniform uniaxial tensile specimen fracture strength data. Parameter estimation can be performed for a single or multiple failure modes by using a least-squares analysis or a maximum likelihood method. Kolmogorov-Smirnov and Anderson-Darling goodness-to-fit-tests, 90 percent confidence intervals on the Weibull parameters, and Kanofsky-Srinivasan 90 percent confidence band values are also provided. Examples are provided to illustrate the various features of CARES.
Nemeth, Noel N.↗
Ceramics Analysis and Reliability Evaluation of Structures (CARES). Users and programmers manual
This manual describes how to use the Ceramics Analysis and Reliability Evaluation of Structures (CARES) computer program. The primary function of the code is to calculate the fast fracture reliability or failure probability of macroscopically isotropic ceramic components. These components may be subjected to complex thermomechanical loadings, such as those found in heat engine applications. The program uses results from MSC/NASTRAN or ANSYS finite element analysis programs to evaluate component reliability due to inherent surface and/or volume type flaws. CARES utilizes the Batdorf model and the two-parameter Weibull cumulative distribution function to describe the effect of multiaxial stress states on material strength. The principle of independent action (PIA) and the Weibull normal stress averaging models are also included. Weibull material strength parameters, the Batdorf crack density coefficient, and other related statistical quantities are estimated from four-point bend bar or unifrom uniaxial tensile specimen fracture strength data. Parameter estimation can be performed for single or multiple failure modes by using the least-square analysis or the maximum likelihood method. Kolmogorov-Smirnov and Anderson-Darling goodness-of-fit tests, ninety percent confidence intervals on the Weibull parameters, and Kanofsky-Srinivasan ninety percent confidence band values are also provided. The probabilistic fast-fracture theories used in CARES, along with the input and output for CARES, are described. Example problems to demonstrate various feature of the program are also included. This manual describes the MSC/NASTRAN version of the CARES program.
Nemeth, Noel N.↗
Association Between Dispatch Complaint and Critical Prehospital Time Intervals in Suspected Stroke 911 Activations in the National Emergency Medical Services Information System, 2012–2016
Emergency Medical Services can help improve stroke outcomes by recognizing stroke symptoms, establishing response priority for 911 calls, and minimizing prehospital delays. This study examines 911 stroke events and evaluates associations between events dispatched as stroke and critical EMS time intervals. Data from the National Emergency Medical Services Information System, 2012 to 2016, were analyzed. Activations from 911 calls with a primary or secondary provider impression of stroke were included for adult patients transported to a hospital destination. Three prehospital time intervals were evaluated: (1) response time (RT) ≤8 min, (2) on-scene time (OST) ≤15 min, and (3) transport time (TT) ≤12 min. Associations between stroke dispatch complaint and prehospital time intervals were assessed using multivariate regression to estimate adjusted risk ratios (ARR) and 95% confidence intervals (CIs). Approximately 37% of stroke dispatch complaints were identified by EMS as a suspected stroke. Compared to stroke events without a stroke dispatch complaint, median OST was shorter for events with a stroke dispatch (16 min vs. 14 min, respectively). In adjusted analyses, events dispatched as stroke were more likely to meet the EMS time benchmark for OST ≤15 min (OST, 1.20 [1.20–1.21]), but not RT or TT (RT, [1.00–1.01]; TT, 0.95 [0.94–0.95]). Furthermore, our results indicate that dispatcher recognition of stroke symptoms reduces the time spent on-scene by EMS personnel. These findings can inform future EMS stroke education and quality improvement efforts to emphasize dispatcher recognition of stroke signs and symptoms, as EMS dispatchers play a crucial role in optimizing the prehospital response.
59 BASIC BIOLOGICAL SCIENCES↗
The Extravehicular Suit Impact Load Attenuation Study for Use in Astronaut Bone Fracture Prediction
The NASA Integrated Medical Model (IMM) assesses the risk, including likelihood and impact of occurrence, of all credible in-flight medical conditions. Fracture of the proximal femur is a traumatic injury that would likely result in loss of mission if it were to happen during spaceflight. The low gravity exposure causes decreases in bone mineral density which heightens the concern. Researchers at the NASA Glenn Research Center have quantified bone fracture probability during spaceflight with a probabilistic model. It was assumed that a pressurized extravehicular activity (EVA) suit would attenuate load during a fall, but no supporting data was available. The suit impact load attenuation study was performed to collect analogous data. METHODS: A pressurized EVA suit analog test bed was used to study how the offset, defined as the gap between the suit and the astronaut s body, impact load magnitude and suit operating pressure affects the attenuation of impact load. The attenuation data was incorporated into the probabilistic model of bone fracture as a function of these factors, replacing a load attenuation value based on commercial hip protectors. RESULTS: Load attenuation was more dependent on offset than on pressurization or load magnitude, especially at small offsets. Load attenuation factors for offsets between 0.1 - 1.5 cm were 0.69 +/- 0.15, 0.49 +/- 0.22 and 0.35 +/- 0.18 for mean impact forces of 4827, 6400 and 8467 N, respectively. Load attenuation factors for offsets of 2.8 - 5.3 cm were 0.93 +/- 0.2, 0.94 +/- 0.1 and 0.84 +/- 0.5, for the same mean impact forces. Reductions were observed in the 95th percentile confidence interval of the bone fracture probability predictions. CONCLUSIONS: The reduction in uncertainty and improved confidence in bone fracture predictions increased the fidelity and credibility of the fracture risk model and its benefit to mission design and operational decisions.
Lewandowski, Beth E.↗
Alleviating prior dependencies for DESI DR1 clustering fits through reparameterization
Bayesian analyses of the full-shape clustering of Dark Energy Spectroscopic Instrument (DESI) Data Release 1 (DR1) exhibit prior-volume projection effects, whereby weakly constrained nuisance parameters of the Effective Field Theory of Large Scale Structure (EFTofLSS) shift marginalized cosmological posteriors away from the posterior maximum. We reanalyze DESI DR1 power spectrum multipoles using two complementary mitigation strategies: (i) nonlinear orthogonalization to decorrelate nuisance and cosmological parameter priors, and (ii) a fully reparameterization-invariant Jeffreys prior over all EFTofLSS coefficients, evaluated on-the-fly via closed-form Jacobians. Including data from DESI, Big-Bang Nuclesynthesis and a constraint on $n_{\mathrm{s}}$, baseline priors lead to multi-$σ$ projection in the Hubble parameter $H_{0}$ and dark energy equation of state parameters $w_{0}$ and $w_{a}$; the Jeffreys prior successfully recenters these posteriors to enclose the maximum a posteriori estimate within the 68% credible regions, demonstrating clear mitigation of projection effects for these late-time expansion parameters. A hybrid Jeffreys+baseline-Gaussian configuration controls residual over-broad tails in the physical cold dark matter density $ω_{\mathrm{c}}$ while preserving the volume correction, and is our favoured approach. We compare the credible intervals derived using our methodology to those obtained using Halo Occupation Distribution (HOD)-informed priors and to confidence intervals derived using frequentist profile likelihood analyses, finding agreement in both central values and degeneracy directions in the $w_{0}$--$w_{a}$ plane. This demonstrates that, once projection effects are properly controlled, we can make robust inferences about the late-time cosmological expansion independent of the statistical framework adopted.
Bonici, M. [Waterloo U.; Perimeter Inst. Theor. Ph↗
Fractal correlation properties of R-R interval dynamics and mortality in patients with depressed left ventricular function after an acute myocardial infarction
BACKGROUND: Preliminary data suggest that the analysis of R-R interval variability by fractal analysis methods may provide clinically useful information on patients with heart failure. The purpose of this study was to compare the prognostic power of new fractal and traditional measures of R-R interval variability as predictors of death after acute myocardial infarction. METHODS AND RESULTS: Time and frequency domain heart rate (HR) variability measures, along with short- and long-term correlation (fractal) properties of R-R intervals (exponents alpha(1) and alpha(2)) and power-law scaling of the power spectra (exponent beta), were assessed from 24-hour Holter recordings in 446 survivors of acute myocardial infarction with a depressed left ventricular function (ejection fraction </=35%). During a mean+/-SD follow-up period of 685+/-360 days, 114 patients died (25.6%), with 75 deaths classified as arrhythmic (17.0%) and 28 as nonarrhythmic (6.3%) cardiac deaths. Several traditional and fractal measures of R-R interval variability were significant univariate predictors of all-cause mortality. Reduced short-term scaling exponent alpha(1) was the most powerful R-R interval variability measure as a predictor of all-cause mortality (alpha(1) <0.75, relative risk 3.0, 95% confidence interval 2.5 to 4.2, P<0.001). It remained an independent predictor of death (P<0.001) after adjustment for other postinfarction risk markers, such as age, ejection fraction, NYHA class, and medication. Reduced alpha(1) predicted both arrhythmic death (P<0.001) and nonarrhythmic cardiac death (P<0.001). CONCLUSIONS: Analysis of the fractal characteristics of short-term R-R interval dynamics yields more powerful prognostic information than the traditional measures of HR variability among patients with depressed left ventricular function after an acute myocardial infarction.
Non-NASA Center↗
Application of Gaussian Mixture Regression for the Correction of Low Cost PM2.5 Monitoring Data in Accra, Ghana
Low-cost sensors (LCSs) for air quality monitoring have enormous potential to improve air quality data coverage in resource-limited parts of the world such as sub-Saharan Africa. LCSs, however, are affected by environment and source conditions. To establish high-quality data, LCSs must be collocated and calibrated with reference grade PM2.5 monitors. From March 2020, a low-cost PurpleAir PM2.5 monitor was collocated with a Met One Beta Attenuation Monitor 1020 in Accra, Ghana. While previous studies have shown that multiple linear regression (MLR) and random forest regression (RF) can improve accuracy and correlation between PurpleAir and reference data, MLR and RF yielded suboptimal improvement in the Accra collocation (R2 = 0.81 and R2 = 0.81, respectively). We present the first application of Gaussian mixture regression (GMR) to air quality data calibration and demonstrate improvement over traditional methods by increasing the collocated PM2.5 correlation and accuracy to R2 = 0.88 and MAE = 2.2 μg/cu. m. Gaussian mixture models (GMMs) are a probability density estimator and clustering method from which nonlinear regressions that tolerate missing inputs can be derived. We find that even when given missing inputs, GMR provides better correlation than MLR and RF performed with complete data. GMR also allows us to estimate calibration certainty. When evaluated, 95% confidence intervals agreed with reference PM2.5 data 96% of the time, suggesting that the model accurately assesses its own confidence. Additionally, clustering within the GMM is consistent with climate characteristics, providing confidence that the calibration approach can learn underlying relationships in data.
Sensors↗
Deep Sigma Point Processes-Assisted Chance-Constrained Power System Transient Stability Preventive Control
Here this paper proposes a deep sigma point processes (DSPP)-assisted chance-constrained power system transient stability preventive control method to deal with uncertain renewable energy and loads-induced stability risk. The traditional transient stability-constrained preventive control is reformulated as a chance-constrained optimization problem. To deal with the computational bottleneck of the time-domain simulation-based probabilistic transient stability assessment, the DSPP is developed. DSPP is a parametric Bayesian approach that allows us to predict system transient stability with high computational efficiency while accurately quantifying the confidence intervals of the predictions that can be used to inform system instability risk. To this end, with a given preset confidence probability, we embed DSPP into the primal dual interior point method to help solve the chance-constrained preventive control problem, where the corresponding Jacobian and Hessian matrices are derived. Comparison results with other existing methods show that the proposed method can significantly speed up preventive control while maintaining high accuracy and convergence
97 MATHEMATICS AND COMPUTING↗
Comparing traditional and Bayesian approaches to ecological meta‐analysis
Abstract Despite the wide application of meta‐analysis in ecology, some of the traditional methods used for meta‐analysis may not perform well given the type of data characteristic of ecological meta‐analyses. We reviewed published meta‐analyses on the ecological impacts of global climate change, evaluating the number of replicates used in the primary studies ( n i ) and the number of studies or records ( k ) that were aggregated to calculate a mean effect size. We used the results of the review in a simulation experiment to assess the performance of conventional frequentist and Bayesian meta‐analysis methods for estimating a mean effect size and its uncertainty interval. Our literature review showed that n i and k were highly variable, distributions were right‐skewed and were generally small (median n i = 5, median k = 44). Our simulations show that the choice of method for calculating uncertainty intervals was critical for obtaining appropriate coverage (close to the nominal value of 0.95). When k was low (<40), 95% coverage was achieved by a confidence interval (CI) based on the t distribution that uses an adjusted standard error (the Hartung–Knapp–Sidik–Jonkman, HKSJ), or by a Bayesian credible interval, whereas bootstrap or z distribution CIs had lower coverage. Despite the importance of the method to calculate the uncertainty interval, 39% of the meta‐analyses reviewed did not report the method used, and of the 61% that did, 94% used a potentially problematic method, which may be a consequence of software defaults. In general, for a simple random‐effects meta‐analysis, the performance of the best frequentist and Bayesian methods was similar for the same combinations of factors ( k and mean replication), though the Bayesian approach had higher than nominal (>95%) coverage for the mean effect when k was very low ( k < 15). Our literature review suggests that many meta‐analyses that used z distribution or bootstrapping CIs may have overestimated the statistical significance of their results when the number of studies was low; more appropriate methods need to be adopted in ecological meta‐analyses.
Pappalardo, Paula↗
Uncertainty Quantification of Expected Time-of-Arrival in UAV Flight Trajectory
One of the foremost requirements for accurate in-flight safety monitoring of autonomous unmanned aerial vehicles (UAVs) is tracking of their flight trajectory. Existing UAVs leverage autonomous flight functionalities based on trajectory generation algorithms developed in robotic applications such as polynomial or spline curves in order to facilitate kinematic smoothness, minimum vibrations and fuel efficiency. However in practice, the actual path may be subjected to unexpected local weather conditions, unexpected obstacles along the path or abrupt traffic changes in the low-altitude airspace resulting in large errors of the predicted time-of-arrival at way-points. In this study, an approach to quantify and propagate uncertainty in 4D trajectories is proposed. The paper presents a simple error interval propagation method based on the expected cruise speed of the UAV and its associated uncertainty. The uncertainty is then propagated in time to estimate reasonable confidence intervals on the times-of-arrival of the vehicle at each way-point as well as along the entire flight-path. The uncertainty propagation is demonstrated on a state-of-the-art trajectory generation algorithm based on non-uniform rational B-spline (NURBS) curves. Further, the effect of a stationary wind field is incorporated in the uncertainty propagation approach. The proposed method is implemented on synthetic and real data obtained from flight experiments with a small UAV.
Uncertainty Quantification↗
Approximation of Failure Probability Using Conditional Sampling
In analyzing systems which depend on uncertain parameters, one technique is to partition the uncertain parameter domain into a failure set and its complement, and judge the quality of the system by estimating the probability of failure. If this is done by a sampling technique such as Monte Carlo and the probability of failure is small, accurate approximation can require so many sample points that the computational expense is prohibitive. Previous work of the authors has shown how to bound the failure event by sets of such simple geometry that their probabilities can be calculated analytically. In this paper, it is shown how to make use of these failure bounding sets and conditional sampling within them to substantially reduce the computational burden of approximating failure probability. It is also shown how the use of these sampling techniques improves the confidence intervals for the failure probability estimate for a given number of sample points and how they reduce the number of sample point analyses needed to achieve a given level of confidence.
Giesy. Daniel P.↗
A perceptual evaluation of the efficacy of Sound Exposure Level in the rating of annoyance to helicopter noise
A psychoacoustic test was performed that aimed to test how well Sound Exposure Level (SEL) is at indicating changes in annoyance to helicopter noise for simple changes in design as well as for realistic changes found from flight tests. In particular, SEL was evaluated for auralizations of optimized designs of rotor geometries when compared to a baseline design and for recordings that compare different helicopters and maneuvers. Paired comparisons consisted of the 10dB-down portion of flyovers, which is the same portion used to calculate SEL. When played at the same SEL, annoyance responses showed in which cases SEL is a good indicator as well as when other aspects not included in the calculation of SEL may be important. Annoyance responses for relative differences in SEL allowed the calculation of an Equal Annoyance Point, giving further insight to the performance of SEL. Confidence intervals calculated with Monte Carlo simulations showed when responses are statistically different from the equal SEL comparison and also gave an indication of the necessary reduction for designers to be confident that a low noise design is impactful or that a difference in rotorcraft or maneuver is perceptually favorable.
psychoacoustics↗
A Perceptual Evaluation of the Efficacy of Sound Exposure Level in the Rating of Annoyance to Helicopter Noise
A psychoacoustic test was performed that aimed to test how well Sound Exposure Level (LAE) is at indicating changes in annoyance to helicopter noise for simple changes in design as well as for realistic changes found from flight tests. In particular, LAE was evaluated for auralizations of optimized designs of rotor geometries when compared to a baseline design and for recordings that compare different helicopters and maneuvers. Paired comparisons consisted of the 10dBA-down portion of flyovers, which is the same portion used to calculate LAE. When played at the same LAE, annoyance responses showed in which cases LAE is a good indicator as well as when other aspects not included in the calculation of LAE may be important. Annoyance responses for relative differences in LAE allowed the calculation of an Equal Annoyance Point, giving further insight to the performance of LAE. Confidence intervals calculated with Monte Carlo simulations showed when responses are statistically different from the equal LAE comparison and also gave an indication of the necessary reduction for designers to be confident that a low noise design is impactful or that a difference in rotorcraft or maneuver is perceptually favorable.
Matthew Alban Boucher↗
Composite Overwrapped Pressure Vessels (COPV) Stress Rupture Test: Part 2
One of the major concerns for the aging Space Shuttle fleet is the stress rupture life of composite overwrapped pressure vessels (COPVs). Stress rupture life of a COPY has been defined as the minimum time during which the composite maintains structural integrity considering the combined effects of stress levels and time. To assist in the evaluation of the aging COPVs in the Orbiter fleet an analytical reliability model was developed. The actual data used to construct this model was from testing of COPVs constructed of similar, but not exactly same materials and pressure cycles as used on Orbiter vessels. Since no actual Orbiter COPV stress rupture data exists the Space Shuttle Program decided to run a stress rupture test to compare to model predictions. Due to availability of spares, the testing was unfortunately limited to one 40" vessel. The stress rupture test was performed at maximum operating pressure at an elevated temperature to accelerate aging. The test was performed in two phases. The first phase, 130 F, a moderately accelerated test designed to achieve the midpoint of the model predicted point reliability. A more aggressive second phase, performed at 160 F, was designed to determine if the test article will exceed the 95% confidence interval ofthe model. In phase 3, the vessel pressure was increased to above maximum operating pressure while maintaining the phase 2 temperature. After reaching enough effectives hours to reach the 99.99% confidence level of the model phase 4 testing began when the temperature was increased to greater than 170 F. The vessel was maintained at phase 4 conditions until it failed after over 3 million effect hours. This paper will discuss the results of this test, it's implications and possible follow-on testing.
Russell, Richard↗
Experimental Validation of a Command and Control Traffic Detection Model
Network intrusion detection systems (NIDS) are commonly used to detect malware communications, including command-and-control (C2) traffic from botnets. NIDS performance assessments have been studied for decades, but mathematical modeling has rarely been used to explore NIDS performance. This paper details a mathematical model that describes a NIDS performing packet inspection and its detection of malware's C2 traffic. Here, the paper further describes an emulation testbed and a set of cyber experiments that used the testbed to validate the model. These experiments included a commonly used NIDS (Snort) and traffic with contents from a pervasive malware (Emotet). Results are presented for two scenarios: a nominal scenario and a “stressed” scenario in which the NIDS cannot process all incoming packets. Model and experiment results match well, with model estimates mostly falling within 95 % confidence intervals on the experiment means. Model results were produced 70-3000 times faster than the experimental results. Consequently, the model's predictive capability could potentially be used to support decisions about NIDS configuration and effectiveness that require high confidence results, quantification of uncertainty, and exploration of large parameter spaces. Furthermore, the experiments provide an example for how emulation testbeds can be used to validate cyber models that include stochastic variability.
mathematical model↗
Longitudinal study of astronaut health: Mortality in the years 1959-1991
We conducted a historical cohort study of mortality among 195 astronauts who were exposed to space and medical sources of radiation between 1959 and 1991. Cumulative occupational and medical radiation exposures were obtained from the astronaut radiation exposure history data base. Causes of death were obtained from obligatory death certificates and autopsy reports that were on file in the medical records. A total of 18 deaths occurred during the 32-year follow-up period for which the all-cause standardized mortality ratio (SMR) was 142 (95 percent confidence interval 84 225). There was one cancer death in the buccal cavity and pharynegeal ICD-9 rubric whose occurrence was significantly beyond expectation. Mortality for coronary disease was 59 percent lower than expected (2 deaths; SMR = 41; 95 percent confidence limit 5 147). The crude death rate for 10 occupationally related accidents was 400 deaths per 100,000 person-years, which is an order of magnitude greater than accidental death rates in mining industries. The SMR of 1027 for fatal accidents was significantly beyond expectation (14 deaths; 95 percent confidence limit 561 1723) and was similar to SMRs for accidents among aerial pesticide applications. The 10-year cumulative risk of occupational fatalities based on the exponential, Weibull, Gompertz, and linear-exponential distributions was 10 percent. Mortality from motor vehicle accidents was slightly higher than expected but was not significant (1 death; SMR = 145; 95 percent confidence limit 2 808). Radiation exposures from medical procedures accounted for a majority of cumulative dose when compared with space radiation exposures. The results of the study do not confirm the impression that astronauts are at increased risk of cancer, but this does not obviate the need for further study. Overall, it was found that astronauts are at a health disadvantage as a result of catastrophic accidents.
Peterson, Leif E.↗