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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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NASA NTRS2012

Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection

Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.

Kumar, Sricharan↗

NASA NTRS2016

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↗

NASA NTRS2003

Comparison of mode estimation methods and application in molecular clock analysis

BACKGROUND: Distributions of time estimates in molecular clock studies are sometimes skewed or contain outliers. In those cases, the mode is a better estimator of the overall time of divergence than the mean or median. However, different methods are available for estimating the mode. We compared these methods in simulations to determine their strengths and weaknesses and further assessed their performance when applied to real data sets from a molecular clock study. RESULTS: We found that the half-range mode and robust parametric mode methods have a lower bias than other mode methods under a diversity of conditions. However, the half-range mode suffers from a relatively high variance and the robust parametric mode is more susceptible to bias by outliers. We determined that bootstrapping reduces the variance of both mode estimators. Application of the different methods to real data sets yielded results that were concordant with the simulations. CONCLUSION: Because the half-range mode is a simple and fast method, and produced less bias overall in our simulations, we recommend the bootstrapped version of it as a general-purpose mode estimator and suggest a bootstrap method for obtaining the standard error and 95% confidence interval of the mode.

Evolution, Molecular↗