No Arabic abstract
Characterizing the wind speed distribution properly is essential for the satisfactory production of potential energy in wind farms, being the mixture models usually employed in the description of such data. However, some mixture models commonly have the undesirable property of non-identifiability. In this work, we present an alternative distribution which is able to fit the wind speed data adequately. The new model, called Normal-Weibull-Weibull, is identifiable and its cumulative distribution function is written as a composition of two baseline functions. We discuss structural properties of the class that generates the proposed model, such as the linear representation of the probability density function, moments and moment generating function. We perform a Monte Carlo simulation study to investigate the behavior of the maximum likelihood estimates of the parameters. Finally, we present applications of the new distribution for modelling wind speed data measured in five different cities of the Northeastern Region of Brazil.
In Functional Data Analysis, data are commonly assumed to be smooth functions on a fixed interval of the real line. In this work, we introduce a comprehensive framework for the analysis of functional data, whose domain is a two-dimensional manifold and the domain itself is subject to variability from sample to sample. We formulate a statistical model for such data, here called Functions on Surfaces, which enables a joint representation of the geometric and functional aspects, and propose an associated estimation framework. We assess the validity of the framework by performing a simulation study and we finally apply it to the analysis of neuroimaging data of cortical thickness, acquired from the brains of different subjects, and thus lying on domains with different geometries.
Wildlife monitoring for open populations can be performed using a number of different survey methods. Each survey method gives rise to a type of data and, in the last five decades, a large number of associated statistical models have been developed for analysing these data. Although these models have been parameterised and fitted using different approaches, they have all been designed to model the pattern with which individuals enter and exit the population and to estimate the population size. However, existing approaches rely on a predefined model structure and complexity, either by assuming that parameters are specific to sampling occasions, or by employing parametric curves. Instead, we propose a novel Bayesian nonparametric framework for modelling entry and exit patterns based on the Polya Tree (PT) prior for densities. Our Bayesian non-parametric approach avoids overfitting when inferring entry and exit patterns while simultaneously allowing more flexibility than is possible using parametric curves. We apply our new framework to capture-recapture, count and ring-recovery data and we introduce the replicated PT prior for defining classes of models for these data. Additionally, we define the Hierarchical Logistic PT prior for jointly modelling related data and we consider the Optional PT prior for modelling long time series of data. We demonstrate our new approach using five different case studies on birds, amphibians and insects.
With the advent of continuous health monitoring via wearable devices, users now generate their unique streams of continuous data such as minute-level physical activity or heart rate. Aggregating these streams into scalar summaries ignores the distributional nature of data and often leads to the loss of critical information. We propose to capture the distributional properties of wearable data via user-specific quantile functions that are further used in functional regression and multi-modal distributional modelling. In addition, we propose to encode user-specific distributional information with user-specific L-moments, robust rank-based analogs of traditional moments. Importantly, this L-moment encoding results in mutually consistent functional and distributional interpretation of the results of scalar-on-function regression. We also demonstrate how L-moments can be flexibly employed for analyzing joint and individual sources of variation in multi-modal distributional data. The proposed methods are illustrated in a study of association of accelerometry-derived digital gait biomarkers with Alzheimers disease (AD) and in people with normal cognitive function. Our analysis shows that the proposed quantile-based representation results in a much higher predictive performance compared to simple distributional summaries and attains much stronger associations with clinical cognitive scales.
We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that are consistent, distribution free, and have excellent power properties. The tests have simple form, and are surprisingly computationally efficient thanks to accompanying innovative algorithms we develop. Moreover, we show that one of the test statistics is a consistent estimator of the mutual information. We demonstrate the good power properties in simulations, and apply the tests to a microarray study where many pairs of genes are examined simultaneously for co-dependence.
Large renewable energy projects, such as large offshore wind farms, are critical to achieving low-emission targets set by governments. Stochastic computer models allow us to explore future scenarios to aid decision making whilst considering the most relevant uncertainties. Complex stochastic computer models can be prohibitively slow and thus an emulator may be constructed and deployed to allow for efficient computation. We present a novel heteroscedastic Gaussian Process emulator which exploits cheap approximations to a stochastic offshore wind farm simulator. We conduct a probabilistic sensitivity analysis to understand the influence of key parameters in the wind farm simulator which will help us to plan a probability elicitation in the future.