Statistical Computing

Classification of hyperspectral data with high spatial resolution from urban areas is investigated. A method based on mathematical morphology for preprocessing of the hyperspectral data is proposed. In this approach, opening and closing morphological transforms are used in order to isolate bright (opening) and dark (closing) structures in images, where bright/dark means brighter/darker than the surrounding features in the images. A morphological profile is constructed based on the repeated use of openings and closings with a structuring element of increasing size, starting with one original image. In order to apply the morphological approach to hyperspectral data, principal components of the hyperspectral imagery are computed. The most significant principal components are used as base images for an extended morphological profile, i.e., a profile based on more than one original image. In experiments, two hyperspectral urban datasets are classified. The proposed method is used as a preprocessing method for a neural network classifier and compared to more conventional classification methods with different types of statistical computations and feature extraction.

We present a universal statistical model for texture images in the context of an overcomplete complex wavelet transform. The model is parameterized by a set of statistics computed on pairs of coefficients corresponding to basis functions at adjacent spatial locations, orientations, and scales. We develop an efficient algorithm for synthesizing random images subject to these constraints, by iteratively projecting onto the set of images satisfying each constraint, and we use this to test the perceptual validity of the model. In particular, we demonstrate the necessity of subgroups of the parameter set by showing examples of texture synthesis that fail when those parameters are removed from the set. We also demonstrate the power of our model by successfully synthesizing examples drawn from a diverse collection of artificial and natural textures.

MXM is an R package which offers variable selection for high-dimensional data in cases of regression and classification. Many regression models are offered. In addition some functions for Bayesian Networks and graphical models are offered.

Accelerated strength testing using the boiling water procedure of ASTM C 684 was performed to evaluate this test method for use in the routine quality control of concrete made of local materials with particular emphasis on the use of blended cements, and in the prediction of potential quality and strength of concrete at later ages. Large number of groups of standard concrete specimens are sampled;

We examine a general multi-factor model for commodity spot prices and futures valuation. We extend the multi-factor long-short model in [1] and [2] in two important aspects: firstly we allow for both the long and short term dynamic factors to be mean reverting incorporating stochastic volatility factors and secondly we develop an additive structural seasonality model. Then a Milstein discretized non-linear stochastic volatility state space representation for the model is developed which allows for futures and options contracts in the observation equation. We then develop numerical methodology based on an advanced Sequential Monte Carlo algorithm utilising Particle Markov chain Monte Carlo to perform calibration of the model jointly with the filtering of the latent processes for the long-short dynamics and volatility factors. In this regard we explore and develop a novel methodology based on an adaptive Rao-Blackwellised version of the Particle Markov chain Monte Carlo methodology. In doing this we deal accurately with the non-linearities in the state-space model which are therefore introduced into the filtering framework. We perform analysis on synthetic and real data for oil commodities.

Recursive partitioning methods have become popular and widely used tools for nonparametric regression and classification in many scientific fields. Especially random forests, which can deal with large numbers of predictor variables even in the presence of complex interactions, have been applied successfully in genetics, clinical medicine, and bioinformatics within the past few years. High-dimensional problems are common not only in genetics, but also in some areas of psychological research, where only a few subjects can be measured because of time or cost constraints, yet a large amount of data is generated for each subject. Random forests have been shown to achieve a high prediction accuracy in such applications and to provide descriptive variable importance measures reflecting the impact of each variable in both main effects and interactions. The aim of this work is to introduce the principles of the standard recursive partitioning methods as well as recent methodological improvements, to illustrate their usage for low and high-dimensional data exploration, but also to point out limitations of the methods and potential pitfalls in their practical application. Application of the methods is illustrated with freely available implementations in the R system for statistical computing.

Short-term wind power forecasts are fundamental information for the safe and economic integration of wind farms into an electric power system. In this work we present a Generalized Additive Model to predict the wind power quantiles (Quantile Regression) from which we obtain a prediction of the wind power production probability density function in a wind farm. The methodology was implemented in the VENTOS Program. In order to illustrate the application of the methodology as well as the VENTOS Program this work presents the results achieved by a computational experiment based on real data from a wind farm located in Galicia, Spain.

The early detection of epileptic seizures requires computing relevant statistics from multivariate data and defining a robust decision strategy as a function of these statistics that accurately detects the transition from the normal to the peri-ictal (problematic) state. We model the afflicted brain as a hidden Markov model (HMM) with two hidden clinical states (normal and peri-ictal). The output of the HMM is a statistic computed from multivariate neural measurements. A Bayesian framework is developed to analyze the a posteriori conditional probability of being in peri-ictal state given current and past output measurements. We apply this method to multichannel intracortical EEGs (iEEGs) from the thalamo-cortical ictal pathway in an epilepsy rat model. We first define the output statistic as the max singular value of a connectivity matrix computed on the EEG channels with spectral techniques Then, we estimate the HMM transition probabilities from this statistic and track the a poste...

A computational framework to generate daily temperature maps using time-series of publicly available MODIS MOD11A2 product Land Surface Temperature (LST) images (1 km resolution; 8-day composites) is illustrated using temperature measurements from the national network of meteorological stations (159) in Croatia. The input data set contains 57,282 ground measurements of daily temperature for the year 2008. Temperature was modeled as a function of latitude, longitude, distance from the sea, elevation, time, insolation, and the MODIS LST images. The original rasters were first converted to principal components to reduce noise and filter missing pixels in the LST images. The residual were next analyzed for spatio-temporal auto-correlation; sum-metric separable variograms were fitted to account for zonal and geometric space-time anisotropy. The final predictions were generated for time-slices of a 3D space-time cube, constructed in the R environment for statistical computing. The results show that the space-time regression model can explain a significant part of the variation in station-data (84%). MODIS LST 8-day (cloud-free) images are unbiased estimator of the daily temperature, but with relatively low precision (±4.1 • C); however their added value is that they systematically improve detection of local changes in land surface temperature due to local meteorological conditions and/or active heat sources (urban areas, land cover classes). The results of 10-fold cross-validation show that use of spatio-temporal regression-kriging and incorporation of time-series of remote sensing images leads to significantly more accurate maps of temperature than if plain spatial techniques were used. The average (global) accuracy of mapping temperature was ±2.4 • C. The regression-kriging explained 91% of variability in daily temperatures, compared to 44% for ordinary kriging. Further software advancement-interactive spacetime variogram exploration and automated retrieval, resampling and filtering of MODIS images-are anticipated.