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article

Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions

Keunbaik Lee, Hyunsoon Cho, Min‐Sun Kwak, Eun Jin Jang

Linear models are typically used to analyze multivariate longitudinal data. With these models, estimating the covariance matrix is not easy because the covariance matrix should account for complex correlated structures: the correlation between responses at each time point, the correlation within separate responses over time, and the cross‐correlation between different responses at different times...

article

Control of the beginning of accidents in railroad operation safety systems in seismically active regions using the noise technology

Telman Aliev, Tofig Babayev, Tahir Alizada, Narmin Rzayeva

Transport Problems > 2019 > T. 14, z. 3 > 155--162

On the railroads in seismically active regions, the impact of frequent weak earthquakes accelerates the initiation of defects such as wear and tear, cracks and deformation due to fatigue. An analysis of the types and stages of initiation and development of defects preceding accidents at technical facilities has shown that the registration of the beginning of the latent period of transition of objects...

article

Geochemical evaluation of carbonate aquifers in Ngbo and environs, Ebonyi State, southeastern, Nigeria

Ikenna Stanley Ifediegwu, Chinenye Florence Onyeabor, Chiamaka Miracle Nnamani

Modeling Earth Systems and Environment > 2019 > 5 > 4 > 1893-1909

The geochemical evaluation of carbonate aquifers in Ngbo and environs has been executed to ascertain the major ion chemistry and quality of waters for domestic and drinking uses. Ten water samples were gathered from pit lakes, hand dug wells, boreholes and rivers. The collected samples were analysed for pH, EC, TDS, Ca²⁺, Mg²⁺, Na⁺, K⁺, HCO₃⁻, Cl⁻, SO₄²⁻, NO₃⁻ and PO₄²⁻ in the laboratory using the...

article

Investigation of natural background radiation of sediments in Rameswaram Island, Tamil Nadu, India

I. Inigo Valan, I. Vijayalakshmi, R. Mathiyarasu, S. G. D. Sridhar, more

Arabian Journal of Geosciences > 2018 > 11 > 23 > 1-13

The aim of the study is to assess the natural background radiation in and around Rameswaram Island. In this context, samples were collected to measure the gamma radiations of ²³⁸U, ²³²Th, and ⁴⁰K using NaI(Tl) detector-based gamma ray spectrometer. The average activity concentrations of ²³⁸U, ²³²Th, and ⁴⁰K are noted to be well below the world average values. The calculated absorbed dose rate, radium...

article

Clustering time series by linear dependency

Andrés M. Alonso, Daniel Peña

Statistics and Computing > 2019 > 29 > 4 > 655-676

We present a new way to find clusters in large vectors of time series by using a measure of similarity between two time series, the generalized cross correlation. This measure compares the determinant of the correlation matrix until some lag k of the bivariate vector with those of the two univariate time series. A matrix of similarities among the series based on this measure is used as input of a...

article

On the relationship between weather and Agricultural Commodity Index in India: a study with reference to Dhaanya of NCDEX

Chinnadurai Kathiravan, Murugesan Selvam, Desti Kannaiah, Kasilingam Lingaraja, more

Quality & Quantity > 2019 > 53 > 2 > 667-683

This paper proposes to investigate the Co Movement and Causal Relationship, among the three weather factors (temperature, humidity, and wind speed) and the returns of the Agriculture Commodity Index called Dhaanya, in India. The study employed the secondary daily data of weather in five sample cities (Chennai, Mumbai, Delhi, Kolkata and Hyderabad), and Agriculture Commodity Index called Dhaanya, in...

article

Observations on industry practice in the construction of large correlation structures for risk and capital margins

Gregory Clive Taylor

European Actuarial Journal > 2018 > 8 > 2 > 517-543

This is a practical paper, concerned with certain existing industry practices used to factor large correlation matrices into estimates of variance of total portfolio liabilities, and hence into risk, and possibly capital margins, and the extent to which those practices are theoretically sound. Two such practices are examined, and the results of this enquiry are largely negative. One practice appears...

article

Evaluation of the mechanical properties and critical slope parameters of mine tailings at Enyigba, South eastern, Nigeria

Ogbonnaya Igwe, Chidinma Chukwu

International Journal of Geo-Engineering > 2018 > 9 > 1 > 1-25

This study examines the effects of slope geometry and Geo-mechanical parameters of tailing dumps at Enyigba mine, Nigeria. Fifty-two slopes were studied, with seven sampled for laboratory analysis. Correlation matrix and principal component analysis were employed in the data interpretations. The mechanical properties of the slope materials were investigated using geotechnical tests such as sieve analysis,...

article

Three new bibliometric indicators/approaches derived from keyword analysis

Mengyang Wang, Lihe Chai

Scientometrics > 2018 > 116 > 2 > 721-750

Keyword analysis has been an important research theme in bibliometrics. The deduction of new valuable bibliometric indicators/approaches through keyword analysis is important for prompting the further development of this subject area. In this study, the following three bibliometric indicators/approaches were thus derived. Indicator K was derived using the ratio between the average unique keyword number...

article

Selecting Monitoring Variables in the Manual Composting of Municipal Solid Waste Based on Principal Component Analysis

Juan F. Saldarriaga, Jorge L. Gallego, Julian E. López, Roberto Aguado, more

Waste and Biomass Valorization > 2019 > 10 > 7 > 1811-1819

This paper proposes the use of principal component analysis performed on the correlation matrix for identifying the best variables for monitoring the composting of municipal solid wastes. Accordingly, 12 physicochemical and two microbiological parameters have been measured throughout the 7 weeks in which the compositing of 1300 kg of organic wastes obtained from MSW was carried out. All the analyses...

article

Simplicial Faces of the Set of Correlation Matrices

Joel A. Tropp

Discrete & Computational Geometry > 2018 > 60 > 2 > 512-529

This paper concerns the facial geometry of the set of $$n \times n$$ n×n correlation matrices. The main result states that almost every set of r vertices generates a simplicial face, provided that $$r \le \sqrt{\mathrm {c} n}$$ r≤cn , where $$\mathrm {c}$$ c is an absolute constant. This bound is qualitatively sharp because the set of correlation matrices has no simplicial face generated by more...

article

Fractionation profile, mobility patterns and correlations of heavy metals in estuary sediments from olonkoro river, in tede catchment of western region, Nigeria

Hussein Kehinde Okoro, Julius Oluwafunso Ige, Oluyinka Ajibola Iyiola, Jane Catherine Ngila

Environmental Nanotechnology, Monitoring & Management > 2017 > 8 > C > 53-62

This work was carried out to determine the concentrations, bioavailability and mobility of heavy metals in the sediments of Olonkoro River, Tede, Oyo State, Nigeria. The river sediments were sampled at ten selected locations and the samples were analyzed for some heavy metals to determine the concentration, speciation and distribution pattern of the metals. The sediments were obtained specifically...

article

A General Parametrization of Correlation Matrix for a Multidimensional Stochastic Volatility Model

Fouad Sahel

Wilmott > 2017 > 92 > 36 - 43

Recent evolutions in the business of exotic products have rendered the use of stochastic volatility models necessary. Calibration of single stochastic volatility models has already been discussed in several articles. The purpose of this paper is to build a parametrization of the correlation matrix of a multidimensional model with stochastic volatility, given that: the correlation between each asset...

article

Heavy metal concentration in groundwater from Besant Nagar to Sathankuppam, South Chennai, Tamil Nadu, India

S. G. D. Sridhar, A. M. Sakthivel, U. Sangunathan, M. Balasubramanian, more

Applied Water Science > 2017 > 7 > 8 > 4651-4662

The assessment of groundwater quality is an obligatory pre-requisite to developing countries like India with rural-based economy. Heavy metal concentration in groundwater from Besant Nagar to Sathankuppam, South Chennai was analyzed to assess the acquisition process. The study area has rapid urbanization since few decades, which deteriorated the condition of the aquifer of the area. Totally 30 groundwater...

article

Distribution of Heavy Metals in the Marine Sediments of Various Sites in Karaichalli Island, Tuticorin, Gulf of Mannar, India

S. Savitha, S. Srinivasalu, S. Suresh, K. Jayamoorthy

Silicon > 2018 > 10 > 4 > 1419-1425

The study of heavy metals in the sediments of coral islands is significant in understanding the distribution levels and the cause of anthropogenic impacts along the marine environment. A large number of heavy metals is discharged through domestic and industrial effluents along the coastal area of the southeast coast of India. In this work the sediments from Karaichalli island of Tuticorin were collected...

article

CI Thermometer: Visualizing Confidence Intervals in Correlation Analysis

Agnieszka Wnuk, Konrad J. Debski, Marcin Kozak

IEEE Computer Graphics and Applications > 2017 > 37 > 6 > 103 - 108

Correlation analysis is one of the most popular statistical methods. Despite that, the way research reports correlation is often misleading. The difficulty increases with the amount of information that must be read and interpreted. The proposed CI thermometer makes correlation matrices much easier to read and provides information that would be difficult to interpret when presented in another way.

article

Multivariate statistical techniques for the evaluation of groundwater quality of Amaravathi River Basin: South India

K. Loganathan, A. Jafar Ahamed

Applied Water Science > 2017 > 7 > 8 > 4633-4649

The study of groundwater in Amaravathi River basin of Karur District resulted in large geochemical data set. A total of 24 water samples were collected and analyzed for physico-chemical parameters, and the abundance of cation and anion concentrations was in the following order: Na⁺ > Ca²⁺ > Mg²⁺ > K⁺ = Cl⁻ > HCO₃⁻ > SO₄²⁻. Correlation matrix shows that the basic ionic chemistry is influenced...

chapter

A comparison of placement methods for collecting PMU data used in angular stability detection

Javier A. Lopez, Chan-nan Lu

2017 19th International Conference on Intelligent System Application to Power Systems (ISAP) > 1 - 6

2017 19th International Conference on Intelligent System Application to Power Systems (ISAP)

Phaser Measurement Units (PMUs) enable several online critical applications, such as State Estimation (SE) and stability monitoring enhancement where the dynamic behavior of the electric network is supervised in order to maintain a reliable power supply. However, due to the cost of PMUs, identifying key locations for installation is essential. Several PMU allocation algorithms have been suggested...

article

Hierarchy, cluster, and time-stable information structure of correlations between international financial markets

Yumei Cai, Xiaomei Cui, Qianyun Huang, Jianqiang Sun

International Review of Economics & Finance > 2017 > 51 > C > 562-573

This paper investigates the correlations between 52 financial markets located in different countries or regions from July 2004 through June 2011. By using a correlation matrix time series and a participation frequency method based on the random matrix theory, we show that a time-stable information structure is contained in the correlations between global financial markets. We further find that the...

chapter

A study on the performance renewal Bartlett method based oncorrelation optimal weight

Kwan Hyeong Lee, Jae Hoon Lee

2017 8th Annual Industrial Automation and Electromechanical Engineering Conference (IEMECON) > 253 - 256

2017 8th Annual Industrial Automation and Electromechanical Engineering Conference (IEMECON)

This paper studies the estimation of the desired signal received on the array antenna in the correlated wireless communication environment. The direction of arrival signal applies updated weight to the Bartlett method for estimation the desired signals. In this paper, the proposed method applies the optimal weight vector to the output energy of the Bartlett method. Through simulation, we compare proposed...

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Search results

Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions

Control of the beginning of accidents in railroad operation safety systems in seismically active regions using the noise technology

Geochemical evaluation of carbonate aquifers in Ngbo and environs, Ebonyi State, southeastern, Nigeria

Investigation of natural background radiation of sediments in Rameswaram Island, Tamil Nadu, India

Clustering time series by linear dependency

On the relationship between weather and Agricultural Commodity Index in India: a study with reference to Dhaanya of NCDEX

Observations on industry practice in the construction of large correlation structures for risk and capital margins

Evaluation of the mechanical properties and critical slope parameters of mine tailings at Enyigba, South eastern, Nigeria

Three new bibliometric indicators/approaches derived from keyword analysis

Selecting Monitoring Variables in the Manual Composting of Municipal Solid Waste Based on Principal Component Analysis

Simplicial Faces of the Set of Correlation Matrices

Fractionation profile, mobility patterns and correlations of heavy metals in estuary sediments from olonkoro river, in tede catchment of western region, Nigeria

A General Parametrization of Correlation Matrix for a Multidimensional Stochastic Volatility Model

Heavy metal concentration in groundwater from Besant Nagar to Sathankuppam, South Chennai, Tamil Nadu, India

Distribution of Heavy Metals in the Marine Sediments of Various Sites in Karaichalli Island, Tuticorin, Gulf of Mannar, India

CI Thermometer: Visualizing Confidence Intervals in Correlation Analysis

Multivariate statistical techniques for the evaluation of groundwater quality of Amaravathi River Basin: South India

A comparison of placement methods for collecting PMU data used in angular stability detection

Hierarchy, cluster, and time-stable information structure of correlations between international financial markets

A study on the performance renewal Bartlett method based oncorrelation optimal weight

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