Noise Fit, Estimation Error and a Sharpe Information Criterion: Linear Case

Author(s):  
Dirk Paulsen ◽  
Jakob SShl
2020 ◽  
Vol 20 (6) ◽  
pp. 1027-1043
Author(s):  
Dirk Paulsen ◽  
Jakob Söhl

Author(s):  
Roberto Limongi ◽  
Angélica M. Silva

Abstract. The Sternberg short-term memory scanning task has been used to unveil cognitive operations involved in time perception. Participants produce time intervals during the task, and the researcher explores how task performance affects interval production – where time estimation error is the dependent variable of interest. The perspective of predictive behavior regards time estimation error as a temporal prediction error (PE), an independent variable that controls cognition, behavior, and learning. Based on this perspective, we investigated whether temporal PEs affect short-term memory scanning. Participants performed temporal predictions while they maintained information in memory. Model inference revealed that PEs affected memory scanning response time independently of the memory-set size effect. We discuss the results within the context of formal and mechanistic models of short-term memory scanning and predictive coding, a Bayes-based theory of brain function. We state the hypothesis that our finding could be associated with weak frontostriatal connections and weak striatal activity.


1990 ◽  
Vol 29 (03) ◽  
pp. 200-204 ◽  
Author(s):  
J. A. Koziol

AbstractA basic problem of cluster analysis is the determination or selection of the number of clusters evinced in any set of data. We address this issue with multinomial data using Akaike’s information criterion and demonstrate its utility in identifying an appropriate number of clusters of tumor types with similar profiles of cell surface antigens.


2009 ◽  
Vol E92-B (5) ◽  
pp. 1553-1562
Author(s):  
Takashi ISOGAI ◽  
Mamoru SAWAHASHI ◽  
Hidekazu TAOKA ◽  
Kenichi HIGUCHI

Author(s):  
Venuka Sandhir ◽  
Vinod Kumar ◽  
Vikash Kumar

Background: COVID-19 cases have been reported as a global threat and several studies are being conducted using various modelling techniques to evaluate patterns of disease dispersion in the upcoming weeks. Here we propose a simple statistical model that could be used to predict the epidemiological extent of community spread of COVID-19from the explicit data based on optimal ARIMA model estimators. Methods: Raw data was retrieved on confirmed cases of COVID-19 from Johns Hopkins University (https://github.com/CSSEGISandData/COVID-19) and Auto-Regressive Integrated Moving Average (ARIMA) model was fitted based on cumulative daily figures of confirmed cases aggregated globally for ten major countries to predict their incidence trend. Statistical analysis was completed by using R 3.5.3 software. Results: The optimal ARIMA model having the lowest Akaike information criterion (AIC) value for US (0,2,0); Spain (1,2,0); France (0,2,1); Germany (3,2,2); Iran (1,2,1); China (0,2,1); Russia (3,2,1); India (2,2,2); Australia (1,2,0) and South Africa (0,2,2) imparted the nowcasting of trends for the upcoming weeks. These parameters are (p, d, q) where p refers to number of autoregressive terms, d refers to number of times the series has to be differenced before it becomes stationary, and q refers to number of moving average terms. Results obtained from ARIMA model showed significant decrease cases in Australia; stable case for China and rising cases has been observed in other countries. Conclusion: This study tried their best at predicting the possible proliferate of COVID-19, although spreading significantly depends upon the various control and measurement policy taken by each country.


Author(s):  
Kiran Ahuja ◽  
Brahmjit Singh ◽  
Rajesh Khanna

Background: With the availability of multiple options in wireless network simultaneously, Always Best Connected (ABC) requires dynamic selection of the best network and access technologies. Objective: In this paper, a novel dynamic access network selection algorithm based on the real time is proposed. The available bandwidth (ABW) of each network is required to be estimated to solve the network selection problem. Method: Proposed algorithm estimates available bandwidth by taking averages, peaks, low points and bootstrap approximation for network selection. It monitors real-time internet connection and resolves the selection issue in internet connection. The proposed algorithm is capable of adapting to prevailing network conditions in heterogeneous environment of 2G, 3G and WLAN networks without user intervention. It is implemented in temporal and spatial domains to check its robustness. Estimation error, overhead, estimation time with the varying size of traffic and reliability are used as the performance metrics. Results: Through numerical results, it is shown that the proposed algorithm’s ABW estimation based on bootstrap approximation gives improved performance in terms of estimation error (less than 20%), overhead (varies from 0.03% to 83%) and reliability (approx. 99%) with respect to existing techniques. Conclusion: Our proposed methodology of network selection criterion estimates the available bandwidth by taking averages, peaks, and low points and bootstrap approximation method (standard deviation) for the selection of network in the wireless heterogeneous environment. It monitors real-time internet connection and resolves internet connections selection issue. All the real-time usage and test results demonstrate the productivity and adequacy of available bandwidth estimation with bootstrap approximation as a practical solution for consistent correspondence among heterogeneous wireless networks by precise network selection for multimedia services.


Sign in / Sign up

Export Citation Format

Share Document