One of the prime tool in non-invasive cardiac electrophysiology is the recording of an electrocardiographic signal (ECG) which analysis is greatly useful in the screening and diagnosis of cardiovascular diseases. However, one of the greatest problems is that usually recording an electrical activity of the heart is performed in the presence of noise. The paper presents Bayesian and empirical Bayesian approach to problem of weighted signal averaging in time domain which is commonly used to extract a useful signal distorted by a noise. The averaging is especially useful for biomedical signal such as ECG signal, where the spectra of the signal and noise significantly overlap. Using the methods of weighted averaging are motivated by variability of noise power from cycle to cycle, often observed in reality. It is demonstrated that exploiting a probabilistic Bayesian learning framework leads to accurate prediction models. Additionally, even in the presence of nuisance parameters the empirical Bayesian approach offers the method of theirs automatic estimation which reduces number of preset parameters. Performance of the new method is experimentally compared to the traditional averaging by using arithmetic mean and weighted averaging method based on criterion function minimization.
The problem of estimation of the long-term environmental noise hazard indicators and their uncertainty is presented in the present paper. The type A standard uncertainty is defined by the standard deviation of the mean. The rules given in the ISO/IEC Guide 98 are used in the calculations. It is usually determined by means of the classic variance estimators, under the following assumptions: the normality of measurements results, adequate sample size, lack of correlation between elements of the sample and observation equivalence. However, such assumptions in relation to the acoustic measurements are rather questionable. This is the reason why the authors indicated the necessity of implementation of non-classical statistical solutions. An estimation idea of seeking density function of long-term noise indicators distribution by the kernel density estimation, bootstrap method and Bayesian inference have been formulated. These methods do not generate limitations for form and properties of analyzed statistics. The theoretical basis of the proposed methods is presented in this paper as well as an example of calculation process of expected value and variance of long-term noise indicators LDEN and LN. The illustration of indicated solutions and their usefulness analysis were constant due to monitoring results of traffic noise recorded in Cracow, Poland.
The main goal of this paper is to propose the probabilistic description of cyclical (business) fluctuations. We generalize a fixed deterministic cycle model by incorporating the time-varying amplitude. More specifically, we assume that the mean function of cyclical fluctuations depends on unknown frequencies (related to the lengths of the cyclical fluctuations) in a similar way to the almost periodic mean function in a fixed deterministic cycle, while the assumption concerning constant amplitude is relaxed. We assume that the amplitude associated with a given frequency is time-varying and is a spline function. Finally, using a Bayesian approach and under standard prior assumptions, we obtain the explicit marginal posterior distribution for the vector of frequency parameters. In our empirical analysis, we consider the monthly industrial production in most European countries. Based on the highest marginal data density value, we choose the best model to describe the considered growth cycle. In most cases, data support the model with a time-varying amplitude. In addition, the expectation of the posterior distribution of the deterministic cycle for the considered growth cycles has similar dynamics to cycles extracted by standard bandpass filtration methods.