Abstract: An alternative approach to the use of Discrete Fourier
Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction
is the use of parametric modeling technique. This method
is suitable for problems in which the image can be modeled by
explicit known source functions with a few adjustable parameters.
Despite the success reported in the use of modeling technique as an
alternative MRI reconstruction technique, two important problems
constitutes challenges to the applicability of this method, these are
estimation of Model order and model coefficient determination. In
this paper, five of the suggested method of evaluating the model
order have been evaluated, these are: The Final Prediction Error
(FPE), Akaike Information Criterion (AIC), Residual Variance (RV),
Minimum Description Length (MDL) and Hannan and Quinn (HNQ)
criterion. These criteria were evaluated on MRI data sets based on the
method of Transient Error Reconstruction Algorithm (TERA). The
result for each criterion is compared to result obtained by the use of a
fixed order technique and three measures of similarity were evaluated.
Result obtained shows that the use of MDL gives the highest measure
of similarity to that use by a fixed order technique.
Abstract: The problem of estimating time-varying regression is
inevitably concerned with the necessity to choose the appropriate
level of model volatility - ranging from the full stationarity of instant
regression models to their absolute independence of each other. In the
stationary case the number of regression coefficients to be estimated
equals that of regressors, whereas the absence of any smoothness
assumptions augments the dimension of the unknown vector by the
factor of the time-series length. The Akaike Information Criterion
is a commonly adopted means of adjusting a model to the given
data set within a succession of nested parametric model classes,
but its crucial restriction is that the classes are rigidly defined by
the growing integer-valued dimension of the unknown vector. To
make the Kullback information maximization principle underlying the
classical AIC applicable to the problem of time-varying regression
estimation, we extend it onto a wider class of data models in which
the dimension of the parameter is fixed, but the freedom of its values
is softly constrained by a family of continuously nested a priori
probability distributions.
Abstract: This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.