Signal Modeling with IG Noise and Parameter Estimation Based on RJMCMC

Abstract

Piecewise constant (PC) is a stochastic model that can be applied in various fields such as engineering and ecology. The stochastic model contains a noise. The accuracy of the stochastic model in modeling a signal is influenced by the type of noise. This paper aims to propose inverse-gamma noise in the PC model and the procedure for estimating the model parameters. The model parameters are estimated using the Bayes approach. Model parameters have a variable dimension space so that the Bayesian estimator cannot be determined analytically. Therefore, the Bayesian estimator is calculated using the reversible jump Markov Chain Monte Carlo (RJMCMC) algorithm. The performance of the RJMCMC algorithm is validated using data synthesis. The finding is a new PC model in which the noise has an inverse-gamma distribution. In addition, this paper also proposes a parameter estimation procedure for the model based on an RJMCMC. The simulation study shows that the model parameter estimators generated by this algorithm are close to the model parameter values. This paper concludes that inverse gamma noise can be used as an alternative noise in the PC model. The RJMCMC is categorized as a valid algorithm and can estimate the PC model parameters where the noise has an inverse-gamma distribution. The novelty in this paper is the development of a new stochastic model and the procedure for estimating the model parameters. In application, the findings in this paper have the potential to improve the suitability of the stochastic model to the signal.

Trends in iron deficiency anemia research 2010 – 2023: a bibliometric analysis

“…(17) Data on this interest can be searched through Google Trends by typing the key word iron deficiency anemia. (18,19) For example, a search from January 2004 to December 2022 by web-based searching and all categories with resulted in the data presented in Figure 1, that were collected on June 17, 2023. Interest in the topic of iron deficiency anemia may also be reviewed by country, which is presented in Figure 2. Somalia is the country with the highest interest in the topic of iron deficiency anemia, followed by Zambia.…”