confidence intervals for laboratory sonic boom …...• kruschke, j. doing bayesian data analysis:...

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Confidence intervals for laboratory sonic boom annoyance tests National Aeronautics and Space Administration Statistical Engineering Knowledge Exchange Workshop Crystal City, Virginia April 12, 2016 1 Jonathan Rathsam Andrew Christian https://ntrs.nasa.gov/search.jsp?R=20160009162 2020-08-02T19:36:47+00:00Z

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Page 1: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Confidence intervals for laboratory sonic boom annoyance tests

National Aeronautics and Space Administration

Statistical Engineering Knowledge Exchange Workshop

Crystal City, Virginia

April 12, 20161

Jonathan Rathsam

Andrew Christian

https://ntrs.nasa.gov/search.jsp?R=20160009162 2020-08-02T19:36:47+00:00Z

Page 2: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Acknowledgments

• Commercial Supersonic Technology Project– Jacob Klos, Alexandra Loubeau, Jerry Rouse, Kevin Shepherd

• Design Environment for Novel Vertical Lift Vehicles Subproject– Ran Cabell and Colin Theodore

2

Page 3: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Outline

1. Sonic boom research

2. Annoyance caused by sonic boom vibrations

3. Confidence interval estimation methods

a. Delta Method

b. Bootstrap (Parametric and Non-Parametric)

c. Bayesian Posterior Estimation

4. Results

3

Page 4: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Supersonic Flight

-Flying above speed of sound continuously produces shock wave

-Sound of shock wave is a sonic boom

4

-Business travelers, cargo shippers, and traveling public-Market potential validated in numerous studies [Henne 2005]-New US-led aircraft manufacturing sector

Page 5: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Historic sonic boom highlights

• 1947 Chuck Yeager first flies supersonically

• 1964 Sonic boom tests end early due to public complaints

• 1973 Supersonic flight forbidden over land

• 2003 Shaped Sonic Boom Demonstration

• 2016 NASA announces preliminary design of supersonic X-plane

5

Supersonic X-plane

Page 6: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Motivation

• Aircraft noise regulators (FAA, ICAO) considering allowing commercial supersonic flight

6

% A

nn

oye

d

Sound Level [dB]

[Fidell, et al. 2012]

• Community annoyance prediction model-Link predicted booms to community annoyance

-Support new regulations-Support aircraft designers

Page 7: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Laboratory study

• Is there a vibration penalty?

– increment in sound level that yields same annoyance increment as realistic vibration

• If so, how great? (high and low vibration)

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Page 8: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Test Method

8

Reference: sonic boom at 80 dB + vibration

Reference contains sound and vibration

Page 9: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Test Method

9

Reference contains sound and vibration

Page 10: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Test Method

10

Reference contains sound and vibration

Point of Subjective Equality

(PSE)

Page 11: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Test Method

11

Reference contains sound and vibration

Vibration Penalty

Page 12: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Test Method

12

Reference contains sound and vibration

Interval Estimate

Point of Subjective Equality

(PSE)

Page 13: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Research Question

• What is most appropriate interval estimation technique?

a. Delta Method

b. Bootstrap: parametric

c. Bootstrap: non-parametric

d. Bayesian Posterior Estimation

– Two research groups had same question

13

Page 14: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Delta Method: Theory

14

Logistic Regression Equation

Pr 𝑦𝑖 = 1 =𝑒𝛽0+𝛽1𝑥

1 + 𝑒𝛽0+𝛽1𝑥

Point of Subjective Equality (PSE)

PSE =−𝛽0

𝛽1

Taylor Series Approximation to Variance of PSE [Morgan 1992]

Var PSE =1

𝛽12 Var 𝛽0 + PSE2 ∗ Var 𝛽1 + 2 ∗ PSE ∗ Cov 𝛽0, 𝛽1

Delta Method Confidence Interval

PSE ± 𝑧1−

𝛼

2

Var 𝑃𝑆𝐸

Page 15: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Delta Method: Application

• PSE = 82.6 dB

• 95% Conf. Interval =

81.3—83.9 dB

• Speed: 1 GLM fit

• Notes:

– Closed form

– Unknown failure modes

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Page 16: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Bootstrap Analysis: Background

• Suppose we ran this test many times…

• Each subject of our test represents many similar subjects in the population

• Resample to simulate many experiments

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Page 17: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Bootstrap Analysis: Parametric

• Use GLM to fit data from single experiment

– <β0,β1>

– Cov(β0,β1)

• Resample from multivariate distribution

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Page 18: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Bootstrap Analysis: Non-parametric

• Create new datasets by sampling with replacement from raw data

• For each new dataset, generate a PSE

18

Test Data

GLM

Resample

Sorting

Confidence Interval

GLM GLM GLM

Page 19: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Results: Guidance Table

19

Method PSEPSE Intervalmin—max

Longest Operation

Notes

Delta 82.6 81.3—83.9 1 GLM fit(fastest)

•Closed form•Unknown failure modes

Bootstrap:Parametric

82.6 81.2—83.9 Sorting N resampled PSEs(2nd fastest)

•Resamples are normally distributed•Observable failure models (e.g. negative slope)

Bootstrap:Nonparametric

82.6 81.3—83.9 N GLM fits (slowest)

•Fewest assumptions•Not suitable for low-n binomial data

Page 20: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Bayesian Posterior Estimation

• Uses all data in each calculation

• Previously analytical only

• Markov Chain Monte Carlo sampling methods evaluate posterior for arbitrary likelihoods and priors

• Evaluated in R [Kruschke 2014]20

𝑝 𝛽0, 𝛽1|𝐷𝑎𝑡𝑎 ∝ 𝐿 𝐷𝑎𝑡𝑎 𝛽0, 𝛽1 ∗ 𝑝 𝛽0, 𝛽1

Posterior Likelihood Prior

Page 21: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Results: Guidance Table

21

Method PSEPSE Intervalmin—max

Longest Operation

Notes

Delta 82.6 81.3—83.9 1 GLM fit(fastest)

•Closed form•Unknown failure modes

Bootstrap:Parametric

82.6 81.2—83.9 Sorting N resampled PSEs(2nd fastest)

•Resamples are normally distributed•Observable failure models (e.g. negative slope)

Bootstrap:Nonparametric

82.6 81.3—83.9 N GLM fits (slowest)

•Fewest assumptions•Not suitable for low-n binomial data

Bayesian Posterior Estimation

82.6 81.4—83.9 N likelihood evaluations (2nd slowest)

•Most flexible (can include prior information)•Diagnostics needed to ensure proper MCMC performance

Page 22: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Research questions revisited (1)

• What is most appropriate interval estimation technique among four standard solutions?

-Results from all methods are functionally equivalent

-Delta Method used because fastest to calculate

-BPE is recommended because it has fewest assumptions

• Return to sonic boom annoyance

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Page 23: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Research Questions Revisited (2)

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Vibration Penalty

Page 24: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Research questions revisited (2)

• Is there a vibration penalty? Yes

0 – 5 dB for low vibration and 5 – 10 dB for high vibration

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Page 25: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Thank You

References:

• Fidell, S. et al. “Pilot Test of a Novel Method for Assessing Community Response to Low-Amplitude Sonic Booms” NASA/CR-2012-217767 (2012).

• Henne, P.A. “Case for Small Supersonic Civil Aircraft” Journal of Aircraft 42 (3) 765-774 (2005).

• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014).

• Morgan, B.J.T. Analysis of Quantal Response Data London: Chapman & Hall (1992).

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Page 26: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Backup Slides

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Page 27: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Bootstrap: Paramteric

The GLM-Logit model returns two parameters:

• <β0,β1> -- ML estimators of the logit parameters

• Cov(β) -- Covariance of these parameters:

Resample from resulting multivariate normal distribution

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Page 28: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Bootstrap: Non-parametric

• Create resampled data sets by drawing from the initial raw data (with replacement).

• Run the GLM on each resampled set to produce the ML Logit fit for that set (discard the covariance).

• Use these fits to generate the resampled PSEs.

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Test Data

GLM

Resample

Quantiles

Confidence Interval

GLM GLM GLM

Page 29: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Point Clouds

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Page 30: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Point Clouds

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Page 31: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Are vibrations from a sonic boom annoying?

• “…sonic booms experienced inside were less acceptable than those experienced outside presumably because of …the rattling and shaking of items within the structure, and the actual vibration of the structure itself.” [Nixon and Borsky 1966]

Kryter, et al. 1968 Rathsam, et al. 2014

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Page 32: Confidence intervals for laboratory sonic boom …...• Kruschke, J. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan Cambridge: Academic Press (2014). • Morgan,

Research Motivation

• Aircraft noise regulators (FAA, ICAO) considering allowing commercial supersonic flight

32

% H

igh

ly A

nn

oye

d

Sound Level [dB]

Fidell, et al. 2012

• Community annoyance prediction model-Link predicted booms to community annoyance-Support new regulations-Support aircraft designers