Search results for: random coefficients model
18479 Multilevel Modeling of the Progression of HIV/AIDS Disease among Patients under HAART Treatment
Authors: Awol Seid Ebrie
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HIV results as an incurable disease, AIDS. After a person is infected with virus, the virus gradually destroys all the infection fighting cells called CD4 cells and makes the individual susceptible to opportunistic infections which cause severe or fatal health problems. Several studies show that the CD4 cells count is the most determinant indicator of the effectiveness of the treatment or progression of the disease. The objective of this paper is to investigate the progression of the disease over time among patient under HAART treatment. Two main approaches of the generalized multilevel ordinal models; namely the proportional odds model and the nonproportional odds model have been applied to the HAART data. Also, the multilevel part of both models includes random intercepts and random coefficients. In general, four models are explored in the analysis and then the models are compared using the deviance information criteria. Of these models, the random coefficients nonproportional odds model is selected as the best model for the HAART data used as it has the smallest DIC value. The selected model shows that the progression of the disease increases as the time under the treatment increases. In addition, it reveals that gender, baseline clinical stage and functional status of the patient have a significant association with the progression of the disease.Keywords: nonproportional odds model, proportional odds model, random coefficients model, random intercepts model
Procedia PDF Downloads 41718478 Second Order Statistics of Dynamic Response of Structures Using Gamma Distributed Damping Parameters
Authors: Badreddine Chemali, Boualem Tiliouine
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This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.Keywords: correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response
Procedia PDF Downloads 27518477 Probability Sampling in Matched Case-Control Study in Drug Abuse
Authors: Surya R. Niraula, Devendra B Chhetry, Girish K. Singh, S. Nagesh, Frederick A. Connell
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Background: Although random sampling is generally considered to be the gold standard for population-based research, the majority of drug abuse research is based on non-random sampling despite the well-known limitations of this kind of sampling. Method: We compared the statistical properties of two surveys of drug abuse in the same community: one using snowball sampling of drug users who then identified “friend controls” and the other using a random sample of non-drug users (controls) who then identified “friend cases.” Models to predict drug abuse based on risk factors were developed for each data set using conditional logistic regression. We compared the precision of each model using bootstrapping method and the predictive properties of each model using receiver operating characteristics (ROC) curves. Results: Analysis of 100 random bootstrap samples drawn from the snowball-sample data set showed a wide variation in the standard errors of the beta coefficients of the predictive model, none of which achieved statistical significance. One the other hand, bootstrap analysis of the random-sample data set showed less variation, and did not change the significance of the predictors at the 5% level when compared to the non-bootstrap analysis. Comparison of the area under the ROC curves using the model derived from the random-sample data set was similar when fitted to either data set (0.93, for random-sample data vs. 0.91 for snowball-sample data, p=0.35); however, when the model derived from the snowball-sample data set was fitted to each of the data sets, the areas under the curve were significantly different (0.98 vs. 0.83, p < .001). Conclusion: The proposed method of random sampling of controls appears to be superior from a statistical perspective to snowball sampling and may represent a viable alternative to snowball sampling.Keywords: drug abuse, matched case-control study, non-probability sampling, probability sampling
Procedia PDF Downloads 48818476 An Elbow Biomechanical Model and Its Coefficients Adjustment
Authors: Jie Bai, Yongsheng Gao, Shengxin Wang, Jie Zhao
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Through the establishment of the elbow biomechanical model, it can provide theoretical guide for rehabilitation therapy on the upper limb of the human body. A biomechanical model of the elbow joint can be built by the connection of muscle force model and elbow dynamics. But there are many undetermined coefficients in the model like the optimal joint angle and optimal muscle force which are usually specified as the experimental parameters of other workers. Because of the individual differences, there is a certain deviation of the final result. To this end, the RMS value of the deviation between the actual angle and calculated angle is considered. A set of coefficients which lead to the minimum RMS value will be chosen to be the optimal parameters. The direct search method and the conjugacy search method are used to get the optimal parameters, thus the model can be more accurate and mode adaptability.Keywords: elbow biomechanical model, RMS, direct search, conjugacy search
Procedia PDF Downloads 53918475 Non-Universality in Barkhausen Noise Signatures of Thin Iron Films
Authors: Arnab Roy, P. S. Anil Kumar
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We discuss angle dependent changes to the Barkhausen noise signatures of thin epitaxial Fe films upon altering the angle of the applied field. We observe a sub-critical to critical phase transition in the hysteresis loop of the sample upon increasing the out-of-plane component of the applied field. The observations are discussed in the light of simulations of a 2D Gaussian Random Field Ising Model with references to a reducible form of the Random Anisotropy Ising Model.Keywords: Barkhausen noise, Planar Hall effect, Random Field Ising Model, Random Anisotropy Ising Model
Procedia PDF Downloads 38518474 Aerodynamic Coefficients Prediction from Minimum Computation Combinations Using OpenVSP Software
Authors: Marine Segui, Ruxandra Mihaela Botez
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OpenVSP is an aerodynamic solver developed by National Aeronautics and Space Administration (NASA) that allows building a reliable model of an aircraft. This software performs an aerodynamic simulation according to the angle of attack of the aircraft makes between the incoming airstream, and its speed. A reliable aerodynamic model of the Cessna Citation X was designed but it required a lot of computation time. As a consequence, a prediction method was established that allowed predicting lift and drag coefficients for all Mach numbers and for all angles of attack, exclusively for stall conditions, from a computation of three angles of attack and only one Mach number. Aerodynamic coefficients given by the prediction method for a Cessna Citation X model were finally compared with aerodynamics coefficients obtained using a complete OpenVSP study.Keywords: aerodynamic, coefficient, cruise, improving, longitudinal, openVSP, solver, time
Procedia PDF Downloads 22618473 The Combination of the Mel Frequency Cepstral Coefficients (MFCC), Perceptual Linear Prediction (PLP), JITTER and SHIMMER Coefficients for the Improvement of Automatic Recognition System for Dysarthric Speech
Authors: Brahim-Fares Zaidi, Malika Boudraa, Sid-Ahmed Selouani
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Our work aims to improve our Automatic Recognition System for Dysarthria Speech (ARSDS) based on the Hidden Models of Markov (HMM) and the Hidden Markov Model Toolkit (HTK) to help people who are sick. With pronunciation problems, we applied two techniques of speech parameterization based on Mel Frequency Cepstral Coefficients (MFCC's) and Perceptual Linear Prediction (PLP's) and concatenated them with JITTER and SHIMMER coefficients in order to increase the recognition rate of a dysarthria speech. For our tests, we used the NEMOURS database that represents speakers with dysarthria and normal speakers.Keywords: hidden Markov model toolkit (HTK), hidden models of Markov (HMM), Mel-frequency cepstral coefficients (MFCC), perceptual linear prediction (PLP’s)
Procedia PDF Downloads 15318472 Acoustic Room Impulse Response Computation with Image Sources and Frequency Dependent Boundary Reflection Coefficients
Authors: Pratik Gandhi, Kavitha Chandra, Charles Thompson
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A computational model of the acoustic room impulse response between transmitters and receivers located in an enclosed cavity under the influence of frequency-dependent reflection coefficients of the walls is presented. The characteristic features of the impulse responses that differentiate these results from frequency-independent reflecting surfaces are discussed. The image-source model is derived from the first principle solution to Green's function of the acoustic wave equation. The post-processing of the computed impulse response with a band-pass filter to better represents the response of a loud-speaker is demonstrated.Keywords: acoustic room impulse response, frequency dependent reflection coefficients, Green's function, image model
Procedia PDF Downloads 22118471 The Optimum Mel-Frequency Cepstral Coefficients (MFCCs) Contribution to Iranian Traditional Music Genre Classification by Instrumental Features
Authors: M. Abbasi Layegh, S. Haghipour, K. Athari, R. Khosravi, M. Tafkikialamdari
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An approach to find the optimum mel-frequency cepstral coefficients (MFCCs) for the Radif of Mirzâ Ábdollâh, which is the principal emblem and the heart of Persian music, performed by most famous Iranian masters on two Iranian stringed instruments ‘Tar’ and ‘Setar’ is proposed. While investigating the variance of MFCC for each record in themusic database of 1500 gushe of the repertoire belonging to 12 modal systems (dastgâh and âvâz), we have applied the Fuzzy C-Mean clustering algorithm on each of the 12 coefficient and different combinations of those coefficients. We have applied the same experiment while increasing the number of coefficients but the clustering accuracy remained the same. Therefore, we can conclude that the first 7 MFCCs (V-7MFCC) are enough for classification of The Radif of Mirzâ Ábdollâh. Classical machine learning algorithms such as MLP neural networks, K-Nearest Neighbors (KNN), Gaussian Mixture Model (GMM), Hidden Markov Model (HMM) and Support Vector Machine (SVM) have been employed. Finally, it can be realized that SVM shows a better performance in this study.Keywords: radif of Mirzâ Ábdollâh, Gushe, mel frequency cepstral coefficients, fuzzy c-mean clustering algorithm, k-nearest neighbors (KNN), gaussian mixture model (GMM), hidden markov model (HMM), support vector machine (SVM)
Procedia PDF Downloads 44018470 Numerical Simulations on Feasibility of Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization
Authors: Taiki Baba, Tomoaki Hashimoto
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The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.Keywords: model predictive control, stochastic systems, probabilistic constraints, random dither quantization
Procedia PDF Downloads 27418469 Bayesian Flexibility Modelling of the Conditional Autoregressive Prior in a Disease Mapping Model
Authors: Davies Obaromi, Qin Yongsong, James Ndege, Azeez Adeboye, Akinwumi Odeyemi
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The basic model usually used in disease mapping, is the Besag, York and Mollie (BYM) model and which combines the spatially structured and spatially unstructured priors as random effects. Bayesian Conditional Autoregressive (CAR) model is a disease mapping method that is commonly used for smoothening the relative risk of any disease as used in the Besag, York and Mollie (BYM) model. This model (CAR), which is also usually assigned as a prior to one of the spatial random effects in the BYM model, successfully uses information from adjacent sites to improve estimates for individual sites. To our knowledge, there are some unrealistic or counter-intuitive consequences on the posterior covariance matrix of the CAR prior for the spatial random effects. In the conventional BYM (Besag, York and Mollie) model, the spatially structured and the unstructured random components cannot be seen independently, and which challenges the prior definitions for the hyperparameters of the two random effects. Therefore, the main objective of this study is to construct and utilize an extended Bayesian spatial CAR model for studying tuberculosis patterns in the Eastern Cape Province of South Africa, and then compare for flexibility with some existing CAR models. The results of the study revealed the flexibility and robustness of this alternative extended CAR to the commonly used CAR models by comparison, using the deviance information criteria. The extended Bayesian spatial CAR model is proved to be a useful and robust tool for disease modeling and as a prior for the structured spatial random effects because of the inclusion of an extra hyperparameter.Keywords: Besag2, CAR models, disease mapping, INLA, spatial models
Procedia PDF Downloads 27218468 Random Subspace Ensemble of CMAC Classifiers
Authors: Somaiyeh Dehghan, Mohammad Reza Kheirkhahan Haghighi
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The rapid growth of domains that have data with a large number of features, while the number of samples is limited has caused difficulty in constructing strong classifiers. To reduce the dimensionality of the feature space becomes an essential step in classification task. Random subspace method (or attribute bagging) is an ensemble classifier that consists of several classifiers that each base learner in ensemble has subset of features. In the present paper, we introduce Random Subspace Ensemble of CMAC neural network (RSE-CMAC), each of which has training with subset of features. Then we use this model for classification task. For evaluation performance of our model, we compare it with bagging algorithm on 36 UCI datasets. The results reveal that the new model has better performance.Keywords: classification, random subspace, ensemble, CMAC neural network
Procedia PDF Downloads 32318467 Climate Changes in Albania and Their Effect on Cereal Yield
Authors: Lule Basha, Eralda Gjika
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This study is focused on analyzing climate change in Albania and its potential effects on cereal yields. Initially, monthly temperature and rainfalls in Albania were studied for the period 1960-2021. Climacteric variables are important variables when trying to model cereal yield behavior, especially when significant changes in weather conditions are observed. For this purpose, in the second part of the study, linear and nonlinear models explaining cereal yield are constructed for the same period, 1960-2021. The multiple linear regression analysis and lasso regression method are applied to the data between cereal yield and each independent variable: average temperature, average rainfall, fertilizer consumption, arable land, land under cereal production, and nitrous oxide emissions. In our regression model, heteroscedasticity is not observed, data follow a normal distribution, and there is a low correlation between factors, so we do not have the problem of multicollinearity. Machine-learning methods, such as random forest, are used to predict cereal yield responses to climacteric and other variables. Random Forest showed high accuracy compared to the other statistical models in the prediction of cereal yield. We found that changes in average temperature negatively affect cereal yield. The coefficients of fertilizer consumption, arable land, and land under cereal production are positively affecting production. Our results show that the Random Forest method is an effective and versatile machine-learning method for cereal yield prediction compared to the other two methods.Keywords: cereal yield, climate change, machine learning, multiple regression model, random forest
Procedia PDF Downloads 8318466 The Combination of the Mel Frequency Cepstral Coefficients, Perceptual Linear Prediction, Jitter and Shimmer Coefficients for the Improvement of Automatic Recognition System for Dysarthric Speech
Authors: Brahim Fares Zaidi
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Our work aims to improve our Automatic Recognition System for Dysarthria Speech based on the Hidden Models of Markov and the Hidden Markov Model Toolkit to help people who are sick. With pronunciation problems, we applied two techniques of speech parameterization based on Mel Frequency Cepstral Coefficients and Perceptual Linear Prediction and concatenated them with JITTER and SHIMMER coefficients in order to increase the recognition rate of a dysarthria speech. For our tests, we used the NEMOURS database that represents speakers with dysarthria and normal speakers.Keywords: ARSDS, HTK, HMM, MFCC, PLP
Procedia PDF Downloads 10218465 Multivariate Rainfall Disaggregation Using MuDRain Model: Malaysia Experience
Authors: Ibrahim Suliman Hanaish
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Disaggregation daily rainfall using stochastic models formulated based on multivariate approach (MuDRain) is discussed in this paper. Seven rain gauge stations are considered in this study for different distances from the referred station starting from 4 km to 160 km in Peninsular Malaysia. The hourly rainfall data used are covered the period from 1973 to 2008 and July and November months are considered as an example of dry and wet periods. The cross-correlation among the rain gauges is considered for the available hourly rainfall information at the neighboring stations or not. This paper discussed the applicability of the MuDRain model for disaggregation daily rainfall to hourly rainfall for both sources of cross-correlation. The goodness of fit of the model was based on the reproduction of fitting statistics like the means, variances, coefficients of skewness, lag zero cross-correlation of coefficients and the lag one auto correlation of coefficients. It is found the correlation coefficients based on extracted correlations that was based on daily are slightly higher than correlations based on available hourly rainfall especially for neighboring stations not more than 28 km. The results showed also the MuDRain model did not reproduce statistics very well. In addition, a bad reproduction of the actual hyetographs comparing to the synthetic hourly rainfall data. Mean while, it is showed a good fit between the distribution function of the historical and synthetic hourly rainfall. These discrepancies are unavoidable because of the lowest cross correlation of hourly rainfall. The overall performance indicated that the MuDRain model would not be appropriate choice for disaggregation daily rainfall.Keywords: rainfall disaggregation, multivariate disaggregation rainfall model, correlation, stochastic model
Procedia PDF Downloads 50918464 Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization
Authors: Tomoaki Hashimoto
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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.Keywords: optimal control, stochastic systems, random dither, quantization
Procedia PDF Downloads 43518463 Numerical Study for the Estimation of Hydrodynamic Current Drag Coefficients for the Colombian Navy Frigates Using Computational Fluid Dynamics
Authors: Mauricio Gracia, Luis Leal, Bharat Verma
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Computational fluid dynamics (CFD) has become nowadays an important tool in the process of hydrodynamic design of modern ships. CFD is used to model any phenomena related to fluid flow in a control volume like a ship or any offshore structure in the sea. In the present study, the current force drag coefficients for a Colombian Navy Frigate in deep and shallow water are estimated through the application of CFD. The study shows the process of simulating the ship current drag coefficients using the CFD simulations method, which is conducted using STAR-CCM+ software package. The Almirante Padilla class Frigate ship scale model is investigated. The results show the ship current drag coefficient calculated considering a current speed of 1 knot with a 90° drift angle for the full-scale ship. Predicted results were compared against the current drag coefficients published in the Lloyds register OCIMF report. It is shown that the simulation results agree fairly well with the published results and that STAR-CCM+ code can predict current drag coefficients.Keywords: CFD, current draft coefficient, STAR-CCM+, OCIMF, Bollard pull
Procedia PDF Downloads 16218462 Mecano-Reliability Approach Applied to a Water Storage Tank Placed on Ground
Authors: Amar Aliche, Hocine Hammoum, Karima Bouzelha, Arezki Ben Abderrahmane
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Traditionally, the dimensioning of storage tanks is conducted with a deterministic approach based on partial coefficients of safety. These coefficients are applied to take into account the uncertainties related to hazards on properties of materials used and applied loads. However, the use of these safety factors in the design process does not assure an optimal and reliable solution and can sometimes lead to a lack of robustness of the structure. The reliability theory based on a probabilistic formulation of constructions safety can respond in an adapted manner. It allows constructing a modelling in which uncertain data are represented by random variables, and therefore allows a better appreciation of safety margins with confidence indicators. The work presented in this paper consists of a mecano-reliability analysis of a concrete storage tank placed on ground. The classical method of Monte Carlo simulation is used to evaluate the failure probability of concrete tank by considering the seismic acceleration as random variable.Keywords: reliability approach, storage tanks, monte carlo simulation, seismic acceleration
Procedia PDF Downloads 30418461 A Convergent Interacting Particle Method for Computing Kpp Front Speeds in Random Flows
Authors: Tan Zhang, Zhongjian Wang, Jack Xin, Zhiwen Zhang
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We aim to efficiently compute the spreading speeds of reaction-diffusion-advection (RDA) fronts in divergence-free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) nonlinearity. We study a stochastic interacting particle method (IPM) for the reduced principal eigenvalue (Lyapunov exponent) problem of an associated linear advection-diffusion operator with spatially random coefficients. The Fourier representation of the random advection field and the Feynman-Kac (FK) formula of the principal eigenvalue (Lyapunov exponent) form the foundation of our method implemented as a genetic evolution algorithm. The particles undergo advection-diffusion and mutation/selection through a fitness function originated in the FK semigroup. We analyze the convergence of the algorithm based on operator splitting and present numerical results on representative flows such as 2D cellular flow and 3D Arnold-Beltrami-Childress (ABC) flow under random perturbations. The 2D examples serve as a consistency check with semi-Lagrangian computation. The 3D results demonstrate that IPM, being mesh-free and self-adaptive, is simple to implement and efficient for computing front spreading speeds in the advection-dominated regime for high-dimensional random flows on unbounded domains where no truncation is needed.Keywords: KPP front speeds, random flows, Feynman-Kac semigroups, interacting particle method, convergence analysis
Procedia PDF Downloads 4118460 Excitation Modeling for Hidden Markov Model-Based Speech Synthesis Based on Wavelet Analysis
Authors: M. Kiran Reddy, K. Sreenivasa Rao
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The conventional Hidden Markov Model (HMM)-based speech synthesis system (HTS) uses only a pulse excitation model, which significantly differs from natural excitation signal. Hence, buzziness can be perceived in the speech generated using HTS. This paper proposes an efficient excitation modeling method that can significantly reduce the buzziness, and improve the quality of HMM-based speech synthesis. The proposed approach models the pitch-synchronous residual frames extracted from the residual excitation signal. Each pitch synchronous residual frame is parameterized using 30 wavelet coefficients. These 30 wavelet coefficients are found to accurately capture the perceptually important information present in the residual waveform. In synthesis phase, the residual frames are reconstructed from the generated wavelet coefficients and are pitch-synchronously overlap-added to generate the excitation signal. The proposed excitation modeling method is integrated into HMM-based speech synthesis system. Evaluation results indicate that the speech synthesized by the proposed excitation model is significantly better than the speech generated using state-of-the-art excitation modeling methods.Keywords: excitation modeling, hidden Markov models, pitch-synchronous frames, speech synthesis, wavelet coefficients
Procedia PDF Downloads 24118459 Long Term Love Relationships Analyzed as a Dynamic System with Random Variations
Authors: Nini Johana Marín Rodríguez, William Fernando Oquendo Patino
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In this work, we model a coupled system where we explore the effects of steady and random behavior on a linear system like an extension of the classic Strogatz model. This is exemplified by modeling a couple love dynamics as a linear system of two coupled differential equations and studying its stability for four types of lovers chosen as CC='Cautious- Cautious', OO='Only other feelings', OP='Opposites' and RR='Romeo the Robot'. We explore the effects of, first, introducing saturation, and second, adding a random variation to one of the CC-type lover, which will shape his character by trying to model how its variability influences the dynamics between love and hate in couple in a long run relationship. This work could also be useful to model other kind of systems where interactions can be modeled as linear systems with external or internal random influence. We found the final results are not easy to predict and a strong dependence on initial conditions appear, which a signature of chaos.Keywords: differential equations, dynamical systems, linear system, love dynamics
Procedia PDF Downloads 34818458 Aerodynamic Performance of a Pitching Bio-Inspired Corrugated Airfoil
Authors: Hadi Zarafshani, Shidvash Vakilipour, Shahin Teimori, Sara Barati
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In the present study, the aerodynamic performance of a rigid two-dimensional pitching bio-inspired corrugate airfoil was numerically investigated at Reynolds number of 14000. The Open Field Operations And Manipulations (OpenFOAM) computational fluid dynamic tool is used to solve flow governing equations numerically. The k-ω SST turbulence model with low Reynolds correction (k-ω SST LRC) and the pimpleDyMFOAM solver are utilized to simulate the flow field around pitching bio-airfoil. The lift and drag coefficients of the airfoil are calculated at reduced frequencies k=1.24-4.96 and the angular amplitude of A=5°-20°. Results show that in a fixed reduced frequency, the absolute value of the sectional lift and drag coefficients increase with increasing pitching amplitude. In a fixed angular amplitude, the absolute value of the lift and drag coefficients increase as the pitching reduced frequency increases.Keywords: bio-inspired pitching airfoils, OpenFOAM, low Reynolds k-ω SST model, lift and drag coefficients
Procedia PDF Downloads 18318457 Credit Risk Prediction Based on Bayesian Estimation of Logistic Regression Model with Random Effects
Authors: Sami Mestiri, Abdeljelil Farhat
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The aim of this current paper is to predict the credit risk of banks in Tunisia, over the period (2000-2005). For this purpose, two methods for the estimation of the logistic regression model with random effects: Penalized Quasi Likelihood (PQL) method and Gibbs Sampler algorithm are applied. By using the information on a sample of 528 Tunisian firms and 26 financial ratios, we show that Bayesian approach improves the quality of model predictions in terms of good classification as well as by the ROC curve result.Keywords: forecasting, credit risk, Penalized Quasi Likelihood, Gibbs Sampler, logistic regression with random effects, curve ROC
Procedia PDF Downloads 53618456 Estimation of Probabilistic Fatigue Crack Propagation Models of AZ31 Magnesium Alloys under Various Load Ratio Conditions by Using the Interpolation of a Random Variable
Authors: Seon Soon Choi
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The essential purpose is to present the good fatigue crack propagation model describing a stochastic fatigue crack growth behavior in a rolled magnesium alloy, AZ31, under various load ratio conditions. Fatigue crack propagation experiments were carried out in laboratory air under four conditions of load ratio, R, using AZ31 to investigate the crack growth behavior. The stochastic fatigue crack growth behavior was analyzed using an interpolation of random variable, Z, introduced to an empirical fatigue crack propagation model. The empirical fatigue models used in this study are Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was found that the random variable is useful in describing the stochastic fatigue crack growth behaviors under various load ratio conditions. The good probabilistic model describing a stochastic fatigue crack growth behavior under various load ratio conditions was also proposed.Keywords: magnesium alloys, fatigue crack propagation model, load ratio, interpolation of random variable
Procedia PDF Downloads 40718455 Stochastic Simulation of Random Numbers Using Linear Congruential Method
Authors: Melvin Ballera, Aldrich Olivar, Mary Soriano
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Digital computers nowadays must be able to have a utility that is capable of generating random numbers. Usually, computer-generated random numbers are not random given predefined values such as starting point and end points, making the sequence almost predictable. There are many applications of random numbers such business simulation, manufacturing, services domain, entertainment sector and other equally areas making worthwhile to design a unique method and to allow unpredictable random numbers. Applying stochastic simulation using linear congruential algorithm, it shows that as it increases the numbers of the seed and range the number randomly produced or selected by the computer becomes unique. If this implemented in an environment where random numbers are very much needed, the reliability of the random number is guaranteed.Keywords: stochastic simulation, random numbers, linear congruential algorithm, pseudorandomness
Procedia PDF Downloads 30918454 Assessing Effects of an Intervention on Bottle-Weaning and Reducing Daily Milk Intake from Bottles in Toddlers Using Two-Part Random Effects Models
Authors: Yungtai Lo
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Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve
Procedia PDF Downloads 34418453 Yaw Angle Effect on the Aerodynamic Performance of Rear-Roof Spoiler of Hatchback Vehicle
Authors: See-Yuan Cheng, Kwang-Yhee Chin, Shuhaimi Mansor
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Rear-roof spoiler is commonly used for improving the aerodynamic performance of road vehicles. This study aims to investigate the effect of yaw angle on the effectiveness of strip-type rear-roof spoiler in providing lower drag and lift coefficients of a hatchback model. A computational fluid dynamics (CFD) method was used. The numerically obtained results were compared to the experimental data for validation of the CFD method. At increasing yaw angle, both the drag and lift coefficients of the model were to increase. In addition, the effectiveness of spoiler was deteriorated. These unfavorable effects were due to the formation of longitudinal vortices around the side edges of the model that had caused the surface pressure of the model to drop. Furthermore, there were significant crossflow structures developed behind the model at larger yaw angle, which were associated with the drop in the surface pressure of the rear section of the model and cause the drag coefficient to rise.Keywords: Ahmed model, aerodynamics, spoiler, yaw angle
Procedia PDF Downloads 35418452 Estimation of Constant Coefficients of Bourgoyne and Young Drilling Rate Model for Drill Bit Wear Prediction
Authors: Ahmed Z. Mazen, Nejat Rahmanian, Iqbal Mujtaba, Ali Hassanpour
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In oil and gas well drilling, the drill bit is an important part of the Bottom Hole Assembly (BHA), which is installed and designed to drill and produce a hole by several mechanisms. The efficiency of the bit depends on many drilling parameters such as weight on bit, rotary speed, and mud properties. When the bit is pulled out of the hole, the evaluation of the bit damage must be recorded very carefully to guide engineers in order to select the bits for further planned wells. Having a worn bit for hole drilling may cause severe damage to bit leading to cutter or cone losses in the bottom of hole, where a fishing job will have to take place, and all of these will increase the operating cost. The main factor to reduce the cost of drilling operation is to maximize the rate of penetration by analyzing real-time data to predict the drill bit wear while drilling. There are numerous models in the literature for prediction of the rate of penetration based on drilling parameters, mostly based on empirical approaches. One of the most commonly used approaches is Bourgoyne and Young model, where the rate of penetration can be estimated by the drilling parameters as well as a wear index using an empirical correlation, provided all the constants and coefficients are accurately determined. This paper introduces a new methodology to estimate the eight coefficients for Bourgoyne and Young model using the gPROMS parameters estimation GPE (Version 4.2.0). Real data collected form similar formations (12 ¼’ sections) in two different fields in Libya are used to estimate the coefficients. The estimated coefficients are then used in the equations and applied to nearby wells in the same field to predict the bit wear.Keywords: Bourgoyne and Young model, bit wear, gPROMS, rate of penetration
Procedia PDF Downloads 14918451 Estimation of Pressure Loss Coefficients in Combining Flows Using Artificial Neural Networks
Authors: Shahzad Yousaf, Imran Shafi
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This paper presents a new method for calculation of pressure loss coefficients by use of the artificial neural network (ANN) in tee junctions. Geometry and flow parameters are feed into ANN as the inputs for purpose of training the network. Efficacy of the network is demonstrated by comparison of the experimental and ANN based calculated data of pressure loss coefficients for combining flows in a tee junction. Reynolds numbers ranging from 200 to 14000 and discharge ratios varying from minimum to maximum flow for calculation of pressure loss coefficients have been used. Pressure loss coefficients calculated using ANN are compared to the models from literature used in junction flows. The results achieved after the application of ANN agrees reasonably to the experimental values.Keywords: artificial neural networks, combining flow, pressure loss coefficients, solar collector tee junctions
Procedia PDF Downloads 38318450 Fatigue Life Prediction under Variable Loading Based a Non-Linear Energy Model
Authors: Aid Abdelkrim
Abstract:
A method of fatigue damage accumulation based upon application of energy parameters of the fatigue process is proposed in the paper. Using this model is simple, it has no parameter to be determined, it requires only the knowledge of the curve W–N (W: strain energy density N: number of cycles at failure) determined from the experimental Wöhler curve. To examine the performance of nonlinear models proposed in the estimation of fatigue damage and fatigue life of components under random loading, a batch of specimens made of 6082 T 6 aluminium alloy has been studied and some of the results are reported in the present paper. The paper describes an algorithm and suggests a fatigue cumulative damage model, especially when random loading is considered. This work contains the results of uni-axial random load fatigue tests with different mean and amplitude values performed on 6082T6 aluminium alloy specimens. The proposed model has been formulated to take into account the damage evolution at different load levels and it allows the effect of the loading sequence to be included by means of a recurrence formula derived for multilevel loading, considering complex load sequences. It is concluded that a ‘damaged stress interaction damage rule’ proposed here allows a better fatigue damage prediction than the widely used Palmgren–Miner rule, and a formula derived in random fatigue could be used to predict the fatigue damage and fatigue lifetime very easily. The results obtained by the model are compared with the experimental results and those calculated by the most fatigue damage model used in fatigue (Miner’s model). The comparison shows that the proposed model, presents a good estimation of the experimental results. Moreover, the error is minimized in comparison to the Miner’s model.Keywords: damage accumulation, energy model, damage indicator, variable loading, random loading
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