Search results for: least squares estimation

Authors: JaeHwan Yang, Da-Woon Jeong, Seung-Young Kho, Dong-Kyu Kim

Abstract:

In terms of ITS, information on link characteristic is an essential factor for plan or operation. But in practical cases, not every link has installed sensors on it. The link that does not have data on it is called “Missing Link”. The purpose of this study is to impute data of these missing links. To get these data, this study applies the machine learning method. With the machine learning process, especially for the deep learning process, missing link data can be estimated from present link data. For deep learning process, this study uses “Recurrent Neural Network” to take time-series data of road. As input data, Dedicated Short-range Communications (DSRC) data of Dalgubul-daero of Daegu Metropolitan Area had been fed into the learning process. Neural Network structure has 17 links with present data as input, 2 hidden layers, for 1 missing link data. As a result, forecasted data of target link show about 94% of accuracy compared with actual data.

Keywords: data estimation, link data, machine learning, road network

Procedia PDF Downloads 501

Authors: Farzad Khajavi, Farzaneh Jalilfar, Faranak Jafari, Leila Shokrani

Abstract:

Formulation of gliclazide in the form of extended-release tablet in 30 and 60 mg dosage forms was performed using hypromellose (HPMC K4M) as a retarding agent. Drug-release profiles were investigated in comparison with references Diamicron MR 30 and 60 mg tablets. The effect of size of powder particles, the amount of hypromellose in formulation, hardness of tablets, and also the effect of halving the tablets were investigated on drug release profile. A mathematical model which describes hypromellose behavior in initial times of drug release was proposed for the estimation of hypromellose content in modified-release gliclazide 60 mg tablet. This model is based on erosion of hypromellose in dissolution media. The model is applicable to describe release profiles of insoluble drugs. Therefore, by using dissolved amount of drug in initial times of dissolution and the model, the amount of hypromellose in formulation can be predictable. The model was used to predict the HPMC K4M content in modified-release gliclazide 30 mg and extended-release quetiapine 200 mg tablets.

Keywords: Gliclazide, hypromellose, drug release, modified-release tablet, mathematical model

Procedia PDF Downloads 210

Authors: M. De Iuliis, O. Kammouh, G. P. Cimellaro, S. Tesfamariam

Abstract:

Community Resilience has gained a significant attention due to the recent unexpected natural and man-made disasters. Resilience is the process of maintaining livable conditions in the event of interruptions in normally available services. Estimating the resilience of systems, ranging from individuals to communities, is a formidable task due to the complexity involved in the process. The most challenging parameter involved in the resilience assessment is the 'downtime'. Downtime is the time needed for a system to recover its services following a disaster event. Estimating the exact downtime of a system requires a lot of inputs and resources that are not always obtainable. The uncertainties in the downtime estimation are usually handled using probabilistic methods, which necessitates acquiring large historical data. The estimation process also involves ignorance, imprecision, vagueness, and subjective judgment. In this paper, a fuzzy-based approach to estimate the downtime of building structures following earthquake events is proposed. Fuzzy logic can integrate descriptive (linguistic) knowledge and numerical data into the fuzzy system. This ability allows the use of walk down surveys, which collect data in a linguistic or a numerical form. The use of fuzzy logic permits a fast and economical estimation of parameters that involve uncertainties. The first step of the method is to determine the building’s vulnerability. A rapid visual screening is designed to acquire information about the analyzed building (e.g. year of construction, structural system, site seismicity, etc.). Then, a fuzzy logic is implemented using a hierarchical scheme to determine the building damageability, which is the main ingredient to estimate the downtime. Generally, the downtime can be divided into three main components: downtime due to the actual damage (DT1); downtime caused by rational and irrational delays (DT2); and downtime due to utilities disruption (DT3). In this work, DT1 is computed by relating the building damageability results obtained from the visual screening to some already-defined components repair times available in the literature. DT2 and DT3 are estimated using the REDITM Guidelines. The Downtime of the building is finally obtained by combining the three components. The proposed method also allows identifying the downtime corresponding to each of the three recovery states: re-occupancy; functional recovery; and full recovery. Future work is aimed at improving the current methodology to pass from the downtime to the resilience of buildings. This will provide a simple tool that can be used by the authorities for decision making.

Keywords: resilience, restoration, downtime, community resilience, fuzzy logic, recovery, damage, built environment

Procedia PDF Downloads 153

Authors: Alexander Marx

Abstract:

Measuring and mitigating market risk is essential for the stability of enterprises, especially for major banking corporations and investment bank firms. To employ these risk measurement and mitigation processes, the Value at Risk (VaR) is the most commonly used risk metric by practitioners. In the past years, we have seen significant weaknesses in the predictive performance of the VaR in times of financial market crisis. To address this issue, the purpose of this study is to investigate the value-at-risk (VaR) estimation models and their predictive performance by applying a series of backtesting methods on the stock market indices of the G7 countries (Canada, France, Germany, Italy, Japan, UK, US, Europe). The study employs parametric, non-parametric, and semi-parametric VaR estimation models and is conducted during three different periods which cover the most recent financial market crisis: the overall period (2006–2022), the global financial crisis period (2008–2009), and COVID-19 period (2020–2022). Since the regulatory authorities have introduced and mandated the Conditional Value at Risk (Expected Shortfall) as an additional regulatory risk management metric, the study will analyze and compare both risk metrics on their predictive performance.

Keywords: value at risk, financial market risk, banking, quantitative risk management

Procedia PDF Downloads 84

Authors: Paul Ojeaga

Abstract:

Can the level of innovation use drive un-validated business models across regions? To what extent does industrial sector attractiveness drive firm’s success across regions at the time of start-up? This study examines the role of innovation on start-up success in six regions of the world (namely Sub Saharan Africa, the Middle East and North Africa, Latin America, South East Asia Pacific, the European Union and the United States representing North America) using macroeconomic variables. While there have been studies using firm level data, results from such studies are not suitable for national policy decisions. The need to drive a regional innovation policy also begs for an answer, therefore providing room for this study. Results using dynamic panel estimation show that innovation counts in the early infancy stage of new business life cycle. The results are robust even after controlling for time fixed effects and the study present variance-covariance estimation robust standard errors.

Keywords: industrial economics, un-validated business models, scalable models, entrepreneurship

Procedia PDF Downloads 272

Authors: Pedro Gómez-del-Hoyo, Jose-Luis Bárcena-Humanes, Nerea del-Rey-Maestre, María-Pilar Jarabo-Amores, David Mata-Moya

Abstract:

A study of achievable coverages using passive radar systems in terrestrial traffic monitoring applications is presented. The study includes the estimation of the bistatic radar cross section of different commercial vehicle models that provide challenging low values which make detection really difficult. A semi-urban scenario is selected to evaluate the impact of excess propagation losses generated by an irregular relief. A bistatic passive radar exploiting UHF frequencies radiated by digital video broadcasting transmitters is assumed. A general method of coverage estimation using electromagnetic simulators in combination with estimated car average bistatic radar cross section is applied. In order to reduce the computational cost, hybrid solution is implemented, assuming free space for the target-receiver path but estimating the excess propagation losses for the transmitter-target one.

Keywords: bistatic radar cross section, passive radar, propagation losses, radar coverage

Procedia PDF Downloads 321

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

Procedia PDF Downloads 346

Authors: Kayode A. Olaniyi, Olabanji F. Omotoye, Adeola A. Ogunleye

Abstract:

The skew detection and correction form an important part of digital document analysis. This is because uncompensated skew can deteriorate document features and can complicate further document image processing steps. Efficient text document analysis and digitization can rarely be achieved when a document is skewed even at a small angle. Once the documents have been digitized through the scanning system and binarization also achieved, document skew correction is required before further image analysis. Research efforts have been put in this area with algorithms developed to eliminate document skew. Skew angle correction algorithms can be compared based on performance criteria. Most important performance criteria are accuracy of skew angle detection, range of skew angle for detection, speed of processing the image, computational complexity and consequently memory space used. The standard Hough Transform has successfully been implemented for text documentation skew angle estimation application. However, the standard Hough Transform algorithm level of accuracy depends largely on how much fine the step size for the angle used. This consequently consumes more time and memory space for increase accuracy and, especially where number of pixels is considerable large. Whenever the Hough transform is used, there is always a tradeoff between accuracy and speed. So a more efficient solution is needed that optimizes space as well as time. In this paper, an improved Hough transform (HT) technique that optimizes space as well as time to robustly detect document skew is presented. The modified algorithm of Hough Transform presents solution to the contradiction between the memory space, running time and accuracy. Our algorithm starts with the first step of angle estimation accurate up to zero decimal place using the standard Hough Transform algorithm achieving minimal running time and space but lacks relative accuracy. Then to increase accuracy, suppose estimated angle found using the basic Hough algorithm is x degree, we then run again basic algorithm from range between ±x degrees with accuracy of one decimal place. Same process is iterated till level of desired accuracy is achieved. The procedure of our skew estimation and correction algorithm of text images is implemented using MATLAB. The memory space estimation and process time are also tabulated with skew angle assumption of within 00 and 450. The simulation results which is demonstrated in Matlab show the high performance of our algorithms with less computational time and memory space used in detecting document skew for a variety of documents with different levels of complexity.

Keywords: hough-transform, skew-detection, skew-angle, skew-correction, text-document

Procedia PDF Downloads 143

Authors: H. Hotait, X. Chiementin, L. Rasolofondraibe

Abstract:

This paper presents a continuous work to detect the abnormal state in the rolling bearing by studying the vibration signature analysis and calculation of the remaining useful life. To achieve these aims, two methods; the first method is the classification to detect the degradation state by the AOM-OPTICS (Acousto-Optic Modulator) method. The second one is the prediction of the degradation state using least-squares support vector regression and then compared with the linear degradation model. An experimental investigation on ball-bearing was conducted to see the effectiveness of the used method by applying the acquired vibration signals. The proposed model for predicting the state of bearing gives us accurate results with the experimental and numerical data.

Keywords: bearings, automatization, optimization, prognosis, classification, defect detection

Procedia PDF Downloads 108

Authors: Tae An Kim, Hyo Lim Kang, Hye Won Han, Seung Ho Han

Abstract:

The drive shaft of passenger vehicle has its own function such as transmitting the engine torque from the gearbox and differential gears to the wheels. It must also compensate for all variations in angle or length resulting from manoeuvring and deflection for perfect synchronization between joints. Torsional fatigue failures occur frequently at the connection parts of the spline joints in the end of the drive shaft. In this study, the fatigue life of a drive shaft of passenger vehicle was estimated by using the finite element analysis. A commercial software of n-Code was applied under twisting load conditions, i.e. 0~134kgf•m and 0~188kgf•m, in which the shear strain range-fatigue life relationship considering Signed Shear method, Smith-Watson-Topper equation, Neuber-Hoffman Seeger method, size sensitivity factor and surface roughness effect was taken into account. The estimated fatigue life was verified by a twisting load test of the real drive shaft in a test rig. (Human Resource Training Project for Industry Matched R & D, KIAT, N036200004).

Keywords: drive shaft, fatigue life estimation, passenger vehicle, shear strain range-fatigue life relationship, torsional fatigue failure

Procedia PDF Downloads 265

Authors: Young-Hyun Seo, Hyunwoo Park, Dong-Kyu Kim, Seung-Young Kho

Abstract:

The purpose of this study is providing an improved mode choice model considering parameters including age grouping of prime-aged and old age. In this study, 2010 Household Travel Survey data were used and improper samples were removed through the analysis. Chosen alternative, date of birth, mode, origin code, destination code, departure time, and arrival time are considered from Household Travel Survey. By preprocessing data, travel time, travel cost, mode, and ratio of people aged 45 to 55 years, 55 to 65 years and over 65 years were calculated. After the manipulation, the mode choice model was constructed using LIMDEP by maximum likelihood estimation. A significance test was conducted for nine parameters, three age groups for three modes. Then the test was conducted again for the mode choice model with significant parameters, travel cost variable and travel time variable. As a result of the model estimation, as the age increases, the preference for the car decreases and the preference for the bus increases. This study is meaningful in that the individual and households characteristics are applied to the aggregate model.

Keywords: age grouping, aging, mode choice model, multinomial logit model

Procedia PDF Downloads 314

Authors: Kang-Mo Jung

Abstract:

Least squares support vector machine (LS-SVM) is a penalized regression which considers both fitting and generalization ability of a model. However, the squared loss function is very sensitive to even single outlier. We proposed a weighted absolute deviation loss function for the robustness of the estimates in least absolute deviation support vector machine. The proposed estimates can be obtained by a quadratic programming algorithm. Numerical experiments on simulated datasets show that the proposed algorithm is competitive in view of robustness to outliers.

Keywords: least absolute deviation, quadratic programming, robustness, support vector machine, weight

Procedia PDF Downloads 510

Authors: M. Pomianek, M. Piszczek, M. Maciejewski

Abstract:

The binocular eye tracking technology is increasingly being used in industry, entertainment and marketing analysis. In the case of virtual reality, eye tracking systems are already the basis for user interaction with the environment. In such systems, the high accuracy of determining the user's eye fixation point is very important due to the specificity of the virtual reality head-mounted display (HMD). Often, however, there are unknown errors occurring in the used eye tracking technology, as well as those resulting from the positioning of the devices in relation to the user's eyes. However, can the virtual environment itself influence estimation errors? The paper presents mathematical analyses and empirical studies of the determination of the fixation point and errors resulting from the change in the size of the pupil in response to the intensity of the displayed scene. The article contains both static laboratory tests as well as on the real user. Based on the research results, optimization solutions were proposed that would reduce the errors of gaze estimation errors. Studies show that errors in estimating the fixation point of vision can be minimized both by improving the pupil positioning algorithm in the video image and by using more precise methods to calibrate the eye tracking system in three-dimensional space.

Keywords: eye tracking, fixation point, pupil size, virtual reality

Procedia PDF Downloads 123

Authors: F. Ahwide, Y. Aldali

Abstract:

This article presents a current and future energy situation in Libya. The electric power efficiency and operating hours in power plants are evaluated from 2005 to 2010. Carbon dioxide emissions in most of power plants are estimated. In 2005, the efficiency of steam power plants achieved a range of 20% to 28%. While, the gas turbine power plants efficiency ranged between 9% and 25%, this can be considered as low efficiency. However, the efficiency improvement has clearly observed in some power plants from 2008 to 2010, especially in the power plant of North Benghazi and west Tripoli. In fact, these power plants have modified to combine cycle. The efficiency of North Benghazi power plant has increased from 25% to 46.6%, while in Tripoli it is increased from 22% to 34%. On the other hand, the efficiency improvement is not observed in the gas turbine power plants. When compared to the quantity of fuel used, the carbon dioxide emissions resulting from electricity generation plants were very high. Finally, an estimation of the energy demand has been done to the maximum load and the annual load factor (i.e., the ratio between the output power and installed power).

Keywords: power plant, efficiency improvement, carbon dioxide emissions, energy situation in Libya

Procedia PDF Downloads 462

Authors: Odai Ibrahim Mohammed Al Balasmeh, Tapas Karmaker, Richa Babbar

Abstract:

In this study, the reservoir capacity and sediment deposition were estimated using remote sensing data. The satellite images were synchronized with water level and storage capacity to find out the change in sediment deposition due to soil erosion and transport by streamflow. The water bodies spread area was estimated using vegetation indices, e.g., normalize differences vegetation index (NDVI) and normalize differences water index (NDWI). The 3D reservoir bathymetry was modeled by integrated water level, storage capacity, and area. From the models of different time span, the change in reservoir storage capacity was estimated. Another reservoir with known water level, storage capacity, area, and sediment deposition was used to validate the estimation technique. The t-test was used to assess the results between observed and estimated reservoir capacity and sediment deposition.

Keywords: satellite data, normalize differences vegetation index, NDVI, normalize differences water index, NDWI, reservoir capacity, sedimentation, t-test hypothesis

Procedia PDF Downloads 153

Authors: G. Venkata Rao, P. Kalpana, R. Srinivasa Rao

Abstract:

Adequate and reliable estimates of aquifer parameters are of utmost importance for proper management of vital groundwater resources. At present scenario the ground water is polluted because of industrial waste disposed over the land and the contaminants are transported in the aquifer from one area to another area which is depending on the characteristics of the aquifer and contaminants. To know the contaminant transport, the accurate estimation of aquifer properties is highly needed. Conventionally, these properties are estimated through pumping tests carried out on water wells. The occurrence and movement of ground water in the aquifer are characteristically defined by the aquifer parameters. The pumping (aquifer) test is the standard technique for estimating various hydraulic properties of aquifer systems, viz, transmissivity (T), hydraulic conductivity (K), storage coefficient (S) etc., for which the graphical method is widely used. The study area for conducting pumping test is Pydibheemavaram Industrial area near the coastal belt of Srikulam, AP, India. The main objective of the present work is to estimate the aquifer properties for developing contaminant transport model for the study area.

Keywords: aquifer, contaminant transport, hydraulic conductivity, industrial waste, pumping test

Procedia PDF Downloads 431

Authors: E. Yu. Yakovlev, A. V. Puchkov

Abstract:

The study is devoted to experimental work on the assessment of emanation properties of kimberlites and host rocks of the Lomonosov diamond deposit of the Arkhangelsk diamondiferous province. The aim of the study is estimation the factors influencing on formation of the radon field over kimberlite pipes. For various types of rocks composing the kimberlite pipe and near-pipe space, the following parameters were measured: porosity, density, radium-226 activity, activity of free radon and emanation coefficient. The research results showed that the largest amount of free radon is produced by rocks of near-pipe space, which are the Vendian host deposits and are characterized by high values of the emanation coefficient, radium activity and porosity. The lowest values of these parameters are characteristic of vent-facies kimberlites, which limit the formation of activity of free radon in body of the pipe. The results of experimental work confirm the prospects of using emanation methods for prospecting of kimberlite pipes.

Keywords: emanation coefficient, kimberlites, porosity, radon volumetric activity

Procedia PDF Downloads 127

Authors: C. Gopi Jinimole, A. Harsha

Abstract:

For detecting strokes, Computed Tomography (CT) scan is preferred for imaging the abnormalities or infarction in the brain. Because of the problems in the window settings used to evaluate brain CT images, they are very poor in the early stage infarction detection. This paper presents an automatic estimation method for the window settings of the CT images for proper contrast of the hyper infarction present in the brain. In the proposed work the window width is estimated automatically for each slice and the window centre is changed to a new value of 31HU, which is the average of the HU values of the grey matter and white matter in the brain. The automatic window width estimation is based on the average of median of statistical central moments. Thus with the new suggested window centre and estimated window width, the hyper infarction or post-stroke regions in CT brain images are properly detected. The proposed approach assists the radiologists in CT evaluation for early quantitative signs of delayed stroke, which leads to severe hemorrhage in the future can be prevented by providing timely medication to the patients.

Keywords: computed tomography (CT), hyper infarction or post stroke region, Hounsefield Unit (HU), window centre (WC), window width (WW)

Procedia PDF Downloads 192

Authors: Muhammad Tayyab Afzal, Muhammad Arslan, Mirza Muhammad Waqar

Abstract:

One of the key components of the water cycle is evapotranspiration (ET), which represents water consumption by vegetated and non-vegetated surfaces. Conventional techniques for measurements of ET are point based and representative of the local scale only. Satellite remote sensing data with large area coverage and high temporal frequency provide representative measurements of several relevant biophysical parameters required for estimation of ET at regional scales. The objective is of this research is to exploit satellite data in order to estimate evapotranspiration. This study uses Surface Energy Balance System (SEBS) model to calculate daily actual evapotranspiration (ETa) in Larkana District, Sindh Pakistan using Landsat TM data for clouds-free days. As there is no flux tower in the study area for direct measurement of latent heat flux or evapotranspiration and sensible heat flux, therefore, the model estimated values of ET were compared with reference evapotranspiration (ETo) computed by FAO-56 Penman Monteith Method using meteorological data. For a country like Pakistan, agriculture by irrigation in the river basins is the largest user of fresh water. For the better assessment and management of irrigation water requirement, the estimation of consumptive use of water for agriculture is very important because it is the main consumer of water. ET is yet an essential issue of water imbalance due to major loss of irrigation water and precipitation on cropland. As large amount of irrigated water is lost through ET, therefore its accurate estimation can be helpful for efficient management of irrigation water. Results of this study can be used to analyse surface conditions, i.e. temperature, energy budgets and relevant characteristics. Through this information we can monitor vegetation health and suitable agricultural conditions and can take controlling steps to increase agriculture production.

Keywords: SEBS, remote sensing, evapotranspiration, ETa

Procedia PDF Downloads 319

Authors: Hazem M. Al-Mofleh, John E. Daniels, Joseph W. McKean

Abstract:

In this paper numerous robust fitting procedures are considered in estimating spatial variograms. In spatial statistics, the conventional variogram fitting procedure (non-linear weighted least squares) suffers from the same outlier problem that has plagued this method from its inception. Even a 3-parameter model, like the variogram, can be adversely affected by a single outlier. This paper uses the Hogg-Type adaptive procedures to select an optimal score function for a rank-based estimator for these non-linear models. Numeric examples and simulation studies will demonstrate the robustness, utility, efficiency, and validity of these estimates.

Keywords: asymptotic relative efficiency, non-linear rank-based, rank estimates, variogram

Procedia PDF Downloads 413

Authors: Kai Chun Yang, Shao-Wen Chen, Jong-Rong Wang, Chunkuan Shih, Jung-Hua Yang, Hsiung-Chih Chen, Wen-Sheng Hsu

Abstract:

In this study, we build RADionuclide Transport, Removal And Dose Estimation/Symbolic Nuclear Analysis Package (SNAP/RADTRAD) model of Kuosheng Nuclear Power Plant which is based on the Final Safety Evaluation Report (FSAR) and other data of Kuosheng Nuclear Power Plant. It is used to estimate the radiation dose of the Exclusion Area Boundary (EAB), the Low Population Zone (LPZ), and the control room following ‘release from the containment’ case in Loss Of Coolant Accident (LOCA). The RADTRAD analysis result shows that the evaluation dose at EAB, LPZ, and the control room are close to the FSAR data, and all of the doses are lower than the regulatory limits. At last, we do a sensitivity analysis and observe that the evaluation doses increase as the intake rate of the control room increases.

Keywords: RADTRAD, radionuclide transport, removal and dose estimation, snap, symbolic nuclear analysis package, boiling water reactor, NPP, kuosheng

Procedia PDF Downloads 326

Authors: Bale Baidi Blaise, Gilles Marckmann, Liman Kaoye, Talaka Dya, Moustapha Bachirou, Gambo Betchewe, Tibi Beda

Abstract:

This work highlights the capabilities of particles swarm optimization (PSO) method to identify parameters of hyperelastic models. The study compares this method with Genetic Algorithm (GA) method, Least Squares (LS) method, Pattern Search Algorithm (PSA) method, Beda-Chevalier (BC) method and the Levenberg-Marquardt (LM) method. Four classic hyperelastic models are used to test the different methods through parameters identification. Then, the study compares the ability of these models to reproduce experimental Treloar data in simple tension, biaxial tension and pure shear.

Keywords: particle swarm optimization, identification, hyperelastic, model

Procedia PDF Downloads 158

Authors: Shagufta Tabassum, V. P. Pawar, jr., G. N. Shinde

Abstract:

The study of dielectric relaxation properties of polar liquids in the binary mixture has been carried out at 10, 15, 20 and 25 ºC temperatures for 11 different concentrations using time domain reflectometry technique. The dielectric properties of a solute-solvent mixture of polar liquids in the frequency range of 10 MHz to 30 GHz gives the information regarding formation of monomers and multimers and also an interaction between the molecules of the liquid mixture under study. The dielectric parameters have been obtained by the least squares fit method using the Debye equation characterized by a single relaxation time without relaxation time distribution.

Keywords: excess properties, relaxation time, static dielectric constant, and time domain reflectometry technique

Procedia PDF Downloads 139

Authors: Denys Osipenko, Jonathan Crook

Abstract:

Because of the variety of the card holders’ behaviour types and income sources each consumer account can be transferred to a variety of states. Each consumer account can be inactive, transactor, revolver, delinquent, defaulted and requires an individual model for the income prediction. The estimation of transition probabilities between statuses at the account level helps to avoid the memorylessness of the Markov Chains approach. This paper investigates the transition probabilities estimation approaches to credit cards income prediction at the account level. The key question of empirical research is which approach gives more accurate results: multinomial logistic regression or multistage conditional logistic regression with binary target. Both models have shown moderate predictive power. Prediction accuracy for conditional logistic regression depends on the order of stages for the conditional binary logistic regression. On the other hand, multinomial logistic regression is easier for usage and gives integrate estimations for all states without priorities. Thus further investigations can be concentrated on alternative modeling approaches such as discrete choice models.

Keywords: multinomial regression, conditional logistic regression, credit account state, transition probability

Procedia PDF Downloads 471

Authors: Jens Friedrich, Matthias A. Gebele, Armin Lechler, Alexander Verl

Abstract:

Chatter vibrations and process instabilities are the most important factors limiting the productivity of the milling process. Chatter can leads to damage of the tool, the part or the machine tool. Therefore, the estimation and prediction of the process stability is very important. The process stability depends on the spindle speed, the depth of cut and the width of cut. In milling, the process conditions are defined in the NC-program. While the spindle speed is directly coded in the NC-program, the depth and width of cut are unknown. This paper presents a new simulation based approach for the prediction of the depth and width of cut of a milling process. The prediction is based on a material removal simulation with an analytically represented tool shape and a multi-dexel approach for the work piece. The new calculation method allows the direct estimation of the depth and width of cut, which are the influencing parameters of the process stability, instead of the removed volume as existing approaches do. The knowledge can be used to predict the stability of new, unknown parts. Moreover with an additional vibration sensor, the stability lobe diagram of a milling process can be estimated and improved based on the estimated depth and width of cut.

Keywords: dexel, process stability, material removal, milling

Procedia PDF Downloads 510

Authors: Sabiu Bala Muhammad, Rosli Saad

Abstract:

Multiple linear regression (MLR) models for fast estimation of true subsurface resistivity from apparent resistivity field measurements are developed and assessed in this study. The parameters investigated were apparent resistivity (ρₐ), horizontal location (X) and depth (Z) of measurement as the independent variables; and true resistivity (ρₜ) as the dependent variable. To achieve linearity in both resistivity variables, datasets were first transformed into logarithmic domain following diagnostic checks of normality of the dependent variable and heteroscedasticity to ensure accurate models. Four MLR models were developed based on hierarchical combination of the independent variables. The generated MLR coefficients were applied to another data set to estimate ρₜ values for validation. Contours of the estimated ρₜ values were plotted and compared to the observed data plots at the colour scale and blanking for visual assessment. The accuracy of the models was assessed using coefficient of determination (R²), standard error (SE) and weighted mean absolute percentage error (wMAPE). It is concluded that the MLR models can estimate ρₜ for with high level of accuracy.

Keywords: apparent resistivity, depth, horizontal location, multiple linear regression, true resistivity

Procedia PDF Downloads 261

Authors: Chien-Kuo Chiu

Abstract:

In the displacement-based seismic design and evaluation, equivalent linearization method is one of the approximation methods to estimate the maximum inelastic displacement response of a system. In this study, the accuracy of two equivalent linearization methods are investigated. The investigation consists of three soil condition in Taiwan (Taipei Basin 1, 2, and 3) and five different heights of building (H_r= 10, 20, 30, 40, and 50 m). The first method is the Taiwan equivalent linearization method (TELM) which was proposed based on Japanese equivalent linear method considering the modification factor, α_T= 0.85. On the basis of Lin and Miranda study, the second method is proposed with some modification considering Taiwan soil conditions. From this study, it is shown that Taiwanese equivalent linearization method gives better estimation compared to the modified Lin and Miranda method (MLM). The error index for the Taiwanese equivalent linearization method are 16%, 13%, and 12% for Taipei Basin 1, 2, and 3, respectively. Furthermore, a ductility demand spectrum of single-degree-of-freedom (SDOF) system is presented in this study as a guide for engineers to estimate the ductility demand of a structure.

Keywords: displacement-based design, ductility demand spectrum, equivalent linearization method, RC buildings, single-degree-of-freedom

Procedia PDF Downloads 155

Authors: Mohammad Anwar, Shah Waliullah

Abstract:

This study investigated panel data regression models. This paper used Bayesian and classical methods to study the impact of institutions on economic growth from data (1990-2014), especially in developing countries. Under the classical and Bayesian methodology, the two-panel data models were estimated, which are common effects and fixed effects. For the Bayesian approach, the prior information is used in this paper, and normal gamma prior is used for the panel data models. The analysis was done through WinBUGS14 software. The estimated results of the study showed that panel data models are valid models in Bayesian methodology. In the Bayesian approach, the effects of all independent variables were positively and significantly affected by the dependent variables. Based on the standard errors of all models, we must say that the fixed effect model is the best model in the Bayesian estimation of panel data models. Also, it was proved that the fixed effect model has the lowest value of standard error, as compared to other models.

Keywords: Bayesian approach, common effect, fixed effect, random effect, Dynamic Random Effect Model

Procedia PDF Downloads 61

Authors: Jinseon Song, Yongwan Park

Abstract:

In this paper, propose method that can user’s position that based on database is built from single camera. Previous positioning calculate distance by arrival-time of signal like GPS (Global Positioning System), RF(Radio Frequency). However, these previous method have weakness because these have large error range according to signal interference. Method for solution estimate position by camera sensor. But, signal camera is difficult to obtain relative position data and stereo camera is difficult to provide real-time position data because of a lot of image data, too. First of all, in this research we build image database at space that able to provide positioning service with single camera. Next, we judge similarity through image matching of database image and transmission image from user. Finally, we decide position of user through position of most similar database image. For verification of propose method, we experiment at real-environment like indoor and outdoor. Propose method is wide positioning range and this method can verify not only position of user but also direction.

Keywords: positioning, distance, camera, features, SURF(Speed-Up Robust Features), database, estimation

Procedia PDF Downloads 335

Authors: Jin-Hong Kim

Abstract:

Roles of the vegetation to mitigate the erosion of the stream bed or to facilitate the deposition of the fine sediments by the species of the aquatic plants were presented. Field investigation on the estimation of the change of the bed level and the estimation of the flow characteristics were performed. The results showed that Phragmites japonica has the mitigation function of 0.3m-0.4m of the erosion in the range of higher than 1.0m/s of flow velocity at the vegetated region. Phragmites communis has the mitigation function of 0.2m-0.3m of the erosion in the range of higher than 0.7m/s of flow velocity at the vegetated region. Salix gracilistyla has greater role than Phragmites japonica and Phragmites communis to sustain the stable channel. It has the mitigation function of 0.4m-0.5m of the erosion in the range of higher than 1.4m/s of flow velocity. Miscanthus sacchariflorus has a weak role compared with that of Phragmites japonica and Salix gracilistyla, but it has still function for sustaining the stable bed. From these results, the vegetation has effective roles to mitigate the erosion or to facilitate the deposition of the stream bed.

Keywords: aquatic plants, Phragmites japonica, Phragmites communis, Salix gracilistyla

Procedia PDF Downloads 377