Search results for: likelihood parameters
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9196

Search results for: likelihood parameters

9166 One vs. Rest and Error Correcting Output Codes Principled Rebalancing Schemes for Solving Imbalanced Multiclass Problems

Authors: Alvaro Callejas-Ramos, Lorena Alvarez-Perez, Alexander Benitez-Buenache, Anibal R. Figueiras-Vidal

Abstract:

This contribution presents a promising formulation which allows to extend the principled binary rebalancing procedures, also known as neutral re-balancing mechanisms in the sense that they do not alter the likelihood ratio

Keywords: Bregman divergences, imbalanced multiclass classifi-cation, informed re-balancing, invariant likelihood ratio

Procedia PDF Downloads 207
9165 Comparison between Some of Robust Regression Methods with OLS Method with Application

Authors: Sizar Abed Mohammed, Zahraa Ghazi Sadeeq

Abstract:

The use of the classic method, least squares (OLS) to estimate the linear regression parameters, when they are available assumptions, and capabilities that have good characteristics, such as impartiality, minimum variance, consistency, and so on. The development of alternative statistical techniques to estimate the parameters, when the data are contaminated with outliers. These are powerful methods (or resistance). In this paper, three of robust methods are studied, which are: Maximum likelihood type estimate M-estimator, Modified Maximum likelihood type estimate MM-estimator and Least Trimmed Squares LTS-estimator, and their results are compared with OLS method. These methods applied to real data taken from Duhok company for manufacturing furniture, the obtained results compared by using the criteria: Mean Squared Error (MSE), Mean Absolute Percentage Error (MAPE) and Mean Sum of Absolute Error (MSAE). Important conclusions that this study came up with are: a number of typical values detected by using four methods in the furniture line and very close to the data. This refers to the fact that close to the normal distribution of standard errors, but typical values in the doors line data, using OLS less than that detected by the powerful ways. This means that the standard errors of the distribution are far from normal departure. Another important conclusion is that the estimated values of the parameters by using the lifeline is very far from the estimated values using powerful methods for line doors, gave LTS- destined better results using standard MSE, and gave the M- estimator better results using standard MAPE. Moreover, we noticed that using standard MSAE, and MM- estimator is better. The programs S-plus (version 8.0, professional 2007), Minitab (version 13.2) and SPSS (version 17) are used to analyze the data.

Keywords: Robest, LTS, M estimate, MSE

Procedia PDF Downloads 228
9164 On Parameter Estimation of Simultaneous Linear Functional Relationship Model for Circular Variables

Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

Abstract:

This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

Procedia PDF Downloads 360
9163 The Non-Stationary BINARMA(1,1) Process with Poisson Innovations: An Application on Accident Data

Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

Abstract:

This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: non-stationary, BINARMA(1, 1) model, Poisson innovations, conditional maximum likelihood, CML

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9162 Developing HRCT Criterion to Predict the Risk of Pulmonary Tuberculosis

Authors: Vandna Raghuvanshi, Vikrant Thakur, Anupam Jhobta

Abstract:

Objective: To design HRCT criterion to forecast the threat of pulmonary tuberculosis. Material and methods: This was a prospective study of 69 patients with clinical suspicion of pulmonary tuberculosis. We studied their medical characteristics, numerous separate HRCT-results, and a combination of HRCT findings to foresee the danger for PTB by utilizing univariate and multivariate investigation. Temporary HRCT diagnostic criteria were planned in view of these outcomes to find out the risk of PTB and tested these criteria on our patients. Results: The results of HRCT chest were analyzed, and Rank was given from 1 to 4 according to the HRCT chest findings. Sensitivity, specificity, positive predictive value, and negative predictive value were calculated. Rank 1: Highly suspected PTB. Rank 2: Probable PTB Rank 3: Nonspecific or difficult to differentiate from other diseases Rank 4: Other suspected diseases • Rank 1 (Highly suspected TB) was present in 22 (31.9%) patients, all of them finally diagnosed to have pulmonary tuberculosis. The sensitivity, specificity, and negative likelihood ratio for RANK 1 on HRCT chest was 53.6%, 100%, and 0.43, respectively. • Rank 2 (Probable TB) was present in 13 patients, out of which 12 were tubercular, and 1 was non-tubercular. • The sensitivity, specificity, positive likelihood ratio, and negative likelihood ratio of the combination of Rank 1 and Rank 2 was 82.9%, 96.4%, 23.22, and 0.18, respectively. • Rank 3 (Non-specific TB) was present in 25 patients, and out of these, 7 were tubercular, and 18 were non-tubercular. • When all these 3 ranks were considered together, the sensitivity approached 100% however, the specificity reduced to 35.7%. The positive likelihood ratio and negative likelihood ratio were 1.56 and 0, respectively. • Rank 4 (Other specific findings) was given to 9 patients, and all of these were non-tubercular. Conclusion: HRCT is useful in selecting individuals with greater chances of pulmonary tuberculosis.

Keywords: pulmonary, tuberculosis, multivariate, HRCT

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9161 Classical and Bayesian Inference of the Generalized Log-Logistic Distribution with Applications to Survival Data

Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

Abstract:

A generalized log-logistic distribution with variable shapes of the hazard rate was introduced and studied, extending the log-logistic distribution by adding an extra parameter to the classical distribution, leading to greater flexibility in analysing and modeling various data types. The proposed distribution has a large number of well-known lifetime special sub-models such as; Weibull, log-logistic, exponential, and Burr XII distributions. Its basic mathematical and statistical properties were derived. The method of maximum likelihood was adopted for estimating the unknown parameters of the proposed distribution, and a Monte Carlo simulation study is carried out to assess the behavior of the estimators. The importance of this distribution is that its tendency to model both monotone (increasing and decreasing) and non-monotone (unimodal and bathtub shape) or reversed “bathtub” shape hazard rate functions which are quite common in survival and reliability data analysis. Furthermore, the flexibility and usefulness of the proposed distribution are illustrated in a real-life data set and compared to its sub-models; Weibull, log-logistic, and BurrXII distributions and other parametric survival distributions with 3-parmaeters; like the exponentiated Weibull distribution, the 3-parameter lognormal distribution, the 3- parameter gamma distribution, the 3-parameter Weibull distribution, and the 3-parameter log-logistic (also known as shifted log-logistic) distribution. The proposed distribution provided a better fit than all of the competitive distributions based on the goodness-of-fit tests, the log-likelihood, and information criterion values. Finally, Bayesian analysis and performance of Gibbs sampling for the data set are also carried out.

Keywords: hazard rate function, log-logistic distribution, maximum likelihood estimation, generalized log-logistic distribution, survival data, Monte Carlo simulation

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9160 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

Procedia PDF Downloads 201
9159 Reliable Line-of-Sight and Non-Line-of-Sight Propagation Channel Identification in Ultra-Wideband Wireless Networks

Authors: Mohamed Adnan Landolsi, Ali F. Almutairi

Abstract:

The paper addresses the problem of line-of-sight (LOS) vs. non-line-of-sight (NLOS) propagation link identification in ultra-wideband (UWB) wireless networks, which is necessary for improving the accuracy of radiolocation and positioning applications. A LOS/NLOS likelihood hypothesis testing approach is applied based on exploiting distinctive statistical features of the channel impulse response (CIR) using parameters related to the “skewness” of the CIR and its root mean square (RMS) delay spread. A log-normal fit is presented for the probability densities of the CIR parameters. Simulation results show that different environments (residential, office, outdoor, etc.) have measurable differences in their CIR parameters’ statistics, which is then exploited in determining the nature of the propagation channels. Correct LOS/NLOS channel identification rates exceeding 90% are shown to be achievable for most types of environments. Additional improvement is also obtained by combining both CIR skewness and RMS delay statistics.

Keywords: UWB, propagation, LOS, NLOS, identification

Procedia PDF Downloads 241
9158 Frequency Analysis of Minimum Ecological Flow and Gage Height in Indus River Using Maximum Likelihood Estimation

Authors: Tasir Khan, Yejuan Wan, Kalim Ullah

Abstract:

Hydrological frequency analysis has been conducted to estimate the minimum flow elevation of the Indus River in Pakistan to protect the ecosystem. The Maximum likelihood estimation (MLE) technique is used to estimate the best-fitted distribution for Minimum Ecological Flows at nine stations of the Indus River in Pakistan. The four selected distributions, Generalized Extreme Value (GEV) distribution, Generalized Logistics (GLO) distribution, Generalized Pareto (GPA) distribution, and Pearson type 3 (PE3) are fitted in all sites, usually used in hydro frequency analysis. Compare the performance of these distributions by using the goodness of fit tests, such as the Kolmogorov Smirnov test, Anderson darling test, and chi-square test. The study concludes that the Maximum Likelihood Estimation (MLE) method recommended that GEV and GPA are the most suitable distributions which can be effectively applied to all the proposed sites. The quantiles are estimated for the return periods from 5 to 1000 years by using MLE, estimations methods. The MLE is the robust method for larger sample sizes. The results of these analyses can be used for water resources research, including water quality management, designing irrigation systems, determining downstream flow requirements for hydropower, and the impact of long-term drought on the country's aquatic system.

Keywords: minimum ecological flow, frequency distribution, indus river, maximum likelihood estimation

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9157 Introduction of Robust Multivariate Process Capability Indices

Authors: Behrooz Khalilloo, Hamid Shahriari, Emad Roghanian

Abstract:

Process capability indices (PCIs) are important concepts of statistical quality control and measure the capability of processes and how much processes are meeting certain specifications. An important issue in statistical quality control is parameter estimation. Under the assumption of multivariate normality, the distribution parameters, mean vector and variance-covariance matrix must be estimated, when they are unknown. Classic estimation methods like method of moment estimation (MME) or maximum likelihood estimation (MLE) makes good estimation of the population parameters when data are not contaminated. But when outliers exist in the data, MME and MLE make weak estimators of the population parameters. So we need some estimators which have good estimation in the presence of outliers. In this work robust M-estimators for estimating these parameters are used and based on robust parameter estimators, robust process capability indices are introduced. The performances of these robust estimators in the presence of outliers and their effects on process capability indices are evaluated by real and simulated multivariate data. The results indicate that the proposed robust capability indices perform much better than the existing process capability indices.

Keywords: multivariate process capability indices, robust M-estimator, outlier, multivariate quality control, statistical quality control

Procedia PDF Downloads 280
9156 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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9155 A Bivariate Inverse Generalized Exponential Distribution and Its Applications in Dependent Competing Risks Model

Authors: Fatemah A. Alqallaf, Debasis Kundu

Abstract:

The aim of this paper is to introduce a bivariate inverse generalized exponential distribution which has a singular component. The proposed bivariate distribution can be used when the marginals have heavy-tailed distributions, and they have non-monotone hazard functions. Due to the presence of the singular component, it can be used quite effectively when there are ties in the data. Since it has four parameters, it is a very flexible bivariate distribution, and it can be used quite effectively for analyzing various bivariate data sets. Several dependency properties and dependency measures have been obtained. The maximum likelihood estimators cannot be obtained in closed form, and it involves solving a four-dimensional optimization problem. To avoid that, we have proposed to use an EM algorithm, and it involves solving only one non-linear equation at each `E'-step. Hence, the implementation of the proposed EM algorithm is very straight forward in practice. Extensive simulation experiments and the analysis of one data set have been performed. We have observed that the proposed bivariate inverse generalized exponential distribution can be used for modeling dependent competing risks data. One data set has been analyzed to show the effectiveness of the proposed model.

Keywords: Block and Basu bivariate distributions, competing risks, EM algorithm, Marshall-Olkin bivariate exponential distribution, maximum likelihood estimators

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9154 Analysis of Exponential Distribution under Step Stress Partially Accelerated Life Testing Plan Using Adaptive Type-I Hybrid Progressive Censoring Schemes with Competing Risks Data

Authors: Ahmadur Rahman, Showkat Ahmad Lone, Ariful Islam

Abstract:

In this article, we have estimated the parameters for the failure times of units based on the sampling technique adaptive type-I progressive hybrid censoring under the step-stress partially accelerated life tests for competing risk. The failure times of the units are assumed to follow an exponential distribution. Maximum likelihood estimation technique is used to estimate the unknown parameters of the distribution and tampered coefficient. Confidence interval also obtained for the parameters. A simulation study is performed by using Monte Carlo Simulation method to check the authenticity of the model and its assumptions.

Keywords: adaptive type-I hybrid progressive censoring, competing risks, exponential distribution, simulation, step-stress partially accelerated life tests

Procedia PDF Downloads 341
9153 Classification of Health Risk Factors to Predict the Risk of Falling in Older Adults

Authors: L. Lindsay, S. A. Coleman, D. Kerr, B. J. Taylor, A. Moorhead

Abstract:

Cognitive decline and frailty is apparent in older adults leading to an increased likelihood of the risk of falling. Currently health care professionals have to make professional decisions regarding such risks, and hence make difficult decisions regarding the future welfare of the ageing population. This study uses health data from The Irish Longitudinal Study on Ageing (TILDA), focusing on adults over the age of 50 years, in order to analyse health risk factors and predict the likelihood of falls. This prediction is based on the use of machine learning algorithms whereby health risk factors are used as inputs to predict the likelihood of falling. Initial results show that health risk factors such as long-term health issues contribute to the number of falls. The identification of such health risk factors has the potential to inform health and social care professionals, older people and their family members in order to mitigate daily living risks.

Keywords: classification, falls, health risk factors, machine learning, older adults

Procedia PDF Downloads 140
9152 Selection of Appropriate Classification Technique for Lithological Mapping of Gali Jagir Area, Pakistan

Authors: Khunsa Fatima, Umar K. Khattak, Allah Bakhsh Kausar

Abstract:

Satellite images interpretation and analysis assist geologists by providing valuable information about geology and minerals of an area to be surveyed. A test site in Fatejang of district Attock has been studied using Landsat ETM+ and ASTER satellite images for lithological mapping. Five different supervised image classification techniques namely maximum likelihood, parallelepiped, minimum distance to mean, mahalanobis distance and spectral angle mapper have been performed on both satellite data images to find out the suitable classification technique for lithological mapping in the study area. Results of these five image classification techniques were compared with the geological map produced by Geological Survey of Pakistan. The result of maximum likelihood classification technique applied on ASTER satellite image has the highest correlation of 0.66 with the geological map. Field observations and XRD spectra of field samples also verified the results. A lithological map was then prepared based on the maximum likelihood classification of ASTER satellite image.

Keywords: ASTER, Landsat-ETM+, satellite, image classification

Procedia PDF Downloads 389
9151 Reliability and Probability Weighted Moment Estimation for Three Parameter Mukherjee-Islam Failure Model

Authors: Ariful Islam, Showkat Ahmad Lone

Abstract:

The Mukherjee-Islam Model is commonly used as a simple life time distribution to assess system reliability. The model exhibits a better fit for failure information and provides more appropriate information about hazard rate and other reliability measures as shown by various authors. It is possible to introduce a location parameter at a time (i.e., a time before which failure cannot occur) which makes it a more useful failure distribution than the existing ones. Even after shifting the location of the distribution, it represents a decreasing, constant and increasing failure rate. It has been shown to represent the appropriate lower tail of the distribution of random variables having fixed lower bound. This study presents the reliability computations and probability weighted moment estimation of three parameter model. A comparative analysis is carried out between three parameters finite range model and some existing bathtub shaped curve fitting models. Since probability weighted moment method is used, the results obtained can also be applied on small sample cases. Maximum likelihood estimation method is also applied in this study.

Keywords: comparative analysis, maximum likelihood estimation, Mukherjee-Islam failure model, probability weighted moment estimation, reliability

Procedia PDF Downloads 268
9150 A Framework for Consumer Selection on Travel Destinations

Authors: J. Rhodes, V. Cheng, P. Lok

Abstract:

The aim of this study is to develop a parsimonious model that explains the effect of different stimulus on a tourist’s intention to visit a new destination. The model consists of destination trust and interest as the mediating variables. The model was tested using two different types of stimulus; both studies empirically supported the proposed model. Furthermore, the first study revealed that advertising has a stronger effect than positive online reviews. The second study found that the peripheral route of the elaboration likelihood model has a stronger influence power than the central route in this context.

Keywords: advertising, electronic word-of-mouth, elaboration likelihood model, intention to visit, trust

Procedia PDF Downloads 455
9149 The Beta-Fisher Snedecor Distribution with Applications to Cancer Remission Data

Authors: K. A. Adepoju, O. I. Shittu, A. U. Chukwu

Abstract:

In this paper, a new four-parameter generalized version of the Fisher Snedecor distribution called Beta- F distribution is introduced. The comprehensive account of the statistical properties of the new distributions was considered. Formal expressions for the cumulative density function, moments, moment generating function and maximum likelihood estimation, as well as its Fisher information, were obtained. The flexibility of this distribution as well as its robustness using cancer remission time data was demonstrated. The new distribution can be used in most applications where the assumption underlying the use of other lifetime distributions is violated.

Keywords: fisher-snedecor distribution, beta-f distribution, outlier, maximum likelihood method

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9148 An Empirical Study of the Best Fitting Probability Distributions for Stock Returns Modeling

Authors: Jayanta Pokharel, Gokarna Aryal, Netra Kanaal, Chris Tsokos

Abstract:

Investment in stocks and shares aims to seek potential gains while weighing the risk of future needs, such as retirement, children's education etc. Analysis of the behavior of the stock market returns and making prediction is important for investors to mitigate risk on investment. Historically, the normal variance models have been used to describe the behavior of stock market returns. However, the returns of the financial assets are actually skewed with higher kurtosis, heavier tails, and a higher center than the normal distribution. The Laplace distribution and its family are natural candidates for modeling stock returns. The Variance-Gamma (VG) distribution is the most sought-after distributions for modeling asset returns and has been extensively discussed in financial literatures. In this paper, it explore the other Laplace family, such as Asymmetric Laplace, Skewed Laplace, Kumaraswamy Laplace (KS) together with Variance-Gamma to model the weekly returns of the S&P 500 Index and it's eleven business sector indices. The method of maximum likelihood is employed to estimate the parameters of the distributions and our empirical inquiry shows that the Kumaraswamy Laplace distribution performs much better for stock returns modeling among the choice of distributions used in this study and in practice, KS can be used as a strong alternative to VG distribution.

Keywords: stock returns, variance-gamma, kumaraswamy laplace, maximum likelihood

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9147 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

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

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9146 An Extension of the Generalized Extreme Value Distribution

Authors: Serge Provost, Abdous Saboor

Abstract:

A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.

Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution

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9145 A Study of Mode Choice Model Improvement Considering Age Grouping

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

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9144 A Learning-Based EM Mixture Regression Algorithm

Authors: Yi-Cheng Tian, Miin-Shen Yang

Abstract:

The mixture likelihood approach to clustering is a popular clustering method where the expectation and maximization (EM) algorithm is the most used mixture likelihood method. In the literature, the EM algorithm had been used for mixture regression models. However, these EM mixture regression algorithms are sensitive to initial values with a priori number of clusters. In this paper, to resolve these drawbacks, we construct a learning-based schema for the EM mixture regression algorithm such that it is free of initializations and can automatically obtain an approximately optimal number of clusters. Some numerical examples and comparisons demonstrate the superiority and usefulness of the proposed learning-based EM mixture regression algorithm.

Keywords: clustering, EM algorithm, Gaussian mixture model, mixture regression model

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9143 Adaptive Target Detection of High-Range-Resolution Radar in Non-Gaussian Clutter

Authors: Lina Pan

Abstract:

In non-Gaussian clutter of a spherically invariant random vector, in the cases that a certain estimated covariance matrix could become singular, the adaptive target detection of high-range-resolution radar is addressed. Firstly, the restricted maximum likelihood (RML) estimates of unknown covariance matrix and scatterer amplitudes are derived for non-Gaussian clutter. And then the RML estimate of texture is obtained. Finally, a novel detector is devised. It is showed that, without secondary data, the proposed detector outperforms the existing Kelly binary integrator.

Keywords: non-Gaussian clutter, covariance matrix estimation, target detection, maximum likelihood

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9142 Estimates of (Co)Variance Components and Genetic Parameters for Body Weights and Growth Efficiency Traits in the New Zealand White Rabbits

Authors: M. Sakthivel, A. Devaki, D. Balasubramanyam, P. Kumarasamy, A. Raja, R. Anilkumar, H. Gopi

Abstract:

The genetic parameters of growth traits in the New Zealand White rabbits maintained at Sheep Breeding and Research Station, Sandynallah, The Nilgiris, India were estimated by partitioning the variance and covariance components. The (co)variance components of body weights at weaning (W42), post-weaning (W70) and marketing (W135) age and growth efficiency traits viz., average daily gain (ADG), relative growth rate (RGR) and Kleiber ratio (KR) estimated on a daily basis at different age intervals (1=42 to 70 days; 2=70 to 135 days and 3=42 to 135 days) from weaning to marketing were estimated by restricted maximum likelihood, fitting six animal models with various combinations of direct and maternal effects. Data were collected over a period of 15 years (1998 to 2012). A log-likelihood ratio test was used to select the most appropriate univariate model for each trait, which was subsequently used in bivariate analysis. Heritability estimates for W42, W70 and W135 were 0.42 ± 0.07, 0.40 ± 0.08 and 0.27 ± 0.07, respectively. Heritability estimates of growth efficiency traits were moderate to high (0.18 to 0.42). Of the total phenotypic variation, maternal genetic effect contributed 14 to 32% for early body weight traits (W42 and W70) and ADG1. The contribution of maternal permanent environmental effect varied from 6 to 18% for W42 and for all the growth efficiency traits except for KR2. Maternal permanent environmental effect on most of the growth efficiency traits was a carryover effect of maternal care during weaning. Direct maternal genetic correlations, for the traits in which maternal genetic effect was significant, were moderate to high in magnitude and negative in direction. Maternal effect declined as the age of the animal increased. The estimates of total heritability and maternal across year repeatability for growth traits were moderate and an optimum rate of genetic progress seems possible in the herd by mass selection. The estimates of genetic and phenotypic correlations among body weight traits were moderate to high and positive; among growth efficiency traits were low to high with varying directions; between body weights and growth efficiency traits were very low to high in magnitude and mostly negative in direction. Moderate to high heritability and higher genetic correlation in body weight traits promise good scope for genetic improvement provided measures are taken to keep the inbreeding at the lowest level.

Keywords: genetic parameters, growth traits, maternal effects, rabbit genetics

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9141 Diffusion Magnetic Resonance Imaging and Magnetic Resonance Spectroscopy in Detecting Malignancy in Maxillofacial Lesions

Authors: Mohamed Khalifa Zayet, Salma Belal Eiid, Mushira Mohamed Dahaba

Abstract:

Introduction: Malignant tumors may not be easily detected by traditional radiographic techniques especially in an anatomically complex area like maxillofacial region. At the same time, the advent of biological functional MRI was a significant footstep in the diagnostic imaging field. Objective: The purpose of this study was to define the malignant metabolic profile of maxillofacial lesions using diffusion MRI and magnetic resonance spectroscopy, as adjunctive aids for diagnosing of such lesions. Subjects and Methods: Twenty-one patients with twenty-two lesions were enrolled in this study. Both morphological and functional MRI scans were performed, where T1, T2 weighted images, diffusion-weighted MRI with four apparent diffusion coefficient (ADC) maps were constructed for analysis, and magnetic resonance spectroscopy with qualitative and semi-quantitative analyses of choline and lactate peaks were applied. Then, all patients underwent incisional or excisional biopsies within two weeks from MR scans. Results: Statistical analysis revealed that not all the parameters had the same diagnostic performance, where lactate had the highest areas under the curve (AUC) of 0.9 and choline was the lowest with insignificant diagnostic value. The best cut-off value suggested for lactate was 0.125, where any lesion above this value is supposed to be malignant with 90 % sensitivity and 83.3 % specificity. Despite that ADC maps had comparable AUCs still, the statistical measure that had the final say was the interpretation of likelihood ratio. As expected, lactate again showed the best combination of positive and negative likelihood ratios, whereas for the maps, ADC map with 500 and 1000 b-values showed the best realistic combination of likelihood ratios, however, with lower sensitivity and specificity than lactate. Conclusion: Diffusion weighted imaging and magnetic resonance spectroscopy are state-of-art in the diagnostic arena and they manifested themselves as key players in the differentiation process of orofacial tumors. The complete biological profile of malignancy can be decoded as low ADC values, high choline and/or high lactate, whereas that of benign entities can be translated as high ADC values, low choline and no lactate.

Keywords: diffusion magnetic resonance imaging, magnetic resonance spectroscopy, malignant tumors, maxillofacial

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9140 Credit Risk Prediction Based on Bayesian Estimation of Logistic Regression Model with Random Effects

Authors: Sami Mestiri, Abdeljelil Farhat

Abstract:

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

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9139 Predictors of the Self-Reported Likelihood of Seeking Social Worker Help among People with Physical Disabilities

Authors: Maya Kagan, Michal Itzick, Patricia Tal-Katz

Abstract:

Social workers hold a variety of roles and practices, and one of these involves the care, treatment, and rehabilitation of disabled people. The current study assesses the association between demographic factors, attitudes towards social workers, the stigma attached to seeking social worker help, perceived social support, and psychological distress - and the self-reported likelihood of seeking social worker help, among people with physical disabilities (PWPD) in Israel. Data collection utilized structured questionnaires, administered to a sample of 435 PWPD. Statistical analyses were done using SPSS software. The findings suggest that women, older respondents, people with more positive attitudes towards social workers, with higher levels of psychological distress and of social support, and with a lower level of stigma, reported a greater likelihood of seeking social worker help. The study's conclusion is that there are certain avoidance factors among PWPD that might discourage them from seeking professional social worker help. Therefore, it is important that social workers identify these factors and develop interventions aimed at encouraging PWPD to seek professional social worker help in case of need, and also develop practices adjusted to PWPD's unique needs.

Keywords: attitudes towards social workers, people with physical disabilities, perceived social support, psychological distress, seeking help, stigma

Procedia PDF Downloads 334
9138 ML-Based Blind Frequency Offset Estimation Schemes for OFDM Systems in Non-Gaussian Noise Environments

Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments.

Keywords: frequency offset, cyclic prefix, maximum-likelihood, non-Gaussian noise, OFDM

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9137 Survey of Methods for Solutions of Spatial Covariance Structures and Their Limitations

Authors: Joseph Thomas Eghwerido, Julian I. Mbegbu

Abstract:

In modelling environment processes, we apply multidisciplinary knowledge to explain, explore and predict the Earth's response to natural human-induced environmental changes. Thus, the analysis of spatial-time ecological and environmental studies, the spatial parameters of interest are always heterogeneous. This often negates the assumption of stationarity. Hence, the dispersion of the transportation of atmospheric pollutants, landscape or topographic effect, weather patterns depends on a good estimate of spatial covariance. The generalized linear mixed model, although linear in the expected value parameters, its likelihood varies nonlinearly as a function of the covariance parameters. As a consequence, computing estimates for a linear mixed model requires the iterative solution of a system of simultaneous nonlinear equations. In other to predict the variables at unsampled locations, we need to know the estimate of the present sampled variables. The geostatistical methods for solving this spatial problem assume covariance stationarity (locally defined covariance) and uniform in space; which is not apparently valid because spatial processes often exhibit nonstationary covariance. Hence, they have globally defined covariance. We shall consider different existing methods of solutions of spatial covariance of a space-time processes at unsampled locations. This stationary covariance changes with locations for multiple time set with some asymptotic properties.

Keywords: parametric, nonstationary, Kernel, Kriging

Procedia PDF Downloads 249