Search results for: parametric estimators

Authors: Moh'd Alodat

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In this paper, we discuss the power function distribution and derive the maximum likelihood estimator of its parameter as well as the reliability parameter. We derive the large sample properties of the estimators based on the selective order statistic scheme. We conduct simulation studies to investigate the significance of the selective order statistic scheme in our setup and to compare the efficiency of the new proposed estimators.

Keywords: fisher information, maximum likelihood estimator, power function distribution, ranked set sampling, selective order statistics sampling

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Authors: Khanh To Duc, Monica Chiogna, Gianfranco Adimari

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With three diagnostic categories, assessment of the performance of diagnostic tests is achieved by the analysis of the receiver operating characteristic (ROC) surface, which generalizes the ROC curve for binary diagnostic outcomes. The volume under the ROC surface (VUS) is a summary index usually employed for measuring the overall diagnostic accuracy. When the true disease status can be exactly assessed by means of a gold standard (GS) test, unbiased nonparametric estimators of the ROC surface and VUS are easily obtained. In practice, unfortunately, disease status verification via the GS test could be unavailable for all study subjects, due to the expensiveness or invasiveness of the GS test. Thus, often only a subset of patients undergoes disease verification. Statistical evaluations of diagnostic accuracy based only on data from subjects with verified disease status are typically biased. This bias is known as verification bias. Here, we consider the problem of correcting for verification bias when continuous diagnostic tests for three-class disease status are considered. We assume that selection for disease verification does not depend on disease status, given test results and other observed covariates, i.e., we assume that the true disease status, when missing, is missing at random. Under this assumption, we discuss several solutions for ROC surface analysis based on imputation and re-weighting methods. In particular, verification bias-corrected estimators of the ROC surface and of VUS are proposed, namely, full imputation, mean score imputation, inverse probability weighting and semiparametric efficient estimators. Consistency and asymptotic normality of the proposed estimators are established, and their finite sample behavior is investigated by means of Monte Carlo simulation studies. Two illustrations using real datasets are also given.

Keywords: imputation, missing at random, inverse probability weighting, ROC surface analysis

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Authors: Alam Ali, Ashok Kumar Pathak

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Nowadays, copulas have attracted significant attention for modeling multivariate observations, and the foremost feature of copula functions is that they give us the liberty to study the univariate marginal distributions and their joint behavior separately. The copula parameter apprehends the intrinsic dependence among the marginal variables, and it can be estimated using parametric, semiparametric, or nonparametric techniques. This work aims to compare the coverage rates between an Elliptical and an Archimedean family of copulas via a fully parametric estimation technique.

Keywords: elliptical copula, archimedean copula, estimation, coverage rate

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Authors: Mohamed Ali Ben Halima, Malik Koubi, Joseph Lanfranchi, Yohan Wloczysiak

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This article assesses the consequences on the frequency and duration of ordinary sick leave of the January 2012 and 2018 reforms modifying the scope of sick leave reimbursement in the French civil service. These reforms introduce a one-day waiting period which removes the compensation for the first day of ordinary sick leave. In order to evaluate these reforms, we use an administrative database from the National Pension Fund for local public employees (FPT). The first important result of our data analysis is that the one-day waiting period was not introduced at the same time in the French Local Public Service establishments, or even never in some. This peculiarity allows for an identification strategy using a difference-in-differences method based on the definition at each date of groups of employees treated and not treated by the reform, since establishments that apply the one-day waiting period coexist with establishments that do not apply it. Two types of estimators are used for this evaluation: individual and time fixed effects estimators and DIDM estimators which correct for the biases of the Two Way Fixed Effects one. The results confirm that the change in the sick pay system decreases the probability of having at least one ordinary sick leave as well as the number and duration of these episodes. On the other hand, the estimates show that longer leave episodes are not less affected than shorter ones. Finally, the validity tests of the estimators support the results obtained for the second period of 2018-2019, but suggest estimation biases for the period 2012-2013. The extent to which the endogeneity of the choices of implementation of the reform at the local level impact these estimates needs to be further tested.

Keywords: sick leave, one-day waiting period, territorial civil service, public policy evaluation

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Authors: S. Suman, G. N. Singh

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The present manuscript addresses the estimation procedure of population parameter using Poisson probability distribution when characteristic under study possesses a rare sensitive attribute. The generalized form of unrelated randomized response model is suggested in order to acquire the truthful responses from respondents. The resultant estimators have been proposed for two situations when the information on an unrelated rare non-sensitive characteristic is known as well as unknown. The properties of the proposed estimators are derived, and the measure of confidentiality of respondent is also suggested for respondents. Empirical studies are carried out in the support of discussed theory.

Keywords: Poisson distribution, randomized response model, rare sensitive attribute, non-sensitive attribute

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Authors: Jerry Q. Cheng

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Currently, in analyzing large-scale recurrent event data, there are many challenges such as memory limitations, unscalable computing time, etc. In this research, a divide-and-conquer method is proposed using parametric frailty models. Specifically, the data is randomly divided into many subsets, and the maximum likelihood estimator from each individual data set is obtained. Then a weighted method is proposed to combine these individual estimators as the final estimator. It is shown that this divide-and-conquer estimator is asymptotically equivalent to the estimator based on the full data. Simulation studies are conducted to demonstrate the performance of this proposed method. This approach is applied to a large real dataset of repeated heart failure hospitalizations.

Keywords: big data analytics, divide-and-conquer, recurrent event data, statistical computing

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Authors: Rachida Ouysse

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This paper proposes a constrained principal components (CnPC) estimator for efficient estimation of large-dimensional factor models when errors are cross sectionally correlated and the number of cross-sections (N) may be larger than the number of observations (T). Although principal components (PC) method is consistent for any path of the panel dimensions, it is inefficient as the errors are treated to be homoskedastic and uncorrelated. The new CnPC exploits the assumption of bounded cross-sectional dependence, which defines Chamberlain and Rothschild’s (1983) approximate factor structure, as an explicit constraint and solves a constrained PC problem. The CnPC method is computationally equivalent to the PC method applied to a regularized form of the data covariance matrix. Unlike maximum likelihood type methods, the CnPC method does not require inverting a large covariance matrix and thus is valid for panels with N ≥ T. The paper derives a convergence rate and an asymptotic normality result for the CnPC estimators of the common factors. We provide feasible estimators and show in a simulation study that they are more accurate than the PC estimator, especially for panels with N larger than T, and the generalized PC type estimators, especially for panels with N almost as large as T.

Keywords: high dimensionality, unknown factors, principal components, cross-sectional correlation, shrinkage regression, regularization, pseudo-out-of-sample forecasting

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Authors: Hema V. Vanar, R. K. Soni, N. D. Shah

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Slabs supported directly on columns without beams are known as Flat slabs. Flat slabs are highly versatile elements widely used in construction, providing minimum depth, fast construction and allowing flexible column grids. The main objective of this thesis is comparison of analytical method and soft ware for analysis of flat slab subjected to various parametric loadings. Study presents analysis of flat slab is performed under different types of gravity.

Keywords: fat slab, parametric load, analysis, software

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Authors: Réka Sárközi, Péter Iványi, Attila B. Széll

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The aim of this paper is to present the adaptation of the dome construction tool for formex algebra to the parametric design software Grasshopper. Formex algebra is a mathematical system, primarily used for planning structural systems such like truss-grid domes and vaults, together with the programming language Formian. The goal of the research is to allow architects to plan truss-grid structures easily with parametric design tools based on the versatile formex algebra mathematical system. To produce regular structures, coordinate system transformations are used and the dome structures are defined in spherical coordinate system. Owing to the abilities of the parametric design software, it is possible to apply further modifications on the structures and gain special forms. The paper covers the basic dome types, and also additional dome-based structures using special coordinate-system solutions based on spherical coordinate systems. It also contains additional structural possibilities like making double layer grids in all geometry forms. The adaptation of formex algebra and the parametric workflow of Grasshopper together give the possibility of quick and easy design and optimization of special truss-grid domes.

Keywords: parametric design, structural morphology, space structures, spherical coordinate system

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Authors: Misbah Irshad, Faiza Sarfraz

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The problem of approximating surface to surface intersection is considered to be very important in computer aided geometric design and computer aided manufacturing. Although it is a complex problem to handle, its continuous need in the industry makes it an active topic in research. A technique for approximating intersection curves of two parametric surfaces is proposed, which extracts boundary points and turning points from a sequence of intersection points and interpolate them with the help of rational cubic spline functions. The proposed approach is demonstrated with the help of examples and analyzed by calculating error.

Keywords: approximation, parametric surface, spline function, surface intersection

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Authors: S. Atabay, T. A. Ali, Md. M. Mortula

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This paper presents the results and findings from a parametric study on the water surface elevation at upstream of bridge constriction for subcritical flow. In this study, the influence of Manning's Roughness Coefficient of main channel (nmc) and of floodplain (nfp), and bridge opening (b) flow rate (Q), contraction (kcon), and expansion coefficients (kexp) were investigated on backwater level. The DECK bridge models with different span widths and without any pier were investigated within the two stage channel having various roughness conditions. One of the most commonly used commercial one-dimensional HEC-RAS model was used in this parametric study. This study showed that the effects of main channel roughness (nmc) and flow rate (Q) on the backwater level are much higher than those of the floodplain roughness (nfp). Bridge opening (b) with contraction (kcon) and expansion coefficients (kexp) have very little effect on the backwater level within this range of parameters.

Keywords: bridge backwater, parametric study, waterways, HEC-RAS model

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Authors: Anésio de Leles Ferreira Filho, Wesley Rodrigues de Oliveira, Jéssica Santoro Gonçalves, Jorge Andrés Cormane Angarita

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The increase in electric power demand in face of environmental issues has intensified the participation of renewable energy sources such as photovoltaics, in the energy matrix of various countries. Due to their operational characteristics, they can generate time-varying harmonic and inter-harmonic distortions. For this reason, the application of methods of measurement based on traditional Fourier analysis, as proposed by IEC 61000-4-7, can provide inaccurate results. Considering the aspects mentioned herein, came the idea of the development of this work which aims to present the results of a comparative evaluation between a methodology arising from the combination of the Prony method with the Kalman filter and another method based on the IEC 61000-4-30 and IEC 61000-4-7 standards. Employed in this study were synthetic signals and data acquired through measurements in a 50kWp photovoltaic installation.

Keywords: harmonics, inter-harmonics, iec61000-4-7, parametric estimators, photovoltaic generation

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Authors: Alia Abdul Ghaffar, Tom Richardson

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A model reference adaptive control and a fixed gain LQR control were implemented in the height controller of a quadrotor that has parametric uncertainties due to the act of picking up an object of unknown dimension and mass. It is shown that an adaptive control, unlike a fixed gain control, is capable of ensuring a stable tracking performance under such condition, although adaptive control suffers from several limitations. The combination of both adaptive and fixed gain control in the controller architecture results in an enhanced tracking performance in the presence of parametric uncertainties.

Keywords: UAV, quadrotor, robotic arm augmentation, model reference adaptive control, LQR control

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Authors: Vishal Jaunky, Jonas Grafström

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The development of the European Union’s (EU) single economic market and rapid technological change has resulted in major structural changes in EU’s member states economies. The general liberalization process that the countries has undergone together has convinced the governments of the member states of need to upgrade their economic and training systems in order to be able to face the economic globalization. Several signs of economic convergence have been found but less is known about the knowledge production. This paper addresses the convergence pattern of technological innovation in 13 European Union (EU) states over the time period 1990-2011 by means of parametric and non-parametric techniques. Parametric approaches revolve around the neoclassical convergence theories. This paper reveals divergence of both the β and σ types. Further, we found evidence of stochastic divergence and non-parametric convergence approach such as distribution dynamics shows a tendency towards divergence. This result is supported with the occurrence of γ-divergence. The policies of the EU to reduce technological gap among its member states seem to be missing its target, something that can have negative long run consequences for the market.

Keywords: convergence, patents, panel data, European union

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Authors: Arum Kingsley Chinedu, Ugwuowo Fidelis Ifeanyi, Oranye Henrietta Ebele

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The Poisson regression model (PRM) is a nonlinear model that belongs to the exponential family of distribution. PRM is suitable for studying count variables using appropriate covariates and sometimes experiences the problem of multicollinearity in the explanatory variables and outliers on the response variable. This study aims to address the problem of multicollinearity and outliers jointly in a Poisson regression model. We developed an estimator called the robust modified jackknife PCKL parameter estimator by combining the principal component estimator, modified jackknife KL and transformed M-estimator estimator to address both problems in a PRM. The superiority conditions for this estimator were established, and the properties of the estimator were also derived. The estimator inherits the characteristics of the combined estimators, thereby making it efficient in addressing both problems. And will also be of immediate interest to the research community and advance this study in terms of novelty compared to other studies undertaken in this area. The performance of the estimator (robust modified jackknife PCKL) with other existing estimators was compared using mean squared error (MSE) as a performance evaluation criterion through a Monte Carlo simulation study and the use of real-life data. The results of the analytical study show that the estimator outperformed other existing estimators compared with by having the smallest MSE across all sample sizes, different levels of correlation, percentages of outliers and different numbers of explanatory variables.

Keywords: jackknife modified KL, outliers, multicollinearity, principal component, transformed M-estimator.

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Authors: Ratchadaporn Ungcharoen, Lily Ingsrisawang

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Capture-recapture methods are popular techniques for indirect estimation the size of wildlife populations and the completeness of cases in epidemiology and social sciences. The aim of this study was to estimate the completeness of pulmonary tuberculosis cases confirmed by two sources of hospital registrations and surveillance systems in 2013 in Nakhon Pathom province, Thailand. Several estimators of population size were considered: the Lincoln-Petersen estimator, the Chapman estimator, the Chao’s lower bound estimator, the Zelterman’s estimator, etc. We focus on the Chapman and Chao’s lower bound estimators for estimating the completeness of pulmonary tuberculosis from two sources. The retrieved pulmonary tuberculosis data from two sources were analyzed and bootstrapped for 30 samples, with 241 observations from source 1 and 305 observations from source 2 per sample, for additional exploration of the completeness of pulmonary tuberculosis. The results from the original data show that the Chapman’s estimator gave the estimation of a total 360 (95% CI: 349-371) pulmonary tuberculosis cases, resulting in 57% estimated completeness cases. But the Chao’s lower bound estimator estimated the total of 365 (95% CI: 354-376) pulmonary tuberculosis cases and its estimated completeness cases was 55.9%. For the results from bootstrap samples, the Chapman and the Chao’s lower bound estimators gave an estimated 347 (95% CI: 309-385) and 353 (95% CI: 315-390) pulmonary tuberculosis cases, respectively. If for two sources recoding systems are available, record-linkage and capture-recapture analysis can be useful for estimating the completeness of different registration system. Both Chapman and Chao’s lower bound estimator approaches produce very close estimates.

Keywords: capture-recapture, Chao, Chapman, pulmonary tuberculosis

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Authors: Hamid Ahmadi, Shadi Asoodeh

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The fatigue life of tubular joints commonly found in offshore industry is not only dependent on the value of hot-spot stress (HSS), but is also significantly influenced by the through-the-thickness stress distribution characterized by the degree of bending (DoB). The determination of DoB values in a tubular joint is essential for improving the accuracy of fatigue life estimation using the stress-life (S–N) method and particularly for predicting the fatigue crack growth based on the fracture mechanics (FM) approach. In the present paper, data extracted from finite element (FE) analyses of tubular KT-joints, verified against experimental data and parametric equations, was used to investigate the effects of geometrical parameters on DoB values at the crown 0˚, saddle, and crown 180˚ positions along the weld toe of central brace in tubular KT-joints subjected to axial loading. Parametric study was followed by a set of nonlinear regression analyses to derive DoB parametric formulas for the fatigue analysis of KT-joints under axial loads. The tubular KT-joint is a quite common joint type found in steel offshore structures. However, despite the crucial role of the DoB in evaluating the fatigue performance of tubular joints, this paper is the first attempt to study and formulate the DoB values in KT-joints.

Keywords: tubular KT-joint, fatigue, degree of bending (DoB), axial loading, parametric formula

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Authors: Benjamin Anderson-Sackaney, Amr Abdel-Dayem

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This paper presents a comprehensive survey of recent source camera identification (SCI) systems. Then, the performance of various sensor pattern noise (SPN) estimators was experimentally assessed, under common photo response non-uniformity (PRNU) frameworks. The experiments used 1350 natural and 900 flat-field images, captured by 18 individual cameras. 12 different experiments, grouped into three sets, were conducted. The results were analyzed using the receiver operator characteristic (ROC) curves. The experimental results demonstrated that combining the basic SPN estimator with a wavelet-based filtering scheme provides promising results. However, the phase SPN estimator fits better with both patch-based (BM3D) and anisotropic diffusion (AD) filtering schemes.

Keywords: sensor pattern noise, source camera identification, photo response non-uniformity, anisotropic diffusion, peak to correlation energy ratio

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Authors: Chad Brown

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This paper establishes general conditions for the convergence rates of nonparametric sieve estimators with dependent data. We present two key results: one for nonstationary data and another for stationary mixing data. Previous theoretical results often lack practical applicability to deep neural networks (DNNs). Using these conditions, we derive convergence rates for DNN sieve estimators in nonparametric regression settings with both nonstationary and stationary mixing data. The DNN architectures considered adhere to current industry standards, featuring fully connected feedforward networks with rectified linear unit activation functions, unbounded weights, and a width and depth that grows with sample size.

Keywords: sieve extremum estimates, nonparametric estimation, deep learning, neural networks, rectified linear unit, nonstationary processes

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Authors: Aram Yakoby, Yossef H. Hatzor, Shmulik Pinkert

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This work presents an applied engineering method for evaluating the stability of underground openings under conditions of uncertainty. The developed method is demonstrated by a comprehensive parametric study on a case of large-diameter vertical borehole stability analysis, with uncertainties regarding the in-situ stress distribution. To this aim, a safety factor analysis is performed for the stability of both supported and unsupported boreholes. In the analysis, we used analytic geomechanical calculations and advanced numerical modeling to evaluate the estimated stress field. In addition, the work presents the development of a boundary condition for the numerical model that fits the nature of the problem and yields excellent accuracy. The borehole stability analysis is studied in terms of (1) the stress ratio in the vertical and horizontal directions, (2) the mechanical properties and geometry of the support system, and (3) the parametric sensitivity. The method's results are studied in light of a real case study of an underground waste disposal site. The conclusions of this study focus on the developed method for capturing the parametric uncertainty, the definition of critical geological depths, the criteria for implementing structural support, and the effectiveness of further in-situ investigations.

Keywords: borehole stability, in-situ stress, parametric study, factor of safety

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Authors: Muhammad Nouman Qureshi, Muhammad Hanif

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Adaptive cluster sampling (ACS) is specifically developed for the estimation of highly clumped populations and applied to a wide range of situations like animals of rare and endangered species, uneven minerals, HIV patients and drug users. In this paper, we proposed a generalized semi-exponential estimator with two auxiliary variables under the framework of ACS design. The expressions of approximate bias and mean square error (MSE) of the proposed estimator are derived. Theoretical comparisons of the proposed estimator have been made with existing estimators. A numerical study is conducted on real and artificial populations to demonstrate and compare the efficiencies of the proposed estimator. The results indicate that the proposed generalized semi-exponential estimator performed considerably better than all the adaptive and non-adaptive estimators considered in this paper.

Keywords: auxiliary information, adaptive cluster sampling, clustered populations, Hansen-Hurwitz estimation

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Authors: Noora Al-Shanfari, M. Mazharul Islam

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The cumulative incidence function (CIF) is a fundamental approach for analyzing survival data in the presence of competing risks, which estimates the marginal probability for each competing event. Parametric modeling of CIF has the advantage of fitting various shapes of CIF and estimates the impact of covariates with maximum efficiency. To calculate the total CIF's covariate influence using a parametric model., it is essential to parametrize the baseline of the CIF. As the CIF is an improper function by nature, it is necessary to utilize an improper distribution when applying parametric models. The Gompertz distribution, which is an improper distribution, is limited in its applicability as it only accounts for monotone hazard shapes. The generalized Gompertz distribution, however, can adapt to a wider range of hazard shapes, including unimodal, bathtub, and monotonic increasing or decreasing hazard shapes. In this paper, the generalized Gompertz distribution is used to parametrize the baseline of the CIF, and the parameters of the proposed model are estimated using the maximum likelihood approach. The proposed model is compared with the existing Gompertz model using the Akaike information criterion. Appropriate statistical test procedures and model-fitting criteria will be used to test the adequacy of the model. Both models are applied to the ‘colon’ dataset, which is available in the “biostat3” package in R.

Keywords: competing risks, cumulative incidence function, improper distribution, parametric modeling, survival analysis

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Authors: B. Siva Kumar Reddy, B. Lakshmi

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WiMAX has adopted an Adaptive Modulation and Coding (AMC) in OFDM to endure higher data rates and error free transmission. AMC schemes employ the Channel State Information (CSI) to efficiently utilize the channel and maximize the throughput and for better spectral efficiency. This CSI has given to the transmitter by the channel estimators. In this paper, LSE (Least Square Error) and MMSE (Minimum Mean square Error) estimators are suggested and BER (Bit Error Rate) performance has been analyzed. Channel equalization is also integrated with with AMC-OFDM system and presented with Constant Modulus Algorithm (CMA) and Least Mean Square (LMS) algorithms with convergence rates analysis. Simulation results proved that increment in modulation scheme size causes to improvement in throughput along with BER value. There is a trade-off among modulation size, throughput, BER value and spectral efficiency. Results also reported the requirement of channel estimation and equalization in high data rate systems.

Keywords: AMC, CSI, CMA, OFDM, OFDMA, WiMAX

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Authors: Bongsik Park, Jae Hyun Park, Jae-Yeol Cho

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Mixed structure, which is a kind of hybrid system, is incorporating steel beam and prestressed concrete beam. Hybrid bridge adopting mixed structure have some merits. Main span length can be made longer by using steel as main span material. In case of cable-stayed bridge having asymmetric span length, negative reaction at side span can be restrained without extra restraining devices by using weight difference between main span material and side span material. However angle of refraction might happen because of rigidity difference between materials and stress concentration also might happen because of abnormal loading transmission at joint in the hybrid bridge. Therefore the joint might be a weak point of the structural system and it needs to pay attention to design of the joint. However, design codes and standards about the joint in the hybrid-bridge have not been established so the joint designs in most of construction cases have been very conservative or followed previous design without extra verification. In this study parametric study using finite element analysis for optimal design of hybrid bridge joint is conducted. Before parametric study, finite element analysis was conducted based on previous experimental data and it is verified that analysis result approximated experimental data. Based on the finite element analysis results, parametric study was conducted. The parameters were selected as those have influences on joint behavior. Based on the parametric study results, optimal design of hybrid bridge joint has been determined.

Keywords: parametric study, optimal design, hybrid bridge, finite element analysis

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Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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a systematic observation from a defined time of origin up to certain failure or censor is known as survival data. Survival analysis is a major area of interest in biostatistics and biomedical researches. At the heart of understanding, the most scientific and medical research inquiries lie for a causality analysis. Thus, the main concern of this study is to investigate the causal effect of treatment on survival time conditional to the possibly time-varying covariates. The theory of causality often differs from the simple association between the response variable and predictors. A causal estimation is a scientific concept to compare a pragmatic effect between two or more experimental arms. To evaluate an average treatment effect on survival outcome, the estimating equation was adjusted for time-varying covariates under the semi-parametric transformation models. The proposed model intuitively obtained the consistent estimators for unknown parameters and unspecified monotone transformation functions. In this article, the proposed method estimated an unbiased average causal effect of treatment on survival time of interest. The modified estimating equations of semiparametric transformation models have the advantage to include the time-varying effect in the model. Finally, the finite sample performance characteristics of the estimators proved through the simulation and Stanford heart transplant real data. To this end, the average effect of a treatment on survival time estimated after adjusting for biases raised due to the high correlation of the left-truncation and possibly time-varying covariates. The bias in covariates was restored, by estimating density function for left-truncation. Besides, to relax the independence assumption between failure time and truncation time, the model incorporated the left-truncation variable as a covariate. Moreover, the expectation-maximization (EM) algorithm iteratively obtained unknown parameters and unspecified monotone transformation functions. To summarize idea, the ratio of cumulative hazards functions between the treated and untreated experimental group has a sense of the average causal effect for the entire population.

Keywords: a modified estimation equation, causal effect, semiparametric transformation models, survival analysis, time-varying covariate

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Authors: Alan Wan

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In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets.

Keywords: heteroscedasticity-robust, model averaging, multiplicative heteroscedasticity, plug-in, squared prediction risk

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Authors: Katja Ignatieva, Patrick Wong

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We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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Authors: Isha Rathore, Peeyush Jain, Elangovan Rajasekar

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The thermal capacity of the envelope impacts the cooling and heating demand of a building and modulates the peak electricity demand. This paper presents the thermal capacity tuning of a building envelope to minimize peak electricity demand for space cooling. We consider a 40 m² residential testbed located in Hyderabad, India (Composite Climate). An EnergyPlus model is validated using real-time data. A Parametric simulation framework for thermal capacity tuning is created using the Honeybee plugin. Diffusivity, Thickness, layer position, orientation and fenestration size of the exterior envelope are parametrized considering a five-layered wall system. A total of 1824 parametric runs are performed and the optimum wall configuration leading to minimum peak cooling demand is presented.

Keywords: thermal capacity, tuning, peak demand reduction, parametric analysis

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Authors: Dao Phuong Nam, Do Trong Tan, Pham Tam Thanh, Le Duy Tung, Tran Hoang Anh

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This paper considers the problem of cascade control system for unmanned aerial vehicles (UAVs). Due to the complicated modelling technique of UAV, it is necessary to separate them into two subsystems. The proposed cascade control structure is a hierarchical scheme including a robust control for inner subsystem based on H infinity theory and trajectory generator using genetic algorithm (GA), outer loop control law based on multi-parametric programming (MPP) technique to overcome the disadvantage of a big amount of calculations. Simulation results are presented to show that the equivalent path has been found and obtained by proposed cascade control scheme.

Keywords: genetic algorithm, GA, H infinity, multi-parametric programming, MPP, unmanned aerial vehicles, UAVs

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Authors: Behnoush Moghiminia, Jesus Anaya Diaz

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The current study attempts to present the relationship between the structure development and Patkaneh as one of the Iranian geometric patterns and parametric algorithms by introducing two practical methods. While having a structural function, Patkaneh is also used as an ornamental element. It can be helpful in the scientific and practical review of Patkaneh. The current study aims to use Patkaneh as a parametric form generator based on the algorithm. The current paper attempts to express how can a more complete algorithm of this covering be obtained based on the parametric study and analysis of a sample of a Patkaneh and also investigate the relationship between the development of the geometrical pattern of Patkaneh as a structural-decorative element of Iranian architecture and digital design. In this regard, to achieve the research purposes, researchers investigated the oldest type of Patkaneh in the architecture history of Iran, such as the Northern Entrance Patkaneh of Oshtorjan Jame’ Mosque. An accurate investigation was done on the history of the background to answer the questions. Then, by investigating the structural behavior of Patkaneh, the decorative or structural-decorative role of Patkaneh was investigated to eliminate the ambiguity. Then, the geometrical structure of Patkaneh was analyzed by introducing two practical methods. The first method is based on the constituent units of Patkaneh (Square and diamond) and investigating the interactive relationships between them in 2D and 3D. This method is appropriate for cases where there are rational and regular geometrical relationships. The second method is based on the separation of the floors and the investigation of their interrelation. It is practical when the constituent units are not geometrically regular and have numerous diversity. Finally, the parametric form algorithm of these methods was codified.

Keywords: geometric properties, parametric design, Patkaneh, structural analysis

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