Search results for: regression uncertainty
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4152

Search results for: regression uncertainty

4122 Uncertainty Analysis of a Hardware in Loop Setup for Testing Products Related to Building Technology

Authors: Balasundaram Prasaant, Ploix Stephane, Delinchant Benoit, Muresan Cristian

Abstract:

Hardware in Loop (HIL) testing is done to test and validate a particular product especially in building technology. When it comes to building technology, it is more important to test the products for their efficiency. The test rig in the HIL simulator may contribute to some uncertainties on measured efficiency. The uncertainties include physical uncertainties and scenario-based uncertainties. In this paper, a simple uncertainty analysis framework for an HIL setup is shown considering only the physical uncertainties. The entire modeling of the HIL setup is done in Dymola. The uncertain sources are considered based on available knowledge of the components and also on expert knowledge. For the propagation of uncertainty, Monte Carlo Simulation is used since it is the most reliable and easy to use. In this article it is shown how an HIL setup can be modeled and how uncertainty propagation can be performed on it. Such an approach is not common in building energy analysis.

Keywords: energy in buildings, hardware in loop testing, modelica modelling, Monte Carlo simulation, uncertainty propagation

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4121 Optimizing and Evaluating Performance Quality Control of the Production Process of Disposable Essentials Using Approach Vague Goal Programming

Authors: Hadi Gholizadeh, Ali Tajdin

Abstract:

To have effective production planning, it is necessary to control the quality of processes. This paper aims at improving the performance of the disposable essentials process using statistical quality control and goal programming in a vague environment. That is expressed uncertainty because there is always a measurement error in the real world. Therefore, in this study, the conditions are examined in a vague environment that is a distance-based environment. The disposable essentials process in Kach Company was studied. Statistical control tools were used to characterize the existing process for four factor responses including the average of disposable glasses’ weights, heights, crater diameters, and volumes. Goal programming was then utilized to find the combination of optimal factors setting in a vague environment which is measured to apply uncertainty of the initial information when some of the parameters of the models are vague; also, the fuzzy regression model is used to predict the responses of the four described factors. Optimization results show that the process capability index values for disposable glasses’ average of weights, heights, crater diameters and volumes were improved. Such increasing the quality of the products and reducing the waste, which will reduce the cost of the finished product, and ultimately will bring customer satisfaction, and this satisfaction, will mean increased sales.

Keywords: goal programming, quality control, vague environment, disposable glasses’ optimization, fuzzy regression

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4120 Risk and Uncertainty in Aviation: A Thorough Analysis of System Vulnerabilities

Authors: C. V. Pietreanu, S. E. Zaharia, C. Dinu

Abstract:

Hazard assessment and risks quantification are key components for estimating the impact of existing regulations. But since regulatory compliance cannot cover all risks in aviation, the authors point out that by studying causal factors and eliminating uncertainty, an accurate analysis can be outlined. The research debuts by making delimitations on notions, as confusion on the terms over time has reflected in less rigorous analysis. Throughout this paper, it will be emphasized the fact that the variation in human performance and organizational factors represent the biggest threat from an operational perspective. Therefore, advanced risk assessment methods analyzed by the authors aim to understand vulnerabilities of the system given by a nonlinear behavior. Ultimately, the mathematical modeling of existing hazards and risks by eliminating uncertainty implies establishing an optimal solution (i.e. risk minimization).

Keywords: control, human factor, optimization, risk management, uncertainty

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4119 A Robust Optimization for Multi-Period Lost-Sales Inventory Control Problem

Authors: Shunichi Ohmori, Sirawadee Arunyanart, Kazuho Yoshimoto

Abstract:

We consider a periodic review inventory control problem of minimizing production cost, inventory cost, and lost-sales under demand uncertainty, in which product demands are not specified exactly and it is only known to belong to a given uncertainty set, yet the constraints must hold for possible values of the data from the uncertainty set. We propose a robust optimization formulation for obtaining lowest cost possible and guaranteeing the feasibility with respect to range of order quantity and inventory level under demand uncertainty. Our formulation is based on the adaptive robust counterpart, which suppose order quantity is affine function of past demands. We derive certainty equivalent problem via second-order cone programming, which gives 'not too pessimistic' worst-case.

Keywords: robust optimization, inventory control, supply chain managment, second-order programming

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4118 The Effect of Perceived Environmental Uncertainty on Corporate Entrepreneurship Performance: A Field Study in a Large Industrial Zone in Turkey

Authors: Adem Öğüt, M. Tahir Demirsel

Abstract:

Rapid changes and developments today, besides the opportunities and facilities they offer to the organization, may also be a source of danger and difficulties due to the uncertainty. In order to take advantage of opportunities and to take the necessary measures against possible uncertainties, organizations must always follow the changes and developments that occur in the business environment and develop flexible structures and strategies for the alternative cases. Perceived environmental uncertainty is an outcome of managers’ perceptions of the combined complexity, instability and unpredictability in the organizational environment. An environment that is perceived to be complex, changing rapidly, and difficult to predict creates high levels of uncertainty about the appropriate organizational responses to external circumstances. In an uncertain and complex environment, organizations experiencing cutthroat competition may be successful by developing their corporate entrepreneurial ability. Corporate entrepreneurship is a process that includes many elements such as innovation, creating new business, renewal, risk-taking and being predictive. Successful corporate entrepreneurship is a critical factor which has a significant contribution to gain a sustainable competitive advantage, to renew the organization and to adapt the environment. In this context, the objective of this study is to investigate the effect of perceived environmental uncertainty of managers on corporate entrepreneurship performance. The research was conducted on 222 business executives in one of the major industrial zones of Turkey, Konya Organized Industrial Zone (KOS). According to the results, it has been observed that there is a positive statistically significant relationship between perceived environmental uncertainty and corporate entrepreneurial activities.

Keywords: corporate entrepreneurship, entrepreneurship, industrial zone, perceived environmental uncertainty, uncertainty

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4117 Orthogonal Regression for Nonparametric Estimation of Errors-In-Variables Models

Authors: Anastasiia Yu. Timofeeva

Abstract:

Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: grade point average, orthogonal regression, penalized regression spline, locally weighted regression

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4116 Satellite LiDAR-Based Digital Terrain Model Correction using Gaussian Process Regression

Authors: Keisuke Takahata, Hiroshi Suetsugu

Abstract:

Forest height is an important parameter for forest biomass estimation, and precise elevation data is essential for accurate forest height estimation. There are several globally or nationally available digital elevation models (DEMs) like SRTM and ASTER. However, its accuracy is reported to be low particularly in mountainous areas where there are closed canopy or steep slope. Recently, space-borne LiDAR, such as the Global Ecosystem Dynamics Investigation (GEDI), have started to provide sparse but accurate ground elevation and canopy height estimates. Several studies have reported the high degree of accuracy in their elevation products on their exact footprints, while it is not clear how this sparse information can be used for wider area. In this study, we developed a digital terrain model correction algorithm by spatially interpolating the difference between existing DEMs and GEDI elevation products by using Gaussian Process (GP) regression model. The result shows that our GP-based methodology can reduce the mean bias of the elevation data from 3.7m to 0.3m when we use airborne LiDAR-derived elevation information as ground truth. Our algorithm is also capable of quantifying the elevation data uncertainty, which is critical requirement for biomass inventory. Upcoming satellite-LiDAR missions, like MOLI (Multi-footprint Observation Lidar and Imager), are expected to contribute to the more accurate digital terrain model generation.

Keywords: digital terrain model, satellite LiDAR, gaussian processes, uncertainty quantification

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4115 A Joint Possibilistic-Probabilistic Tool for Load Flow Uncertainty Assessment-Part I: Formulation

Authors: Morteza Aien, Masoud Rashidinejad, Mahmud Fotuhi-Firuzabad

Abstract:

As energetic and environmental issues are getting more and more attention all around the world, the penetration of distributed energy resources (DERs) mainly those harvesting renewable energies (REs) ascends with an unprecedented rate. This matter causes more uncertainties to appear in the power system context; ergo, the uncertainty analysis of the system performance is an obligation. The uncertainties of any system can be represented probabilistically or possibilistically. Since sufficient historical data about all the system variables is not available, therefore, they do not have a probability density function (PDF) and must be represented possibilistiacally. When some of system uncertain variables are probabilistic and some are possibilistic, neither the conventional pure probabilistic nor pure possibilistic methods can be implemented. Hence, a combined solution is appealed. The first of this two-paper series formulates a new possibilistic-probabilistic tool for the load flow uncertainty assessment. The proposed methodology is based on the evidence theory and joint propagation of possibilistic and probabilistic uncertainties. This possibilistic- probabilistic formulation is solved in the second companion paper in an uncertain load flow (ULF) study problem.

Keywords: probabilistic uncertainty modeling, possibilistic uncertainty modeling, uncertain load flow, wind turbine generator

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4114 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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4113 Multi-Criteria Based Robust Markowitz Model under Box Uncertainty

Authors: Pulak Swain, A. K. Ojha

Abstract:

Portfolio optimization is based on dealing with the problems of efficient asset allocation. Risk and Expected return are two conflicting criteria in such problems, where the investor prefers the return to be high and the risk to be low. Using multi-objective approach we can solve those type of problems. However the information which we have for the input parameters are generally ambiguous and the input values can fluctuate around some nominal values. We can not ignore the uncertainty in input values, as they can affect the asset allocation drastically. So we use Robust Optimization approach to the problems where the input parameters comes under box uncertainty. In this paper, we solve the multi criteria robust problem with the help of  E- constraint method.

Keywords: portfolio optimization, multi-objective optimization, ϵ - constraint method, box uncertainty, robust optimization

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4112 Electrical Load Estimation Using Estimated Fuzzy Linear Parameters

Authors: Bader Alkandari, Jamal Y. Madouh, Ahmad M. Alkandari, Anwar A. Alnaqi

Abstract:

A new formulation of fuzzy linear estimation problem is presented. It is formulated as a linear programming problem. The objective is to minimize the spread of the data points, taking into consideration the type of the membership function of the fuzzy parameters to satisfy the constraints on each measurement point and to insure that the original membership is included in the estimated membership. Different models are developed for a fuzzy triangular membership. The proposed models are applied to different examples from the area of fuzzy linear regression and finally to different examples for estimating the electrical load on a busbar. It had been found that the proposed technique is more suited for electrical load estimation, since the nature of the load is characterized by the uncertainty and vagueness.

Keywords: fuzzy regression, load estimation, fuzzy linear parameters, electrical load estimation

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4111 Examining the Dynamics of FDI Inflows in Both BRICS and G7 Economies: Dissecting the Influence of Geopolitical Risk versus Economic Policy Uncertainty

Authors: Adelakun O. Johnson

Abstract:

The quest to mitigate the probable adverse effects of geopolitical risk on FDI inflows tends to result in more frequent changes in economic policies and, as a result, heightened policy uncertainty. In this regard, we extend the literature on the dynamics of FDI inflows to include the hypothesis of the possibility of geopolitical risk escalating the adverse effects of economic policy uncertainty on FDI inflows. To test the robustness of this hypothesis, we use the cases of different economic groups characterized by different levels of economic development and varying degrees of FDI confidence. Employing an ARDL-based dynamic panel data model that accounts for both non-stationarity and heterogeneity effects, we show result that suggests GPR and EPU retard the inflows of FDI in both economies but mainly in the short-run situation. In the long run, however, higher EPU not attributed to GPR is likely to boost the inflows of FDI rather than retarding, at least in the case of the G7 economy.

Keywords: FDI inflows, geopolitical risk, economic policy uncertainty, panel ARDL model

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4110 A Robust Optimization Model for Multi-Objective Closed-Loop Supply Chain

Authors: Mohammad Y. Badiee, Saeed Golestani, Mir Saman Pishvaee

Abstract:

In recent years consumers and governments have been pushing companies to design their activities in such a way as to reduce negative environmental impacts by producing renewable product or threat free disposal policy more and more. It is therefore important to focus more accurate to the optimization of various aspect of total supply chain. Modeling a supply chain can be a challenging process due to the fact that there are a large number of factors that need to be considered in the model. The use of multi-objective optimization can lead to overcome those problems since more information is used when designing the model. Uncertainty is inevitable in real world. Considering uncertainty on parameters in addition to use multi-objectives are ways to give more flexibility to the decision making process since the process can take into account much more constraints and requirements. In this paper we demonstrate a stochastic scenario based robust model to cope with uncertainty in a closed-loop multi-objective supply chain. By applying the proposed model in a real world case, the power of proposed model in handling data uncertainty is shown.

Keywords: supply chain management, closed-loop supply chain, multi-objective optimization, goal programming, uncertainty, robust optimization

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4109 Reducing Uncertainty in Climate Projections over Uganda by Numerical Models Using Bias Correction

Authors: Isaac Mugume

Abstract:

Since the beginning of the 21st century, climate change has been an issue due to the reported rise in global temperature and changes in the frequency as well as severity of extreme weather and climatic events. The changing climate has been attributed to rising concentrations of greenhouse gases, including environmental changes such as ecosystems and land-uses. Climatic projections have been carried out under the auspices of the intergovernmental panel on climate change where a couple of models have been run to inform us about the likelihood of future climates. Since one of the major forcings informing the changing climate is emission of greenhouse gases, different scenarios have been proposed and future climates for different periods presented. The global climate models project different areas to experience different impacts. While regional modeling is being carried out for high impact studies, bias correction is less documented. Yet, the regional climate models suffer bias which introduces uncertainty. This is addressed in this study by bias correcting the regional models. This study uses the Weather Research and Forecasting model under different representative concentration pathways and correcting the products of these models using observed climatic data. This study notes that bias correction (e.g., the running-mean bias correction; the best easy systematic estimator method; the simple linear regression method, nearest neighborhood, weighted mean) improves the climatic projection skill and therefore reduce the uncertainty inherent in the climatic projections.

Keywords: bias correction, climatic projections, numerical models, representative concentration pathways

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4108 Theoretical Appraisal of Satisfactory Decision: Uncertainty, Evolutionary Ideas and Beliefs, Satisfactory Time Use

Authors: Okay Gunes

Abstract:

Unsatisfactory experiences due to an information shortage regarding the future pay-offs of actual choices, yield satisficing decision-making. This research will examine, for the first time in the literature, the motivation behind suboptimal decisions due to uncertainty by subjecting Adam Smith’s and Jeremy Bentham’s assumptions about the nature of the actions that lead to satisficing behavior, in order to clarify the theoretical background of a “consumption-based satisfactory time” concept. The contribution of this paper with respect to the existing literature is threefold: Firstly, it is showed in this paper that Adam Smith’s uncertainty is related to the problem of the constancy of ideas and not related directly to beliefs. Secondly, possessions, as in Jeremy Bentham’s oeuvre, are assumed to be just as pleasing, as protecting and improving the actual or expected quality of life, so long as they reduce any displeasure due to the undesired outcomes of uncertainty. Finally, each consumption decision incurs its own satisfactory time period, owed to not feeling hungry, being healthy, not having transportation…etc. This reveals that the level of satisfaction is indeed a behavioral phenomenon where its value would depend on the simultaneous satisfaction derived from all activities.

Keywords: decision-making, idea and belief, satisficing, uncertainty

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4107 Sensitivity and Uncertainty Analysis of One Dimensional Shape Memory Alloy Constitutive Models

Authors: A. B. M. Rezaul Islam, Ernur Karadogan

Abstract:

Shape memory alloys (SMAs) are known for their shape memory effect and pseudoelasticity behavior. Their thermomechanical behaviors are modeled by numerous researchers using microscopic thermodynamic and macroscopic phenomenological point of view. Tanaka, Liang-Rogers and Ivshin-Pence models are some of the most popular SMA macroscopic phenomenological constitutive models. They describe SMA behavior in terms of stress, strain and temperature. These models involve material parameters and they have associated uncertainty present in them. At different operating temperatures, the uncertainty propagates to the output when the material is subjected to loading followed by unloading. The propagation of uncertainty while utilizing these models in real-life application can result in performance discrepancies or failure at extreme conditions. To resolve this, we used probabilistic approach to perform the sensitivity and uncertainty analysis of Tanaka, Liang-Rogers, and Ivshin-Pence models. Sobol and extended Fourier Amplitude Sensitivity Testing (eFAST) methods have been used to perform the sensitivity analysis for simulated isothermal loading/unloading at various operating temperatures. As per the results, it is evident that the models vary due to the change in operating temperature and loading condition. The average and stress-dependent sensitivity indices present the most significant parameters at several temperatures. This work highlights the sensitivity and uncertainty analysis results and shows comparison of them at different temperatures and loading conditions for all these models. The analysis presented will aid in designing engineering applications by eliminating the probability of model failure due to the uncertainty in the input parameters. Thus, it is recommended to have a proper understanding of sensitive parameters and the uncertainty propagation at several operating temperatures and loading conditions as per Tanaka, Liang-Rogers, and Ivshin-Pence model.

Keywords: constitutive models, FAST sensitivity analysis, sensitivity analysis, sobol, shape memory alloy, uncertainty analysis

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4106 Approach to Formulate Intuitionistic Fuzzy Regression Models

Authors: Liang-Hsuan Chen, Sheng-Shing Nien

Abstract:

This study aims to develop approaches to formulate intuitionistic fuzzy regression (IFR) models for many decision-making applications in the fuzzy environments using intuitionistic fuzzy observations. Intuitionistic fuzzy numbers (IFNs) are used to characterize the fuzzy input and output variables in the IFR formulation processes. A mathematical programming problem (MPP) is built up to optimally determine the IFR parameters. Each parameter in the MPP is defined as a couple of alternative numerical variables with opposite signs, and an intuitionistic fuzzy error term is added to the MPP to characterize the uncertainty of the model. The IFR model is formulated based on the distance measure to minimize the total distance errors between estimated and observed intuitionistic fuzzy responses in the MPP resolution processes. The proposed approaches are simple/efficient in the formulation/resolution processes, in which the sign of parameters can be determined so that the problem to predetermine the sign of parameters is avoided. Furthermore, the proposed approach has the advantage that the spread of the predicted IFN response will not be over-increased, since the parameters in the established IFR model are crisp. The performance of the obtained models is evaluated and compared with the existing approaches.

Keywords: fuzzy sets, intuitionistic fuzzy number, intuitionistic fuzzy regression, mathematical programming method

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4105 Prediction of Energy Storage Areas for Static Photovoltaic System Using Irradiation and Regression Modelling

Authors: Kisan Sarda, Bhavika Shingote

Abstract:

This paper aims to evaluate regression modelling for prediction of Energy storage of solar photovoltaic (PV) system using Semi parametric regression techniques because there are some parameters which are known while there are some unknown parameters like humidity, dust etc. Here irradiation of solar energy is different for different places on the basis of Latitudes, so by finding out areas which give more storage we can implement PV systems at those places and our need of energy will be fulfilled. This regression modelling is done for daily, monthly and seasonal prediction of solar energy storage. In this, we have used R modules for designing the algorithm. This algorithm will give the best comparative results than other regression models for the solar PV cell energy storage.

Keywords: semi parametric regression, photovoltaic (PV) system, regression modelling, irradiation

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4104 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

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4103 Uncertainty in Building Energy Performance Analysis at Different Stages of the Building’s Lifecycle

Authors: Elham Delzendeh, Song Wu, Mustafa Al-Adhami, Rima Alaaeddine

Abstract:

Over the last 15 years, prediction of energy consumption has become a common practice and necessity at different stages of the building’s lifecycle, particularly, at the design and post-occupancy stages for planning and maintenance purposes. This is due to the ever-growing response of governments to address sustainability and reduction of CO₂ emission in the building sector. However, there is a level of uncertainty in the estimation of energy consumption in buildings. The accuracy of energy consumption predictions is directly related to the precision of the initial inputs used in the energy assessment process. In this study, multiple cases of large non-residential buildings at design, construction, and post-occupancy stages are investigated. The energy consumption process and inputs, and the actual and predicted energy consumption of the cases are analysed. The findings of this study have pointed out and evidenced various parameters that cause uncertainty in the prediction of energy consumption in buildings such as modelling, location data, and occupant behaviour. In addition, unavailability and insufficiency of energy-consumption-related inputs at different stages of the building’s lifecycle are classified and categorized. Understanding the roots of uncertainty in building energy analysis will help energy modellers and energy simulation software developers reach more accurate energy consumption predictions in buildings.

Keywords: building lifecycle, efficiency, energy analysis, energy performance, uncertainty

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4102 Relationship among Teams' Information Processing Capacity and Performance in Information System Projects: The Effects of Uncertainty and Equivocality

Authors: Ouafa Sakka, Henri Barki, Louise Cote

Abstract:

Uncertainty and equivocality are defined in the information processing literature as two task characteristics that require different information processing responses from managers. As uncertainty often stems from a lack of information, addressing it is thought to require the collection of additional data. On the other hand, as equivocality stems from ambiguity and a lack of understanding of the task at hand, addressing it is thought to require rich communication between those involved. Past research has provided weak to moderate empirical support to these hypotheses. The present study contributes to this literature by defining uncertainty and equivocality at the project level and investigating their moderating effects on the association between several project information processing constructs and project performance. The information processing constructs considered are the amount of information collected by the project team, and the richness and frequency of formal communications among the team members to discuss the project’s follow-up reports. Data on 93 information system development (ISD) project managers was collected in a questionnaire survey and analyzed it via the Fisher Test for correlation differences. The results indicate that the highest project performance levels were observed in projects characterized by high uncertainty and low equivocality in which project managers were provided with detailed and updated information on project costs and schedules. In addition, our findings show that information about user needs and technical aspects of the project is less useful to managing projects where uncertainty and equivocality are high. Further, while the strongest positive effect of interactive use of follow-up reports on performance occurred in projects where both uncertainty and equivocality levels were high, its weakest effect occurred when both of these were low.

Keywords: uncertainty, equivocality, information processing model, management control systems, project control, interactive use, diagnostic use, information system development

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4101 Using Wavelet Uncertainty Relations in Quantum Mechanics: From Trajectories Foam to Newtonian Determinism

Authors: Paulo Castro, J. R. Croca, M. Gatta, R. Moreira

Abstract:

Owing to the development of quantum mechanics, we will contextualize the foundations of the theory on the Fourier analysis framework, thus stating the unavoidable philosophical conclusions drawn by Niels Bohr. We will then introduce an alternative way of describing the undulatory aspects of quantum entities by using gaussian Morlet wavelets. The description has its roots in de Broglie's realistic program for quantum physics. It so happens that using wavelets it is possible to formulate a more general set of uncertainty relations. A set from which it is possible to theoretically describe both ends of the behavioral spectrum in reality: the indeterministic quantum trajectorial foam and the perfectly drawn Newtonian trajectories.

Keywords: philosophy of quantum mechanics, quantum realism, morlet wavelets, uncertainty relations, determinism

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4100 New Segmentation of Piecewise Linear Regression Models Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise linear regression models are very flexible models for modeling the data. If the piecewise linear regression models are matched against the data, then the parameters are generally not known. This paper studies the problem of parameter estimation of piecewise linear regression models. The method used to estimate the parameters of picewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters of picewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.

Keywords: regression, piecewise, Bayesian, reversible Jump MCMC

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4099 Application Difference between Cox and Logistic Regression Models

Authors: Idrissa Kayijuka

Abstract:

The logistic regression and Cox regression models (proportional hazard model) at present are being employed in the analysis of prospective epidemiologic research looking into risk factors in their application on chronic diseases. However, a theoretical relationship between the two models has been studied. By definition, Cox regression model also called Cox proportional hazard model is a procedure that is used in modeling data regarding time leading up to an event where censored cases exist. Whereas the Logistic regression model is mostly applicable in cases where the independent variables consist of numerical as well as nominal values while the resultant variable is binary (dichotomous). Arguments and findings of many researchers focused on the overview of Cox and Logistic regression models and their different applications in different areas. In this work, the analysis is done on secondary data whose source is SPSS exercise data on BREAST CANCER with a sample size of 1121 women where the main objective is to show the application difference between Cox regression model and logistic regression model based on factors that cause women to die due to breast cancer. Thus we did some analysis manually i.e. on lymph nodes status, and SPSS software helped to analyze the mentioned data. This study found out that there is an application difference between Cox and Logistic regression models which is Cox regression model is used if one wishes to analyze data which also include the follow-up time whereas Logistic regression model analyzes data without follow-up-time. Also, they have measurements of association which is different: hazard ratio and odds ratio for Cox and logistic regression models respectively. A similarity between the two models is that they are both applicable in the prediction of the upshot of a categorical variable i.e. a variable that can accommodate only a restricted number of categories. In conclusion, Cox regression model differs from logistic regression by assessing a rate instead of proportion. The two models can be applied in many other researches since they are suitable methods for analyzing data but the more recommended is the Cox, regression model.

Keywords: logistic regression model, Cox regression model, survival analysis, hazard ratio

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4098 Patients with Chronic Obstructive Pulmonary Feelings of Uncertainty

Authors: Kyngäs Helvi, Patala-Pudas, Kaakinen Pirjo

Abstract:

It has been reported that COPD -patients may experience much emotional distress, which can compromise positive health outcomes. The aim of this study was to explore disease-related uncertainty as reported by Chronic Obstructive Pulmonary Disease (COPD) patients. Uncertainty was defined as a lack of confidence; negative feelings; a sense of confidence; and awareness of the sources of uncertainty. Research design was a non-experimental cross-sectional survey. The data (n=141) was collected by validated questionnaire during COPD -patients’ visits or admissions to a tertiary hospital. The response rate was 62%. The data was analyzed by statistical methods. Around 70% of the participants were male with COPD diagnosed many years ago. Fifty-four percent were under 65 years and used an electronic respiratory aid apparatus (52%) (oxygen concentrator, ventilator or electronic inhalation device). Forty-one percent of the participants smoked. Disease-related uncertainty was widely reported. Seventy-three percent of the participants had uncertainty about their knowledge of the disease, the pulmonary medication and nutrition. One-quarter (25%) did not feel sure about managing COPD exacerbation. About forty percent (43%) reported that they did not have a written exacerbation decision aid indicating how to act in relation to COPD symptoms. Over half of the respondents were uncertain about self-management behavior related to health habits such as exercise and nutrition. Over a third of the participants (37%) felt uncertain about self-management skills related to giving up smoking. Support from the care providers was correlated significantly with the patients’ sense of confidence. COPD -patients who felt no confidence stated that they received significantly less support in care. Disease-related uncertainty should be considered more closely and broadly in the patient care context, and those strategies within patient education that enhance adherence should be strengthened and incorporated into standard practice.

Keywords: adherence, COPD, disease-management, uncertainty

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4097 Stock Market Prediction by Regression Model with Social Moods

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: stock market prediction, social moods, regression model, DJIA

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4096 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs

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4095 Managing Uncertainty in Unmanned Aircraft System Safety Performance Requirements Compliance Process

Authors: Achim Washington, Reece Clothier, Jose Silva

Abstract:

System Safety Regulations (SSR) are a central component to the airworthiness certification of Unmanned Aircraft Systems (UAS). There is significant debate on the setting of appropriate SSR for UAS. Putting this debate aside, the challenge lies in how to apply the system safety process to UAS, which lacks the data and operational heritage of conventionally piloted aircraft. The limited knowledge and lack of operational data result in uncertainty in the system safety assessment of UAS. This uncertainty can lead to incorrect compliance findings and the potential certification and operation of UAS that do not meet minimum safety performance requirements. The existing system safety assessment and compliance processes, as used for conventional piloted aviation, do not adequately account for the uncertainty, limiting the suitability of its application to UAS. This paper discusses the challenges of undertaking system safety assessments for UAS and presents current and envisaged research towards addressing these challenges. It aims to highlight the main advantages associated with adopting a risk based framework to the System Safety Performance Requirement (SSPR) compliance process that is capable of taking the uncertainty associated with each of the outputs of the system safety assessment process into consideration. Based on this study, it is made clear that developing a framework tailored to UAS, would allow for a more rational, transparent and systematic approach to decision making. This would reduce the need for conservative assumptions and take the risk posed by each UAS into consideration while determining its state of compliance to the SSR.

Keywords: Part 1309 regulations, risk models, uncertainty, unmanned aircraft systems

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4094 Reliability Based Topology Optimization: An Efficient Method for Material Uncertainty

Authors: Mehdi Jalalpour, Mazdak Tootkaboni

Abstract:

We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.

Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization

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4093 A Joint Possibilistic-Probabilistic Tool for Load Flow Uncertainty Assessment-Part II: Case Studies

Authors: Morteza Aien, Masoud Rashidinejad, Mahmud Fotuhi-Firuzabad

Abstract:

Power systems are innately uncertain systems. To face with such uncertain systems, robust uncertainty assessment tools are appealed. This paper inspects the uncertainty assessment formulation of the load flow (LF) problem considering different kinds of uncertainties, developed in its companion paper through some case studies. The proposed methodology is based on the evidence theory and joint propagation of possibilistic and probabilistic uncertainties. The load and wind power generation are considered as probabilistic uncertain variables and the electric vehicles (EVs) and gas turbine distributed generation (DG) units are considered as possibilistic uncertain variables. The cumulative distribution function (CDF) of the system output parameters obtained by the pure probabilistic method lies within the belief and plausibility functions obtained by the joint propagation approach. Furthermore, the imprecision in the DG parameters is explicitly reflected by the gap between the belief and plausibility functions. This gap, due to the epistemic uncertainty on the DG resources parameters grows as the penetration level increases.

Keywords: electric vehicles, joint possibilistic- probabilistic uncertainty modeling, uncertain load flow, wind turbine generator

Procedia PDF Downloads 431