Search results for: linear quadratic Gaussian
3663 Facial Expression Recognition Using Sparse Gaussian Conditional Random Field
Authors: Mohammadamin Abbasnejad
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The analysis of expression and facial Action Units (AUs) detection are very important tasks in fields of computer vision and Human Computer Interaction (HCI) due to the wide range of applications in human life. Many works have been done during the past few years which has their own advantages and disadvantages. In this work, we present a new model based on Gaussian Conditional Random Field. We solve our objective problem using ADMM and we show how well the proposed model works. We train and test our work on two facial expression datasets, CK+, and RU-FACS. Experimental evaluation shows that our proposed approach outperform state of the art expression recognition.Keywords: Gaussian Conditional Random Field, ADMM, convergence, gradient descent
Procedia PDF Downloads 3553662 Use of SUDOKU Design to Assess the Implications of the Block Size and Testing Order on Efficiency and Precision of Dulce De Leche Preference Estimation
Authors: Jéssica Ferreira Rodrigues, Júlio Silvio De Sousa Bueno Filho, Vanessa Rios De Souza, Ana Carla Marques Pinheiro
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This study aimed to evaluate the implications of the block size and testing order on efficiency and precision of preference estimation for Dulce de leche samples. Efficiency was defined as the inverse of the average variance of pairwise comparisons among treatments. Precision was defined as the inverse of the variance of treatment means (or effects) estimates. The experiment was originally designed to test 16 treatments as a series of 8 Sudoku 16x16 designs being 4 randomized independently and 4 others in the reverse order, to yield balance in testing order. Linear mixed models were assigned to the whole experiment with 112 testers and all their grades, as well as their partially balanced subgroups, namely: a) experiment with the four initial EU; b) experiment with EU 5 to 8; c) experiment with EU 9 to 12; and b) experiment with EU 13 to 16. To record responses we used a nine-point hedonic scale, it was assumed a mixed linear model analysis with random tester and treatments effects and with fixed test order effect. Analysis of a cumulative random effects probit link model was very similar, with essentially no different conclusions and for simplicity, we present the results using Gaussian assumption. R-CRAN library lme4 and its function lmer (Fit Linear Mixed-Effects Models) was used for the mixed models and libraries Bayesthresh (default Gaussian threshold function) and ordinal with the function clmm (Cumulative Link Mixed Model) was used to check Bayesian analysis of threshold models and cumulative link probit models. It was noted that the number of samples tested in the same session can influence the acceptance level, underestimating the acceptance. However, proving a large number of samples can help to improve the samples discrimination.Keywords: acceptance, block size, mixed linear model, testing order, testing order
Procedia PDF Downloads 3203661 Novel Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification
Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park
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In this paper, we propose a novel inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multi-class. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.Keywords: bayesian rule, gaussian process classification model with multiclass, gaussian process prior, human action classification, laplace approximation, variational EM algorithm
Procedia PDF Downloads 3333660 Fast Bayesian Inference of Multivariate Block-Nearest Neighbor Gaussian Process (NNGP) Models for Large Data
Authors: Carlos Gonzales, Zaida Quiroz, Marcos Prates
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Several spatial variables collected at the same location that share a common spatial distribution can be modeled simultaneously through a multivariate geostatistical model that takes into account the correlation between these variables and the spatial autocorrelation. The main goal of this model is to perform spatial prediction of these variables in the region of study. Here we focus on a geostatistical multivariate formulation that relies on sharing common spatial random effect terms. In particular, the first response variable can be modeled by a mean that incorporates a shared random spatial effect, while the other response variables depend on this shared spatial term, in addition to specific random spatial effects. Each spatial random effect is defined through a Gaussian process with a valid covariance function, but in order to improve the computational efficiency when the data are large, each Gaussian process is approximated to a Gaussian random Markov field (GRMF), specifically to the block nearest neighbor Gaussian process (Block-NNGP). This approach involves dividing the spatial domain into several dependent blocks under certain constraints, where the cross blocks allow capturing the spatial dependence on a large scale, while each individual block captures the spatial dependence on a smaller scale. The multivariate geostatistical model belongs to the class of Latent Gaussian Models; thus, to achieve fast Bayesian inference, it is used the integrated nested Laplace approximation (INLA) method. The good performance of the proposed model is shown through simulations and applications for massive data.Keywords: Block-NNGP, geostatistics, gaussian process, GRMF, INLA, multivariate models.
Procedia PDF Downloads 973659 Stabilization of a Three-Pole Active Magnetic Bearing by Hybrid Control Method in Static Mode
Authors: Mahdi Kiani, Hassan Salarieh, Aria Alasty, S. Mahdi Darbandi
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The design and implementation of the hybrid control method for a three-pole active magnetic bearing (AMB) is proposed in this paper. The system is inherently nonlinear and conventional nonlinear controllers are a little complicated, while the proposed hybrid controller has a piecewise linear form, i.e. linear in each sub-region. A state-feedback hybrid controller is designed in this study, and the unmeasurable states are estimated by an observer. The gains of the hybrid controller are obtained by the Linear Quadratic Regulator (LQR) method in each sub-region. To evaluate the performance, the designed controller is implemented on an experimental setup in static mode. The experimental results show that the proposed method can efficiently stabilize the three-pole AMB system. The simplicity of design, domain of attraction, uncomplicated control law, and computational time are advantages of this method over other nonlinear control strategies in AMB systems.Keywords: active magnetic bearing, three pole AMB, hybrid control, Lyapunov function
Procedia PDF Downloads 3393658 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data
Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park
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We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence
Procedia PDF Downloads 4423657 Fast and Efficient Algorithms for Evaluating Uniform and Nonuniform Lagrange and Newton Curves
Authors: Taweechai Nuntawisuttiwong, Natasha Dejdumrong
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Newton-Lagrange Interpolations are widely used in numerical analysis. However, it requires a quadratic computational time for their constructions. In computer aided geometric design (CAGD), there are some polynomial curves: Wang-Ball, DP and Dejdumrong curves, which have linear time complexity algorithms. Thus, the computational time for Newton-Lagrange Interpolations can be reduced by applying the algorithms of Wang-Ball, DP and Dejdumrong curves. In order to use Wang-Ball, DP and Dejdumrong algorithms, first, it is necessary to convert Newton-Lagrange polynomials into Wang-Ball, DP or Dejdumrong polynomials. In this work, the algorithms for converting from both uniform and non-uniform Newton-Lagrange polynomials into Wang-Ball, DP and Dejdumrong polynomials are investigated. Thus, the computational time for representing Newton-Lagrange polynomials can be reduced into linear complexity. In addition, the other utilizations of using CAGD curves to modify the Newton-Lagrange curves can be taken.Keywords: Lagrange interpolation, linear complexity, monomial matrix, Newton interpolation
Procedia PDF Downloads 2333656 Lee-Carter Mortality Forecasting Method with Dynamic Normal Inverse Gaussian Mortality Index
Authors: Funda Kul, İsmail Gür
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Pension scheme providers have to price mortality risk by accurate mortality forecasting method. There are many mortality-forecasting methods constructed and used in literature. The Lee-Carter model is the first model to consider stochastic improvement trends in life expectancy. It is still precisely used. Mortality forecasting is done by mortality index in the Lee-Carter model. It is assumed that mortality index fits ARIMA time series model. In this paper, we propose and use dynamic normal inverse gaussian distribution to modeling mortality indes in the Lee-Carter model. Using population mortality data for Italy, France, and Turkey, the model is forecasting capability is investigated, and a comparative analysis with other models is ensured by some well-known benchmarking criterions.Keywords: mortality, forecasting, lee-carter model, normal inverse gaussian distribution
Procedia PDF Downloads 3593655 Image Compression Based on Regression SVM and Biorthogonal Wavelets
Authors: Zikiou Nadia, Lahdir Mourad, Ameur Soltane
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In this paper, we propose an effective method for image compression based on SVM Regression (SVR), with three different kernels, and biorthogonal 2D Discrete Wavelet Transform. SVM regression could learn dependency from training data and compressed using fewer training points (support vectors) to represent the original data and eliminate the redundancy. Biorthogonal wavelet has been used to transform the image and the coefficients acquired are then trained with different kernels SVM (Gaussian, Polynomial, and Linear). Run-length and Arithmetic coders are used to encode the support vectors and its corresponding weights, obtained from the SVM regression. The peak signal noise ratio (PSNR) and their compression ratios of several test images, compressed with our algorithm, with different kernels are presented. Compared with other kernels, Gaussian kernel achieves better image quality. Experimental results show that the compression performance of our method gains much improvement.Keywords: image compression, 2D discrete wavelet transform (DWT-2D), support vector regression (SVR), SVM Kernels, run-length, arithmetic coding
Procedia PDF Downloads 3813654 Design of Identification Based Adaptive Control for Fermentation Process in Bioreactor
Authors: J. Ritonja
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The biochemical technology has been developing extremely fast since the middle of the last century. The main reason for such development represents a requirement for large production of high-quality biologically manufactured products such as pharmaceuticals, foods, and beverages. The impact of the biochemical industry on the world economy is enormous. The great importance of this industry also results in intensive development in scientific disciplines relevant to the development of biochemical technology. In addition to developments in the fields of biology and chemistry, which enable to understand complex biochemical processes, development in the field of control theory and applications is also very important. In the paper, the control for the biochemical reactor for the milk fermentation was studied. During the fermentation process, the biophysical quantities must be precisely controlled to obtain the high-quality product. To control these quantities, the bioreactor’s stirring drive and/or heating system can be used. Available commercial biochemical reactors are equipped with open loop or conventional linear closed loop control system. Due to the outstanding parameters variations and the partial nonlinearity of the biochemical process, the results obtained with these control systems are not satisfactory. To improve the fermentation process, the self-tuning adaptive control system was proposed. The use of the self-tuning adaptive control is suggested because the parameters’ variations of the studied biochemical process are very slow in most cases. To determine the linearized mathematical model of the fermentation process, the recursive least square identification method was used. Based on the obtained mathematical model the linear quadratic regulator was tuned. The parameters’ identification and the controller’s synthesis are executed on-line and adapt the controller’s parameters to the fermentation process’ dynamics during the operation. The use of the proposed combination represents the original solution for the control of the milk fermentation process. The purpose of the paper is to contribute to the progress of the control systems for the biochemical reactors. The proposed adaptive control system was tested thoroughly. From the obtained results it is obvious that the proposed adaptive control system assures much better following of the reference signal as a conventional linear control system with fixed control parameters.Keywords: adaptive control, biochemical reactor, linear quadratic regulator, recursive least square identification
Procedia PDF Downloads 1243653 Facility Anomaly Detection with Gaussian Mixture Model
Authors: Sunghoon Park, Hank Kim, Jinwon An, Sungzoon Cho
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Internet of Things allows one to collect data from facilities which are then used to monitor them and even predict malfunctions in advance. Conventional quality control methods focus on setting a normal range on a sensor value defined between a lower control limit and an upper control limit, and declaring as an anomaly anything falling outside it. However, interactions among sensor values are ignored, thus leading to suboptimal performance. We propose a multivariate approach which takes into account many sensor values at the same time. In particular Gaussian Mixture Model is used which is trained to maximize likelihood value using Expectation-Maximization algorithm. The number of Gaussian component distributions is determined by Bayesian Information Criterion. The negative Log likelihood value is used as an anomaly score. The actual usage scenario goes like a following. For each instance of sensor values from a facility, an anomaly score is computed. If it is larger than a threshold, an alarm will go off and a human expert intervenes and checks the system. A real world data from Building energy system was used to test the model.Keywords: facility anomaly detection, gaussian mixture model, anomaly score, expectation maximization algorithm
Procedia PDF Downloads 2713652 Characteristics-Based Lq-Control of Cracking Reactor by Integral Reinforcement
Authors: Jana Abu Ahmada, Zaineb Mohamed, Ilyasse Aksikas
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The linear quadratic control system of hyperbolic first order partial differential equations (PDEs) are presented. The aim of this research is to control chemical reactions. This is achieved by converting the PDEs system to ordinary differential equations (ODEs) using the method of characteristics to reduce the system to control it by using the integral reinforcement learning. The designed controller is applied to a catalytic cracking reactor. Background—Transport-Reaction systems cover a large chemical and bio-chemical processes. They are best described by nonlinear PDEs derived from mass and energy balances. As a main application to be considered in this work is the catalytic cracking reactor. Indeed, the cracking reactor is widely used to convert high-boiling, high-molecular weight hydrocarbon fractions of petroleum crude oils into more valuable gasoline, olefinic gases, and others. On the other hand, control of PDEs systems is an important and rich area of research. One of the main control techniques is feedback control. This type of control utilizes information coming from the system to correct its trajectories and drive it to a desired state. Moreover, feedback control rejects disturbances and reduces the variation effects on the plant parameters. Linear-quadratic control is a feedback control since the developed optimal input is expressed as feedback on the system state to exponentially stabilize and drive a linear plant to the steady-state while minimizing a cost criterion. The integral reinforcement learning policy iteration technique is a strong method that solves the linear quadratic regulator problem for continuous-time systems online in real time, using only partial information about the system dynamics (i.e. the drift dynamics A of the system need not be known), and without requiring measurements of the state derivative. This is, in effect, a direct (i.e. no system identification procedure is employed) adaptive control scheme for partially unknown linear systems that converges to the optimal control solution. Contribution—The goal of this research is to Develop a characteristics-based optimal controller for a class of hyperbolic PDEs and apply the developed controller to a catalytic cracking reactor model. In the first part, developing an algorithm to control a class of hyperbolic PDEs system will be investigated. The method of characteristics will be employed to convert the PDEs system into a system of ODEs. Then, the control problem will be solved along the characteristic curves. The reinforcement technique is implemented to find the state-feedback matrix. In the other half, applying the developed algorithm to the important application of a catalytic cracking reactor. The main objective is to use the inlet fraction of gas oil as a manipulated variable to drive the process state towards desired trajectories. The outcome of this challenging research would yield the potential to provide a significant technological innovation for the gas industries since the catalytic cracking reactor is one of the most important conversion processes in petroleum refineries.Keywords: PDEs, reinforcement iteration, method of characteristics, riccati equation, cracking reactor
Procedia PDF Downloads 903651 Gaussian Probability Density for Forest Fire Detection Using Satellite Imagery
Authors: S. Benkraouda, Z. Djelloul-Khedda, B. Yagoubi
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we present a method for early detection of forest fires from a thermal infrared satellite image, using the image matrix of the probability of belonging. The principle of the method is to compare a theoretical mathematical model to an experimental model. We considered that each line of the image matrix, as an embodiment of a non-stationary random process. Since the distribution of pixels in the satellite image is statistically dependent, we divided these lines into small stationary and ergodic intervals to characterize the image by an adequate mathematical model. A standard deviation was chosen to generate random variables, so each interval behaves naturally like white Gaussian noise. The latter has been selected as the mathematical model that represents a set of very majority pixels, which we can be considered as the image background. Before modeling the image, we made a few pretreatments, then the parameters of the theoretical Gaussian model were extracted from the modeled image, these settings will be used to calculate the probability of each interval of the modeled image to belong to the theoretical Gaussian model. The high intensities pixels are regarded as foreign elements to it, so they will have a low probability, and the pixels that belong to the background image will have a high probability. Finally, we did present the reverse of the matrix of probabilities of these intervals for a better fire detection.Keywords: forest fire, forest fire detection, satellite image, normal distribution, theoretical gaussian model, thermal infrared matrix image
Procedia PDF Downloads 1413650 Regression for Doubly Inflated Multivariate Poisson Distributions
Authors: Ishapathik Das, Sumen Sen, N. Rao Chaganty, Pooja Sengupta
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Dependent multivariate count data occur in several research studies. These data can be modeled by a multivariate Poisson or Negative binomial distribution constructed using copulas. However, when some of the counts are inflated, that is, the number of observations in some cells are much larger than other cells, then the copula based multivariate Poisson (or Negative binomial) distribution may not fit well and it is not an appropriate statistical model for the data. There is a need to modify or adjust the multivariate distribution to account for the inflated frequencies. In this article, we consider the situation where the frequencies of two cells are higher compared to the other cells, and develop a doubly inflated multivariate Poisson distribution function using multivariate Gaussian copula. We also discuss procedures for regression on covariates for the doubly inflated multivariate count data. For illustrating the proposed methodologies, we present a real data containing bivariate count observations with inflations in two cells. Several models and linear predictors with log link functions are considered, and we discuss maximum likelihood estimation to estimate unknown parameters of the models.Keywords: copula, Gaussian copula, multivariate distributions, inflated distributios
Procedia PDF Downloads 1563649 Additive White Gaussian Noise Filtering from ECG by Wiener Filter and Median Filter: A Comparative Study
Authors: Hossein Javidnia, Salehe Taheri
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The Electrocardiogram (ECG) is the recording of the heart’s electrical potential versus time. ECG signals are often contaminated with noise such as baseline wander and muscle noise. As these signals have been widely used in clinical studies to detect heart diseases, it is essential to filter these noises. In this paper we compare performance of Wiener Filtering and Median Filtering methods to filter Additive White Gaussian (AWG) noise with the determined signal to noise ratio (SNR) ranging from 3 to 5 dB applied to long-term ECG recordings samples. Root mean square error (RMSE) and coefficient of determination (R2) between the filtered ECG and original ECG was used as the filter performance indicator. Experimental results show that Wiener filter has better noise filtering performance than Median filter.Keywords: ECG noise filtering, Wiener filtering, median filtering, Gaussian noise, filtering performance
Procedia PDF Downloads 5283648 A Comparison of Sequential Quadratic Programming, Genetic Algorithm, Simulated Annealing, Particle Swarm Optimization for the Design and Optimization of a Beam Column
Authors: Nima Khosravi
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This paper describes an integrated optimization technique with concurrent use of sequential quadratic programming, genetic algorithm, and simulated annealing particle swarm optimization for the design and optimization of a beam column. In this research, the comparison between 4 different types of optimization methods. The comparison is done and it is found out that all the methods meet the required constraints and the lowest value of the objective function is achieved by SQP, which was also the fastest optimizer to produce the results. SQP is a gradient based optimizer hence its results are usually the same after every run. The only thing which affects the results is the initial conditions given. The initial conditions given in the various test run were very large as compared. Hence, the value converged at a different point. Rest of the methods is a heuristic method which provides different values for different runs even if every parameter is kept constant.Keywords: beam column, genetic algorithm, particle swarm optimization, sequential quadratic programming, simulated annealing
Procedia PDF Downloads 3853647 Subjective versus Objective Assessment for Magnetic Resonance (MR) Images
Authors: Heshalini Rajagopal, Li Sze Chow, Raveendran Paramesran
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Magnetic Resonance Imaging (MRI) is one of the most important medical imaging modality. Subjective assessment of the image quality is regarded as the gold standard to evaluate MR images. In this study, a database of 210 MR images which contains ten reference images and 200 distorted images is presented. The reference images were distorted with four types of distortions: Rician Noise, Gaussian White Noise, Gaussian Blur and DCT compression. The 210 images were assessed by ten subjects. The subjective scores were presented in Difference Mean Opinion Score (DMOS). The DMOS values were compared with four FR-IQA metrics. We have used Pearson Linear Coefficient (PLCC) and Spearman Rank Order Correlation Coefficient (SROCC) to validate the DMOS values. The high correlation values of PLCC and SROCC shows that the DMOS values are close to the objective FR-IQA metrics.Keywords: medical resonance (MR) images, difference mean opinion score (DMOS), full reference image quality assessment (FR-IQA)
Procedia PDF Downloads 4583646 A Study of the Formation, Existence and Stability of Localised Pulses in PDE
Authors: Ayaz Ahmad
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TOPIC: A study of the formation ,existness and stability of localised pulses in pde Ayaz Ahmad ,NITP, Abstract:In this paper we try to govern the evolution deterministic variable over space and time .We analysis the behaviour of the model which allows us to predict and understand the possible behaviour of the physical system .Bifurcation theory provides a basis to systematically investigate the models for invariant sets .Exploring the behaviour of PDE using bifurcation theory which provides many challenges both numerically and analytically. We use the derivation of a non linear partial differential equation which may be written in this form ∂u/∂t+c ∂u/∂x+∈(∂^3 u)/(∂x^3 )+¥u ∂u/∂x=0 We show that the temperature increased convection cells forms. Through our work we look for localised solution which are characterised by sudden burst of aeroidic spatio-temporal evolution. Key word: Gaussian pulses, Aeriodic ,spatio-temporal evolution ,convection cells, nonlinearoptics, Dr Ayaz ahmad Assistant Professor Department of Mathematics National institute of technology Patna ,Bihar,,India 800005 [email protected] +91994907553Keywords: Gaussian pulses, aeriodic, spatio-temporal evolution, convection cells, nonlinear optics
Procedia PDF Downloads 3393645 Generalized Additive Model for Estimating Propensity Score
Authors: Tahmidul Islam
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Propensity Score Matching (PSM) technique has been widely used for estimating causal effect of treatment in observational studies. One major step of implementing PSM is estimating the propensity score (PS). Logistic regression model with additive linear terms of covariates is most used technique in many studies. Logistics regression model is also used with cubic splines for retaining flexibility in the model. However, choosing the functional form of the logistic regression model has been a question since the effectiveness of PSM depends on how accurately the PS been estimated. In many situations, the linearity assumption of linear logistic regression may not hold and non-linear relation between the logit and the covariates may be appropriate. One can estimate PS using machine learning techniques such as random forest, neural network etc for more accuracy in non-linear situation. In this study, an attempt has been made to compare the efficacy of Generalized Additive Model (GAM) in various linear and non-linear settings and compare its performance with usual logistic regression. GAM is a non-parametric technique where functional form of the covariates can be unspecified and a flexible regression model can be fitted. In this study various simple and complex models have been considered for treatment under several situations (small/large sample, low/high number of treatment units) and examined which method leads to more covariate balance in the matched dataset. It is found that logistic regression model is impressively robust against inclusion quadratic and interaction terms and reduces mean difference in treatment and control set equally efficiently as GAM does. GAM provided no significantly better covariate balance than logistic regression in both simple and complex models. The analysis also suggests that larger proportion of controls than treatment units leads to better balance for both of the methods.Keywords: accuracy, covariate balances, generalized additive model, logistic regression, non-linearity, propensity score matching
Procedia PDF Downloads 3663644 Implicit Transaction Costs and the Fundamental Theorems of Asset Pricing
Authors: Erindi Allaj
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This paper studies arbitrage pricing theory in financial markets with transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded volume. The investors in the market always buy at the ask and sell at the bid price. Transaction costs are composed of two terms, one is able to capture the implicit transaction costs and the other the price impact. Moreover, a new definition of a self-financing portfolio is obtained. The self-financing condition suggests that continuous trading is possible, but is restricted to predictable trading strategies which have left and right limit and finite quadratic variation. That is, predictable trading strategies of infinite variation and of finite quadratic variation are allowed in our setting. Within this framework, the existence of an equivalent probability measure is equivalent to the absence of arbitrage opportunities, so that the first fundamental theorem of asset pricing (FFTAP) holds. It is also proved that, when this probability measure is unique, any contingent claim in the market is hedgeable in an L2-sense. The price of any contingent claim is equal to the risk-neutral price. To better understand how to apply the theory proposed we provide an example with linear transaction costs.Keywords: arbitrage pricing theory, transaction costs, fundamental theorems of arbitrage, financial markets
Procedia PDF Downloads 3593643 Fast Robust Switching Control Scheme for PWR-Type Nuclear Power Plants
Authors: Piyush V. Surjagade, Jiamei Deng, Paul Doney, S. R. Shimjith, A. John Arul
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In sophisticated and complex systems such as nuclear power plants, maintaining the system's stability in the presence of uncertainties and disturbances and obtaining a fast dynamic response are the most challenging problems. Thus, to ensure the satisfactory and safe operation of nuclear power plants, this work proposes a new fast, robust optimal switching control strategy for pressurized water reactor-type nuclear power plants. The proposed control strategy guarantees a substantial degree of robustness, fast dynamic response over the entire operational envelope, and optimal performance during the nominal operation of the plant. To improve the robustness, obtain a fast dynamic response, and make the system optimal, a bank of controllers is designed. Various controllers, like a baseline proportional-integral-derivative controller, an optimal linear quadratic Gaussian controller, and a robust adaptive L1 controller, are designed to perform distinct tasks in a specific situation. At any instant of time, the most suitable controller from the bank of controllers is selected using the switching logic unit that designates the controller by monitoring the health of the nuclear power plant or transients. The proposed switching control strategy optimizes the overall performance and increases operational safety and efficiency. Simulation studies have been performed considering various uncertainties and disturbances that demonstrate the applicability and effectiveness of the proposed switching control strategy over some conventional control techniques.Keywords: switching control, robust control, optimal control, nuclear power control
Procedia PDF Downloads 1323642 Modeling and Optimal Control of Hybrid Unmanned Aerial Vehicles with Wind Disturbance
Authors: Sunsoo Kim, Niladri Das, Raktim Bhattacharya
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This paper addresses modeling and control of a six-degree-of-freedom unmanned aerial vehicle capable of vertical take-off and landing in the presence of wind disturbances. We design a hybrid vehicle that combines the benefits of both the fixed-wing and the rotary-wing UAVs. A non-linear model for the hybrid vehicle is rapidly built, combining rigid body dynamics, aerodynamics of wing, and dynamics of the motor and propeller. Further, we design a H₂ optimal controller to make the UAV robust to wind disturbances. We compare its results against that of proportional-integral-derivative and linear-quadratic regulator based control. Our proposed controller results in better performance in terms of root mean squared errors and time responses during two scenarios: hover and level- flight.Keywords: hybrid UAVs, VTOL, aircraft modeling, H2 optimal control, wind disturbances
Procedia PDF Downloads 1533641 On the Construction of Some Optimal Binary Linear Codes
Authors: Skezeer John B. Paz, Ederlina G. Nocon
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Finding an optimal binary linear code is a central problem in coding theory. A binary linear code C = [n, k, d] is called optimal if there is no linear code with higher minimum distance d given the length n and the dimension k. There are bounds giving limits for the minimum distance d of a linear code of fixed length n and dimension k. The lower bound which can be taken by construction process tells that there is a known linear code having this minimum distance. The upper bound is given by theoretic results such as Griesmer bound. One way to find an optimal binary linear code is to make the lower bound of d equal to its higher bound. That is, to construct a binary linear code which achieves the highest possible value of its minimum distance d, given n and k. Some optimal binary linear codes were presented by Andries Brouwer in his published table on bounds of the minimum distance d of binary linear codes for 1 ≤ n ≤ 256 and k ≤ n. This was further improved by Markus Grassl by giving a detailed construction process for each code exhibiting the lower bound. In this paper, we construct new optimal binary linear codes by using some construction processes on existing binary linear codes. Particularly, we developed an algorithm applied to the codes already constructed to extend the list of optimal binary linear codes up to 257 ≤ n ≤ 300 for k ≤ 7.Keywords: bounds of linear codes, Griesmer bound, construction of linear codes, optimal binary linear codes
Procedia PDF Downloads 7543640 An Automatic Speech Recognition Tool for the Filipino Language Using the HTK System
Authors: John Lorenzo Bautista, Yoon-Joong Kim
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This paper presents the development of a Filipino speech recognition tool using the HTK System. The system was trained from a subset of the Filipino Speech Corpus developed by the DSP Laboratory of the University of the Philippines-Diliman. The speech corpus was both used in training and testing the system by estimating the parameters for phonetic HMM-based (Hidden-Markov Model) acoustic models. Experiments on different mixture-weights were incorporated in the study. The phoneme-level word-based recognition of a 5-state HMM resulted in an average accuracy rate of 80.13 for a single-Gaussian mixture model, 81.13 after implementing a phoneme-alignment, and 87.19 for the increased Gaussian-mixture weight model. The highest accuracy rate of 88.70% was obtained from a 5-state model with 6 Gaussian mixtures.Keywords: Filipino language, Hidden Markov Model, HTK system, speech recognition
Procedia PDF Downloads 4793639 Unsupervised Learning and Similarity Comparison of Water Mass Characteristics with Gaussian Mixture Model for Visualizing Ocean Data
Authors: Jian-Heng Wu, Bor-Shen Lin
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The temperature-salinity relationship is one of the most important characteristics used for identifying water masses in marine research. Temperature-salinity characteristics, however, may change dynamically with respect to the geographic location and is quite sensitive to the depth at the same location. When depth is taken into consideration, however, it is not easy to compare the characteristics of different water masses efficiently for a wide range of areas of the ocean. In this paper, the Gaussian mixture model was proposed to analyze the temperature-salinity-depth characteristics of water masses, based on which comparison between water masses may be conducted. Gaussian mixture model could model the distribution of a random vector and is formulated as the weighting sum for a set of multivariate normal distributions. The temperature-salinity-depth data for different locations are first used to train a set of Gaussian mixture models individually. The distance between two Gaussian mixture models can then be defined as the weighting sum of pairwise Bhattacharyya distances among the Gaussian distributions. Consequently, the distance between two water masses may be measured fast, which allows the automatic and efficient comparison of the water masses for a wide range area. The proposed approach not only can approximate the distribution of temperature, salinity, and depth directly without the prior knowledge for assuming the regression family, but may restrict the complexity by controlling the number of mixtures when the amounts of samples are unevenly distributed. In addition, it is critical for knowledge discovery in marine research to represent, manage and share the temperature-salinity-depth characteristics flexibly and responsively. The proposed approach has been applied to a real-time visualization system of ocean data, which may facilitate the comparison of water masses by aggregating the data without degrading the discriminating capabilities. This system provides an interface for querying geographic locations with similar temperature-salinity-depth characteristics interactively and for tracking specific patterns of water masses, such as the Kuroshio near Taiwan or those in the South China Sea.Keywords: water mass, Gaussian mixture model, data visualization, system framework
Procedia PDF Downloads 1423638 A Time-Varying and Non-Stationary Convolution Spectral Mixture Kernel for Gaussian Process
Authors: Kai Chen, Shuguang Cui, Feng Yin
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Gaussian process (GP) with spectral mixture (SM) kernel demonstrates flexible non-parametric Bayesian learning ability in modeling unknown function. In this work a novel time-varying and non-stationary convolution spectral mixture (TN-CSM) kernel with a significant enhancing of interpretability by using process convolution is introduced. A way decomposing the SM component into an auto-convolution of base SM component and parameterizing it to be input dependent is outlined. Smoothly, performing a convolution between two base SM component yields a novel structure of non-stationary SM component with much better generalized expression and interpretation. The TN-CSM perfectly allows compatibility with the stationary SM kernel in terms of kernel form and spectral base ignored and confused by previous non-stationary kernels. On synthetic and real-world datatsets, experiments show the time-varying characteristics of hyper-parameters in TN-CSM and compare the learning performance of TN-CSM with popular and representative non-stationary GP.Keywords: Gaussian process, spectral mixture, non-stationary, convolution
Procedia PDF Downloads 1943637 Human Action Recognition Using Variational Bayesian HMM with Dirichlet Process Mixture of Gaussian Wishart Emission Model
Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park
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In this paper, we present the human action recognition method using the variational Bayesian HMM with the Dirichlet process mixture (DPM) of the Gaussian-Wishart emission model (GWEM). First, we define the Bayesian HMM based on the Dirichlet process, which allows an infinite number of Gaussian-Wishart components to support continuous emission observations. Second, we have considered an efficient variational Bayesian inference method that can be applied to drive the posterior distribution of hidden variables and model parameters for the proposed model based on training data. And then we have derived the predictive distribution that may be used to classify new action. Third, the paper proposes a process of extracting appropriate spatial-temporal feature vectors that can be used to recognize a wide range of human behaviors from input video image. Finally, we have conducted experiments that can evaluate the performance of the proposed method. The experimental results show that the method presented is more efficient with human action recognition than existing methods.Keywords: human action recognition, Bayesian HMM, Dirichlet process mixture model, Gaussian-Wishart emission model, Variational Bayesian inference, prior distribution and approximate posterior distribution, KTH dataset
Procedia PDF Downloads 3523636 Gaussian Mixture Model Based Identification of Arterial Wall Movement for Computation of Distension Waveform
Authors: Ravindra B. Patil, P. Krishnamoorthy, Shriram Sethuraman
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This work proposes a novel Gaussian Mixture Model (GMM) based approach for accurate tracking of the arterial wall and subsequent computation of the distension waveform using Radio Frequency (RF) ultrasound signal. The approach was evaluated on ultrasound RF data acquired using a prototype ultrasound system from an artery mimicking flow phantom. The effectiveness of the proposed algorithm is demonstrated by comparing with existing wall tracking algorithms. The experimental results show that the proposed method provides 20% reduction in the error margin compared to the existing approaches in tracking the arterial wall movement. This approach coupled with ultrasound system can be used to estimate the arterial compliance parameters required for screening of cardiovascular related disorders.Keywords: distension waveform, Gaussian Mixture Model, RF ultrasound, arterial wall movement
Procedia PDF Downloads 5053635 Universality and Synchronization in Complex Quadratic Networks
Authors: Anca Radulescu, Danae Evans
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The relationship between a network’s hardwiring and its emergent dynamics are central to neuroscience. We study the principles of this correspondence in a canonical setup (in which network nodes exhibit well-studied complex quadratic dynamics), then test their universality in biological networks. By extending methods from discrete dynamics, we study the effects of network connectivity on temporal patterns, encapsulating long-term behavior into the rich topology of network Mandelbrot sets. Then elements of fractal geometry can be used to predict and classify network behavior.Keywords: canonical model, complex dynamics, dynamic networks, fractals, Mandelbrot set, network connectivity
Procedia PDF Downloads 3073634 Prediction of the Thermodynamic Properties of Hydrocarbons Using Gaussian Process Regression
Authors: N. Alhazmi
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Knowing the thermodynamics properties of hydrocarbons is vital when it comes to analyzing the related chemical reaction outcomes and understanding the reaction process, especially in terms of petrochemical industrial applications, combustions, and catalytic reactions. However, measuring the thermodynamics properties experimentally is time-consuming and costly. In this paper, Gaussian process regression (GPR) has been used to directly predict the main thermodynamic properties - standard enthalpy of formation, standard entropy, and heat capacity -for more than 360 cyclic and non-cyclic alkanes, alkenes, and alkynes. A simple workflow has been proposed that can be applied to directly predict the main properties of any hydrocarbon by knowing its descriptors and chemical structure and can be generalized to predict the main properties of any material. The model was evaluated by calculating the statistical error R², which was more than 0.9794 for all the predicted properties.Keywords: thermodynamic, Gaussian process regression, hydrocarbons, regression, supervised learning, entropy, enthalpy, heat capacity
Procedia PDF Downloads 220