Search results for: model checking
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16452

Search results for: model checking

16392 Building an Opinion Dynamics Model from Experimental Data

Authors: Dino Carpentras, Paul J. Maher, Caoimhe O'Reilly, Michael Quayle

Abstract:

Opinion dynamics is a sub-field of agent-based modeling that focuses on people’s opinions and their evolutions over time. Despite the rapid increase in the number of publications in this field, it is still not clear how to apply these models to real-world scenarios. Indeed, there is no agreement on how people update their opinion while interacting. Furthermore, it is not clear if different topics will show the same dynamics (e.g., more polarized topics may behave differently). These problems are mostly due to the lack of experimental validation of the models. Some previous studies started bridging this gap in the literature by directly measuring people’s opinions before and after the interaction. However, these experiments force people to express their opinion as a number instead of using natural language (and then, eventually, encoding it as numbers). This is not the way people normally interact, and it may strongly alter the measured dynamics. Another limitation of these studies is that they usually average all the topics together, without checking if different topics may show different dynamics. In our work, we collected data from 200 participants on 5 unpolarized topics. Participants expressed their opinions in natural language (“agree” or “disagree”). We also measured the certainty of their answer, expressed as a number between 1 and 10. However, this value was not shown to other participants to keep the interaction based on natural language. We then showed the opinion (and not the certainty) of another participant and, after a distraction task, we repeated the measurement. To make the data compatible with opinion dynamics models, we multiplied opinion and certainty to obtain a new parameter (here called “continuous opinion”) ranging from -10 to +10 (using agree=1 and disagree=-1). We firstly checked the 5 topics individually, finding that all of them behaved in a similar way despite having different initial opinions distributions. This suggested that the same model could be applied for different unpolarized topics. We also observed that people tend to maintain similar levels of certainty, even when they changed their opinion. This is a strong violation of what is suggested from common models, where people starting at, for example, +8, will first move towards 0 instead of directly jumping to -8. We also observed social influence, meaning that people exposed with “agree” were more likely to move to higher levels of continuous opinion, while people exposed with “disagree” were more likely to move to lower levels. However, we also observed that the effect of influence was smaller than the effect of random fluctuations. Also, this configuration is different from standard models, where noise, when present, is usually much smaller than the effect of social influence. Starting from this, we built an opinion dynamics model that explains more than 80% of data variance. This model was also able to show the natural conversion of polarization from unpolarized states. This experimental approach offers a new way to build models grounded on experimental data. Furthermore, the model offers new insight into the fundamental terms of opinion dynamics models.

Keywords: experimental validation, micro-dynamics rule, opinion dynamics, update rule

Procedia PDF Downloads 86
16391 Patients' Perceptions of Receiving a Diagnosis of a Haematological Malignancy, following the SPIKES Protocol

Authors: Lauren Dixon, David Galvani

Abstract:

Objective: Sharing devastating news with patients is often considered the most difficult task of doctors. This study aimed to explore patients’ perceptions of receiving bad news including which features improve the experience and which areas need refining. Methods: A questionnaire was written based on the steps of the SPIKES model for breaking bad news. 20 patients receiving treatment for a haematological malignancy completed the questionnaire. Results: Overall, the results are promising as most patients praised their consultation. ‘Poor’ was more commonly rated by women and participants aged 45-64. The main differences between the ‘excellent’ and ‘poor’ consultations include the doctor’s sensitivity and checking the patients’ understanding. Only 35% of patients were asked their existing knowledge and 85% of consultations failed to discuss the impact of the diagnosis on daily life. Conclusion: This study agreed with the consensus of existing literature. The commended aspects include consultation set-up and information given. Areas patients felt needed improvement include doctors determining the patient’s existing knowledge and exploring how the diagnosis will affect the patient’s life. With a poorer prognosis, doctors should work on conveying appropriate hope. The study was limited by a small sample size and potential recall bias.

Keywords: cancer, diagnosis, haematology, patients

Procedia PDF Downloads 284
16390 Equivalent Circuit Model for the Eddy Current Damping with Frequency-Dependence

Authors: Zhiguo Shi, Cheng Ning Loong, Jiazeng Shan, Weichao Wu

Abstract:

This study proposes an equivalent circuit model to simulate the eddy current damping force with shaking table tests and finite element modeling. The model is firstly proposed and applied to a simple eddy current damper, which is modelled in ANSYS, indicating that the proposed model can simulate the eddy current damping force under different types of excitations. Then, a non-contact and friction-free eddy current damper is designed and tested, and the proposed model can reproduce the experimental observations. The excellent agreement between the simulated results and the experimental data validates the accuracy and reliability of the equivalent circuit model. Furthermore, a more complicated model is performed in ANSYS to verify the feasibility of the equivalent circuit model in complex eddy current damper, and the higher-order fractional model and viscous model are adopted for comparison.

Keywords: equivalent circuit model, eddy current damping, finite element model, shake table test

Procedia PDF Downloads 163
16389 The Extended Skew Gaussian Process for Regression

Authors: M. T. Alodat

Abstract:

In this paper, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew Gaussian process for regression(ESGPr) model. The ESGPR model works better than the GPR model when the errors are skewed. We derive the predictive distribution for the ESGPR model at a new input. Also we apply the ESGPR model to FOREX data and we find that it fits the Forex data better than the GPR model.

Keywords: extended skew normal distribution, Gaussian process for regression, predictive distribution, ESGPr model

Procedia PDF Downloads 525
16388 Camera Model Identification for Mi Pad 4, Oppo A37f, Samsung M20, and Oppo f9

Authors: Ulrich Wake, Eniman Syamsuddin

Abstract:

The model for camera model identificaiton is trained using pretrained model ResNet43 and ResNet50. The dataset consists of 500 photos of each phone. Dataset is divided into 1280 photos for training, 320 photos for validation and 400 photos for testing. The model is trained using One Cycle Policy Method and tested using Test-Time Augmentation. Furthermore, the model is trained for 50 epoch using regularization such as drop out and early stopping. The result is 90% accuracy for validation set and above 85% for Test-Time Augmentation using ResNet50. Every model is also trained by slightly updating the pretrained model’s weights

Keywords: ​ One Cycle Policy, ResNet34, ResNet50, Test-Time Agumentation

Procedia PDF Downloads 176
16387 A Theoretical Hypothesis on Ferris Wheel Model of University Social Responsibility

Authors: Le Kang

Abstract:

According to the nature of the university, as a free and responsible academic community, USR is based on a different foundation —academic responsibility, so the Pyramid and the IC Model of CSR could not fully explain the most distinguished feature of USR. This paper sought to put forward a new model— Ferris Wheel Model, to illustrate the nature of USR and the process of achievement. The Ferris Wheel Model of USR shows the university creates a balanced, fairness and neutrality systemic structure to afford social responsibilities; that makes the organization could obtain a synergistic effect to achieve more extensive interests of stakeholders and wider social responsibilities.

Keywords: USR, achievement model, ferris wheel model, social responsibilities

Procedia PDF Downloads 695
16386 Model Predictive Control of Three Phase Inverter for PV Systems

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents a model predictive control (MPC) of a utility interactive three phase inverter (TPI) for a photovoltaic (PV) system at commercial level. The proposed model uses phase locked loop (PLL) to synchronize TPI with the power electric grid (PEG) and performs MPC control in a dq reference frame. TPI model consists of boost converter (BC), maximum power point tracking (MPPT) control, and a three leg voltage source inverter (VSI). Operational model of VSI is used to synthesize sinusoidal current and track the reference. Model is validated using a 35.7 kW PV system in Matlab/Simulink. Implementation and results show simplicity and accuracy, as well as reliability of the model.

Keywords: model predictive control, three phase voltage source inverter, PV system, Matlab/simulink

Procedia PDF Downloads 552
16385 Model Observability – A Monitoring Solution for Machine Learning Models

Authors: Amreth Chandrasehar

Abstract:

Machine Learning (ML) Models are developed and run in production to solve various use cases that help organizations to be more efficient and help drive the business. But this comes at a massive development cost and lost business opportunities. According to the Gartner report, 85% of data science projects fail, and one of the factors impacting this is not paying attention to Model Observability. Model Observability helps the developers and operators to pinpoint the model performance issues data drift and help identify root cause of issues. This paper focuses on providing insights into incorporating model observability in model development and operationalizing it in production.

Keywords: model observability, monitoring, drift detection, ML observability platform

Procedia PDF Downloads 76
16384 Reducing Accidents Using Text Stops

Authors: Benish Chaudhry

Abstract:

Most of the accidents these days are occurring because of the ‘text-and-drive’ concept. If we look at the structure of cities in UAE, there are great distances, because of which it is impossible to drive without using or merely checking the cellphone. Moreover, if we look at the road structure, it is almost impossible to stop at a point and text. With the introduction of TEXT STOPs, drivers will be able to stop different stops for a maximum of 1 and a half-minute in order to reply or write a message. They can be introduced at a distance of 10 minutes of driving on the average speed of the road, so the drivers can look forward to a stop and can reply to a text when needed. A user survey indicates that drivers are willing to NOT text-and-drive if they have such a facility available.

Keywords: transport, accidents, urban planning, road planning

Procedia PDF Downloads 357
16383 Practical Application of Business Processes Simulation

Authors: M. Gregušová, V. Schindlerová, I. Šajdlerová, P. Mohyla, J. Kedroň

Abstract:

Company managers are always looking for more and more opportunities to succeed in today's fiercely competitive market. Maintain your place among the successful companies on the market today or come up with a revolutionary business idea; it is much more difficult than before. Each new or improved method, tools, or the approach that can improve the functioning of business processes or even the entire system is worth checking and verification. The use of simulation in the design of manufacturing systems and their management in practice is one of the ways without increased risk to find the optimal parameters of manufacturing processes and systems. The paper presents an example of using simulation to solve the bottleneck problem in concrete company.

Keywords: practical applications, business processes, systems, simulation

Procedia PDF Downloads 613
16382 All-or-None Principle and Weakness of Hodgkin-Huxley Mathematical Model

Authors: S. A. Sadegh Zadeh, C. Kambhampati

Abstract:

Mathematical and computational modellings are the necessary tools for reviewing, analysing, and predicting processes and events in the wide spectrum range of scientific fields. Therefore, in a field as rapidly developing as neuroscience, the combination of these two modellings can have a significant role in helping to guide the direction the field takes. The paper combined mathematical and computational modelling to prove a weakness in a very precious model in neuroscience. This paper is intended to analyse all-or-none principle in Hodgkin-Huxley mathematical model. By implementation the computational model of Hodgkin-Huxley model and applying the concept of all-or-none principle, an investigation on this mathematical model has been performed. The results clearly showed that the mathematical model of Hodgkin-Huxley does not observe this fundamental law in neurophysiology to generating action potentials. This study shows that further mathematical studies on the Hodgkin-Huxley model are needed in order to create a model without this weakness.

Keywords: all-or-none, computational modelling, mathematical model, transmembrane voltage, action potential

Procedia PDF Downloads 587
16381 Traverse Surveying Table Simple and Sure

Authors: Hamid Fallah

Abstract:

Creating surveying stations is the first thing that a surveyor learns; they can use it for control and implementation in projects such as buildings, roads, tunnels, monitoring, etc., whatever is related to the preparation of maps. In this article, the method of calculation through the traverse table and by checking several examples of errors of several publishers of surveying books in the calculations of this table, we also control the results of several software in a simple way. Surveyors measure angles and lengths in creating surveying stations, so the most important task of a surveyor is to be able to correctly remove the error of angles and lengths from the calculations and to determine whether the amount of error is within the permissible limit for delete it or not.

Keywords: UTM, localization, scale factor, cartesian, traverse

Procedia PDF Downloads 55
16380 The Design of Intelligent Classroom Management System with Raspberry PI

Authors: Sathapath Kilaso

Abstract:

Attendance checking in the classroom for student is object to record the student’s attendance in order to support the learning activities in the classroom. Despite the teaching trend in the 21st century is the student-center learning and the lecturer duty is to mentor and give an advice, the classroom learning is still important in order to let the student interact with the classmate and the lecturer or for a specific subject which the in-class learning is needed. The development of the system prototype by applied the microcontroller technology and embedded system with the “internet of thing” trend and the web socket technique will allow the lecturer to be alerted immediately whenever the data is updated.

Keywords: arduino, embedded system, classroom, raspberry PI

Procedia PDF Downloads 350
16379 Multiscale Modelling of Citrus Black Spot Transmission Dynamics along the Pre-Harvest Supply Chain

Authors: Muleya Nqobile, Winston Garira

Abstract:

We presented a compartmental deterministic multi-scale model which encompass internal plant defensive mechanism and pathogen interaction, then we consider nesting the model into the epidemiological model. The objective was to improve our understanding of the transmission dynamics of within host and between host of Guignardia citricapa Kiely. The inflow of infected class was scaled down to individual level while the outflow was scaled up to average population level. Conceptual model and mathematical model were constructed to display a theoretical framework which can be used for predicting or identify disease pattern.

Keywords: epidemiological model, mathematical modelling, multi-scale modelling, immunological model

Procedia PDF Downloads 430
16378 Proposal for a Generic Context Meta-Model

Authors: Jaouadi Imen, Ben Djemaa Raoudha, Ben Abdallah Hanene

Abstract:

The access to relevant information that is adapted to users’ needs, preferences and environment is a challenge in many applications running. That causes an appearance of context-aware systems. To facilitate the development of this class of applications, it is necessary that these applications share a common context meta-model. In this article, we will present our context meta-model that is defined using the OMG Meta Object facility (MOF). This meta-model is based on the analysis and synthesis of context concepts proposed in literature.

Keywords: context, meta-model, MOF, awareness system

Procedia PDF Downloads 534
16377 Model of MSD Risk Assessment at Workplace

Authors: K. Sekulová, M. Šimon

Abstract:

This article focuses on upper-extremity musculoskeletal disorders risk assessment model at workplace. In this model are used risk factors that are responsible for musculoskeletal system damage. Based on statistic calculations the model is able to define what risk of MSD threatens workers who are under risk factors. The model is also able to say how MSD risk would decrease if these risk factors are eliminated.

Keywords: ergonomics, musculoskeletal disorders, occupational diseases, risk factors

Procedia PDF Downloads 516
16376 Identification of Classes of Bilinear Time Series Models

Authors: Anthony Usoro

Abstract:

In this paper, two classes of bilinear time series model are obtained under certain conditions from the general bilinear autoregressive moving average model. Bilinear Autoregressive (BAR) and Bilinear Moving Average (BMA) Models have been identified. From the general bilinear model, BAR and BMA models have been proved to exist for q = Q = 0, => j = 0, and p = P = 0, => i = 0 respectively. These models are found useful in modelling most of the economic and financial data.

Keywords: autoregressive model, bilinear autoregressive model, bilinear moving average model, moving average model

Procedia PDF Downloads 373
16375 Horizontal Circular Curve Computations Using a Developed Calculator

Authors: Adil Hassabo

Abstract:

In this paper, a horizontal circular curve computations calculator is developed in Microsoft Windows. The developed calculator can be used for determining the necessary information required for setting out horizontal curves. Three methods are applied in the developed program namely: incremental chord method, total chord method, and the coordinates method. Computations of horizontal curves by the developed calculator is faster, easier, accurate, and less subject to errors comparable to the traditional method of calculations. Finally, the results obtained by the traditional method and by the developed calculator are presented for checking the behavior of the developed calculator.

Keywords: calculator, circular, computations, curve

Procedia PDF Downloads 136
16374 A Nonlinear Visco-Hyper Elastic Constitutive Model for Modelling Behavior of Polyurea at Large Deformations

Authors: Shank Kulkarni, Alireza Tabarraei

Abstract:

The fantastic properties of polyurea such as flexibility, durability, and chemical resistance have brought it a wide range of application in various industries. Effective prediction of the response of polyurea under different loading and environmental conditions necessitates the development of an accurate constitutive model. Similar to most polymers, the behavior of polyurea depends on both strain and strain rate. Therefore, the constitutive model should be able to capture both these effects on the response of polyurea. To achieve this objective, in this paper, a nonlinear hyper-viscoelastic constitutive model is developed by the superposition of a hyperelastic and a viscoelastic model. The proposed constitutive model can capture the behavior of polyurea under compressive loading conditions at various strain rates. Four parameter Ogden model and Mooney Rivlin model are used to modeling the hyperelastic behavior of polyurea. The viscoelastic behavior is modeled using both a three-parameter standard linear solid (SLS) model and a K-BKZ model. Comparison of the modeling results with experiments shows that Odgen and SLS model can more accurately predict the behavior of polyurea. The material parameters of the model are found by curve fitting of the proposed model to the uniaxial compression test data. The proposed model can closely reproduce the stress-strain behavior of polyurea for strain rates up to 6500 /s.

Keywords: constitutive modelling, ogden model, polyurea, SLS model, uniaxial compression test

Procedia PDF Downloads 212
16373 OmniDrive Model of a Holonomic Mobile Robot

Authors: Hussein Altartouri

Abstract:

In this paper the kinematic and kinetic models of an omnidirectional holonomic mobile robot is presented. The kinematic and kinetic models form the OmniDrive model. Therefore, a mathematical model for the robot equipped with three- omnidirectional wheels is derived. This model which takes into consideration the kinematics and kinetics of the robot, is developed to state space representation. Relative analysis of the velocities and displacements is used for the kinematics of the robot. Lagrange’s approach is considered in this study for deriving the equation of motion. The drive train and the mechanical assembly only of the Festo Robotino® is considered in this model. Mainly the model is developed for motion control. Furthermore, the model can be used for simulation purposes in different virtual environments not only Robotino® View. Further use of the model is in the mechatronics research fields with the aim of teaching and learning the advanced control theories.

Keywords: mobile robot, omni-direction wheel, mathematical model, holonomic mobile robot

Procedia PDF Downloads 562
16372 A Constitutive Model for Time-Dependent Behavior of Clay

Authors: T. N. Mac, B. Shahbodaghkhan, N. Khalili

Abstract:

A new elastic-viscoplastic (EVP) constitutive model is proposed for the analysis of time-dependent behavior of clay. The proposed model is based on the bounding surface plasticity and the concept of viscoplastic consistency framework to establish continuous transition from plasticity to rate dependent viscoplasticity. Unlike the overstress based models, this model will meet the consistency condition in formulating the constitutive equation for EVP model. The procedure of deriving the constitutive relationship is also presented. Simulation results and comparisons with experimental data are then presented to demonstrate the performance of the model.

Keywords: bounding surface, consistency theory, constitutive model, viscosity

Procedia PDF Downloads 462
16371 Practical Application of Simulation of Business Processes

Authors: Markéta Gregušová, Vladimíra Schindlerová, Ivana Šajdlerová, Petr Mohyla, Jan Kedroň

Abstract:

Company managers are always looking for more and more opportunities to succeed in today's fiercely competitive market. To maintain your place among the successful companies on the market today or to come up with a revolutionary business idea is much more difficult than before. Each new or improved method, tool, or approach that can improve the functioning of business processes or even of the entire system is worth checking and verification. The use of simulation in the design of manufacturing systems and their management in practice is one of the ways without increased risk, which makes it possible to find the optimal parameters of manufacturing processes and systems. The paper presents an example of use of simulation for solution of the bottleneck problem in the concrete company.

Keywords: practical applications, business processes, systems, simulation

Procedia PDF Downloads 518
16370 A Crop Growth Subroutine for Watershed Resources Management (WRM) Model

Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu

Abstract:

Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies

Keywords: crop yield, roughness coefficient, PAR, WRM model

Procedia PDF Downloads 384
16369 Numerical Modeling of the Depth-Averaged Flow over a Hill

Authors: Anna Avramenko, Heikki Haario

Abstract:

This paper reports the development and application of a 2D depth-averaged model. The main goal of this contribution is to apply the depth averaged equations to a wind park model in which the treatment of the geometry, introduced on the mathematical model by the mass and momentum source terms. The depth-averaged model will be used in future to find the optimal position of wind turbines in the wind park. K-E and 2D LES turbulence models were consider in this article. 2D CFD simulations for one hill was done to check the depth-averaged model in practise.

Keywords: depth-averaged equations, numerical modeling, CFD, wind park model

Procedia PDF Downloads 578
16368 UBCSAND Model Calibration for Generic Liquefaction Triggering Curves

Authors: Jui-Ching Chou

Abstract:

Numerical simulation is a popular method used to evaluate the effects of soil liquefaction on a structure or the effectiveness of a mitigation plan. Many constitutive models (UBCSAND model, PM4 model, SANISAND model, etc.) were presented to model the liquefaction phenomenon. In general, inputs of a constitutive model need to be calibrated against the soil cyclic resistance before being applied to the numerical simulation model. Then, simulation results can be compared with results from simplified liquefaction potential assessing methods. In this article, inputs of the UBCSAND model, a simple elastic-plastic stress-strain model, are calibrated against several popular generic liquefaction triggering curves of simplified liquefaction potential assessing methods via FLAC program. Calibrated inputs can provide engineers to perform a preliminary evaluation of an existing structure or a new design project.

Keywords: calibration, liquefaction, numerical simulation, UBCSAND Model

Procedia PDF Downloads 132
16367 A Crop Growth Subroutine for Watershed Resources Management (WRM) Model 1: Description

Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu

Abstract:

Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies.

Keywords: runoff, roughness coefficient, PAR, WRM model

Procedia PDF Downloads 344
16366 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

Procedia PDF Downloads 522
16365 Metabolic Predictive Model for PMV Control Based on Deep Learning

Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

Abstract:

In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.

Keywords: deep learning, indoor quality, metabolism, predictive model

Procedia PDF Downloads 235
16364 Model Averaging in a Multiplicative Heteroscedastic Model

Authors: Alan Wan

Abstract:

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

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

Procedia PDF Downloads 341
16363 Reliability Prediction of Tires Using Linear Mixed-Effects Model

Authors: Myung Hwan Na, Ho- Chun Song, EunHee Hong

Abstract:

We widely use normal linear mixed-effects model to analysis data in repeated measurement. In case of detecting heteroscedasticity and the non-normality of the population distribution at the same time, normal linear mixed-effects model can give improper result of analysis. To achieve more robust estimation, we use heavy tailed linear mixed-effects model which gives more exact and reliable analysis conclusion than standard normal linear mixed-effects model.

Keywords: reliability, tires, field data, linear mixed-effects model

Procedia PDF Downloads 540