Search results for: most likelihood amplitude estimation (MLQAE)

Authors: Guinevere Servis

Abstract:

This paper hypothesizes that withdrawal from positive self-awareness, and the increase of counterfactual-thinking and self-handicapping can help provide ample justification for an individual before, during and/or after committing a crime. The understanding of who someone is, one’s perspective on the world, and why they think the way they do is key to therapy in preventing recidivism. Developing habits to escape self-awareness, by using self-handicapping and counterfactual ideologies, may provide the necessary thinking patterns to decide disobeying the law is a worthy act to pursue. An increase in self-awareness is hypothesized to decrease the likelihood of recidivism, and ways of thinking that withdraw from self awareness can increase the likelihood of it. Especially for those who have been disadvantaged in life and disobeyed the law, self-handicapping and counterfactual thinking can also help to justify one's wrongdoing. The understanding of how a criminal views their disadvantages in the world, and one’s thinking patterns are hypothesized to help one better understand the entire scope on why a crime was committed and thus reduce the likelihood of recidivism. Utilizing therapy for prisoners to increase self-awareness of both thought and action can lead to a healthy, happier life and reduce the likelihood of reoffending. By discussing the terms associated with self-awareness theory and other psychological topics such as self-handicapping, counterfactual thinking, this paper argues the actions towards increasing positive self-awareness can help decrease likelihood of recidivism. Adversely, hypothesizing that increasing the ways of thinking that withdraw one from self-awareness, through counterfactual thinking and self-handicapping, can inherently increase the likelihood of recidivism. Evaluating these findings to further understand the needed changes in correctional institutions is fundamental to reducing crime, benefiting the criminal, the victim(s) and their family, and the state.

Keywords: crime, self-awareness theory, correctional institutions, self-regulate, counterfactual thinking, recidivism

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Authors: M. Qamarul Islam, Ergun Dogan, Mehmet Yazici

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There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc.

Keywords: least square estimates, linear regression, maximum likelihood estimates, modified maximum likelihood method, non-normality, robustness

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Authors: Sergei Aleinik, Mikhail Stolbov

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In this work, a method of time delay estimation for dual-channel acoustic signals (speech, music, etc.) recorded under reverberant conditions is investigated. Standard methods based on cross-correlation of the signals show poor results in cases involving strong reverberation, large distances between microphones and asynchronous recordings. Under similar conditions, a method based on cross-correlation of temporal envelopes of the signals delivers a delay estimation of acceptable quality. This method and its properties are described and investigated in detail, including its limits of applicability. The method’s optimal parameter estimation and a comparison with other known methods of time delay estimation are also provided.

Keywords: cross-correlation, delay estimation, signal envelope, signal processing

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Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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In biomedical researches and randomized clinical trials, the most commonly interested outcomes are time-to-event so-called survival data. The importance of robust models in this context is to compare the effect of randomly controlled experimental groups that have a sense of causality. Causal estimation is the scientific concept of comparing the pragmatic effect of treatments conditional to the given covariates rather than assessing the simple association of response and predictors. Hence, the causal effect based semiparametric transformation model was proposed to estimate the effect of treatment with the presence of possibly time-varying covariates. Due to its high flexibility and robustness, the semiparametric transformation model which shall be applied in this paper has been given much more attention for estimation of a causal effect in modeling left-truncated and right censored survival data. Despite its wide applications and popularity in estimating unknown parameters, the maximum likelihood estimation technique is quite complex and burdensome in estimating unknown parameters and unspecified transformation function in the presence of possibly time-varying covariates. Thus, to ease the complexity we proposed the modified estimating equations. After intuitive estimation procedures, the consistency and asymptotic properties of the estimators were derived and the characteristics of the estimators in the finite sample performance of the proposed model were illustrated via simulation studies and Stanford heart transplant real data example. To sum up the study, the bias of covariates was adjusted via estimating the density function for truncation variable which was also incorporated in the model as a covariate in order to relax the independence assumption of failure time and truncation time. Moreover, the expectation-maximization (EM) algorithm was described for the estimation of iterative unknown parameters and unspecified transformation function. In addition, the causal effect was derived by the ratio of the cumulative hazard function of active and passive experiments after adjusting for bias raised in the model due to the truncation variable.

Keywords: causal estimation, EM algorithm, semiparametric transformation models, time-to-event outcomes, time-varying covariate

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Authors: Amel Oueslati, Olfa Benouda

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New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

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Authors: Giriraj Achari, Malay Bhattacharyya

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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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Authors: Arthur C. Tsai, Chii-Shyang Kuo, Vincent S. C. Chien, Michelle Liou, Philip E. Cheng

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Meditation enhances mental abilities and it is an antidote to anxiety. However, very little is known about brain mechanisms and cortico-subcortical interactions underlying meditation-induced anxiety relief. In this study, the changes of phase-amplitude coupling (PAC) in which the amplitude of the beta frequency band were modulated in phase with delta rhythm were investigated after eight-week of meditation training. The study hypothesized that through a concentrate but relaxed mental training the delta-beta coupling in the frontal regions is attenuated. The delta-beta coupling analysis was applied to within and between maximally-independent component sources returned from the extended infomax independent components analysis (ICA) algorithm on the continuous EEG data during mediation. A unique meditative concentration task through relaxing body and mind was used with a constant level of moderate mental effort, so as to approach an ‘emptiness’ meditative state. A pre-test/post-test control group design was used in this study. To evaluate cross-frequency phase-amplitude coupling of component sources, the modulation index (MI) with statistics to calculate circular phase statistics were estimated. Our findings reveal that a significant delta-beta decoupling was observed in a set of frontal regions bilaterally. In addition, beta frequency band of prefrontal component were amplitude modulated in phase with the delta rhythm of medial frontal component.

Keywords: phase-amplitude coupling, ICA, meditation, EEG

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Authors: Ahmet Faruk Akyuz, Hasan Sakir Bilge

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Depth estimation using stereo images is a challenging problem in computer vision. Many different studies have been carried out to solve this problem. With advancing machine learning, tackling this problem is often done with neural network-based solutions. The images used in these studies are mostly in the visible spectrum. However, the need to use the Infrared (IR) spectrum for depth estimation has emerged because it gives better results than visible spectra in some conditions. At this point, we recommend using thermal-thermal (IR) image pairs for depth estimation. In this study, we used two well-known networks (PSMNet, FADNet) with minor modifications to demonstrate the viability of this idea.

Keywords: thermal stereo matching, deep neural networks, CNN, Depth estimation

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Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

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

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

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Authors: A. Mohammadi, S. Asghari, M. Aien, M. Rashidinejad

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After emergent of alternative current networks and their popularity, asynchronous motors became more widespread than other kinds of industrial motors. In order to control and run these motors efficiently, an accurate estimation of motor parameters is needed. There are different methods to obtain these parameters such as rotor locked test, no load test, DC test, analytical methods, and so on. The most common drawback of these methods is their inaccuracy in estimation of some motor parameters. In order to remove this concern, a novel method for parameter estimation of induction motors using particle swarm optimization (PSO) algorithm is proposed. In the proposed method, transient state of motor is used for parameter estimation. Comparison of the simulation results purtuined to the PSO algorithm with other available methods justifies the effectiveness of the proposed method.

Keywords: induction motor, motor parameter estimation, PSO algorithm, analytical method

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Authors: Cheng Fang, Lingwei Quan, Cunyue Lu

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Human pose estimation and tracking are to accurately identify and locate the positions of human joints in the video. It is a computer vision task which is of great significance for human motion recognition, behavior understanding and scene analysis. There has been remarkable progress on human pose estimation in recent years. However, more researches are needed for human pose tracking especially for online tracking. In this paper, a framework, called PoseSRPN, is proposed for online single-person pose estimation and tracking. We use Siamese network attaching a pose estimation branch to incorporate Single-person Pose Tracking (SPT) and Visual Object Tracking (VOT) into one framework. The pose estimation branch has a simple network structure that replaces the complex upsampling and convolution network structure with deconvolution. By augmenting the loss of fully convolutional Siamese network with the pose estimation task, pose estimation and tracking can be trained in one stage. Once trained, PoseSRPN only relies on a single bounding box initialization and producing human joints location. The experimental results show that while maintaining the good accuracy of pose estimation on COCO and PoseTrack datasets, the proposed method achieves a speed of 59 frame/s, which is superior to other pose tracking frameworks.

Keywords: computer vision, pose estimation, pose tracking, Siamese network

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Authors: A. Giniatoulline

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We consider the internal oscillations of the ocean which are caused by the gravity force and the Coriolis force, for different models with changeable density, heat transfer, and salinity. Traditionally, the mathematical description of the resonance effect is related to the growing amplitude as a result of input vibrations. We offer a different approach: the study of the relation between the spectrum of the internal oscillations and the properties of the limiting amplitude of the solution for the harmonic input vibrations of the external forces. Using the results of the spectral theory of self-adjoint operators in Hilbert functional spaces, we prove that there exists an explicit relation between the localization of the frequency of the external input vibrations with respect to the essential spectrum of proper inner oscillations and the non-uniqueness of the limiting amplitude. The results may find their application in various problems concerning mathematical modeling of turbulent flows in the ocean.

Keywords: computational fluid dynamics, essential spectrum, limiting amplitude, rotating fluid, spectral theory, stratified fluid, the uniqueness of solutions of PDE equations

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Authors: Rajesh Singh, Kailash Kale

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In this paper, the Binomial process type occurrence of software failures is considered and failure intensity has been characterized by one parameter Rayleigh class Software Reliability Growth Model (SRGM). The proposed SRGM is mathematical function of parameters namely; total number of failures i.e. η-0 and scale parameter i.e. η-1. It is assumed that very little or no information is available about both these parameters and then considering non-informative priors for both these parameters, the Bayes estimators for the parameters η-0 and η-1 have been obtained under square error loss function. The proposed Bayes estimators are compared with their corresponding maximum likelihood estimators on the basis of risk efficiencies obtained by Monte Carlo simulation technique. It is concluded that both the proposed Bayes estimators of total number of failures and scale parameter perform well for proper choice of execution time.

Keywords: binomial process, non-informative prior, maximum likelihood estimator (MLE), rayleigh class, software reliability growth model (SRGM)

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Authors: H. Hajimolahoseini, J. Hashemi, D. Redfearn

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Background: Catheter ablation is an effective therapy for symptomatic atrial fibrillation (AF). The intracardiac electrocardiogram (IEGM) collected during this procedure contains precious information that has not been explored to its full capacity. Novel processing techniques allow looking at these recordings from different perspectives which can lead to improved therapeutic approaches. In our previous study, we showed that variation in amplitude measured through Shannon Entropy could be used as an AF recurrence risk stratification factor in patients who received Ibutilide before the electrograms were recorded. The aim of this study is to further investigate the effect of Ibutilide on characteristics of the recorded signals from the left atrium (LA) of a patient with persistent AF before and after administration of the drug. Methods: The IEGMs collected from different intra-atrial sites of 12 patients were studied and compared before and after Ibutilide administration. First, the before and after Ibutilide IEGMs that were recorded within a Euclidian distance of 3 mm in LA were selected as pairs for comparison. For every selected pair of IEGMs, the Probability Distribution Function (PDF) of the amplitude in time domain and magnitude in frequency domain was estimated using the regression analysis. The PDF represents the relative likelihood of a variable falling within a specific range of values. Results: Our observations showed that in time domain, the PDF of amplitudes was fitted to a Gaussian distribution while in frequency domain, it was fitted to a Rayleigh distribution. Our observations also revealed that after Ibutilide administration, the IEGMs would have significantly narrower short-tailed PDFs both in time and frequency domains. Conclusion: This study shows that the PDFs of the IEGMs before and after administration of Ibutilide represents significantly different properties, both in time and frequency domains. Hence, by fitting the PDF of IEGMs in time domain to a Gaussian distribution or in frequency domain to a Rayleigh distribution, the effect of Ibutilide can easily be tracked using the statistics of their PDF (e.g., standard deviation) while this is difficult through the waveform of IEGMs itself.

Keywords: atrial fibrillation, catheter ablation, probability distribution function, time-frequency characteristics

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Authors: Fu Jinyu, Lin Jinguan

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This paper introduces a novel approach that unifies two types of models: one is the continuous-time jump-diffusion used to model high-frequency data, and the other is discrete-time GQARCH employed to model low-frequency financial data by embedding the discrete GQARCH structure with jumps in the instantaneous volatility process. This model is named “GQARCH-It\^{o} -Jumps mode.” We adopt the realized range-based threshold estimation for high-frequency financial data rather than the realized return-based volatility estimators, which entail the loss of intra-day information of the price movement. Meanwhile, a quasi-likelihood function for the low-frequency GQARCH structure with jumps is developed for the parametric estimate. The asymptotic theories are mainly established for the proposed estimators in the case of finite activity jumps. Moreover, simulation studies are implemented to check the finite sample performance of the proposed methodology. Specifically, it is demonstrated that how our proposed approaches can be practically used on some financial data.

Keywords: It\^{o} process, GQARCH, leverage effects, threshold, realized range-based volatility estimator, quasi-maximum likelihood estimate

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Authors: Ankur Mundhra, Shubhadeep Chakraborty, Y. R. Singh, Vishal Das

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Seismic data scaling affects the dynamic range of a data and with present day lower costs of storage and higher reliability of Hard Disk data, scaling is not suggested. However, in dealing with data of different vintages, which perhaps were processed in 16 bits or even 8 bits and are need to be processed with 32 bit available data, scaling is performed. Also, scaling amplifies low amplitude events in deeper region which disappear due to high amplitude shallow events that saturate amplitude scale. We have focused on significance of scaling data to aid interpretation. This study elucidates a proper seismic loading procedure in workstations without using default preset parameters as available in most software suites. Differences and distribution of amplitude values at different depth for seismic data are probed in this exercise. Proper loading parameters are identified and associated steps are explained that needs to be taken care of while loading data. Finally, the exercise interprets the un-certainties which might arise when correlating scaled and unscaled versions of seismic data with synthetics. As, seismic well tie correlates the seismic reflection events with well markers, for our study it is used to identify regions which are enhanced and/or affected by scaling parameter(s).

Keywords: clipping, compression, resolution, seismic scaling

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Authors: Vladimir S. Timofeev

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In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique, author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation

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Authors: Nasir Yusoff, Ahmad Adamu Adamu, Tahamina Begum, Faruque Reza

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The P300 from Event related potential (ERP) explains the psycho-physiological phenomenon in human body. The present study aims to identify the differences of amplitude and latency of P300 component from auditory stimuli, between ambiversion and extraversion types of personality. Ambivert (N=20) and extravert (N=20) undergoing ERP recording at the Hospital Universiti Sains Malaysia (HUSM) laboratory. Electroencephalogram data was recorded with oddball paradigm, counting auditory standard and target tones, from nine electrode sites (Fz, Cz, Pz, T3, T4, T5, T6, P3 and P4) by using the 128 HydroCel Geodesic Sensor Net. The P300 latency of the target tones at all electrodes were insignificant. Similarly, the P300 latency of the standard tones were also insignificant except at Fz and T3 electrode. Likewise, the P300 amplitude of the target and standard tone in all electrode sites were insignificant. Extravert and ambivert indicate similar characteristic in cognition processing from auditory task.

Keywords: amplitude, event related potential, p300 component, latency

Procedia PDF Downloads 377

Authors: A. Moawad, K. C. Yao, A. Mansour, R. Gautier

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The detecting of an occupied frequency band is a major issue in cognitive radio systems. The detection process becomes difficult if the signal occupying the band of interest has faded amplitude due to multipath effects. These effects make it hard for an occupying user to be detected. This work mitigates the missed-detection problem in the context of cognitive radio in frequency-selective fading channel by proposing blind channel estimation method that is based on scattering transform. By initially applying conventional energy detection, the missed-detection probability is evaluated, and if it is greater than or equal to 50%, channel estimation is applied on the received signal followed by channel equalization to reduce the channel effects. In the proposed channel estimator, we modify the Morlet wavelet by using its first derivative for better frequency resolution. A mathematical description of the modified function and its frequency resolution is formulated in this work. The improved frequency resolution is required to follow the spectral variation of the channel. The channel estimation error is evaluated in the mean-square sense for different channel settings, and energy detection is applied to the equalized received signal. The simulation results show improvement in reducing the missed-detection probability as compared to the detection based on principal component analysis. This improvement is achieved at the expense of increased estimator complexity, which depends on the number of wavelet filters as related to the channel taps. Also, the detection performance shows an improvement in detection probability for low signal-to-noise scenarios over principal component analysis- based energy detection.

Keywords: channel estimation, cognitive radio, scattering transform, spectrum sensing

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Authors: Wael M. Bazzi, Amir Rastegarnia, Azam Khalili

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In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation method based on incremental distributed least mean-square (IDLMS) algorithm. The proposed method contains two phases: I) Estimation of each sensors observation noise variance, and II) Estimation of the desired parameter using the estimated observation variances. To deal with the reliability of measurements, in the second phase of the proposed algorithm, the step-size parameter is adjusted for each sensor according to its observation noise variance. As our simulation results show, the proposed algorithm considerably improves the performance of the IDLMS algorithm in the same condition.

Keywords: adaptive filter, distributed estimation, sensor network, IDLMS algorithm

Procedia PDF Downloads 634

Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte, V. Grincas

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This paper deals with advanced state estimation algorithms for estimation of biomass concentration and specific growth rate in a typical fed-batch biotechnological process. This biotechnological process was represented by a nonlinear mass-balance based process model. Extended Kalman Filter (EKF) and Particle Filter (PF) was used to estimate the unmeasured state variables from oxygen uptake rate (OUR) and base consumption (BC) measurements. To obtain more general results, a simplified process model was involved in EKF and PF estimation algorithms. This model doesn’t require any special growth kinetic equations and could be applied for state estimation in various bioprocesses. The focus of this investigation was concentrated on the comparison of the estimation quality of the EKF and PF estimators by applying different measurement noises. The simulation results show that Particle Filter algorithm requires significantly more computation time for state estimation but gives lower estimation errors both for biomass concentration and specific growth rate. Also the tuning procedure for Particle Filter is simpler than for EKF. Consequently, Particle Filter should be preferred in real applications, especially for monitoring of industrial bioprocesses where the simplified implementation procedures are always desirable.

Keywords: biomass concentration, extended Kalman filter, particle filter, state estimation, specific growth rate

Procedia PDF Downloads 428

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

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

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

Procedia PDF Downloads 215

Authors: M. R. Al-Rashidi, K. M. El-Naggar, M. F. Al-Hajri

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The fuel cost function describes the electric power generation-cost relationship in thermal plants, hence, it sheds light on economical aspects of power industry. Different models have been proposed to describe this relationship with the quadratic function model being the most popular one. Parameters of second order fuel cost function are estimated in this paper using cuckoo search algorithm. It is a new population based meta-heuristic optimization technique that has been used in this study primarily as an accurate estimation tool. Its main features are flexibility, simplicity, and effectiveness when compared to other estimation techniques. The parameter estimation problem is formulated as an optimization one with the goal being minimizing the error associated with the estimated parameters. A case study is considered in this paper to illustrate cuckoo search promising potential as a valuable estimation and optimization technique.

Keywords: cuckoo search, parameters estimation, fuel cost function, economic dispatch

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Authors: Mohammed F. Alhaddad

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Vortex induced Vibrations (VIV) is a phenomenon that occurs as a result of a flow passing by a bluff body. This phenomenon has been mainly studied to be suppressed to prevent fatigue and instability in offshore platforms. In 2006, some studies were conducted to maximize VIV instead of suppressing it, as these studies claimed that VIV is a potential method of generating energy. The aim of this paper is to identify factors for maximizing oscillation amplitude generated by VIV in order to enhance the energy harnessed through this method. The experimental study in this paper will examine the effect of oscillating cylinder diameter, surface roughness, the location of surface roughness with respect to the centerline of the oscillating cylinder and the velocity on the oscillation amplitude of the used module.

Keywords: energy, generation, generating, vibration, vortex.

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Authors: S. Ilakkiya, A. Merline

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A multiple-input multiple-output (MIMO) radar systems use modulated waveforms and directive antennas to transmit electromagnetic energy into a specific volume in space to search for targets. This paper deals with the design of transmit beamspace matrix and DOA estimation for multiple-input multiple-output (MIMO) radar with collocated antennas.The design of transmit beamspace matrix is based on minimizing the difference between a desired transmit beampattern and the actual one while enforcing the constraint of uniform power distribution across the transmit array elements. Rotational invariance property is established at the transmit array by imposing a specific structure on the beamspace matrix. Semidefinite programming and spatial-division based design (SDD) are also designed separately. In MIMO radar systems, DOA estimation is an essential process to determine the direction of incoming signals and thus to direct the beam of the antenna array towards the estimated direction. This estimation deals with non-adaptive spectral estimation and adaptive spectral estimation techniques. The design of the transmit beamspace matrix and spectral estimation techniques are studied through simulation.

Keywords: adaptive and non-adaptive spectral estimation, direction of arrival estimation, MIMO radar, rotational invariance property, transmit, receive beamforming

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Authors: M. El-Eraki, A. A. Mohamed, A. A. El-Kenawy, M. S. Toni, S. I. Mustafa

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The aim of this paper is to study the ground vibrations using Nakamura technique to evaluate the relation between the ground conditions and the earthquake characteristics. Microtremor measurements were carried out at 55 sites in and around Zagazig city. The signals were processed using horizontal to vertical spectral ratio (HVSR) technique to estimate the fundamental frequencies of the soil deposits and its corresponding H/V amplitude. Seismic measurements were acquired at nine sites for recording the surface waves. The recorded waveforms were processed using the multi-channel analysis of surface waves (MASW) method to infer the shear wave velocity profile. The obtained fundamental frequencies were found to be ranging from 0.7 to 1.7 Hz and the maximum H/V amplitude reached 6.4. These results together with the average shear wave velocity in the surface layers were used for the estimation of the thickness of the upper most soft cover layers (depth to bedrock). The sediment thickness generally increases at the northeastern and southwestern parts of the area, which is in good agreement with the local geological structure. The results of this work showed the zones of higher potential damage in the event of an earthquake in the study area.

Keywords: ambient vibrations, fundamental frequency, surface waves, zagazig

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Keunhong Chae, Seokho Yoon

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We address a new integer frequency offset (IFO) estimation scheme with an aid of a pilot for orthogonal frequency division multiplexing systems. After correlating each continual pilot with a predetermined scattered pilot, the correlation value is again correlated to alleviate the influence of the timing offset. From numerical results, it is demonstrated that the influence of the timing offset on the IFO estimation is significantly decreased.

Keywords: estimation, integer frequency offset, OFDM, timing offset

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Authors: R. S. Rajpurohit, N. C. Santhi Srinivas, Vakil Singh

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Asymmetric stress cycling leads to accumulation of plastic strain which is called as ratcheting strain. The problem is generally associated with nuclear fuel cladding materials used in nuclear power plants and pressurized pipelines. In the present investigation, asymmetric stress controlled fatigue tests were conducted with three different parameters namely, mean stress, stress amplitude and stress rate (keeping two parameters constant and varying third parameter) to see the plastic strain accumulation and its effect on fatigue life and deformation behavior of Zircaloy-2 at 400°C. The tests were conducted with variable mean stress (45-70 MPa), stress amplitude (95-120 MPa) and stress rate (30-750 MPa/s) and tested specimens were characterized using transmission and scanning electron microscopy. The experimental results show that with the increase in mean stress and stress amplitude, the ratcheting strain accumulation increases with reduction in fatigue life. However, increase in stress rate leads to improvement in fatigue life of the material due to small ratcheting strain accumulation. Fractographs showed a decrease in area fraction of fatigue failed region.

Keywords: asymmetric cyclic loading, ratcheting fatigue, mean stress, stress amplitude, stress rate, plastic strain

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Authors: Yoshimoto Kurihara, Tad Gonsalves

Abstract:

Currently, in the field of object posture estimation, there is research on estimating the position and angle of an object by storing a 3D model of the object to be estimated in advance in a computer and matching it with the model. However, in this research, we have succeeded in creating a module that is much simpler, smaller in scale, and faster in operation. Our 6D pose estimation model consists of two different networks – a classification network and a regression network. From a single RGB image, the trained model estimates the class of the object in the image, the coordinates of the object, and its rotation angle in 3D space. In addition, we compared the estimation accuracy of each camera position, i.e., the angle from which the object was captured. The highest accuracy was recorded when the camera position was 75°, the accuracy of the classification was about 87.3%, and that of regression was about 98.9%.

Keywords: 6D posture estimation, image recognition, deep learning, AlexNet

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