Search results for: statistical arbitrage

Authors: Rui Teixeira, Alan O’Connor, Maria Nogal

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The statistical theory of extreme events is progressively a topic of growing interest in all the fields of science and engineering. The changes currently experienced by the world, economic and environmental, emphasized the importance of dealing with extreme occurrences with improved accuracy. When it comes to the design of offshore structures, particularly offshore wind turbines, the importance of efficiently characterizing extreme events is of major relevance. Extreme events are commonly characterized by extreme values theory. As an alternative, the accurate modeling of the tails of statistical distributions and the characterization of the low occurrence events can be achieved with the application of the Peak-Over-Threshold (POT) methodology. The POT methodology allows for a more refined fit of the statistical distribution by truncating the data with a minimum value of a predefined threshold u. For mathematically approximating the tail of the empirical statistical distribution the Generalised Pareto is widely used. Although, in the case of the exceedances of significant wave data (H_s) the 2 parameters Weibull and the Exponential distribution, which is a specific case of the Generalised Pareto distribution, are frequently used as an alternative. The Generalized Pareto, despite the existence of practical cases where it is applied, is not completely recognized as the adequate solution to model exceedances over a certain threshold u. References that set the Generalised Pareto distribution as a secondary solution in the case of significant wave data can be identified in the literature. In this framework, the current study intends to tackle the discussion of the application of statistical models to characterize exceedances of wave data. Comparison of the application of the Generalised Pareto, the 2 parameters Weibull and the Exponential distribution are presented for different values of the threshold u. Real wave data obtained in four buoys along the Irish coast was used in the comparative analysis. Results show that the application of the statistical distributions to characterize significant wave data needs to be addressed carefully and in each particular case one of the statistical models mentioned fits better the data than the others. Depending on the value of the threshold u different results are obtained. Other variables of the fit, as the number of points and the estimation of the model parameters, are analyzed and the respective conclusions were drawn. Some guidelines on the application of the POT method are presented. Modeling the tail of the distributions shows to be, for the present case, a highly non-linear task and, due to its growing importance, should be addressed carefully for an efficient estimation of very low occurrence events.

Keywords: extreme events, offshore structures, peak-over-threshold, significant wave data

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Authors: Digvijaysingh S. Bana, Kiran R. Trivedi

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This paper introduces various methods for the alpha wave to detect the difference between two states of brain. One healthy subject participated in the experiment. EEG was measured on the forehead above the eye (FP1 Position) with reference and ground electrode are on the ear clip. The data samples are obtained in the form of EEG raw data. The time duration of reading is of one minute. Various test are being performed on the alpha band EEG raw data.The readings are performed in different time duration of the entire day. The statistical analysis is being carried out on the EEG sample data in the form of various tests.

Keywords: electroencephalogram(EEG), biometrics, authentication, EEG raw data

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Authors: Girish Chavadappanavar

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The impact of climate on agriculture could result in problems with food security and may threaten the livelihood activities upon which much of the population depends. In the present study, the development of a statistical yield forecast model has been carried out for sugarcane production over Belagavi district, Karnataka using weather variables of crop growing season and past observed yield data for the period of 1971 to 2010. The study shows that this type of statistical yield forecast model could efficiently forecast yield 5 weeks and even 10 weeks in advance of the harvest for sugarcane within an acceptable limit of error. The performance of the model in predicting yields at the district level for sugarcane crops is found quite satisfactory for both validation (2007 and 2008) as well as forecasting (2009 and 2010).In addition to the above study, the climate variability of the area has also been studied, and hence, the data series was tested for Mann Kendall Rank Statistical Test. The maximum and minimum temperatures were found to be significant with opposite trends (decreasing trend in maximum and increasing in minimum temperature), while the other three are found in significant with different trends (rainfall and evening time relative humidity with increasing trend and morning time relative humidity with decreasing trend).

Keywords: climate impact, regression analysis, yield and forecast model, sugar models

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Authors: Ahmed M. AlHasem

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The Kuwaiti society has long been aware of climatic changes and their annual dates and trying to link them to astronomy in an attempt to forecast the future weather conditions. The reason for this concern is that many of the economic, social and living activities of the society depend deeply on the nature of the weather conditions directly and indirectly. In other words, Kuwaiti society, like the case of many human societies, has in the past tried to predict climatic conditions by linking them to astronomy or popular statements to indicate the timing of climate changes. Accordingly, this study was devoted to scientific investigation based on the statistical analysis of climatic data to show the accuracy and compatibility of some of the most important elements of the cultural heritage in relation to climate change and to relate it scientifically to precise climatic measurements for decades. The research has been divided into 10 topics, each topic has been focused on one legacy, whether by linking climate changes to the appearance/disappearance of star or a popular statement inherited through generations, through explain the nature and timing and thereby statistical analysis to indicate the proportion of accuracy based on official climatic data since 1962. The study's conclusion is that the relationship is weak and, in some cases, non-existent between the popular heritage and the actual climatic data. Therefore, it does not have a dependable relationship and a reliable scientific prediction between both the popular heritage and the forecast of weather conditions.

Keywords: astronomy, cultural heritage, statistical analysis, weather prediction

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Authors: Md. Ataur Rahman Bhuiyan, Quazi Mahabubul Hasan, Md. Rifat Ullah

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In this research, we did explore the effectiveness of the gaming environment in education and compared it with the traditional education system. We take several workshops in both learning environments. We measured student’s performance by providing a grading score (by professional academics) on their attitude in different criteria. We also collect data from survey questionnaires to understand student’s experiences towards education and study. Finally, we examine the impact of the different learning environments by applying statistical hypothesis tests, the T-test, and the ANOVA test.

Keywords: gamification, game-based learning, education, statistical analysis, human-computer interaction

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Authors: El Korchi Ayoub, Cherif Raef

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Interior noise in vehicles is an essential factor affecting occupant comfort. Over recent decades, much work has been done to develop simulation tools for vehicle NVH. At the medium high-frequency range, the statistical energy analysis method (SEA) shows significant effectiveness in predicting noise and vibration responses of mechanical systems. In this paper, the evaluation of the sound pressure level (SPL) inside an automobile cabin has been performed numerically using the statistical energy analysis (SEA) method. A test car cabin was performed using a monopole source as a sound source. The decay rate method was employed to obtain the damping loss factor (DLF) of each subsystem of the developed SEA model. These parameters were then used to predict the sound pressure level in the interior cabin. The results show satisfactory agreement with the directly measured SPL. The developed SEA vehicle model can be used in early design phases and allows the engineer to identify sources contributing to the total noise and transmission paths.

Keywords: SEA, SPL, DLF, NVH

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Authors: H. J. Wattimanela, U. S. Passaribu, A. N. T. Puspito, S. W. Indratno

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Molluca Collision Zone is located at the junction of the Eurasian plate, Australian, Pacific, and the Philippines. Between the Sangihe arc, west of the collision zone, and to the east of Halmahera arc is active collision and convex toward the Molluca Sea. This research will analyze the behavior of earthquake occurrence in Molluca Collision Zone related to the distributions of an earthquake in each partition regions, determining the type of distribution of a occurrence earthquake of partition regions, and the mean occurrence of earthquakes each partition regions, and the correlation between the partitions region. We calculate number of earthquakes using partition method and its behavioral using conventional statistical methods. The data used is the data type of shallow earthquakes with magnitudes ≥ 4 SR for the period 1964-2013 in the Molluca Collision Zone. From the results, we can classify partitioned regions based on the correlation into two classes: strong and very strong. This classification can be used for early warning system in disaster management.

Keywords: molluca collision zone, partition regions, conventional statistical methods, earthquakes, classifications, disaster management

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Authors: Hanifeh Imanian, Morteza Kolahdoozan

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The purpose of this study is to present a mathematical phrase for calculating the dispersion rate of spilled oil in water column under non-breaking waves. In this regard, a multiphase numerical model is applied for which waves and oil phase were computed concurrently, and accuracy of its hydraulic calculations have been proven. More than 200 various scenarios of oil spilling in wave waters were simulated using the multiphase numerical model and its outcome were collected in a database. The recorded results were investigated to identify the major parameters affected vertical oil dispersion and finally 6 parameters were identified as main independent factors. Furthermore, some statistical tests were conducted to identify any relationship between the dependent variable (dispersed oil mass in the water column) and independent variables (water wave specifications containing height, length and wave period and spilled oil characteristics including density, viscosity and spilled oil mass). Finally, a mathematical-statistical relationship is proposed to predict dispersed oil in marine waters. To verify the proposed relationship, a laboratory example available in the literature was selected. Oil mass rate penetrated in water body computed by statistical regression was in accordance with experimental data was predicted. On this occasion, it was necessary to verify the proposed mathematical phrase. In a selected laboratory case available in the literature, mass oil rate penetrated in water body computed by suggested regression. Results showed good agreement with experimental data. The validated mathematical-statistical phrase is a useful tool for oil dispersion prediction in oil spill events in marine areas.

Keywords: dispersion, marine environment, mathematical-statistical relationship, oil spill

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Authors: Odón R. Sánchez-Ccoyllo, Elizabeth Ayma-Choque, Alan Llacza

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Sulphur dioxide (SO₂) and surface-ozone (O₃) concentrations are associated with diseases. The objective of this research is to evaluate the effectiveness of the air-quality-WRF-Chem model with a horizontal resolution of 5 km x 5 km. For this purpose, the measurements of the hourly SO₂ and O₃ concentrations available in three air quality monitoring stations in Lima, Peru were used for the purpose of validating the simulations of the SO₂ and O₃ concentrations obtained with the WRF-Chem model in February 2018. For the quantitative evaluation of the simulations of these gases, statistical techniques were implemented, such as the average of the simulations; the average of the measurements; the Mean Bias (MeB); the Mean Error (MeE); and the Root Mean Square Error (RMSE). The results of these statistical metrics indicated that the simulated SO₂ and O₃ values over-predicted the SO₂ and O₃ measurements. For the SO₂ concentration, the MeB values varied from 0.58 to 26.35 µg/m³; the MeE values varied from 8.75 to 26.5 µg/m³; the RMSE values varied from 13.3 to 31.79 µg/m³; while for O₃ concentrations the statistical values of the MeB varied from 37.52 to 56.29 µg/m³; the MeE values varied from 37.54 to 56.70 µg/m³; the RMSE values varied from 43.05 to 69.56 µg/m³.

Keywords: ground-ozone, lima, sulphur dioxide, WRF-chem

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Authors: M. Celeska, K. Najdenkoski, V. Dimchev, V. Stoilkov

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Accurate determination of wind turbine performance is necessary for economic operation of a wind farm. At present, the procedure to carry out the power performance verification of wind turbines is based on a standard of the International Electrotechnical Commission (IEC). In this paper, nonparametric statistical inference is applied to designing a simple, inexpensive method of verifying the power performance of a wind turbine. A statistical test is explained, examined, and the adequacy is tested over real data. The methods use the information that is collected by the SCADA system (Supervisory Control and Data Acquisition) from the sensors embedded in the wind turbines in order to carry out the power performance verification of a wind farm. The study has used data on the monthly output of wind farm in the Republic of Macedonia, and the time measuring interval was from January 1, 2016, to December 31, 2016. At the end, it is concluded whether the power performance of a wind turbine differed significantly from what would be expected. The results of the implementation of the proposed methods showed that the power performance of the specific wind farm under assessment was acceptable.

Keywords: canonical correlation analysis, power curve, power performance, wind energy

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Authors: Fathi M. O. Hamed, Salma F. Elkofhaifee

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The aim of this work is to detect geometrical shape objects in an image. In this paper, the object is considered to be as a circle shape. The identification requires find three characteristics, which are number, size, and location of the object. To achieve the goal of this work, this paper presents an algorithm that combines from some of statistical approaches and image analysis techniques. This algorithm has been implemented to arrive at the major objectives in this paper. The algorithm has been evaluated by using simulated data, and yields good results, and then it has been applied to real data.

Keywords: image processing, median filter, projection, scale-space, segmentation, threshold

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Authors: Ali Akbar Heydari

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Control charts are an important tool of statistical quality control. Thesecharts are used to detect and eliminate unwanted special causes of variation that occurred during aperiod of time. The design and operation of control charts require the determination of three design parameters: the sample size (n), the sampling interval (h), and the width coefficient of control limits (k). Thevariable parameters (VP) x-bar controlchart is the x-barchart in which all the design parameters vary between twovalues. These values are a function of the most recent process information. In fact, in the VP x-bar chart, the position of each sample point on the chart establishes the size of the next sample and the timeof its sampling. The synthetic x-barcontrol chartwhich integrates the x-bar chart and the conforming run length (CRL) chart, provides significant improvement in terms of detection power over the basic x-bar chart for all levels of mean shifts. In this paper, we introduce the syntheticVP x-bar control chart for monitoring changes in the process mean. To determine the design parameters, we used a statistical design based on the minimum out of control average run length (ARL) criteria. The optimal chart parameters of the proposed chart are obtained using the Markov chain approach. A numerical example is also done to show the performance of the proposed chart and comparing it with the other control charts. The results show that our proposed syntheticVP x-bar controlchart perform better than the synthetic x-bar controlchart for all shift parameter values. Also, the syntheticVP x-bar controlchart perform better than the VP x-bar control chart for the moderate or large shift parameter values.

Keywords: control chart, markov chain approach, statistical design, synthetic, variable parameter

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Authors: Bernardo C. P. Albuquerque, Darym J. F. Campos

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Increasing our ability to solve complex engineering problems is directly related to the processing capacity of computers. By means of such equipments, one is able to fast and accurately run numerical algorithms. Besides the increasing interest in numerical simulations, probabilistic approaches are also of great importance. This way, statistical tools have shown their relevance to the modelling of practical engineering problems. In general, statistical approaches to such problems consider that the random variables involved follow a normal distribution. This assumption tends to provide incorrect results when skew data is present since normal distributions are symmetric about their means. Thus, in order to visualize and quantify this aspect, 9 statistical distributions (symmetric and skew) have been considered to model a hypothetical slope stability problem. The data modeled is the friction angle of a superficial soil in Brasilia, Brazil. Despite the apparent universality, the normal distribution did not qualify as the best fit. In the present effort, data obtained in consolidated-drained triaxial tests and saturated direct shear tests have been modeled and used to analytically derive the probability density function (PDF) of the safety factor of a hypothetical slope based on Mohr-Coulomb rupture criterion. Therefore, based on this analysis, it is possible to explicitly derive the failure probability considering the friction angle as a random variable. Furthermore, it is possible to compare the stability analysis when the friction angle is modelled as a Dagum distribution (distribution that presented the best fit to the histogram) and as a Normal distribution. This comparison leads to relevant differences when analyzed in light of the risk management.

Keywords: statistical slope stability analysis, skew distributions, probability of failure, functions of random variables

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Authors: Essa Abrahim Abdulgader Saleem, Thien-My Dao

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The main objective of this paper is to optimize series-parallel system reliability using Genetic Algorithm (GA) and statistical analysis; considering system reliability constraints which involve the redundant numbers of selected components, total cost, and total weight. To perform this work, firstly the mathematical model which maximizes system reliability subject to maximum system cost and maximum system weight constraints is presented; secondly, a statistical analysis is used to optimize GA parameters, and thirdly GA is used to optimize series-parallel systems reliability. The objective is to determine the strategy choosing the redundancy level for each subsystem to maximize the overall system reliability subject to total cost and total weight constraints. Finally, the series-parallel system case study reliability optimization results are showed, and comparisons with the other previous results are presented to demonstrate the performance of our GA.

Keywords: reliability, optimization, meta-heuristic, genetic algorithm, redundancy

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Authors: M. Hamdi, R. Rhouma, S. Belghith

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Generating random numbers are mainly used to create secret keys or random sequences. It can be carried out by various techniques. In this paper we present a very simple and efficient pseudo-random number generator (PRNG) based on chaotic maps and S-Box tables. This technique adopted two main operations one to generate chaotic values using two logistic maps and the second to transform them into binary words using random S-Box tables. The simulation analysis indicates that our PRNG possessing excellent statistical and cryptographic properties.

Keywords: Random Numbers, Chaotic map, S-box, cryptography, statistical tests

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Authors: Ran Etgar

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The process of rounding off measurements in continuous variables is commonly encountered. Although it usually has minor effects, sometimes it can lead to poor outcomes in statistical process control using X ̅-chart. The traditional control limits can cause incorrect conclusions if applied carelessly. This study looks into the limitations of classical control limits, particularly the impact of asymmetry. An approach to determining the distribution function of the measured parameter (Y ̅) is presented, resulting in a more precise method to establish the upper and lower control limits. The proposed method, while slightly more complex than Shewhart's original idea, is still user-friendly and accurate and only requires the use of two straightforward tables.

Keywords: inaccurate measurement, SPC, statistical process control, rounded-off, control chart

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Authors: Tzu-Jung Tseng, Pei-Hsuen Han, Tsung-Hsueh Lu

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Background: Ensuring patients with ST-elevation myocardial infarction (STEMI) access to hospitals that could perform percutaneous coronary intervention (PCI) in time is an important concern of healthcare managers. One commonly used the method to assess the coverage of population access to PCI hospital is the use GIS-estimated linear distance (crow's fly distance) between the district centroid and the nearest PCI hospital. If the distance is within a given distance (such as 20 km), the entire population of that district is considered to have appropriate access to PCI. The premise of using district centroid to estimate the coverage of population resident in that district is that the people live in the district are evenly distributed. In reality, the population density is not evenly distributed within the administrative district, especially in rural districts. Fortunately, the Taiwan government released basic statistical area (on average 450 population within the area) recently, which provide us an opportunity to estimate the coverage of population access to PCI services more accurate. Objectives: We aimed in this study to compare the population covered by a give PCI hospital according to traditional administrative district versus basic statistical area. We further examined if the differences between two geographic units used would be larger in a rural area than in urban area. Method: We selected two hospitals in Tainan City for this analysis. Hospital A is in urban area, hospital B is in rural area. The population in each traditional administrative district and basic statistical area are obtained from Taiwan National Geographic Information System, Ministry of Internal Affairs. Results: Estimated population live within 20 km of hospital A and B was 1,515,846 and 323,472 according to traditional administrative district and was 1,506,325 and 428,556 according to basic statistical area. Conclusion: In urban area, the estimated access population to PCI services was similar between two geographic units. However, in rural areas, the access population would be overestimated.

Keywords: accessibility, basic statistical area, modifiable areal unit problem (MAUP), percutaneous coronary intervention (PCI)

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Authors: Eman W. Boghdady, A. R. Shehata, M. A. Azem

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Database (DB) security demands permitting authorized users and prohibiting non-authorized users and intruders actions on the DB and the objects inside it. Organizations that are running successfully demand the confidentiality of their DBs. They do not allow the unauthorized access to their data/information. They also demand the assurance that their data is protected against any malicious or accidental modification. DB protection and confidentiality are the security concerns. There are four types of controls to obtain the DB protection, those include: access control, information flow control, inference control, and cryptographic. The cryptographic control is considered as the backbone for DB security, it secures the DB by encryption during storage and communications. Current cryptographic techniques are classified into two types: traditional classical cryptography using standard algorithms (DES, AES, IDEA, etc.) and chaos cryptography using continuous (Chau, Rossler, Lorenz, etc.) or discreet (Logistics, Henon, etc.) algorithms. The important characteristics of chaos are its extreme sensitivity to initial conditions of the system. In this paper, DB-security systems based on chaotic algorithms are described. The Pseudo Random Numbers Generators (PRNGs) from the different chaotic algorithms are implemented using Matlab and their statistical properties are evaluated using NIST and other statistical test-suits. Then, these algorithms are used to secure conventional DB (plaintext), where the statistical properties of the ciphertext are also tested. To increase the complexity of the PRNGs and to let pass all the NIST statistical tests, we propose two hybrid PRNGs: one based on two chaotic Logistic maps and another based on two chaotic Henon maps, where each chaotic algorithm is running side-by-side and starting from random independent initial conditions and parameters (encryption keys). The resulted hybrid PRNGs passed the NIST statistical test suit.

Keywords: algorithms and data structure, DB security, encryption, chaotic algorithms, Matlab, NIST

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Authors: Alireza Ansariyar, Safieh Laaly

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Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates CAVs’ fuel consumption and air pollutants (C.O., PM, and NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.

Keywords: connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi

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In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

Keywords: time series, fluctuation in statistical characteristics, optimal learning, change-point algorithm

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Authors: Rouighi Mustapha, Bouzid Laghaa Souad, Rouighi Tahar

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Due to rain Shortage and the increase of population in the last years, wells excavation and groundwater use for different purposes had been increased without any planning. This is a great challenge for our country. Moreover, this scarcity of water resources in this region is unfortunately combined with rapid fresh water resources quality deterioration, due to salinity and contamination processes. Therefore, it is necessary to conduct the studies about groundwater quality in Algeria. In this work consists in the identification of the factors which influence the water quality parameters in Laghouat region by using statistical analysis Principal Component Analysis (PCA), Hierarchical Cluster Analysis (HCA) and geographic information system (GIS) in an attempt to discriminate the sources of the variation of water quality variations. The results of PCA technique indicate that variables responsible for water quality composition are mainly related to soluble salts variables; natural processes and the nature of the rock which modifies significantly the water chemistry. Inferred from the positive correlation between K+ and NO3-, NO3- is believed to be human induced rather than naturally originated. In this study, the multivariate statistical analysis and GIS allows the hydrogeologist to have supplementary tools in the characterization and evaluating of aquifers.

Keywords: cluster, analysis, GIS, groundwater, laghouat, quality

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Authors: Go Bong Choi, Shin Je Lee, Sung Jin Yoo, Gibaek Lee, Jong Min Lee

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In South Korea, it is difficult to obtain data for statistical pipe assessment. In this paper, to address these issues, we find that various statistical model presented before is how data mixed with noise and are whether apply in South Korea. Three major type of model is studied and if data is presented in the paper, we add noise to data, which affects how model response changes. Moreover, we generate data from model in paper and analyse effect of noise. From this we can find robustness and applicability in Korea of each model.

Keywords: proportional hazard model, survival model, water main deterioration, ecological sciences

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Authors: Mohieddine Benghersallah, Lakhdar Boulanouar, Salim Belhadi

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Currently, higher production rate with required quality and low cost is the basic principle in the competitive manufacturing industry. This is mainly achieved by using high cutting speed and feed rates. Elevated temperatures in the cutting zone under these conditions shorten tool life and adversely affect the dimensional accuracy and surface integrity of component. Thus it is necessary to find optimum cutting conditions (cutting speed, feed rate, machining environment, tool material and geometry) that can produce components in accordance with the project and having a relatively high production rate. Response surface methodology is a collection of mathematical and statistical techniques that are useful for modelling and analysis of problems in which a response of interest is influenced by several variables and the objective is to optimize this response. The work presented in this paper examines the effects of cutting parameters (cutting speed, feed rate and depth of cut) on to the surface roughness through the mathematical model developed by using the data gathered from a series of milling experiments performed.

Keywords: Statistical analysis (RSM), Bearing steel, Coating inserts, Tool life, Surface Roughness, End milling.

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Authors: Mahmoud Samkan

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In this paper, the design and assessment of new coordination between Power System Stabilizers (PSSs) and Static Var Compensator (SVC) in a multimachine power system via statistical method are proposed. The coordinated design problem of PSSs and SVC over a wide range of loading conditions is handled as an optimization problem. The Bacterial Swarming Optimization (BSO), which synergistically couples the Bacterial Foraging (BF) with the Particle Swarm Optimization (PSO), is employed to seek for optimal controllers parameters. By minimizing the proposed objective function, in which the speed deviations between generators are involved; stability performance of the system is enhanced. To compare the capability of PSS and SVC, both are designed independently, and then in a coordinated manner. Simultaneous tuning of the BSO based coordinated controller gives robust damping performance over wide range of operating conditions and large disturbance in compare to optimized PSS controller based on BSO (BSOPSS) and optimized SVC controller based on BSO (BSOSVC). Moreover, a statistical T test is executed to validate the robustness of coordinated controller versus uncoordinated one.

Keywords: SVC, PSSs, multimachine power system, coordinated design, bacteria swarm optimization, statistical assessment

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Authors: Ramkumar Gunasekaran, John Cater, Vinod Suresh, Haribalan Kumar

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The main objective of this project is to develop a statistical shape model using principal component analysis that could be used for analyzing the shape of the human airway. The ultimate goal of this project is to identify geometric risk factors for diagnosis and management of Obstructive Sleep Apnoea (OSA). Anonymous CBCT scans of 25 individuals were obtained from the Otago Radiology Group. The airways were segmented between the hard-palate and the aryepiglottic fold using snake active contour segmentation. The point data cloud of the segmented images was then fitted with a bi-cubic mesh, and pseudo landmarks were placed to perform PCA on the segmented airway to analyze the shape of the airway and to find the relationship between the shape and OSA risk factors. From the PCA results, the first four modes of variation were found to be significant. Mode 1 was interpreted to be the overall length of the airway, Mode 2 was related to the anterior-posterior width of the retroglossal region, Mode 3 was related to the lateral dimension of the oropharyngeal region and Mode 4 was related to the anterior-posterior width of the oropharyngeal region. All these regions are subjected to the risk factors of OSA.

Keywords: medical imaging, image processing, FEM/BEM, statistical modelling

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Authors: Omar Alzeley, Sergey Utev

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Minimizing a constrained multivariate function is the fundamental of Machine learning, and these algorithms are at the core of data mining and data visualization techniques. The decision function that maps input points to output points is based on the result of optimization. This optimization is the central of learning theory. One approach to complex systems where the dynamics of the system is inferred by a statistical analysis of the fluctuations in time of some associated observable is time series analysis. The purpose of this paper is a mathematical transition from the autoregressive model of classical time series to the matrix formalization of quantum theory. Firstly, we have proposed a quantum time series model (QTS). Although Hamiltonian technique becomes an established tool to detect a deterministic chaos, other approaches emerge. The quantum probabilistic technique is used to motivate the construction of our QTS model. The QTS model resembles the quantum dynamic model which was applied to financial data. Secondly, various statistical methods, including machine learning algorithms such as the Kalman filter algorithm, are applied to estimate and analyses the unknown parameters of the model. Finally, simulation techniques such as Markov chain Monte Carlo have been used to support our investigations. The proposed model has been examined by using real and simulated data. We establish the relation between quantum statistical machine and quantum time series via random matrix theory. It is interesting to note that the primary focus of the application of QTS in the field of quantum chaos was to find a model that explain chaotic behaviour. Maybe this model will reveal another insight into quantum chaos.

Keywords: machine learning, simulation techniques, quantum probability, tensor product, time series

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Authors: Vinicius R. Domingues, Luan C. S. M. Ozelim

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The statistical study has become indispensable for various fields of knowledge. Not any different, in Geotechnics the study of probabilistic and statistical methods has gained power considering its use in characterizing the uncertainties inherent in soil properties. One of the situations where engineers are constantly faced is the definition of a probability distribution that represents significantly the sampled data. To be able to discard bad distributions, goodness-of-fit tests are necessary. In this paper, three non-parametric goodness-of-fit tests are applied to a data set computationally generated to test the goodness-of-fit of them to a series of known distributions. It is shown that the use of normal distribution does not always provide satisfactory results regarding physical and behavioral representation of the modeled parameters.

Keywords: Kolmogorov-Smirnov test, Anderson-Darling test, Cramer-Von-Mises test, nonparametric adherence tests

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Authors: Santanu Chattopadhyay, Gautam Sarkar, Arabinda Das

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This paper presents wavelet based classification of various heart diseases. Electrocardiogram signals of different heart patients have been studied. Statistical natures of electrocardiogram signals for different heart diseases have been compared with the statistical nature of electrocardiograms for normal persons. Under this study four different heart diseases have been considered as follows: Myocardial Ischemia (MI), Congestive Heart Failure (CHF), Arrhythmia and Sleep Apnea. Statistical nature of electrocardiograms for each case has been considered in terms of kurtosis values of two types of wavelet coefficients: approximate and detail. Nine wavelet decomposition levels have been considered in each case. Kurtosis corresponding to both approximate and detail coefficients has been considered for decomposition level one to decomposition level nine. Based on significant difference, few decomposition levels have been chosen and then used for classification.

Keywords: arrhythmia, congestive heart failure, discrete wavelet transform, electrocardiogram, myocardial ischemia, sleep apnea

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Authors: Badreddine Chemali, Boualem Tiliouine

Abstract:

This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response

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Authors: Panpan Xu, Qiying Zhang, Hui Qian

Abstract:

Groundwater is main source of water supply in the Guanzhong Basin, China. To investigate the quality of groundwater for agricultural purposes in Jiaokou Irrigation District located in the east of the Guanzhong Basin, 141 groundwater samples were collected for analysis of major ions (K⁺, Na⁺, Mg²⁺, Ca²⁺, SO₄^2-, Cl^-, HCO₃^-, and CO₃^2-), pH, and total dissolved solids (TDS). Sodium percentage (Na%), residual sodium carbonate (RSC), magnesium hazard (MH), and potential salinity (PS) were applied for irrigation water quality assessment. In addition, multivariate statistical techniques were used to identify the underlying hydrogeochemical processes. Results show that the content of TDS mainly depends on Cl^-, Na⁺, Mg²⁺, and SO₄^2-, and the HCO₃^- content is generally high except for the eastern sand area. These are responsible for complex hydrogeochemical processes, such as dissolution of carbonate minerals (dolomite and calcite), gypsum, halite, and silicate minerals, the cation exchange, as well as evaporation and concentration. The average evaluation levels of Na%, RSC, MH, and PS for irrigation water quality are doubtful, good, unsuitable, and injurious to unsatisfactory, respectively. Therefore, it is necessary for decision makers to comprehensively consider the indicators and thus reasonably evaluate the irrigation water quality.

Keywords: irrigation water quality, multivariate statistical analysis, groundwater, hydrogeochemical process

Procedia PDF Downloads 141