Search results for: statistical distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8444

Search results for: statistical distribution

8204 The Generalized Pareto Distribution as a Model for Sequential Order Statistics

Authors: Mahdy ‎Esmailian, Mahdi ‎Doostparast, Ahmad ‎Parsian

Abstract:

‎In this article‎, ‎sequential order statistics (SOS) censoring type II samples coming from the generalized Pareto distribution are considered‎. ‎Maximum likelihood (ML) estimators of the unknown parameters are derived on the basis of the available multiple SOS data‎. ‎Necessary conditions for existence and uniqueness of the derived ML estimates are given‎. Due to complexity in the proposed likelihood function‎, ‎a useful re-parametrization is suggested‎. ‎For illustrative purposes‎, ‎a Monte Carlo simulation study is conducted and an illustrative example is analysed‎.

Keywords: bayesian estimation‎, generalized pareto distribution‎, ‎maximum likelihood estimation‎, sequential order statistics

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8203 Proposed Fault Detection Scheme on Low Voltage Distribution Feeders

Authors: Adewusi Adeoluwawale, Oronti Iyabosola Busola, Akinola Iretiayo, Komolafe Olusola Aderibigbe

Abstract:

The complex and radial structure of the low voltage distribution network (415V) makes it vulnerable to faults which are due to system and the environmental related factors. Besides these, the protective scheme employed on the low voltage network which is the fuse cannot be monitored remotely such that in the event of sustained fault, the utility will have to rely solely on the complaint brought by customers for loss of supply and this tends to increase the length of outages. A microcontroller based fault detection scheme is hereby developed to detect low voltage and high voltage fault conditions which are common faults on this network. Voltages below 198V and above 242V on the distribution feeders are classified and detected as low voltage and high voltages respectively. Results shows that the developed scheme produced a good response time in the detection of these faults.

Keywords: fault detection, low voltage distribution feeders, outage times, sustained faults

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8202 Statistical Model of Water Quality in Estero El Macho, Machala-El Oro

Authors: Rafael Zhindon Almeida

Abstract:

Surface water quality is an important concern for the evaluation and prediction of water quality conditions. The objective of this study is to develop a statistical model that can accurately predict the water quality of the El Macho estuary in the city of Machala, El Oro province. The methodology employed in this study is of a basic type that involves a thorough search for theoretical foundations to improve the understanding of statistical modeling for water quality analysis. The research design is correlational, using a multivariate statistical model involving multiple linear regression and principal component analysis. The results indicate that water quality parameters such as fecal coliforms, biochemical oxygen demand, chemical oxygen demand, iron and dissolved oxygen exceed the allowable limits. The water of the El Macho estuary is determined to be below the required water quality criteria. The multiple linear regression model, based on chemical oxygen demand and total dissolved solids, explains 99.9% of the variance of the dependent variable. In addition, principal component analysis shows that the model has an explanatory power of 86.242%. The study successfully developed a statistical model to evaluate the water quality of the El Macho estuary. The estuary did not meet the water quality criteria, with several parameters exceeding the allowable limits. The multiple linear regression model and principal component analysis provide valuable information on the relationship between the various water quality parameters. The findings of the study emphasize the need for immediate action to improve the water quality of the El Macho estuary to ensure the preservation and protection of this valuable natural resource.

Keywords: statistical modeling, water quality, multiple linear regression, principal components, statistical models

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8201 Sales Patterns Clustering Analysis on Seasonal Product Sales Data

Authors: Soojin Kim, Jiwon Yang, Sungzoon Cho

Abstract:

As a seasonal product is only in demand for a short time, inventory management is critical to profits. Both markdowns and stockouts decrease the return on perishable products; therefore, researchers have been interested in the distribution of seasonal products with the aim of maximizing profits. In this study, we propose a data-driven seasonal product sales pattern analysis method for individual retail outlets based on observed sales data clustering; the proposed method helps in determining distribution strategies.

Keywords: clustering, distribution, sales pattern, seasonal product

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8200 Feigenbaum Universality, Chaos and Fractal Dimensions in Discrete Dynamical Systems

Authors: T. K. Dutta, K. K. Das, N. Dutta

Abstract:

The salient feature of this paper is primarily concerned with Ricker’s population model: f(x)=x e^(r(1-x/k)), where r is the control parameter and k is the carrying capacity, and some fruitful results are obtained with the following objectives: 1) Determination of bifurcation values leading to a chaotic region, 2) Development of Statistical Methods and Analysis required for the measure of Fractal dimensions, 3) Calculation of various fractal dimensions. These results also help that the invariant probability distribution on the attractor, when it exists, provides detailed information about the long-term behavior of a dynamical system. At the end, some open problems are posed for further research.

Keywords: Feigenbaum universality, chaos, Lyapunov exponent, fractal dimensions

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8199 Network Coding with Buffer Scheme in Multicast for Broadband Wireless Network

Authors: Gunasekaran Raja, Ramkumar Jayaraman, Rajakumar Arul, Kottilingam Kottursamy

Abstract:

Broadband Wireless Network (BWN) is the promising technology nowadays due to the increased number of smartphones. Buffering scheme using network coding considers the reliability and proper degree distribution in Worldwide interoperability for Microwave Access (WiMAX) multi-hop network. Using network coding, a secure way of transmission is performed which helps in improving throughput and reduces the packet loss in the multicast network. At the outset, improved network coding is proposed in multicast wireless mesh network. Considering the problem of performance overhead, degree distribution makes a decision while performing buffer in the encoding / decoding process. Consequently, BuS (Buffer Scheme) based on network coding is proposed in the multi-hop network. Here the encoding process introduces buffer for temporary storage to transmit packets with proper degree distribution. The simulation results depend on the number of packets received in the encoding/decoding with proper degree distribution using buffering scheme.

Keywords: encoding and decoding, buffer, network coding, degree distribution, broadband wireless networks, multicast

Procedia PDF Downloads 377
8198 Transforming Data into Knowledge: Mathematical and Statistical Innovations in Data Analytics

Authors: Zahid Ullah, Atlas Khan

Abstract:

The rapid growth of data in various domains has created a pressing need for effective methods to transform this data into meaningful knowledge. In this era of big data, mathematical and statistical innovations play a crucial role in unlocking insights and facilitating informed decision-making in data analytics. This abstract aims to explore the transformative potential of these innovations and their impact on converting raw data into actionable knowledge. Drawing upon a comprehensive review of existing literature, this research investigates the cutting-edge mathematical and statistical techniques that enable the conversion of data into knowledge. By evaluating their underlying principles, strengths, and limitations, we aim to identify the most promising innovations in data analytics. To demonstrate the practical applications of these innovations, real-world datasets will be utilized through case studies or simulations. This empirical approach will showcase how mathematical and statistical innovations can extract patterns, trends, and insights from complex data, enabling evidence-based decision-making across diverse domains. Furthermore, a comparative analysis will be conducted to assess the performance, scalability, interpretability, and adaptability of different innovations. By benchmarking against established techniques, we aim to validate the effectiveness and superiority of the proposed mathematical and statistical innovations in data analytics. Ethical considerations surrounding data analytics, such as privacy, security, bias, and fairness, will be addressed throughout the research. Guidelines and best practices will be developed to ensure the responsible and ethical use of mathematical and statistical innovations in data analytics. The expected contributions of this research include advancements in mathematical and statistical sciences, improved data analysis techniques, enhanced decision-making processes, and practical implications for industries and policymakers. The outcomes will guide the adoption and implementation of mathematical and statistical innovations, empowering stakeholders to transform data into actionable knowledge and drive meaningful outcomes.

Keywords: data analytics, mathematical innovations, knowledge extraction, decision-making

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8197 Velocity Distribution in Density Currents Flowing over Rough Beds

Authors: Reza Nasrollahpour, Mohamad Hidayat Bin Jamal, Zulhilmi Bin Ismail

Abstract:

Density currents are generated when the fluid of one density is released into another fluid with a different density. These currents occur in a variety of natural and man-made environments, and this emphasises the importance of studying them. In most practical cases, the density currents flow over the surfaces which are not plane; however, there have been limited investigations in this regard. This study uses laboratory experiments to analyse the influence of bottom roughness on the velocity distribution within these dense underflows. The currents are analysed over a plane surface and three different configurations of beam-roughened beds. The velocity profiles are collected using Acoustic Doppler Velocimetry technique, and the distribution of velocity within these currents is formulated for the tested beds. The results indicate that the empirical power and Gaussian relations can describe the velocity distribution in the inner and outer regions of the profiles, respectively. Moreover, it is found that the bottom roughness is the primary controlling parameter in the inner region.

Keywords: density currents, velocity profiles, Acoustic Doppler Velocimeter, bed roughness

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8196 The Modality of Multivariate Skew Normal Mixture

Authors: Bader Alruwaili, Surajit Ray

Abstract:

Finite mixtures are a flexible and powerful tool that can be used for univariate and multivariate distributions, and a wide range of research analysis has been conducted based on the multivariate normal mixture and multivariate of a t-mixture. Determining the number of modes is an important activity that, in turn, allows one to determine the number of homogeneous groups in a population. Our work currently being carried out relates to the study of the modality of the skew normal distribution in the univariate and multivariate cases. For the skew normal distribution, the aims are associated with studying the modality of the skew normal distribution and providing the ridgeline, the ridgeline elevation function, the $\Pi$ function, and the curvature function, and this will be conducive to an exploration of the number and location of mode when mixing the two components of skew normal distribution. The subsequent objective is to apply these results to the application of real world data sets, such as flow cytometry data.

Keywords: mode, modality, multivariate skew normal, finite mixture, number of mode

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8195 Point Estimation for the Type II Generalized Logistic Distribution Based on Progressively Censored Data

Authors: Rana Rimawi, Ayman Baklizi

Abstract:

Skewed distributions are important models that are frequently used in applications. Generalized distributions form a class of skewed distributions and gain widespread use in applications because of their flexibility in data analysis. More specifically, the Generalized Logistic Distribution with its different types has received considerable attention recently. In this study, based on progressively type-II censored data, we will consider point estimation in type II Generalized Logistic Distribution (Type II GLD). We will develop several estimators for its unknown parameters, including maximum likelihood estimators (MLE), Bayes estimators and linear estimators (BLUE). The estimators will be compared using simulation based on the criteria of bias and Mean square error (MSE). An illustrative example of a real data set will be given.

Keywords: point estimation, type II generalized logistic distribution, progressive censoring, maximum likelihood estimation

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8194 Study and Simulation of a Sever Dust Storm over West and South West of Iran

Authors: Saeed Farhadypour, Majid Azadi, Habibolla Sayyari, Mahmood Mosavi, Shahram Irani, Aliakbar Bidokhti, Omid Alizadeh Choobari, Ziba Hamidi

Abstract:

In the recent decades, frequencies of dust events have increased significantly in west and south west of Iran. First, a survey on the dust events during the period (1990-2013) is investigated using historical dust data collected at 6 weather stations scattered over west and south-west of Iran. After statistical analysis of the observational data, one of the most severe dust storm event that occurred in the region from 3rd to 6th July 2009, is selected and analyzed. WRF-Chem model is used to simulate the amount of PM10 and how to transport it to the areas. The initial and lateral boundary conditions for model obtained from GFS data with 0.5°×0.5° spatial resolution. In the simulation, two aerosol schemas (GOCART and MADE/SORGAM) with 3 options (chem_opt=106,300 and 303) were evaluated. Results of the statistical analysis of the historical data showed that south west of Iran has high frequency of dust events, so that Bushehr station has the highest frequency between stations and Urmia station has the lowest frequency. Also in the period of 1990 to 2013, the years 2009 and 1998 with the amounts of 3221 and 100 respectively had the highest and lowest dust events and according to the monthly variation, June and July had the highest frequency of dust events and December had the lowest frequency. Besides, model results showed that the MADE / SORGAM scheme has predicted values and trends of PM10 better than the other schemes and has showed the better performance in comparison with the observations. Finally, distribution of PM10 and the wind surface maps obtained from numerical modeling showed that the formation of dust plums formed in Iraq and Syria and also transportation of them to the West and Southwest of Iran. In addition, comparing the MODIS satellite image acquired on 4th July 2009 with model output at the same time showed the good ability of WRF-Chem in simulating spatial distribution of dust.

Keywords: dust storm, MADE/SORGAM scheme, PM10, WRF-Chem

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8193 An Investigation on Electric Field Distribution around 380 kV Transmission Line for Various Pylon Models

Authors: C. F. Kumru, C. Kocatepe, O. Arikan

Abstract:

In this study, electric field distribution analyses for three pylon models are carried out by a Finite Element Method (FEM) based software. Analyses are performed in both stationary and time domains to observe instantaneous values along with the effective ones. Considering the results of the study, different line geometries is considerably affecting the magnitude and distribution of electric field although the line voltages are the same. Furthermore, it is observed that maximum values of instantaneous electric field obtained in time domain analysis are quite higher than the effective ones in stationary mode. In consequence, electric field distribution analyses should be individually made for each different line model and the limit exposure values or distances to residential buildings should be defined according to the results obtained.

Keywords: electric field, energy transmission line, finite element method, pylon

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8192 Developing an Out-of-Distribution Generalization Model Selection Framework through Impurity and Randomness Measurements and a Bias Index

Authors: Todd Zhou, Mikhail Yurochkin

Abstract:

Out-of-distribution (OOD) detection is receiving increasing amounts of attention in the machine learning research community, boosted by recent technologies, such as autonomous driving and image processing. This newly-burgeoning field has called for the need for more effective and efficient methods for out-of-distribution generalization methods. Without accessing the label information, deploying machine learning models to out-of-distribution domains becomes extremely challenging since it is impossible to evaluate model performance on unseen domains. To tackle this out-of-distribution detection difficulty, we designed a model selection pipeline algorithm and developed a model selection framework with different impurity and randomness measurements to evaluate and choose the best-performing models for out-of-distribution data. By exploring different randomness scores based on predicted probabilities, we adopted the out-of-distribution entropy and developed a custom-designed score, ”CombinedScore,” as the evaluation criterion. This proposed score was created by adding labeled source information into the judging space of the uncertainty entropy score using harmonic mean. Furthermore, the prediction bias was explored through the equality of opportunity violation measurement. We also improved machine learning model performance through model calibration. The effectiveness of the framework with the proposed evaluation criteria was validated on the Folktables American Community Survey (ACS) datasets.

Keywords: model selection, domain generalization, model fairness, randomness measurements, bias index

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8191 Statistical Analysis of Interferon-γ for the Effectiveness of an Anti-Tuberculous Treatment

Authors: Shishen Xie, Yingda L. Xie

Abstract:

Tuberculosis (TB) is a potentially serious infectious disease that remains a health concern. The Interferon Gamma Release Assay (IGRA) is a blood test to find out if an individual is tuberculous positive or negative. This study applies statistical analysis to the clinical data of interferon-gamma levels of seventy-three subjects who diagnosed pulmonary TB in an anti-tuberculous treatment. Data analysis is performed to determine if there is a significant decline in interferon-gamma levels for the subjects during a period of six months, and to infer if the anti-tuberculous treatment is effective.

Keywords: data analysis, interferon gamma release assay, statistical methods, tuberculosis infection

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8190 Dynamic Distribution Calibration for Improved Few-Shot Image Classification

Authors: Majid Habib Khan, Jinwei Zhao, Xinhong Hei, Liu Jiedong, Rana Shahzad Noor, Muhammad Imran

Abstract:

Deep learning is increasingly employed in image classification, yet the scarcity and high cost of labeled data for training remain a challenge. Limited samples often lead to overfitting due to biased sample distribution. This paper introduces a dynamic distribution calibration method for few-shot learning. Initially, base and new class samples undergo normalization to mitigate disparate feature magnitudes. A pre-trained model then extracts feature vectors from both classes. The method dynamically selects distribution characteristics from base classes (both adjacent and remote) in the embedding space, using a threshold value approach for new class samples. Given the propensity of similar classes to share feature distributions like mean and variance, this research assumes a Gaussian distribution for feature vectors. Subsequently, distributional features of new class samples are calibrated using a corrected hyperparameter, derived from the distribution features of both adjacent and distant base classes. This calibration augments the new class sample set. The technique demonstrates significant improvements, with up to 4% accuracy gains in few-shot classification challenges, as evidenced by tests on miniImagenet and CUB datasets.

Keywords: deep learning, computer vision, image classification, few-shot learning, threshold

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8189 Force Distribution and Muscles Activation for Ankle Instability Patients with Rigid and Kinesiotape while Standing

Authors: Norazlin Mohamad, Saiful Adli Bukry, Zarina Zahari, Haidzir Manaf, Hanafi Sawalludin

Abstract:

Background: Deficit in neuromuscular recruitment and decrease force distribution were the common problems among ankle instability patients due to altered joint kinematics that lead to recurrent ankle injuries. Rigid Tape and KT Tape had widely been used as therapeutic and performance enhancement tools in ankle stability. However the difference effect between this two tapes is still controversial. Objective: To investigate the different effect between Rigid Tape and KT Tape on force distribution and muscle activation among ankle instability patients while standing. Study design: Crossover trial. Participants: 27 patients, age between 18 to 30 years old participated in this study. All the subjects were applied with KT Tape & Rigid Tape on their affected ankle with 3 days of interval for each intervention. The subjects were tested with their barefoot (without tape) first to act as a baseline before proceeding with KT Tape, and then with Rigid Tape. Result: There were no significant difference on force distribution at forefoot and back-foot for both tapes while standing. However the mean data shows that Rigid Tape has the highest force distribution at back-foot rather than forefoot when compared with KT Tape that had more force distribution at forefoot while standing. Regarding muscle activation (Peroneus Longus), results showed significant difference between Rigid Tape and KT Tape (p= 0.048). However, there was no significant difference on Tibialis Anterior muscle activation between both tapes while standing. Conclusion: The results indicated that Peroneus longus muscle was more active when applied Rigid Tape rather than KT Tape in ankle instability patients while standing.

Keywords: ankle instability, kinematic, muscle activation, force distribution, Rigid Tape, KT tape

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8188 Conservativeness of Probabilistic Constrained Optimal Control Method for Unknown Probability Distribution

Authors: Tomoaki Hashimoto

Abstract:

In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research field. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method with the unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with the unknown probability distribution.

Keywords: optimal control, stochastic systems, discrete time systems, probabilistic constraints

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8187 Case Study: Throughput Analysis over PLC Infrastructure as Last Mile Residential Solution in Colombia

Authors: Edward P. Guillen, A. Karina Martinez Barliza

Abstract:

Powerline Communications (PLC) as last mile solution to provide communication services, has the advantage of transmitting over channels already used for electrical distribution. However these channels have been not designed with this purpose, for that reason telecommunication companies in Colombia want to know how good would be using PLC in costs and network performance in comparison to cable modem or DSL. This paper analyzes PLC throughput for residential complex scenarios using a PLC network scenarios and some statistical results are shown.

Keywords: home network, power line communication, throughput analysis, power factor, cost, last mile solution

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8186 A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)

Authors: Longqing Li

Abstract:

The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.

Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting

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8185 Setting Control Limits For Inaccurate Measurements

Authors: Ran Etgar

Abstract:

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: quality control, process control, round-off, measurement, rounding error

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8184 Establishing Control Chart Limits for Rounded Measurements

Authors: Ran Etgar

Abstract:

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 X̄ 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 ȳ 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: SPC, round-off data, control limit, rounding error

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8183 Collaborative Energy Optimization for Multi-Microgrid Distribution System Based on Two-Stage Game Approach

Authors: Hanmei Peng, Yiqun Wang, Mao Tan, Zhuocen Dai, Yongxin Su

Abstract:

Efficient energy management in multi-microgrid distribution systems holds significant importance for enhancing the economic benefits of regional power grids. To better balance conflicts among various stakeholders, a two-stage game-based collaborative optimization approach is proposed in this paper, effectively addressing the realistic scenario involving both competition and collaboration among stakeholders. The first stage, aimed at maximizing individual benefits, involves constructing a non-cooperative tariff game model for the distribution network and surplus microgrid. In the second stage, considering power flow and physical line capacity constraints we establish a cooperative P2P game model for the multi-microgrid distribution system, and the optimization involves employing the Lagrange method of multipliers to handle complex constraints. Simulation results demonstrate that the proposed approach can effectively improve the system economics while harmonizing individual and collective rationality.

Keywords: cooperative game, collaborative optimization, multi-microgrid distribution system, non-cooperative game

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8182 Robust Inference with a Skew T Distribution

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

Abstract:

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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8181 Impact of the Photovoltaic Integration in Power Distribution Network: Case Study in Badak Liquefied Natural Gas (LNG)

Authors: David Hasurungan

Abstract:

This paper objective is to analyze the impact from photovoltaic system integration to power distribution network. The case study in Badak Liquefied Natural Gas (LNG) plant is presented in this paper. Badak LNG electricity network is operated in islanded mode. The total power generation in Badak LNG plant is significantly affected to feed gas supply. Meanwhile, to support the Government regulation, Badak LNG continuously implemented the grid-connected photovoltaic system in existing power distribution network. The impact between train operational mode change in Badak LNG plant and the growth of photovoltaic system is also encompassed in analysis. The analysis and calculation are performed using software Power Factory 15.1.

Keywords: power quality, distribution network, grid-connected photovoltaic system, power management system

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8180 Optimization Analysis of Controlled Cooling Process for H-Shape Steam Beams

Authors: Jiin-Yuh Jang, Yu-Feng Gan

Abstract:

In order to improve the comprehensive mechanical properties of the steel, the cooling rate, and the temperature distribution must be controlled in the cooling process. A three-dimensional numerical model for the prediction of the heat transfer coefficient distribution of H-beam in the controlled cooling process was performed in order to obtain the uniform temperature distribution and minimize the maximum stress and the maximum deformation after the controlled cooling. An algorithm developed with a simplified conjugated-gradient method was used as an optimizer to optimize the heat transfer coefficient distribution. The numerical results showed that, for the case of air cooling 5 seconds followed by water cooling 6 seconds with uniform the heat transfer coefficient, the cooling rate is 15.5 (℃/s), the maximum temperature difference is 85℃, the maximum the stress is 125 MPa, and the maximum deformation is 1.280 mm. After optimize the heat transfer coefficient distribution in control cooling process with the same cooling time, the cooling rate is increased to 20.5 (℃/s), the maximum temperature difference is decreased to 52℃, the maximum stress is decreased to 82MPa and the maximum deformation is decreased to 1.167mm.

Keywords: controlled cooling, H-Beam, optimization, thermal stress

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8179 A Heuristic for the Integrated Production and Distribution Scheduling Problem

Authors: Christian Meinecke, Bernd Scholz-Reiter

Abstract:

The integrated problem of production and distribution scheduling is relevant in many industrial applications. Thus, many heuristics to solve this integrated problem have been developed in the last decade. Most of these heuristics use a sequential working principal or a single decomposition and integration approach to separate and solve sub-problems. A heuristic using a multi-step decomposition and integration approach is presented in this paper and evaluated in a case study. The result show significant improved results compared with sequential scheduling heuristics.

Keywords: production and outbound distribution, integrated planning, heuristic, decomposition, integration

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8178 Electrical Tortuosity across Electrokinetically Remediated Soils

Authors: Waddah S. Abdullah, Khaled F. Al-Omari

Abstract:

Electrokinetic remediation is one of the most influential and effective methods to decontaminate contaminated soils. Electroosmosis and electromigration are the processes of electrochemical extraction of contaminants from soils. The driving force that causes removing contaminants from soils (electroosmosis process or electromigration process) is voltage gradient. Therefore, the electric field distribution throughout the soil domain is extremely important to investigate and to determine the factors that help to establish a uniform electric field distribution in order to make the clean-up process work properly and efficiently. In this study, small-sized passive electrodes (made of graphite) were placed at predetermined locations within the soil specimen, and the voltage drop between these passive electrodes was measured in order to observe the electrical distribution throughout the tested soil specimens. The electrokinetic test was conducted on two types of soils; a sandy soil and a clayey soil. The electrical distribution throughout the soil domain was conducted with different tests properties; and the electrical field distribution was observed in three-dimensional pattern in order to establish the electrical distribution within the soil domain. The effects of density, applied voltages, and degree of saturation on the electrical distribution within the remediated soil were investigated. The distribution of the moisture content, concentration of the sodium ions, and the concentration of the calcium ions were determined and established in three-dimensional scheme. The study has shown that the electrical conductivity within soil domain depends on the moisture content and concentration of electrolytes present in the pore fluid. The distribution of the electrical field in the saturated soil was found not be affected by its density. The study has also shown that high voltage gradient leads to non-uniform electric field distribution within the electroremediated soil. Very importantly, it was found that even when the electric field distribution is uniform globally (i.e. between the passive electrodes), local non-uniformity could be established within the remediated soil mass. Cracks or air gaps formed due to temperature rise (because of electric flow in low conductivity regions) promotes electrical tortuosity. Thus, fracturing or cracking formed in the remediated soil mass causes disconnection of electric current and hence, no removal of contaminant occur within these areas.

Keywords: contaminant removal, electrical tortuousity, electromigration, electroosmosis, voltage distribution

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8177 Variable Selection in a Data Envelopment Analysis Model by Multiple Proportions Comparison

Authors: Jirawan Jitthavech, Vichit Lorchirachoonkul

Abstract:

A statistical procedure using multiple comparisons test for proportions is proposed for variable selection in a data envelopment analysis (DEA) model. The test statistic in the multiple comparisons is the proportion of efficient decision making units (DMUs) in a DEA model. Three methods of multiple comparisons test for proportions: multiple Z tests with Bonferroni correction, multiple tests in 2Xc crosstabulation and the Marascuilo procedure, are used in the proposed statistical procedure of iteratively eliminating the variables in a backward manner. Two simulation populations of moderately and lowly correlated variables are used to compare the results of the statistical procedure using three methods of multiple comparisons test for proportions with the hypothesis testing of the efficiency contribution measure. From the simulation results, it can be concluded that the proposed statistical procedure using multiple Z tests for proportions with Bonferroni correction clearly outperforms the proposed statistical procedure using the remaining two methods of multiple comparisons and the hypothesis testing of the efficiency contribution measure.

Keywords: Bonferroni correction, efficient DMUs, Marascuilo procedure, Pastor et al. method, 2xc crosstabulation

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8176 As a Little-Known Side a Passionate Statistician: Florence Nightingale

Authors: Gülcan Taşkıran, Ayla Bayık Temel

Abstract:

Background: Florence Nightingale, the modern founder of the nursing, is most famous for her role as a nurse. But not so much known about her contributions as a mathematician and statistician. Aim: In this conceptual article it is aimed to examine Florence Nightingale's statistics education, how she used her passion for statistics and applied statistical data in nursing care and her scientific contributions to statistical science. Design: Literature review method was used in the study. The databases of Istanbul University Library Search Engine, Turkish Medical Directory, Thesis Scanning Center of Higher Education Council, PubMed, Google Scholar, EBSCO Host, Web of Science were scanned to reach the studies. The keywords 'statistics' and 'Florence Nightingale' have been used in Turkish and English while being screened. As a result of the screening, totally 41 studies were examined from the national and international literature. Results: Florence Nightingale has interested in mathematics and statistics at her early ages and has received various training in these subjects. Lessons learned by Nightingale in a cultured family environment, her talent in mathematics and numbers, and her religious beliefs played a crucial role in the direction of the statistics. She was influenced by Quetelet's ideas in the formation of the statistical philosophy and received support from William Farr in her statistical studies. During the Crimean War, she applied statistical knowledge to nursing care, developed many statistical methods and graphics, so that she made revolutionary reforms in the health field. Conclusions: Nightingale's interest in statistics, her broad vision, the statistical ideas fused with religious beliefs, the innovative graphics she has developed and the extraordinary statistical projects that she carried out has been influential on the basis of her professional achievements. Florence Nightingale has also become a model for women in statistics. Today, using and teaching of statistics and research in nursing care practices and education programs continues with the light she gave.

Keywords: Crimean war, Florence Nightingale, nursing, statistics

Procedia PDF Downloads 278
8175 The Linear Combination of Kernels in the Estimation of the Cumulative Distribution Functions

Authors: Abdel-Razzaq Mugdadi, Ruqayyah Sani

Abstract:

The Kernel Distribution Function Estimator (KDFE) method is the most popular method for nonparametric estimation of the cumulative distribution function. The kernel and the bandwidth are the most important components of this estimator. In this investigation, we replace the kernel in the KDFE with a linear combination of kernels to obtain a new estimator based on the linear combination of kernels, the mean integrated squared error (MISE), asymptotic mean integrated squared error (AMISE) and the asymptotically optimal bandwidth for the new estimator are derived. We propose a new data-based method to select the bandwidth for the new estimator. The new technique is based on the Plug-in technique in density estimation. We evaluate the new estimator and the new technique using simulations and real-life data.

Keywords: estimation, bandwidth, mean square error, cumulative distribution function

Procedia PDF Downloads 549