Search results for: autocorrelated kernel density estimator
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2035

Search results for: autocorrelated kernel density estimator

2005 Friction Estimation and Compensation for Steering Angle Control for Highly Automated Driving

Authors: Marcus Walter, Norbert Nitzsche, Dirk Odenthal, Steffen Müller

Abstract:

This contribution presents a friction estimator for industrial purposes which identifies Coulomb friction in a steering system. The estimator only needs a few, usually known, steering system parameters. Friction occurs on almost every mechanical system and has a negative influence on high-precision position control. This is demonstrated on a steering angle controller for highly automated driving. In this steering system the friction induces limit cycles which cause oscillating vehicle movement when the vehicle follows a given reference trajectory. When compensating the friction with the introduced estimator, limit cycles can be suppressed. This is demonstrated by measurements in a series vehicle.

Keywords: friction estimation, friction compensation, steering system, lateral vehicle guidance

Procedia PDF Downloads 484
2004 The Bayesian Premium Under Entropy Loss

Authors: Farouk Metiri, Halim Zeghdoudi, Mohamed Riad Remita

Abstract:

Credibility theory is an experience rating technique in actuarial science which can be seen as one of quantitative tools that allows the insurers to perform experience rating, that is, to adjust future premiums based on past experiences. It is used usually in automobile insurance, worker's compensation premium, and IBNR (incurred but not reported claims to the insurer) where credibility theory can be used to estimate the claim size amount. In this study, we focused on a popular tool in credibility theory which is the Bayesian premium estimator, considering Lindley distribution as a claim distribution. We derive this estimator under entropy loss which is asymmetric and squared error loss which is a symmetric loss function with informative and non-informative priors. In a purely Bayesian setting, the prior distribution represents the insurer’s prior belief about the insured’s risk level after collection of the insured’s data at the end of the period. However, the explicit form of the Bayesian premium in the case when the prior is not a member of the exponential family could be quite difficult to obtain as it involves a number of integrations which are not analytically solvable. The paper finds a solution to this problem by deriving this estimator using numerical approximation (Lindley approximation) which is one of the suitable approximation methods for solving such problems, it approaches the ratio of the integrals as a whole and produces a single numerical result. Simulation study using Monte Carlo method is then performed to evaluate this estimator and mean squared error technique is made to compare the Bayesian premium estimator under the above loss functions.

Keywords: bayesian estimator, credibility theory, entropy loss, monte carlo simulation

Procedia PDF Downloads 298
2003 Alternative Robust Estimators for the Shape Parameters of the Burr XII Distribution

Authors: Fatma Zehra Doğru, Olcay Arslan

Abstract:

In this paper, we propose alternative robust estimators for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators.

Keywords: burr xii distribution, robust estimator, m-estimator, least squares

Procedia PDF Downloads 404
2002 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

Procedia PDF Downloads 330
2001 Extraction and Antibacterial Studies of Oil from Three Mango Kernel Obtained from Makurdi, Nigeria

Authors: K. Asemave, D. O. Abakpa, T. T. Ligom

Abstract:

The ability of bacteria to develop resistance to many antibiotics cannot be undermined, given the multifaceted health challenges in the present times. For this reason, a lot of attention is on botanicals and their products in search of new antibacterial agents. On the other hand, mango kernel oils (MKO) can be heavily valorized by taking advantage of the myriads bioactive phytochemicals it contains. Herein, we validated the use of MKO as bioactive agent against bacteria. The MKOs for the study were extracted by soxhlet means with ethanol and hexane for 4 h from 3 different mango kernels, namely; 'local' (sample A), 'julie' (sample B), and 'john' (sample C). Prior to the extraction, ground fine particles of the kernels were obtained from the seed kernels dried in oven at 100 °C for 8 h. Hexane gave higher yield of the oils than ethanol. It was also qualitatively confirmed that the mango kernel oils contain some phytochemicals such as phenol, quinone, saponin, and terpenoid. The results of the antibacterial activities of the MKO against both gram positive (Staphylococcus aureus) and gram negative (Pseudomonas aeruginosa) at different concentrations showed that the oils extracted with ethanol gave better antibacterial properties than those of the hexane. More so, the bioactivities were best with the local mango kernel oil. Indeed this work has completely validated the previous claim that MKOs are effective antibacterial agents. Thus, these oils (especially the ethanol-derived ones) can be used as bacteriostatic and antibacterial agents in say food, cosmetics, and allied industries.

Keywords: bacteria, mango, kernel, oil, phytochemicals

Procedia PDF Downloads 123
2000 A New Nonlinear State-Space Model and Its Application

Authors: Abdullah Eqal Al Mazrooei

Abstract:

In this work, a new nonlinear model will be introduced. The model is in the state-space form. The nonlinearity of this model is in the state equation where the state vector is multiplied by its self. This technique makes our model generalizes many famous models as Lotka-Volterra model and Lorenz model which have many applications in the real life. We will apply our new model to estimate the wind speed by using a new nonlinear estimator which suitable to work with our model.

Keywords: nonlinear systems, state-space model, Kronecker product, nonlinear estimator

Procedia PDF Downloads 661
1999 Hydrogen Storage in Carbonized Coconut Meat (Kernel)

Authors: Viney Dixit, Rohit R. Shahi, Ashish Bhatnagar, P. Jain, T. P. Yadav, O. N. Srivastava

Abstract:

Carbons are being widely investigated as hydrogen storage material owing to their light weight, fast hydrogen absorption kinetics and low cost. However, these materials suffer from low hydrogen storage capacity at room temperature. The aim of the present study is to synthesize carbon based material which shows moderate hydrogen storage at room temperature. For this purpose, hydrogenation characteristics of natural precursor coconut kernel is studied in this work. The hydrogen storage measurement reveals that the as-synthesized materials have good hydrogen adsorption and desorption capacity with fast kinetics. The synthesized material absorbs 8 wt.% of hydrogen at liquid nitrogen temperature and 2.3 wt.% at room temperature. This could be due to the presence of certain elements (KCl, Mg, Ca) which are confirmed by TEM.

Keywords: coconut kernel, carbonization, hydrogenation, KCl, Mg, Ca

Procedia PDF Downloads 385
1998 The Effects of Neurospora crassa-Fermented Palm Kernel Cake in the Diet on the Production Performance and Egg-Yolk Quality of Arab Laying-Hens

Authors: Yose Rizal, Nuraini, Mirnawati, Maria Endo Mahata, Rio Darman, Dendi Kurniawan

Abstract:

An experiment had been conducted to determine the effects of several levels of Neurospora crassa- fermented palm kernel cake in the diet on the production performance and egg-yolk quality of Arab laying-hens, and to obtain the appropriate level of this fermented palm kernel cake for reducing the utilization of concentrated feed in the diet. Three hundred Arab laying-hens of 72 weeks old were employed in this experiment, and randomly assigned to four treatments (0, 7.25, 10.15, and 13.05% fermented palm kernel cake in diets) in a completely randomized design with five replicates. Measured variables were production performance (feed consumption, egg-mass production, feed conversion, egg weight and hen-day egg production), and egg-yolk quality (ether extract and cholesterol contents, and egg-yolk color index). Results of experiment indicated that feed consumption, egg-mass production, feed conversion, egg weight, hen-day egg production and egg-yolk color index were not influenced (P>0.05) by diets. However, the ether extract and cholesterol contents of egg-yolk were very significantly reduced (P<0.01) by diets. In conclusion, Neurospora crassa-fermented palm kernel cake could be included up to 13.05% to effectively replace 45% concentrated feed in Arab laying-hens diet without adverse effect on the production performance.

Keywords: neurospora crassa-fermented palm kernel cake, Arab laying-hens, production performance, ether extract, cholesterol, egg-yolk color index

Procedia PDF Downloads 708
1997 Bio Ethanol Production From the Co-Mixture of Jatropha Carcus L. Kernel Cake and Rice Straw

Authors: Felix U. Asoiro, Daniel I. Eleazar, Peter O. Offor

Abstract:

As a result of increasing energy demands, research in bioethanol has increased in recent years all through the world, in abide to partially or totally replace renewable energy supplies. The first and third generation feedstocks used for biofuel production have fundamental drawbacks. Waste rice straw and cake from second generation feedstock like Jatropha curcas l. kernel (JC) is seen as non-food feedstock and promising candidates for the industrial production of bioethanol. In this study, JC and rice husk (RH) wastes were characterized for proximate composition. Bioethanol was produced from the residual polysaccharides present in rice husk (RH) and Jatropha seed cake by sequential hydrolytic and fermentative processes at varying mixing proportions (50 g JC/50 g RH, 100 g JC/10 g RH, 100 g JC/20 g RH, 100 g JC/50 g RH, 100 g JC/100 g RH, 100 g JC/200 g RH and 200 g JC/100 g RH) and particle sizes (0.25, 0.5 and 1.00 mm). Mixing proportions and particle size significantly affected both bioethanol yield and some bioethanol properties. Bioethanol yield (%) increased with an increase in particle size. The highest bioethanol (8.67%) was produced at a mixing proportion of 100 g JC/50g RH at 0.25 mm particle size. The bioethanol had the lowest values of specific gravity and density of 1.25 and 0.92 g cm-3 and the highest values of 1.57 and 0.97 g cm-3 respectively. The highest values of viscosity (4.64 cSt) were obtained with 200 g JC/100 g RH, at 1.00 mm particle size. The maximum flash point and cloud point values were 139.9 oC and 23.7oC (100 g JC/200 g RH) at 1 mm and 0.5 mm particle sizes respectively. The maximum pour point value recorded was 3.85oC (100 g JC/50 g RH) at 1 mm particle size. The paper concludes that bioethanol can be recovered from JC and RH wastes. JC and RH blending proportions as well as particle sizes are important factors in bioethanol production.

Keywords: bioethanol, hydrolysis, Jatropha curcas l. kernel, rice husk, fermentation, proximate composition

Procedia PDF Downloads 67
1996 Analysis of Two Methods to Estimation Stochastic Demand in the Vehicle Routing Problem

Authors: Fatemeh Torfi

Abstract:

Estimation of stochastic demand in physical distribution in general and efficient transport routs management in particular is emerging as a crucial factor in urban planning domain. It is particularly important in some municipalities such as Tehran where a sound demand management calls for a realistic analysis of the routing system. The methodology involved critically investigating a fuzzy least-squares linear regression approach (FLLRs) to estimate the stochastic demands in the vehicle routing problem (VRP) bearing in mind the customer's preferences order. A FLLR method is proposed in solving the VRP with stochastic demands. Approximate-distance fuzzy least-squares (ADFL) estimator ADFL estimator is applied to original data taken from a case study. The SSR values of the ADFL estimator and real demand are obtained and then compared to SSR values of the nominal demand and real demand. Empirical results showed that the proposed methods can be viable in solving problems under circumstances of having vague and imprecise performance ratings. The results further proved that application of the ADFL was realistic and efficient estimator to face the stochastic demand challenges in vehicle routing system management and solve relevant problems.

Keywords: fuzzy least-squares, stochastic, location, routing problems

Procedia PDF Downloads 399
1995 Physicochemical Properties of Palm Stearin (PS) and Palm Kernel Olein (PKOO) Blends as Potential Edible Coating Materials

Authors: I. Ruzaina, A. B. Rashid, M. S. Halimahton Zahrah, C. S. Cheow, M. S. Adi

Abstract:

This study was conducted to determine the potential of palm stearin (PS) as edible coating materials for fruits. The palm stearin was blended with 20-80% palm kernel olein (PKOo) and the properties of the blends were evaluated in terms of the slip melting point (SMP), solid fat content (SFC), fatty acid and triacylglycerol compositions (TAG), and polymorphism. Blending of PS with PKOo reduced the SMP, SFC, altered the FAC and TAG composition and changed the crystal polymorphism from β to mixture of β and β′. The changes in the physicochemical properties of PS were due to the replacement of the high melting TAG in PS with medium chain TAG in PKOo. From the analysis, 1:1 and 3:2 were the better PSPKOo blend formulations in slowing down the weight loss, respiration gases and gave better appearance when compared to other PSPKOo blends formulations.

Keywords: guava, palm stearin, palm kernel olein, physicochemical

Procedia PDF Downloads 545
1994 Comparative Performance and Emission Analysis of Diesel Engine Fueled with Diesel and Bitter Apricot Kernal Oil Biodiesel Blends

Authors: Virender Singh Gurau, Akash Deep, Sarbjot S. Sandhu

Abstract:

Vegetable oils are produced from numerous oil seed crops. While all vegetable oils have high energy content, most require some processing to assure safe use in internal combustion engines. Some of these oils already have been evaluated as substitutes for diesel fuels. In the present research work Bitter Apricot kernel oil was employed as a feedstock for the production of biodiesel. The physicochemical properties of the Bitter Apricot kernel oil methyl ester were investigated as per ASTM D6751. From the series of engine testing, it is concluded that the brake thermal efficiency (BTE) with biodiesel blend was little lower than that of diesel. BSEC is slightly higher for Bitter apricot kernel oil methyl ester blends than neat diesel. For biodiesel blends, CO emission was lower than diesel fuel as B 20 reduced CO emissions by 18.75%. Approximately 11% increase in NOx emission was observed with 20% biodiesel blend. It is observed that HC emissions tend to decrease for biodiesel based fuels and Smoke opacity was found lower for biodiesel blends in comparison to diesel fuel.

Keywords: biodiesel, transesterification, bitter apricot kernel oil, performance and emission testing

Procedia PDF Downloads 299
1993 Comparison between Some of Robust Regression Methods with OLS Method with Application

Authors: Sizar Abed Mohammed, Zahraa Ghazi Sadeeq

Abstract:

The use of the classic method, least squares (OLS) to estimate the linear regression parameters, when they are available assumptions, and capabilities that have good characteristics, such as impartiality, minimum variance, consistency, and so on. The development of alternative statistical techniques to estimate the parameters, when the data are contaminated with outliers. These are powerful methods (or resistance). In this paper, three of robust methods are studied, which are: Maximum likelihood type estimate M-estimator, Modified Maximum likelihood type estimate MM-estimator and Least Trimmed Squares LTS-estimator, and their results are compared with OLS method. These methods applied to real data taken from Duhok company for manufacturing furniture, the obtained results compared by using the criteria: Mean Squared Error (MSE), Mean Absolute Percentage Error (MAPE) and Mean Sum of Absolute Error (MSAE). Important conclusions that this study came up with are: a number of typical values detected by using four methods in the furniture line and very close to the data. This refers to the fact that close to the normal distribution of standard errors, but typical values in the doors line data, using OLS less than that detected by the powerful ways. This means that the standard errors of the distribution are far from normal departure. Another important conclusion is that the estimated values of the parameters by using the lifeline is very far from the estimated values using powerful methods for line doors, gave LTS- destined better results using standard MSE, and gave the M- estimator better results using standard MAPE. Moreover, we noticed that using standard MSAE, and MM- estimator is better. The programs S-plus (version 8.0, professional 2007), Minitab (version 13.2) and SPSS (version 17) are used to analyze the data.

Keywords: Robest, LTS, M estimate, MSE

Procedia PDF Downloads 208
1992 Iterative Estimator-Based Nonlinear Backstepping Control of a Robotic Exoskeleton

Authors: Brahmi Brahim, Mohammad Habibur Rahman, Maarouf Saad, Cristóbal Ochoa Luna

Abstract:

A repetitive training movement is an efficient method to improve the ability and movement performance of stroke survivors and help them to recover their lost motor function and acquire new skills. The ETS-MARSE is seven degrees of freedom (DOF) exoskeleton robot developed to be worn on the lateral side of the right upper-extremity to assist and rehabilitate the patients with upper-extremity dysfunction resulting from stroke. Practically, rehabilitation activities are repetitive tasks, which make the assistive/robotic systems to suffer from repetitive/periodic uncertainties and external perturbations induced by the high-order dynamic model (seven DOF) and interaction with human muscle which impact on the tracking performance and even on the stability of the exoskeleton. To ensure the robustness and the stability of the robot, a new nonlinear backstepping control was implemented with designed tests performed by healthy subjects. In order to limit and to reject the periodic/repetitive disturbances, an iterative estimator was integrated into the control of the system. The estimator does not need the precise dynamic model of the exoskeleton. Experimental results confirm the robustness and accuracy of the controller performance to deal with the external perturbation, and the effectiveness of the iterative estimator to reject the repetitive/periodic disturbances.

Keywords: backstepping control, iterative control, Rehabilitation, ETS-MARSE

Procedia PDF Downloads 253
1991 A Boundary Backstepping Control Design for 2-D, 3-D and N-D Heat Equation

Authors: Aziz Sezgin

Abstract:

We consider the problem of stabilization of an unstable heat equation in a 2-D, 3-D and generally n-D domain by deriving a generalized backstepping boundary control design methodology. To stabilize the systems, we design boundary backstepping controllers inspired by the 1-D unstable heat equation stabilization procedure. We assume that one side of the boundary is hinged and the other side is controlled for each direction of the domain. Thus, controllers act on two boundaries for 2-D domain, three boundaries for 3-D domain and ”n” boundaries for n-D domain. The main idea of the design is to derive ”n” controllers for each of the dimensions by using ”n” kernel functions. Thus, we obtain ”n” controllers for the ”n” dimensional case. We use a transformation to change the system into an exponentially stable ”n” dimensional heat equation. The transformation used in this paper is a generalized Volterra/Fredholm type with ”n” kernel functions for n-D domain instead of the one kernel function of 1-D design.

Keywords: backstepping, boundary control, 2-D, 3-D, n-D heat equation, distributed parameter systems

Procedia PDF Downloads 375
1990 Estimation of the Temperatures in an Asynchronous Machine Using Extended Kalman Filter

Authors: Yi Huang, Clemens Guehmann

Abstract:

In order to monitor the thermal behavior of an asynchronous machine with squirrel cage rotor, a 9th-order extended Kalman filter (EKF) algorithm is implemented to estimate the temperatures of the stator windings, the rotor cage and the stator core. The state-space equations of EKF are established based on the electrical, mechanical and the simplified thermal models of an asynchronous machine. The asynchronous machine with simplified thermal model in Dymola is compiled as DymolaBlock, a physical model in MATLAB/Simulink. The coolant air temperature, three-phase voltages and currents are exported from the physical model and are processed by EKF estimator as inputs. Compared to the temperatures exported from the physical model of the machine, three parts of temperatures can be estimated quite accurately by the EKF estimator. The online EKF estimator is independent from the machine control algorithm and can work under any speed and load condition if the stator current is nonzero current system.

Keywords: asynchronous machine, extended Kalman filter, resistance, simulation, temperature estimation, thermal model

Procedia PDF Downloads 259
1989 Non-Linear Control in Positioning of PMLSM by Estimates of the Load Force by MRAS Method

Authors: Maamar Yahiaoui, Abdelrrahmene Kechich, Ismail Elkhallile Bousserhene

Abstract:

This article presents a study in simulation by means of MATLAB/Simulink software of the nonlinear control in positioning of a linear synchronous machine with the esteemed force of load, to have effective control in the estimator in all tests the wished trajectory follows and the disturbance of load start. The results of simulation prove clearly that the control proposed can detect the reference of positioning the value estimates of load force equal to the actual value.

Keywords: mathematical model, Matlab, PMLSM, control, linearization, estimator, force, load, current

Procedia PDF Downloads 567
1988 Nonlinear Equations with n-Dimensional Telegraph Operator Iterated K-Times

Authors: Jessada Tariboon

Abstract:

In this article, using distribution kernel, we study the nonlinear equations with n-dimensional telegraph operator iterated k-times.

Keywords: telegraph operator, elementary solution, distribution kernel, nonlinear equations

Procedia PDF Downloads 462
1987 Hardware Error Analysis and Severity Characterization in Linux-Based Server Systems

Authors: Nikolaos Georgoulopoulos, Alkis Hatzopoulos, Konstantinos Karamitsios, Konstantinos Kotrotsios, Alexandros I. Metsai

Abstract:

In modern server systems, business critical applications run in different types of infrastructure, such as cloud systems, physical machines and virtualization. Often, due to high load and over time, various hardware faults occur in servers that translate to errors, resulting to malfunction or even server breakdown. CPU, RAM and hard drive (HDD) are the hardware parts that concern server administrators the most regarding errors. In this work, selected RAM, HDD and CPU errors, that have been observed or can be simulated in kernel ring buffer log files from two groups of Linux servers, are investigated. Moreover, a severity characterization is given for each error type. Better understanding of such errors can lead to more efficient analysis of kernel logs that are usually exploited for fault diagnosis and prediction. In addition, this work summarizes ways of simulating hardware errors in RAM and HDD, in order to test the error detection and correction mechanisms of a Linux server.

Keywords: hardware errors, Kernel logs, Linux servers, RAM, hard disk, CPU

Procedia PDF Downloads 123
1986 Stock Market Prediction by Regression Model with Social Moods

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: stock market prediction, social moods, regression model, DJIA

Procedia PDF Downloads 521
1985 SVM-Based Modeling of Mass Transfer Potential of Multiple Plunging Jets

Authors: Surinder Deswal, Mahesh Pal

Abstract:

The paper investigates the potential of support vector machines based regression approach to model the mass transfer capacity of multiple plunging jets, both vertical (θ = 90°) and inclined (θ = 60°). The data set used in this study consists of four input parameters with a total of eighty eight cases. For testing, tenfold cross validation was used. Correlation coefficient values of 0.971 and 0.981 (root mean square error values of 0.0025 and 0.0020) were achieved by using polynomial and radial basis kernel functions based support vector regression respectively. Results suggest an improved performance by radial basis function in comparison to polynomial kernel based support vector machines. The estimated overall mass transfer coefficient, by both the kernel functions, is in good agreement with actual experimental values (within a scatter of ±15 %); thereby suggesting the utility of support vector machines based regression approach.

Keywords: mass transfer, multiple plunging jets, support vector machines, ecological sciences

Procedia PDF Downloads 425
1984 Building Scalable and Accurate Hybrid Kernel Mapping Recommender

Authors: Hina Iqbal, Mustansar Ali Ghazanfar, Sandor Szedmak

Abstract:

Recommender systems uses artificial intelligence practices for filtering obscure information and can predict if a user likes a specified item. Kernel mapping Recommender systems have been proposed which are accurate and state-of-the-art algorithms and resolve recommender system’s design objectives such as; long tail, cold-start, and sparsity. The aim of research is to propose hybrid framework that can efficiently integrate different versions— namely item-based and user-based KMR— of KMR algorithm. We have proposed various heuristic algorithms that integrate different versions of KMR (into a unified framework) resulting in improved accuracy and elimination of problems associated with conventional recommender system. We have tested our system on publically available movies dataset and benchmark with KMR. The results (in terms of accuracy, precision, recall, F1 measure and ROC metrics) reveal that the proposed algorithm is quite accurate especially under cold-start and sparse scenarios.

Keywords: Kernel Mapping Recommender Systems, hybrid recommender systems, cold start, sparsity, long tail

Procedia PDF Downloads 309
1983 Efficient Frontier: Comparing Different Volatility Estimators

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: variance, lower semi-variance, range-based volatility, MPT

Procedia PDF Downloads 483
1982 A Non-parametric Clustering Approach for Multivariate Geostatistical Data

Authors: Francky Fouedjio

Abstract:

Multivariate geostatistical data have become omnipresent in the geosciences and pose substantial analysis challenges. One of them is the grouping of data locations into spatially contiguous clusters so that data locations within the same cluster are more similar while clusters are different from each other, in some sense. Spatially contiguous clusters can significantly improve the interpretation that turns the resulting clusters into meaningful geographical subregions. In this paper, we develop an agglomerative hierarchical clustering approach that takes into account the spatial dependency between observations. It relies on a dissimilarity matrix built from a non-parametric kernel estimator of the spatial dependence structure of data. It integrates existing methods to find the optimal cluster number and to evaluate the contribution of variables to the clustering. The capability of the proposed approach to provide spatially compact, connected and meaningful clusters is assessed using bivariate synthetic dataset and multivariate geochemical dataset. The proposed clustering method gives satisfactory results compared to other similar geostatistical clustering methods.

Keywords: clustering, geostatistics, multivariate data, non-parametric

Procedia PDF Downloads 455
1981 L1-Convergence of Modified Trigonometric Sums

Authors: Sandeep Kaur Chouhan, Jatinderdeep Kaur, S. S. Bhatia

Abstract:

The existence of sine and cosine series as a Fourier series, their L1-convergence seems to be one of the difficult question in theory of convergence of trigonometric series in L1-metric norm. In the literature so far available, various authors have studied the L1-convergence of cosine and sine trigonometric series with special coefficients. In this paper, we present a modified cosine and sine sums and criterion for L1-convergence of these modified sums is obtained. Also, a necessary and sufficient condition for the L1-convergence of the cosine and sine series is deduced as corollaries.

Keywords: conjugate Dirichlet kernel, Dirichlet kernel, L1-convergence, modified sums

Procedia PDF Downloads 323
1980 Comparative Study of Estimators of Population Means in Two Phase Sampling in the Presence of Non-Response

Authors: Syed Ali Taqi, Muhammad Ismail

Abstract:

A comparative study of estimators of population means in two phase sampling in the presence of non-response when Unknown population means of the auxiliary variable(s) and incomplete information of study variable y as well as of auxiliary variable(s) is made. Three real data sets of University students, hospital and unemployment are used for comparison of all the available techniques in two phase sampling in the presence of non-response with the newly generalized ratio estimators.

Keywords: two-phase sampling, ratio estimator, product estimator, generalized estimators

Procedia PDF Downloads 204
1979 Effects of Palm Kernel Expeller Processing on the Ileal Populations of Lactobacilli and Escherichia Coli in Broiler Chickens

Authors: B. Navidshad

Abstract:

The main objective of this study was to examine the effects of enzymatic treatment and shell content of palm kernel expeller (PKE) on the ileal Lactobacilli and Escherichia coli populations in broiler chickens. At the finisher phase, one hundred male broiler chickens (Cobb-500) were fed a control diet or the diets containing 200 g/kg of normal PKE (70 g/kg shell), low shell PKE (30 g/kg shell), enzymatic treated PKE or low shell-enzymatic treated PKE. The quantitative real-time PCR were used to determine the ileal bacteria populations. The lowest ileal Lactobacilli population was found in the chickens fed the low shell PKE diet. Dietary normal PKE or low shell-enzymatic treated PKE decreased the Escherichia coli population compared to the control diet. The results suggested that PKE could be included up to 200 g/kg in the finisher diet, however, any screening practice to reduce the shell content of PKE without enzymatic degradation of β-mannan, decrease ileal Lactobacilli population.

Keywords: palm kernel expeller, exogenous enzyme, shell content, ileum bacteria, broiler chickens

Procedia PDF Downloads 327
1978 Polynomially Adjusted Bivariate Density Estimates Based on the Saddlepoint Approximation

Authors: S. B. Provost, Susan Sheng

Abstract:

An alternative bivariate density estimation methodology is introduced in this presentation. The proposed approach involves estimating the density function associated with the marginal distribution of each of the two variables by means of the saddlepoint approximation technique and applying a bivariate polynomial adjustment to the product of these density estimates. Since the saddlepoint approximation is utilized in the context of density estimation, such estimates are determined from empirical cumulant-generating functions. In the univariate case, the saddlepoint density estimate is itself adjusted by a polynomial. Given a set of observations, the coefficients of the polynomial adjustments are obtained from the sample moments. Several illustrative applications of the proposed methodology shall be presented. Since this approach relies essentially on a determinate number of sample moments, it is particularly well suited for modeling massive data sets.

Keywords: density estimation, empirical cumulant-generating function, moments, saddlepoint approximation

Procedia PDF Downloads 248
1977 Estimation of Population Mean under Random Non-Response in Two-Phase Successive Sampling

Authors: M. Khalid, G. N. Singh

Abstract:

In this paper, we have considered the problem of estimation for population mean, on current (second) occasion in the presence of random non response in two-occasion successive sampling under two phase set-up. Modified exponential type estimators have been proposed, and their properties are studied under the assumptions that numbers of sampling units follow a distribution due to random non response situations. The performances of the proposed estimators are compared with linear combinations of two estimators, (a) sample mean estimator for fresh sample and (b) ratio estimator for matched sample under the complete response situations. Results are demonstrated through empirical studies which present the effectiveness of the proposed estimators. Suitable recommendations have been made to the survey practitioners.

Keywords: successive sampling, random non-response, auxiliary variable, bias, mean square error

Procedia PDF Downloads 489
1976 Optimization of the Flexural Strength of Biocomposites Samples Reinforced with Resin for Engineering Applications

Authors: Stephen Akong Takim

Abstract:

This study focused on the optimization of the flexural strength of bio-composite samples of palm kernel, whelks, clams, periwinkles shells and bamboo fiber reinforced with resin for engineering applications. The aim of the study was to formulate different samples of bio-composite reinforced with resin for engineering applications and to evaluate the flexural strength of the fabricated composite. The hand lay-up technique was used for the composites produced by incorporating different percentage compositions of the shells/fiber (10%, 15%, 20%, 25% and 30%) into varied proportions of epoxy resin and catalyst. The cured samples, after 24 hours, were subjected to tensile, impact, flexural and water absorption tests. The experiments were conducted using the Taguchi optimization method L25 (5x5) with five design parameters and five level combinations in Minitab 18 statistical software. The results showed that the average value of flexural was 114.87MPa when compared to the unreinforced 72.33MPa bio-composite. The study recommended that agricultural waste, like palm kernel shells, whelk shells, clams, periwinkle shells and bamboo fiber, should be converted into important engineering applications.

Keywords: bio-composite, resin, palm kernel shells, welk shells, periwinkle shells, bamboo fiber, Taguchi techniques and engineering application

Procedia PDF Downloads 48