Search results for: estimation performance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13773

Search results for: estimation performance

13743 Parameters Estimation of Multidimensional Possibility Distributions

Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

Abstract:

We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: possibility distribution, parameters estimation, Maxmin u\E estimator, fuzzy model identification

Procedia PDF Downloads 437
13742 A Transformer-Based Approach for Multi-Human 3D Pose Estimation Using Color and Depth Images

Authors: Qiang Wang, Hongyang Yu

Abstract:

Multi-human 3D pose estimation is a challenging task in computer vision, which aims to recover the 3D joint locations of multiple people from multi-view images. In contrast to traditional methods, which typically only use color (RGB) images as input, our approach utilizes both color and depth (D) information contained in RGB-D images. We also employ a transformer-based model as the backbone of our approach, which is able to capture long-range dependencies and has been shown to perform well on various sequence modeling tasks. Our method is trained and tested on the Carnegie Mellon University (CMU) Panoptic dataset, which contains a diverse set of indoor and outdoor scenes with multiple people in varying poses and clothing. We evaluate the performance of our model on the standard 3D pose estimation metrics of mean per-joint position error (MPJPE). Our results show that the transformer-based approach outperforms traditional methods and achieves competitive results on the CMU Panoptic dataset. We also perform an ablation study to understand the impact of different design choices on the overall performance of the model. In summary, our work demonstrates the effectiveness of using a transformer-based approach with RGB-D images for multi-human 3D pose estimation and has potential applications in real-world scenarios such as human-computer interaction, robotics, and augmented reality.

Keywords: multi-human 3D pose estimation, RGB-D images, transformer, 3D joint locations

Procedia PDF Downloads 46
13741 Agile Software Effort Estimation Using Regression Techniques

Authors: Mikiyas Adugna

Abstract:

Effort estimation is among the activities carried out in software development processes. An accurate model of estimation leads to project success. The method of agile effort estimation is a complex task because of the dynamic nature of software development. Researchers are still conducting studies on agile effort estimation to enhance prediction accuracy. Due to these reasons, we investigated and proposed a model on LASSO and Elastic Net regression to enhance estimation accuracy. The proposed model has major components: preprocessing, train-test split, training with default parameters, and cross-validation. During the preprocessing phase, the entire dataset is normalized. After normalization, a train-test split is performed on the dataset, setting training at 80% and testing set to 20%. We chose two different phases for training the two algorithms (Elastic Net and LASSO) regression following the train-test-split. In the first phase, the two algorithms are trained using their default parameters and evaluated on the testing data. In the second phase, the grid search technique (the grid is used to search for tuning and select optimum parameters) and 5-fold cross-validation to get the final trained model. Finally, the final trained model is evaluated using the testing set. The experimental work is applied to the agile story point dataset of 21 software projects collected from six firms. The results show that both Elastic Net and LASSO regression outperformed the compared ones. Compared to the proposed algorithms, LASSO regression achieved better predictive performance and has acquired PRED (8%) and PRED (25%) results of 100.0, MMRE of 0.0491, MMER of 0.0551, MdMRE of 0.0593, MdMER of 0.063, and MSE of 0.0007. The result implies LASSO regression algorithm trained model is the most acceptable, and higher estimation performance exists in the literature.

Keywords: agile software development, effort estimation, elastic net regression, LASSO

Procedia PDF Downloads 26
13740 Estimation of Opc, Fly Ash and Slag Contents in Blended and Composite Cements by Selective Dissolution Method

Authors: Suresh Palla

Abstract:

This research paper presents the results of the study on the estimation of fly ash, slag and cement contents in blended and composite cements by novel selective dissolution method. Types of cement samples investigated include OPC with fly ash as performance improver, OPC with slag as performance improver, PPC, PSC and Composite cement confirming to respective Indian Standards. Slag and OPC contents in PSC were estimated by selectively dissolving OPC in stage 1 and selectively dissolving slag in stage 2. In the case of composite cement sample, the percentage of cement, slag and fly ash were estimated systematically by selective dissolution of cement, slag and fly ash in three stages. In the first stage, cement dissolved and separated by leaving the residue of slag and fly ash, designated as R1. The second stage involves gravimetric estimation of fractions of OPC, residue and selective dissolution of fly ash and slag contents. Fly ash content, R2 was estimated through gravimetric analysis. Thereafter, the difference between the R1 and R2 is considered as slag content. The obtained results of cement, fly ash and slag using selective dissolution method showed 10% of standard deviation with the corresponding percentage of respective constituents. The results suggest that this novel selective dissolution method can be successfully used for estimation of OPC and SCMs contents in different types of cements.

Keywords: selective dissolution method , fly ash, ggbfs slag, edta

Procedia PDF Downloads 130
13739 Deep Learning-Based Channel Estimation for Reconfigurable Intelligent Surface-Assisted Unmanned Aerial Vehicle-Enabled Wireless Communication System

Authors: Getaneh Berie Tarekegn

Abstract:

Wireless communication via unmanned aerial vehicles (UAVs) has drawn a great deal of attention due to its flexibility in establishing line-of-sight (LoS) communications. However, in complex urban and dynamic environments, the movement of UAVs can be blocked by trees and high-rise buildings that obstruct directional paths. With reconfigurable intelligent surfaces (RIS), this problem can be effectively addressed. To achieve this goal, accurate channel estimation in RIS-assisted UAV-enabled wireless communications is crucial. This paper proposes an accurate channel estimation model using long short-term memory (LSTM) for a multi-user RIS-assisted UAV-enabled wireless communication system. According to simulation results, LSTM can improve the channel estimation performance of RIS-assisted UAV-enabled wireless communication.

Keywords: channel estimation, reconfigurable intelligent surfaces, long short-term memory, unmanned aerial vehicles

Procedia PDF Downloads 59
13738 Formulating a Flexible-Spread Fuzzy Regression Model Based on Dissemblance Index

Authors: Shih-Pin Chen, Shih-Syuan You

Abstract:

This study proposes a regression model with flexible spreads for fuzzy input-output data to cope with the situation that the existing measures cannot reflect the actual estimation error. The main idea is that a dissemblance index (DI) is carefully identified and defined for precisely measuring the actual estimation error. Moreover, the graded mean integration (GMI) representation is adopted for determining more representative numeric regression coefficients. Notably, to comprehensively compare the performance of the proposed model with other ones, three different criteria are adopted. The results from commonly used test numerical examples and an application to Taiwan's business monitoring indicator illustrate that the proposed dissemblance index method not only produces valid fuzzy regression models for fuzzy input-output data, but also has satisfactory and stable performance in terms of the total estimation error based on these three criteria.

Keywords: dissemblance index, forecasting, fuzzy sets, linear regression

Procedia PDF Downloads 330
13737 Reliability Estimation of Bridge Structures with Updated Finite Element Models

Authors: Ekin Ozer

Abstract:

Assessment of structural reliability is essential for efficient use of civil infrastructure which is subjected hazardous events. Dynamic analysis of finite element models is a commonly used tool to simulate structural behavior and estimate its performance accordingly. However, theoretical models purely based on preliminary assumptions and design drawings may deviate from the actual behavior of the structure. This study proposes up-to-date reliability estimation procedures which engages actual bridge vibration data modifying finite element models for finite element model updating and performing reliability estimation, accordingly. The proposed method utilizes vibration response measurements of bridge structures to identify modal parameters, then uses these parameters to calibrate finite element models which are originally based on design drawings. The proposed method does not only show that reliability estimation based on updated models differs from the original models, but also infer that non-updated models may overestimate the structural capacity.

Keywords: earthquake engineering, engineering vibrations, reliability estimation, structural health monitoring

Procedia PDF Downloads 178
13736 Time Delay Estimation Using Signal Envelopes for Synchronisation of Recordings

Authors: Sergei Aleinik, Mikhail Stolbov

Abstract:

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

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

Procedia PDF Downloads 455
13735 Light-Weight Network for Real-Time Pose Estimation

Authors: Jianghao Hu, Hongyu Wang

Abstract:

The effective and efficient human pose estimation algorithm is an important task for real-time human pose estimation on mobile devices. This paper proposes a light-weight human key points detection algorithm, Light-Weight Network for Real-Time Pose Estimation (LWPE). LWPE uses light-weight backbone network and depthwise separable convolutions to reduce parameters and lower latency. LWPE uses the feature pyramid network (FPN) to fuse the high-resolution, semantically weak features with the low-resolution, semantically strong features. In the meantime, with multi-scale prediction, the predicted result by the low-resolution feature map is stacked to the adjacent higher-resolution feature map to intermediately monitor the network and continuously refine the results. At the last step, the key point coordinates predicted in the highest-resolution are used as the final output of the network. For the key-points that are difficult to predict, LWPE adopts the online hard key points mining strategy to focus on the key points that hard predicting. The proposed algorithm achieves excellent performance in the single-person dataset selected in the AI (artificial intelligence) challenge dataset. The algorithm maintains high-precision performance even though the model only contains 3.9M parameters, and it can run at 225 frames per second (FPS) on the generic graphics processing unit (GPU).

Keywords: depthwise separable convolutions, feature pyramid network, human pose estimation, light-weight backbone

Procedia PDF Downloads 122
13734 Interval Estimation for Rainfall Mean in Northeastern Thailand

Authors: Nitaya Buntao

Abstract:

This paper considers the problems of interval estimation for rainfall mean of the lognormal distribution and the delta-lognormal distribution in Northeastern Thailand. We present here the modified generalized pivotal approach (MGPA) compared to the modified method of variance estimates recovery (MMOVER). The performance of each method is examined in term of coverage probabilities and average lengths by Monte Carlo simulation. An extensive simulation study indicates that the MMOVER performs better than the MGPA approach in terms of the coverage probability; it results in highly accurate coverage probability.

Keywords: rainfall mean, interval estimation, lognormal distribution, delta-lognormal distribution

Procedia PDF Downloads 425
13733 VaR Estimation Using the Informational Content of Futures Traded Volume

Authors: Amel Oueslati, Olfa Benouda

Abstract:

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

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

Procedia PDF Downloads 255
13732 Depth Estimation in DNN Using Stereo Thermal Image Pairs

Authors: Ahmet Faruk Akyuz, Hasan Sakir Bilge

Abstract:

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

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

Procedia PDF Downloads 236
13731 Parameter Estimation of Induction Motors by PSO Algorithm

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

Abstract:

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

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

Procedia PDF Downloads 603
13730 Online Pose Estimation and Tracking Approach with Siamese Region Proposal Network

Authors: Cheng Fang, Lingwei Quan, Cunyue Lu

Abstract:

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

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

Procedia PDF Downloads 125
13729 A Robust Frequency Offset Estimator for Orthogonal Frequency Division Multiplexing

Authors: Keunhong Chae, Seokho Yoon

Abstract:

We address the integer frequency offset (IFO) estimation under the influence of the timing offset (TO) in orthogonal frequency division multiplexing (OFDM) systems. Incorporating the IFO and TO into the symbol set used to represent the received OFDM symbol, we investigate the influence of the TO on the IFO, and then, propose a combining method between two consecutive OFDM correlations, reducing the influence. The proposed scheme has almost the same complexity as that of the conventional schemes, whereas it does not need the TO knowledge contrary to the conventional schemes. From numerical results it is confirmed that the proposed scheme is insensitive to the TO, consequently, yielding an improvement of the IFO estimation performance over the conventional schemes when the TO exists.

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

Procedia PDF Downloads 441
13728 The Impact of Board Characteristics on Firm Performance: Evidence from Banking Industry in India

Authors: Manmeet Kaur, Madhu Vij

Abstract:

The Board of Directors in a firm performs the primary role of an internal control mechanism. This Study seeks to understand the relationship between internal governance and performance of banks in India. The research paper investigates the effect of board structure (proportion of nonexecutive directors, gender diversity, board size and meetings per year) on the firm performance. This paper evaluates the impact of corporate governance mechanisms on bank’s financial performance using panel data for 28 listed banks in National Stock Exchange of India for the period of 2008-2014. Returns on Asset, Return on Equity, Tobin’s Q and Net Interest Margin were used as the financial performance indicators. To estimate the relationship among governance and bank performance initially the Study uses Pooled Ordinary Least Square (OLS) Estimation and Generalized Least Square (GLS) Estimation. Then a well-developed panel Generalized Method of Moments (GMM) Estimator is developed to investigate the dynamic nature of performance and governance relationship. The Study empirically confirms that two-step system GMM approach controls the problem of unobserved heterogeneity and endogeneity as compared to the OLS and GLS approach. The result suggests that banks with small board, boards with female members, and boards that meet more frequently tend to be more efficient and subsequently have a positive impact on performance of banks. The study offers insights to policy makers interested in enhancing the quality of governance of banks in India. Also, the findings suggest that board structure plays a vital role in the improvement of corporate governance mechanism for financial institutions. There is a need to have efficient boards in banks to improve the overall health of the financial institutions and the economic development of the country.

Keywords: board of directors, corporate governance, GMM estimation, Indian banking

Procedia PDF Downloads 234
13727 Characteristic Function in Estimation of Probability Distribution Moments

Authors: Vladimir S. Timofeev

Abstract:

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

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

Procedia PDF Downloads 465
13726 Analysis of Financial Time Series by Using Ornstein-Uhlenbeck Type Models

Authors: Md Al Masum Bhuiyan, Maria C. Mariani, Osei K. Tweneboah

Abstract:

In the present work, we develop a technique for estimating the volatility of financial time series by using stochastic differential equation. Taking the daily closing prices from developed and emergent stock markets as the basis, we argue that the incorporation of stochastic volatility into the time-varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. While using the technique, we see the long-memory behavior of data sets and one-step-ahead-predicted log-volatility with ±2 standard errors despite the variation of the observed noise from a Normal mixture distribution, because the financial data studied is not fully Gaussian. Also, the Ornstein-Uhlenbeck process followed in this work simulates well the financial time series, which aligns our estimation algorithm with large data sets due to the fact that this algorithm has good convergence properties.

Keywords: financial time series, maximum likelihood estimation, Ornstein-Uhlenbeck type models, stochastic volatility model

Procedia PDF Downloads 212
13725 State Estimation of a Biotechnological Process Using Extended Kalman Filter and Particle Filter

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

Abstract:

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

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

Procedia PDF Downloads 399
13724 Estimation of Fuel Cost Function Characteristics Using Cuckoo Search

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

Abstract:

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

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

Procedia PDF Downloads 548
13723 Identification of Wiener Model Using Iterative Schemes

Authors: Vikram Saini, Lillie Dewan

Abstract:

This paper presents the iterative schemes based on Least square, Hierarchical Least Square and Stochastic Approximation Gradient method for the Identification of Wiener model with parametric structure. A gradient method is presented for the parameter estimation of wiener model with noise conditions based on the stochastic approximation. Simulation results are presented for the Wiener model structure with different static non-linear elements in the presence of colored noise to show the comparative analysis of the iterative methods. The stochastic gradient method shows improvement in the estimation performance and provides fast convergence of the parameters estimates.

Keywords: hard non-linearity, least square, parameter estimation, stochastic approximation gradient, Wiener model

Procedia PDF Downloads 366
13722 Efficient Motion Estimation by Fast Three Step Search Algorithm

Authors: S. M. Kulkarni, D. S. Bormane, S. L. Nalbalwar

Abstract:

The rapid development in the technology have dramatic impact on the medical health care field. Medical data base obtained with latest machines like CT Machine, MRI scanner requires large amount of memory storage and also it requires large bandwidth for transmission of data in telemedicine applications. Thus, there is need for video compression. As the database of medical images contain number of frames (slices), hence while coding of these images there is need of motion estimation. Motion estimation finds out movement of objects in an image sequence and gets motion vectors which represents estimated motion of object in the frame. In order to reduce temporal redundancy between successive frames of video sequence, motion compensation is preformed. In this paper three step search (TSS) block matching algorithm is implemented on different types of video sequences. It is shown that three step search algorithm produces better quality performance and less computational time compared with exhaustive full search algorithm.

Keywords: block matching, exhaustive search motion estimation, three step search, video compression

Procedia PDF Downloads 456
13721 Design of Transmit Beamspace and DOA Estimation in MIMO Radar

Authors: S. Ilakkiya, A. Merline

Abstract:

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

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

Procedia PDF Downloads 482
13720 A New IFO Estimation Scheme for Orthogonal Frequency Division Multiplexing Systems

Authors: Keunhong Chae, Seokho Yoon

Abstract:

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

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

Procedia PDF Downloads 533
13719 Analysis of the Predictive Performance of Value at Risk Estimations in Times of Financial Crisis

Authors: Alexander Marx

Abstract:

Measuring and mitigating market risk is essential for the stability of enterprises, especially for major banking corporations and investment bank firms. To employ these risk measurement and mitigation processes, the Value at Risk (VaR) is the most commonly used risk metric by practitioners. In the past years, we have seen significant weaknesses in the predictive performance of the VaR in times of financial market crisis. To address this issue, the purpose of this study is to investigate the value-at-risk (VaR) estimation models and their predictive performance by applying a series of backtesting methods on the stock market indices of the G7 countries (Canada, France, Germany, Italy, Japan, UK, US, Europe). The study employs parametric, non-parametric, and semi-parametric VaR estimation models and is conducted during three different periods which cover the most recent financial market crisis: the overall period (2006–2022), the global financial crisis period (2008–2009), and COVID-19 period (2020–2022). Since the regulatory authorities have introduced and mandated the Conditional Value at Risk (Expected Shortfall) as an additional regulatory risk management metric, the study will analyze and compare both risk metrics on their predictive performance.

Keywords: value at risk, financial market risk, banking, quantitative risk management

Procedia PDF Downloads 57
13718 6D Posture Estimation of Road Vehicles from Color Images

Authors: Yoshimoto Kurihara, Tad Gonsalves

Abstract:

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

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

Procedia PDF Downloads 118
13717 Real-Time Radar Tracking Based on Nonlinear Kalman Filter

Authors: Milca F. Coelho, K. Bousson, Kawser Ahmed

Abstract:

To accurately track an aerospace vehicle in a time-critical situation and in a highly nonlinear environment, is one of the strongest interests within the aerospace community. The tracking is achieved by estimating accurately the state of a moving target, which is composed of a set of variables that can provide a complete status of the system at a given time. One of the main ingredients for a good estimation performance is the use of efficient estimation algorithms. A well-known framework is the Kalman filtering methods, designed for prediction and estimation problems. The success of the Kalman Filter (KF) in engineering applications is mostly due to the Extended Kalman Filter (EKF), which is based on local linearization. Besides its popularity, the EKF presents several limitations. To address these limitations and as a possible solution to tracking problems, this paper proposes the use of the Ensemble Kalman Filter (EnKF). Although the EnKF is being extensively used in the context of weather forecasting and it is being recognized for producing accurate and computationally effective estimation on systems with a very high dimension, it is almost unknown by the tracking community. The EnKF was initially proposed as an attempt to improve the error covariance calculation, which on the classic Kalman Filter is difficult to implement. Also, in the EnKF method the prediction and analysis error covariances have ensemble representations. These ensembles have sizes which limit the number of degrees of freedom, in a way that the filter error covariance calculations are a lot more practical for modest ensemble sizes. In this paper, a realistic simulation of a radar tracking was performed, where the EnKF was applied and compared with the Extended Kalman Filter. The results suggested that the EnKF is a promising tool for tracking applications, offering more advantages in terms of performance.

Keywords: Kalman filter, nonlinear state estimation, optimal tracking, stochastic environment

Procedia PDF Downloads 105
13716 Frequency Selective Filters for Estimating the Equivalent Circuit Parameters of Li-Ion Battery

Authors: Arpita Mondal, Aurobinda Routray, Sreeraj Puravankara, Rajashree Biswas

Abstract:

The most difficult part of designing a battery management system (BMS) is battery modeling. A good battery model can capture the dynamics which helps in energy management, by accurate model-based state estimation algorithms. So far the most suitable and fruitful model is the equivalent circuit model (ECM). However, in real-time applications, the model parameters are time-varying, changes with current, temperature, state of charge (SOC), and aging of the battery and this make a great impact on the performance of the model. Therefore, to increase the equivalent circuit model performance, the parameter estimation has been carried out in the frequency domain. The battery is a very complex system, which is associated with various chemical reactions and heat generation. Therefore, it’s very difficult to select the optimal model structure. As we know, if the model order is increased, the model accuracy will be improved automatically. However, the higher order model will face the tendency of over-parameterization and unfavorable prediction capability, while the model complexity will increase enormously. In the time domain, it becomes difficult to solve higher order differential equations as the model order increases. This problem can be resolved by frequency domain analysis, where the overall computational problems due to ill-conditioning reduce. In the frequency domain, several dominating frequencies can be found in the input as well as output data. The selective frequency domain estimation has been carried out, first by estimating the frequencies of the input and output by subspace decomposition, then by choosing the specific bands from the most dominating to the least, while carrying out the least-square, recursive least square and Kalman Filter based parameter estimation. In this paper, a second order battery model consisting of three resistors, two capacitors, and one SOC controlled voltage source has been chosen. For model identification and validation hybrid pulse power characterization (HPPC) tests have been carried out on a 2.6 Ah LiFePO₄ battery.

Keywords: equivalent circuit model, frequency estimation, parameter estimation, subspace decomposition

Procedia PDF Downloads 110
13715 A Mathematical Model of Power System State Estimation for Power Flow Solution

Authors: F. Benhamida, A. Graa, L. Benameur, I. Ziane

Abstract:

The state estimation of the electrical power system operation state is very important for supervising task. With the nonlinearity of the AC power flow model, the state estimation problem (SEP) is a nonlinear mathematical problem with many local optima. This paper treat the mathematical model for the SEP and the monitoring of the nonlinear systems of great dimensions with an application on power electrical system, the modelling, the analysis and state estimation synthesis in order to supervise the power system behavior. in fact, it is very difficult, to see impossible, (for reasons of accessibility, techniques and/or of cost) to measure the excessive number of the variables of state in a large-sized system. It is thus important to develop software sensors being able to produce a reliable estimate of the variables necessary for the diagnosis and also for the control.

Keywords: power system, state estimation, robustness, observability

Procedia PDF Downloads 488
13714 Spatiotemporal Neural Network for Video-Based Pose Estimation

Authors: Bin Ji, Kai Xu, Shunyu Yao, Jingjing Liu, Ye Pan

Abstract:

Human pose estimation is a popular research area in computer vision for its important application in human-machine interface. In recent years, 2D human pose estimation based on convolution neural network has got great progress and development. However, in more and more practical applications, people often need to deal with tasks based on video. It’s not far-fetched for us to consider how to combine the spatial and temporal information together to achieve a balance between computing cost and accuracy. To address this issue, this study proposes a new spatiotemporal model, namely Spatiotemporal Net (STNet) to combine both temporal and spatial information more rationally. As a result, the predicted keypoints heatmap is potentially more accurate and spatially more precise. Under the condition of ensuring the recognition accuracy, the algorithm deal with spatiotemporal series in a decoupled way, which greatly reduces the computation of the model, thus reducing the resource consumption. This study demonstrate the effectiveness of our network over the Penn Action Dataset, and the results indicate superior performance of our network over the existing methods.

Keywords: convolutional long short-term memory, deep learning, human pose estimation, spatiotemporal series

Procedia PDF Downloads 117