Search results for: generalized likelihood uncertainty estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3853

Search results for: generalized likelihood uncertainty estimation

3613 Ultra-Tightly Coupled GNSS/INS Based on High Degree Cubature Kalman Filtering

Authors: Hamza Benzerrouk, Alexander Nebylov

Abstract:

In classical GNSS/INS integration designs, the loosely coupled approach uses the GNSS derived position and the velocity as the measurements vector. This design is suboptimal from the standpoint of preventing GNSSoutliers/outages. The tightly coupled GPS/INS navigation filter mixes the GNSS pseudo range and inertial measurements and obtains the vehicle navigation state as the final navigation solution. The ultra‐tightly coupled GNSS/INS design combines the I (inphase) and Q(quadrature) accumulator outputs in the GNSS receiver signal tracking loops and the INS navigation filter function intoa single Kalman filter variant (EKF, UKF, SPKF, CKF and HCKF). As mentioned, EKF and UKF are the most used nonlinear filters in the literature and are well adapted to inertial navigation state estimation when integrated with GNSS signal outputs. In this paper, it is proposed to move a step forward with more accurate filters and modern approaches called Cubature and High Degree cubature Kalman Filtering methods, on the basis of previous results solving the state estimation based on INS/GNSS integration, Cubature Kalman Filter (CKF) and High Degree Cubature Kalman Filter with (HCKF) are the references for the recent developed generalized Cubature rule based Kalman Filter (GCKF). High degree cubature rules are the kernel of the new solution for more accurate estimation with less computational complexity compared with the Gauss-Hermite Quadrature (GHQKF). Gauss-Hermite Kalman Filter GHKF which is not selected in this work because of its limited real-time implementation in high-dimensional state-spaces. In ultra tightly or a deeply coupled GNSS/INS system is dynamics EKF is used with transition matrix factorization together with GNSS block processing which is well described in the paper and assumes available the intermediary frequency IF by using a correlator samples with a rate of 500 Hz in the presented approach. GNSS (GPS+GLONASS) measurements are assumed available and modern SPKF with Cubature Kalman Filter (CKF) are compared with new versions of CKF called high order CKF based on Spherical-radial cubature rules developed at the fifth order in this work. Estimation accuracy of the high degree CKF is supposed to be comparative to GHKF, results of state estimation are then observed and discussed for different initialization parameters. Results show more accurate navigation state estimation and more robust GNSS receiver when Ultra Tightly Coupled approach applied based on High Degree Cubature Kalman Filter.

Keywords: GNSS, INS, Kalman filtering, ultra tight integration

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3612 A Novel Stator Resistance Estimation Method and Control Design of Speed-Sensorless Induction Motor Drives

Authors: N. Ben Si Ali, N. Benalia, N. Zarzouri

Abstract:

Speed sensorless systems are intensively studied during recent years; this is mainly due to their economical benefit and fragility of mechanical sensors and also the difficulty of installing this type of sensor in many applications. These systems suffer from instability problems and sensitivity to parameter mismatch at low speed operation. In this paper an analysis of adaptive observer stability with stator resistance estimation is given.

Keywords: motor drive, sensorless control, adaptive observer, stator resistance estimation

Procedia PDF Downloads 351
3611 The Role of Uncertainty in the Integration of Environmental Parameters in Energy System Modeling

Authors: Alexander de Tomás, Miquel Sierra, Stefan Pfenninger, Francesco Lombardi, Ines Campos, Cristina Madrid

Abstract:

Environmental parameters are key in the definition of sustainable energy systems yet excluded from most energy system optimization models. Still, decision-making may be misleading without considering them. Environmental analyses of the energy transition are a key part of industrial ecology but often are performed without any input from the users of the information. This work assesses the systemic impacts of energy transition pathways in Portugal. Using the Calliope energy modeling framework, 250+ optimized energy system pathways are generated. A Delphi study helps to identify the relevant criteria for the stakeholders as regards the environmental assessment, which is performed with ENBIOS, a python package that integrates life cycle assessment (LCA) with a metabolic analysis based on complex relations. Furthermore, this study focuses on how the uncertainty propagates through the model’s consortium. With the aim of doing so, a soft link between the Calliope/ENBIOS cascade and Brightway’s data capabilities is built to perform Monte Carlo simulations. These findings highlight the relevance of including uncertainty analysis as a range of values rather than informing energy transition results with a single value.

Keywords: energy transition, energy modeling, uncertainty, sustainability

Procedia PDF Downloads 53
3610 A Bayesian Parameter Identification Method for Thermorheological Complex Materials

Authors: Michael Anton Kraus, Miriam Schuster, Geralt Siebert, Jens Schneider

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Polymers increasingly gained interest in construction materials over the last years in civil engineering applications. As polymeric materials typically show time- and temperature dependent material behavior, which is accounted for in the context of the theory of linear viscoelasticity. Within the context of this paper, the authors show, that some polymeric interlayers for laminated glass can not be considered as thermorheologically simple as they do not follow a simple TTSP, thus a methodology of identifying the thermorheologically complex constitutive bahavioir is needed. ‘Dynamical-Mechanical-Thermal-Analysis’ (DMTA) in tensile and shear mode as well as ‘Differential Scanning Caliometry’ (DSC) tests are carried out on the interlayer material ‘Ethylene-vinyl acetate’ (EVA). A navoel Bayesian framework for the Master Curving Process as well as the detection and parameter identification of the TTSPs along with their associated Prony-series is derived and applied to the EVA material data. To our best knowledge, this is the first time, an uncertainty quantification of the Prony-series in a Bayesian context is shown. Within this paper, we could successfully apply the derived Bayesian methodology to the EVA material data to gather meaningful Master Curves and TTSPs. Uncertainties occurring in this process can be well quantified. We found, that EVA needs two TTSPs with two associated Generalized Maxwell Models. As the methodology is kept general, the derived framework could be also applied to other thermorheologically complex polymers for parameter identification purposes.

Keywords: bayesian parameter identification, generalized Maxwell model, linear viscoelasticity, thermorheological complex

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3609 A Fundamental Functional Equation for Lie Algebras

Authors: Ih-Ching Hsu

Abstract:

Inspired by the so called Jacobi Identity (x y) z + (y z) x + (z x) y = 0, the following class of functional equations EQ I: F [F (x, y), z] + F [F (y, z), x] + F [F (z, x), y] = 0 is proposed, researched and generalized. Research methodologies begin with classical methods for functional equations, then evolve into discovering of any implicit algebraic structures. One of this paper’s major findings is that EQ I, under two additional conditions F (x, x) = 0 and F (x, y) + F (y, x) = 0, proves to be a fundamental functional equation for Lie Algebras. Existence of non-trivial solutions for EQ I can be proven by defining F (p, q) = [p q] = pq –qp, where p and q are quaternions, and pq is the quaternion product of p and q. EQ I can be generalized to the following class of functional equations EQ II: F [G (x, y), z] + F [G (y, z), x] + F [G (z, x), y] = 0. Concluding Statement: With a major finding proven, and non-trivial solutions derived, this research paper illustrates and provides a new functional equation scheme for studies in two major areas: (1) What underlying algebraic structures can be defined and/or derived from EQ I or EQ II? (2) What conditions can be imposed so that conditional general solutions to EQ I and EQ II can be found, investigated and applied?

Keywords: fundamental functional equation, generalized functional equations, Lie algebras, quaternions

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3608 Contrasting The Water Consumption Estimation Methods

Authors: Etienne Alain Feukeu, L. W. Snyman

Abstract:

Water scarcity is becoming a real issue nowadays. Most countries in the world are facing it in their own way based on their own geographical coordinate and condition. Many countries are facing a challenge of a growing water demand as a result of not only an increased population, economic growth, but also as a pressure of the population dynamic and urbanization. In view to mitigate some of this related problem, an accurate method of water estimation and future prediction, forecast is essential to guarantee not only the sufficient quantity, but also a good water distribution and management system. Beside the fact that several works have been undertaken to address this concern, there is still a considerable disparity between different methods and standard used for water prediction and estimation. Hence this work contrast and compare two well-defined and established methods from two countries (USA and South Africa) to demonstrate the inconsistency when different method and standards are used interchangeably.

Keywords: water scarcity, water estimation, water prediction, water forecast.

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3607 Uncertainty Reduction and Dyadic Interaction through Social Media

Authors: Masrur Alam Khan

Abstract:

The purpose of this study was to examine the dyadic interaction techniques that social media users utilize to reduce uncertainty in their day to day business engagements in the absence of their physical interaction. The study empirically tested assumptions of uncertainty reduction theory while addressing self-disclosure, seeking questions to develop consensus, and subsequently to achieve intimacy in very conducive environment. Moreover, this study examined the effect of dyadic interaction through social media among business community while identifying the strength of their reciprocity in relationships and compares it with those having no dyadic relations due to absence of social media. Using socio-metric survey, the study revealed a better understanding of their partners for upholding their professional relations more credible. A sample of unacquainted, both male and female, was randomly asked questions regarding their nature of dyadic interaction within their office while using social media (face-to-face, visual CMC (webcam) or text-only). Primary results explored that the social media users develop their better know-how about their professional obligations to reduce ambiguity and align with one to one interact.

Keywords: dyadic-interaction, social media, uncertainty reduction, socio-metric survey, self-disclosure, intimacy, reciprocity in relationship

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3606 Variogram Fitting Based on the Wilcoxon Norm

Authors: Hazem Al-Mofleh, John Daniels, Joseph McKean

Abstract:

Within geostatistics research, effective estimation of the variogram points has been examined, particularly in developing robust alternatives. The parametric fit of these variogram points which eventually defines the kriging weights, however, has not received the same attention from a robust perspective. This paper proposes the use of the non-linear Wilcoxon norm over weighted non-linear least squares as a robust variogram fitting alternative. First, we introduce the concept of variogram estimation and fitting. Then, as an alternative to non-linear weighted least squares, we discuss the non-linear Wilcoxon estimator. Next, the robustness properties of the non-linear Wilcoxon are demonstrated using a contaminated spatial data set. Finally, under simulated conditions, increasing levels of contaminated spatial processes have their variograms points estimated and fit. In the fitting of these variogram points, both non-linear Weighted Least Squares and non-linear Wilcoxon fits are examined for efficiency. At all levels of contamination (including 0%), using a robust estimation and robust fitting procedure, the non-weighted Wilcoxon outperforms weighted Least Squares.

Keywords: non-linear wilcoxon, robust estimation, variogram estimation, wilcoxon norm

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3605 Analysis of Risk Factors Affecting the Motor Insurance Pricing with Generalized Linear Models

Authors: Puttharapong Sakulwaropas, Uraiwan Jaroengeratikun

Abstract:

Casualty insurance business, the optimal premium pricing and adequate cost for an insurance company are important in risk management. Normally, the insurance pure premium can be determined by multiplying the claim frequency with the claim cost. The aim of this research was to study in the application of generalized linear models to select the risk factor for model of claim frequency and claim cost for estimating a pure premium. In this study, the data set was the claim of comprehensive motor insurance, which was provided by one of the insurance company in Thailand. The results of this study found that the risk factors significantly related to pure premium at the 0.05 level consisted of no claim bonus (NCB) and used of the car (Car code).

Keywords: generalized linear models, risk factor, pure premium, regression model

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3604 Kernel-Based Double Nearest Proportion Feature Extraction for Hyperspectral Image Classification

Authors: Hung-Sheng Lin, Cheng-Hsuan Li

Abstract:

Over the past few years, kernel-based algorithms have been widely used to extend some linear feature extraction methods such as principal component analysis (PCA), linear discriminate analysis (LDA), and nonparametric weighted feature extraction (NWFE) to their nonlinear versions, kernel principal component analysis (KPCA), generalized discriminate analysis (GDA), and kernel nonparametric weighted feature extraction (KNWFE), respectively. These nonlinear feature extraction methods can detect nonlinear directions with the largest nonlinear variance or the largest class separability based on the given kernel function. Moreover, they have been applied to improve the target detection or the image classification of hyperspectral images. The double nearest proportion feature extraction (DNP) can effectively reduce the overlap effect and have good performance in hyperspectral image classification. The DNP structure is an extension of the k-nearest neighbor technique. For each sample, there are two corresponding nearest proportions of samples, the self-class nearest proportion and the other-class nearest proportion. The term “nearest proportion” used here consider both the local information and other more global information. With these settings, the effect of the overlap between the sample distributions can be reduced. Usually, the maximum likelihood estimator and the related unbiased estimator are not ideal estimators in high dimensional inference problems, particularly in small data-size situation. Hence, an improved estimator by shrinkage estimation (regularization) is proposed. Based on the DNP structure, LDA is included as a special case. In this paper, the kernel method is applied to extend DNP to kernel-based DNP (KDNP). In addition to the advantages of DNP, KDNP surpasses DNP in the experimental results. According to the experiments on the real hyperspectral image data sets, the classification performance of KDNP is better than that of PCA, LDA, NWFE, and their kernel versions, KPCA, GDA, and KNWFE.

Keywords: feature extraction, kernel method, double nearest proportion feature extraction, kernel double nearest feature extraction

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3603 Impact of Weather Conditions on Generalized Frequency Division Multiplexing over Gamma Gamma Channel

Authors: Muhammad Sameer Ahmed, Piotr Remlein, Tansal Gucluoglu

Abstract:

The technique called as Generalized frequency division multiplexing (GFDM) used in the free space optical channel can be a good option for implementation free space optical communication systems. This technique has several strengths e.g. good spectral efficiency, low peak-to-average power ratio (PAPR), adaptability and low co-channel interference. In this paper, the impact of weather conditions such as haze, rain and fog on GFDM over the gamma-gamma channel model is discussed. A Trade off between link distance and system performance under intense weather conditions is also analysed. The symbol error probability (SEP) of GFDM over the gamma-gamma turbulence channel is derived and verified with the computer simulations.

Keywords: free space optics, generalized frequency division multiplexing, weather conditions, gamma gamma distribution

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3602 Combined Localization, Beamforming, and Interference Threshold Estimation in Underlay Cognitive System

Authors: Omar Nasr, Yasser Naguib, Mohamed Hafez

Abstract:

This paper aims at providing an innovative solution for blind interference threshold estimation in an underlay cognitive network to be used in adaptive beamforming by secondary user Transmitter and Receiver. For the task of threshold estimation, blind detection of modulation and SNR are used. For the sake of beamforming several localization algorithms are compared to settle on best one for cognitive environment. Beamforming algorithms as LCMV (Linear Constraint Minimum Variance) and MVDR (Minimum Variance Distortion less) are also proposed and compared. The idea of just nulling the primary user after knowledge of its location is discussed against the idea of working under interference threshold.

Keywords: cognitive radio, underlay, beamforming, MUSIC, MVDR, LCMV, threshold estimation

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3601 Simulation and Experimental Study on Tensile Force Measurement of PS Tendons Using an Embedded EM Sensor

Authors: ByoungJoon Yu, Junkyeong Kim, Seunghee Park

Abstract:

The tensile force estimation PS tendons is in great demand on monitoring the structural health condition of PSC girder bridges. Measuring the tensile force of the PS tendons inside the PSC girder using conventional methods is hard due to its location. In this paper, an embedded EM sensor based tensile force estimation of PS tendon was carried out by measuring the permeability of the PS tendons in PSC girder. The permeability is changed due to the induced tensile force by the magneto-elastic effect and the effect then lead to the gradient change of the B-H curve. An experiment was performed to obtain the signals from the EM sensor using three down-scaled PSC girder models. The permeability of PS tendons was proportionally decreased according to the increase of the tensile forces. To verify the experiment results, a simulation of tensile force estimation will be conducted in further study. Consequently, it is expected that both the experiment results and the simulation results increase the accuracy of the tensile force estimation, and then it could be one of the solutions for evaluating the performance of PSC girder.

Keywords: tensile force estimation, embedded EM sensor, PSC girder, EM sensor simulation, cross section loss

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3600 Estimations of Spectral Dependence of Tropospheric Aerosol Single Scattering Albedo in Sukhothai, Thailand

Authors: Siriluk Ruangrungrote

Abstract:

Analyses of available data from MFR-7 measurement were performed and discussed on the study of tropospheric aerosol and its consequence in Thailand. Since, ASSA (w) is one of the most important parameters for a determination of aerosol effect on radioactive forcing. Here the estimation of w was directly determined in terms of the ratio of aerosol scattering optical depth to aerosol extinction optical depth (ωscat/ωext) without any utilization of aerosol computer code models. This is of benefit for providing the elimination of uncertainty causing by the modeling assumptions and the estimation of actual aerosol input data. Diurnal w of 5 cloudless-days in winter and early summer at 5 distinct wavelengths of 415, 500, 615, 673 and 870 nm with the consideration of Rayleigh scattering and atmospheric column NO2 and Ozone contents were investigated, respectively. Besides, the tendency of spectral dependence of ω representing two seasons was observed. The characteristic of spectral results reveals that during wintertime the atmosphere of the inland rural vicinity for the period of measurement possibly dominated with a lesser amount of soil dust aerosols loading than one in early summer. Hence, the major aerosol loading particularly in summer was subject to a mixture of both soil dust and biomass burning aerosols.

Keywords: aerosol scattering optical depth, aerosol extinction optical depth, biomass burning aerosol, soil dust aerosol

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3599 Crude Oil and Stocks Markets: Prices and Uncertainty Transmission Analysis

Authors: Kamel Malik Bensafta, Gervasio Semedo

Abstract:

The purpose of this paper is to investigate the relationship between oil prices and socks markets. The empirical analysis in this paper is conducted within the context of Multivariate GARCH models, using a transform version of the so-called BEKK parameterization. We show that mean and uncertainty of US market are transmitted to oil market and European market. We also identify an important transmission from WTI prices to Brent Prices.

Keywords: oil volatility, stock markets, MGARCH, transmission, structural break

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3598 Second Order Statistics of Dynamic Response of Structures Using Gamma Distributed Damping Parameters

Authors: Badreddine Chemali, Boualem Tiliouine

Abstract:

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

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

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3597 Classification of Health Risk Factors to Predict the Risk of Falling in Older Adults

Authors: L. Lindsay, S. A. Coleman, D. Kerr, B. J. Taylor, A. Moorhead

Abstract:

Cognitive decline and frailty is apparent in older adults leading to an increased likelihood of the risk of falling. Currently health care professionals have to make professional decisions regarding such risks, and hence make difficult decisions regarding the future welfare of the ageing population. This study uses health data from The Irish Longitudinal Study on Ageing (TILDA), focusing on adults over the age of 50 years, in order to analyse health risk factors and predict the likelihood of falls. This prediction is based on the use of machine learning algorithms whereby health risk factors are used as inputs to predict the likelihood of falling. Initial results show that health risk factors such as long-term health issues contribute to the number of falls. The identification of such health risk factors has the potential to inform health and social care professionals, older people and their family members in order to mitigate daily living risks.

Keywords: classification, falls, health risk factors, machine learning, older adults

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3596 Selection of Appropriate Classification Technique for Lithological Mapping of Gali Jagir Area, Pakistan

Authors: Khunsa Fatima, Umar K. Khattak, Allah Bakhsh Kausar

Abstract:

Satellite images interpretation and analysis assist geologists by providing valuable information about geology and minerals of an area to be surveyed. A test site in Fatejang of district Attock has been studied using Landsat ETM+ and ASTER satellite images for lithological mapping. Five different supervised image classification techniques namely maximum likelihood, parallelepiped, minimum distance to mean, mahalanobis distance and spectral angle mapper have been performed on both satellite data images to find out the suitable classification technique for lithological mapping in the study area. Results of these five image classification techniques were compared with the geological map produced by Geological Survey of Pakistan. The result of maximum likelihood classification technique applied on ASTER satellite image has the highest correlation of 0.66 with the geological map. Field observations and XRD spectra of field samples also verified the results. A lithological map was then prepared based on the maximum likelihood classification of ASTER satellite image.

Keywords: ASTER, Landsat-ETM+, satellite, image classification

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3595 Agile Supply Chains and Its Dependency on Air Transport Mode: A Case Study in Amazon

Authors: Fabiana Lucena Oliveira, Aristides da Rocha Oliveira Junior

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This article discusses the dependence on air transport mode of agile supply chains. The agile supply chains are the result of the analysis of the uncertainty supply chain model, which ranks the supply chain, according to the respective product. Thus, understanding the Uncertainty Model and life cycle of products considered standard and innovative is critical to understanding these. The innovative character in the intersection of supply chains arising from the uncertainty model with its most appropriate transport mode. Consider here the variables availability, security and freight as determinants for choosing these modes. Therefore, the research problem is: How agile supply chains maintains logistics competitiveness, as these are dependent on air transport mode? A case study in Manaus Industrial Pole (MIP), an agglomeration model that includes six hundred industries from different backgrounds and billings, located in the Brazilian Amazon. The sample of companies surveyed include those companies whose products are classified in agile supply chains , as innovative and therefore live with the variable uncertainty in the demand for inputs or the supply of finished products. The results confirm the hypothesis that the dependency level of air transport mode is greater than fifty percent. It follows then, that maintain agile supply chain away from suppliers base is expensive (1) , and continuity analysis needs to be remade on each twenty four months (2) , consider that additional freight, handling and storage as members of the logistics costs (3) , and the comparison with the upcoming agile supply chains the world need to consider the location effect (4).

Keywords: uncertainty model, air transport mode, competitiveness, logistics

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3594 An Estimating Equation for Survival Data with a Possibly Time-Varying Covariates under a Semiparametric Transformation Models

Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

Abstract:

An estimating equation technique is an alternative method of the widely used maximum likelihood methods, which enables us to ease some complexity due to the complex characteristics of time-varying covariates. In the situations, when both the time-varying covariates and left-truncation are considered in the model, the maximum likelihood estimation procedures become much more burdensome and complex. To ease the complexity, in this study, the modified estimating equations those have been given high attention and considerations in many researchers under semiparametric transformation model was proposed. The purpose of this article was to develop the modified estimating equation under flexible and general class of semiparametric transformation models for left-truncated and right censored survival data with time-varying covariates. Besides the commonly applied Cox proportional hazards model, such kind of problems can be also analyzed with a general class of semiparametric transformation models to estimate the effect of treatment given possibly time-varying covariates on the survival time. The consistency and asymptotic properties of the estimators were intuitively derived via the expectation-maximization (EM) algorithm. The characteristics of the estimators in the finite sample performance for the proposed model were illustrated via simulation studies and Stanford heart transplant real data examples. To sum up the study, the bias for covariates has been adjusted by estimating density function for the truncation time variable. Then the effect of possibly time-varying covariates was evaluated in some special semiparametric transformation models.

Keywords: EM algorithm, estimating equation, semiparametric transformation models, time-to-event outcomes, time varying covariate

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3593 Bayesian Parameter Inference for Continuous Time Markov Chains with Intractable Likelihood

Authors: Randa Alharbi, Vladislav Vyshemirsky

Abstract:

Systems biology is an important field in science which focuses on studying behaviour of biological systems. Modelling is required to produce detailed description of the elements of a biological system, their function, and their interactions. A well-designed model requires selecting a suitable mechanism which can capture the main features of the system, define the essential components of the system and represent an appropriate law that can define the interactions between its components. Complex biological systems exhibit stochastic behaviour. Thus, using probabilistic models are suitable to describe and analyse biological systems. Continuous-Time Markov Chain (CTMC) is one of the probabilistic models that describe the system as a set of discrete states with continuous time transitions between them. The system is then characterised by a set of probability distributions that describe the transition from one state to another at a given time. The evolution of these probabilities through time can be obtained by chemical master equation which is analytically intractable but it can be simulated. Uncertain parameters of such a model can be inferred using methods of Bayesian inference. Yet, inference in such a complex system is challenging as it requires the evaluation of the likelihood which is intractable in most cases. There are different statistical methods that allow simulating from the model despite intractability of the likelihood. Approximate Bayesian computation is a common approach for tackling inference which relies on simulation of the model to approximate the intractable likelihood. Particle Markov chain Monte Carlo (PMCMC) is another approach which is based on using sequential Monte Carlo to estimate intractable likelihood. However, both methods are computationally expensive. In this paper we discuss the efficiency and possible practical issues for each method, taking into account the computational time for these methods. We demonstrate likelihood-free inference by performing analysing a model of the Repressilator using both methods. Detailed investigation is performed to quantify the difference between these methods in terms of efficiency and computational cost.

Keywords: Approximate Bayesian computation(ABC), Continuous-Time Markov Chains, Sequential Monte Carlo, Particle Markov chain Monte Carlo (PMCMC)

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3592 Channel Estimation Using Deep Learning for Reconfigurable Intelligent Surfaces-Assisted Millimeter Wave Systems

Authors: Ting Gao, Mingyue He

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Reconfigurable intelligent surfaces (RISs) are expected to be an important part of next-generation wireless communication networks due to their potential to reduce the hardware cost and energy consumption of millimeter Wave (mmWave) massive multiple-input multiple-output (MIMO) technology. However, owing to the lack of signal processing abilities of the RIS, the perfect channel state information (CSI) in RIS-assisted communication systems is difficult to acquire. In this paper, the uplink channel estimation for mmWave systems with a hybrid active/passive RIS architecture is studied. Specifically, a deep learning-based estimation scheme is proposed to estimate the channel between the RIS and the user. In particular, the sparse structure of the mmWave channel is exploited to formulate the channel estimation as a sparse reconstruction problem. To this end, the proposed approach is derived to obtain the distribution of non-zero entries in a sparse channel. After that, the channel is reconstructed by utilizing the least-squares (LS) algorithm and compressed sensing (CS) theory. The simulation results demonstrate that the proposed channel estimation scheme is superior to existing solutions even in low signal-to-noise ratio (SNR) environments.

Keywords: channel estimation, reconfigurable intelligent surface, wireless communication, deep learning

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3591 Development of Generalized Correlation for Liquid Thermal Conductivity of N-Alkane and Olefin

Authors: A. Ishag Mohamed, A. A. Rabah

Abstract:

The objective of this research is to develop a generalized correlation for the prediction of thermal conductivity of n-Alkanes and Alkenes. There is a minority of research and lack of correlation for thermal conductivity of liquids in the open literature. The available experimental data are collected covering the groups of n-Alkanes and Alkenes.The data were assumed to correlate to temperature using Filippov correlation. Nonparametric regression of Grace Algorithm was used to develop the generalized correlation model. A spread sheet program based on Microsoft Excel was used to plot and calculate the value of the coefficients. The results obtained were compared with the data that found in Perry's Chemical Engineering Hand Book. The experimental data correlated to the temperature ranged "between" 273.15 to 673.15 K, with R2 = 0.99.The developed correlation reproduced experimental data that which were not included in regression with absolute average percent deviation (AAPD) of less than 7 %. Thus the spread sheet was quite accurate which produces reliable data.

Keywords: N-Alkanes, N-Alkenes, nonparametric, regression

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3590 Remote Sensing Application in Environmental Researches: Case Study of Iran Mangrove Forests Quantitative Assessment

Authors: Neda Orak, Mostafa Zarei

Abstract:

Environmental assessment is an important session in environment management. Since various methods and techniques have been produces and implemented. Remote sensing (RS) is widely used in many scientific and research fields such as geology, cartography, geography, agriculture, forestry, land use planning, environment, etc. It can show earth surface objects cyclical changes. Also, it can show earth phenomena limits on basis of electromagnetic reflectance changes and deviations records. The research has been done on mangrove forests assessment by RS techniques. Mangrove forests quantitative analysis in Basatin and Bidkhoon estuaries was the aim of this research. It has been done by Landsat satellite images from 1975- 2013 and match to ground control points. This part of mangroves are the last distribution in northern hemisphere. It can provide a good background to improve better management on this important ecosystem. Landsat has provided valuable images to earth changes detection to researchers. This research has used MSS, TM, +ETM, OLI sensors from 1975, 1990, 2000, 2003-2013. Changes had been studied after essential corrections such as fix errors, bands combination, georeferencing on 2012 images as basic image, by maximum likelihood and IPVI Index. It was done by supervised classification. 2004 google earth image and ground points by GPS (2010-2012) was used to compare satellite images obtained changes. Results showed mangrove area in bidkhoon was 1119072 m2 by GPS and 1231200 m2 by maximum likelihood supervised classification and 1317600 m2 by IPVI in 2012. Basatin areas is respectively: 466644 m2, 88200 m2, 63000 m2. Final results show forests have been declined naturally. It is due to human activities in Basatin. The defect was offset by planting in many years. Although the trend has been declining in recent years again. So, it mentioned satellite images have high ability to estimation all environmental processes. This research showed high correlation between images and indexes such as IPVI and NDVI with ground control points.

Keywords: IPVI index, Landsat sensor, maximum likelihood supervised classification, Nayband National Park

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3589 Macroeconomic Policy Coordination and Economic Growth Uncertainty in Nigeria

Authors: Ephraim Ugwu, Christopher Ehinomen

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Despite efforts by the Nigerian government to harmonize the macroeconomic policy implementations by establishing various committees to resolve disputes between the fiscal and monetary authorities, it is still evident that the federal government had continued its expansionary policy by increasing spending, thus creating huge budget deficit. This study evaluates the effect of macroeconomic policy coordination on economic growth uncertainty in Nigeria from 1980 to 2020. Employing the Auto regressive distributed lag (ARDL) bound testing procedures, the empirical results shows that the error correction term, ECM(-1), indicates a negative sign and is significant statistically with the t-statistic value of (-5.612882 ). Therefore, the gap between long run equilibrium value and the actual value of the dependent variable is corrected with speed of adjustment equal to 77% yearly. The long run coefficient results showed that the estimated coefficients of the intercept term indicates that other things remains the same (ceteris paribus), the economics growth uncertainty will continue reduce by 7.32%. The coefficient of the fiscal policy variable, PUBEXP, indicates a positive sign and significant statistically. This implies that as the government expenditure increases by 1%, economic growth uncertainty will increase by 1.67%. The coefficient of monetary policy variable MS also indicates a positive sign and insignificant statistically. The coefficients of merchandise trade variable, TRADE and exchange rate EXR show negative signs and significant statistically. This indicate that as the country’s merchandise trade and the rate of exchange increases by 1%, the economic growth uncertainty reduces by 0.38% and 0.06%, respectively. This study, therefore, advocate for proper coordination of monetary, fiscal and exchange rate policies in order to actualize the goal of achieving a stable economic growth.

Keywords: macroeconomic, policy coordination, growth uncertainty, ARDL, Nigeria

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3588 Estimation of the Road Traffic Emissions and Dispersion in the Developing Countries Conditions

Authors: Hicham Gourgue, Ahmed Aharoune, Ahmed Ihlal

Abstract:

We present in this work our model of road traffic emissions (line sources) and dispersion of these emissions, named DISPOLSPEM (Dispersion of Poly Sources and Pollutants Emission Model). In its emission part, this model was designed to keep the consistent bottom-up and top-down approaches. It also allows to generate emission inventories from reduced input parameters being adapted to existing conditions in Morocco and in the other developing countries. While several simplifications are made, all the performance of the model results are kept. A further important advantage of the model is that it allows the uncertainty calculation and emission rate uncertainty according to each of the input parameters. In the dispersion part of the model, an improved line source model has been developed, implemented and tested against a reference solution. It provides improvement in accuracy over previous formulas of line source Gaussian plume model, without being too demanding in terms of computational resources. In the case study presented here, the biggest errors were associated with the ends of line source sections; these errors will be canceled by adjacent sections of line sources during the simulation of a road network. In cases where the wind is parallel to the source line, the use of the combination discretized source and analytical line source formulas minimizes remarkably the error. Because this combination is applied only for a small number of wind directions, it should not excessively increase the calculation time.

Keywords: air pollution, dispersion, emissions, line sources, road traffic, urban transport

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3587 A New Criterion Using Pose and Shape of Objects for Collision Risk Estimation

Authors: DoHyeung Kim, DaeHee Seo, ByungDoo Kim, ByungGil Lee

Abstract:

As many recent researches being implemented in aviation and maritime aspects, strong doubts have been raised concerning the reliability of the estimation of collision risk. It is shown that using position and velocity of objects can lead to imprecise results. In this paper, therefore, a new approach to the estimation of collision risks using pose and shape of objects is proposed. Simulation results are presented validating the accuracy of the new criterion to adapt to collision risk algorithm based on fuzzy logic.

Keywords: collision risk, pose, shape, fuzzy logic

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3586 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

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3585 Analysis of Earthquake Potential and Shock Level Scenarios in South Sulawesi

Authors: Takhul Bakhtiar

Abstract:

In South Sulawesi Province, there is an active Walanae Fault causing this area to frequently experience earthquakes. This study aims to determine the level of seismicity of the earthquake in order to obtain the potential for earthquakes in the future. The estimation of the potential for earthquakes is then made a scenario model determine the estimated level of shocks as an effort to mitigate earthquake disasters in the region. The method used in this study is the Gutenberg Richter Method through the statistical likelihood approach. This study used earthquake data in the South Sulawesi region in 1972 - 2022. The research location is located at the coordinates of 3.5° – 5.5° South Latitude and 119.5° – 120.5° East Longitude and divided into two segments, namely the northern segment at the coordinates of 3.5° – 4.5° South Latitude and 119,5° – 120,5° East Longitude then the southern segment with coordinates of 4.5° – 5.5° South Latitude and 119,5° – 120.5° East Longitude. This study uses earthquake parameters with a magnitude > 1 and a depth < 50 km. The results of the analysis show that the potential for earthquakes in the next ten years with a magnitude of M = 7 in the northern segment is estimated at 98.81% with an estimated shock level of VI-VII MMI around the cities of Pare-Pare, Barru, Pinrang and Soppeng then IV - V MMI in the cities of Bulukumba, Selayar, Makassar and Gowa. In the southern segment, the potential for earthquakes in the next ten years with a magnitude of M = 7 is estimated at 32.89% with an estimated VI-VII MMI shock level in the cities of Bulukumba, Selayar, Makassar and Gowa, then III-IV MMI around the cities of Pare-Pare, Barru, Pinrang and Soppeng.

Keywords: Gutenberg Richter, likelihood method, seismicity, shakemap and MMI scale

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3584 Heat-Induced Uncertainty of Industrial Computed Tomography Measuring a Stainless Steel Cylinder

Authors: Verena M. Moock, Darien E. Arce Chávez, Mariana M. Espejel González, Leopoldo Ruíz-Huerta, Crescencio García-Segundo

Abstract:

Uncertainty analysis in industrial computed tomography is commonly related to metrological trace tools, which offer precision measurements of external part features. Unfortunately, there is no such reference tool for internal measurements to profit from the unique imaging potential of X-rays. Uncertainty approximations for computed tomography are still based on general aspects of the industrial machine and do not adapt to acquisition parameters or part characteristics. The present study investigates the impact of the acquisition time on the dimensional uncertainty measuring a stainless steel cylinder with a circular tomography scan. The authors develop the figure difference method for X-ray radiography to evaluate the volumetric differences introduced within the projected absorption maps of the metal workpiece. The dimensional uncertainty is dominantly influenced by photon energy dissipated as heat causing the thermal expansion of the metal, as monitored by an infrared camera within the industrial tomograph. With the proposed methodology, we are able to show evolving temperature differences throughout the tomography acquisition. This is an early study showing that the number of projections in computer tomography induces dimensional error due to energy absorption. The error magnitude would depend on the thermal properties of the sample and the acquisition parameters by placing apparent non-uniform unwanted volumetric expansion. We introduce infrared imaging for the experimental display of metrological uncertainty in a particular metal part of symmetric geometry. We assess that the current results are of fundamental value to reach the balance between the number of projections and uncertainty tolerance when performing analysis with X-ray dimensional exploration in precision measurements with industrial tomography.

Keywords: computed tomography, digital metrology, infrared imaging, thermal expansion

Procedia PDF Downloads 96