Search results for: generalized linear model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18586

Search results for: generalized linear model

18556 A General Approach to Define Adjoint of Linear and Non-linear Operators

Authors: Mehdi Jafari Matehkolaee

Abstract:

In this paper, we have obtained the adjoint of an arbitrary operator (linear and nonlinear) in Hilbert space by introducing an n-dimensional Riemannian manifold. This general formalism covers every linear operator (non – differential) in Hilbert space. In fact, our approach shows that instead of using the adjoint definition of an operator directly, it can be obtained directly by relying on a suitable generalized space according to the action of the operator in question. For the case of nonlinear operators, we have to change the definition of the linear operator adjoint. But here, we have obtained an adjoint of these operators with respect to the definition of the derivative of the operator. As a matter of fact, we have shown one of the straight applications of the ''Frechet derivative'' in the algebra of the operators.

Keywords: adjoint operator, non-linear operator, differentiable operator, manifold

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18555 A Bivariate Inverse Generalized Exponential Distribution and Its Applications in Dependent Competing Risks Model

Authors: Fatemah A. Alqallaf, Debasis Kundu

Abstract:

The aim of this paper is to introduce a bivariate inverse generalized exponential distribution which has a singular component. The proposed bivariate distribution can be used when the marginals have heavy-tailed distributions, and they have non-monotone hazard functions. Due to the presence of the singular component, it can be used quite effectively when there are ties in the data. Since it has four parameters, it is a very flexible bivariate distribution, and it can be used quite effectively for analyzing various bivariate data sets. Several dependency properties and dependency measures have been obtained. The maximum likelihood estimators cannot be obtained in closed form, and it involves solving a four-dimensional optimization problem. To avoid that, we have proposed to use an EM algorithm, and it involves solving only one non-linear equation at each `E'-step. Hence, the implementation of the proposed EM algorithm is very straight forward in practice. Extensive simulation experiments and the analysis of one data set have been performed. We have observed that the proposed bivariate inverse generalized exponential distribution can be used for modeling dependent competing risks data. One data set has been analyzed to show the effectiveness of the proposed model.

Keywords: Block and Basu bivariate distributions, competing risks, EM algorithm, Marshall-Olkin bivariate exponential distribution, maximum likelihood estimators

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18554 Generalized Approach to Linear Data Transformation

Authors: Abhijith Asok

Abstract:

This paper presents a generalized approach for the simple linear data transformation, Y=bX, through an integration of multidimensional coordinate geometry, vector space theory and polygonal geometry. The scaling is performed by adding an additional ’Dummy Dimension’ to the n-dimensional data, which helps plot two dimensional component-wise straight lines on pairs of dimensions. The end result is a set of scaled extensions of observations in any of the 2n spatial divisions, where n is the total number of applicable dimensions/dataset variables, created by shifting the n-dimensional plane along the ’Dummy Axis’. The derived scaling factor was found to be dependent on the coordinates of the common point of origin for diverging straight lines and the plane of extension, chosen on and perpendicular to the ’Dummy Axis’, respectively. This result indicates the geometrical interpretation of a linear data transformation and hence, opportunities for a more informed choice of the factor ’b’, based on a better choice of these coordinate values. The paper follows on to identify the effect of this transformation on certain popular distance metrics, wherein for many, the distance metric retained the same scaling factor as that of the features.

Keywords: data transformation, dummy dimension, linear transformation, scaling

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18553 An Extension of the Generalized Extreme Value Distribution

Authors: Serge Provost, Abdous Saboor

Abstract:

A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.

Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution

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18552 A Model for Operating Rooms Scheduling

Authors: Jose Francisco Ferreira Ribeiro, Alexandre Bevilacqua Leoneti, Andre Lucirton Costa

Abstract:

This paper presents a mathematical model in binary variables 0/1 to make the assignment of surgical procedures to the operating rooms in a hospital. The proposed mathematical model is based on the generalized assignment problem, which maximizes the sum of preferences for the use of the operating rooms by doctors, respecting the time available in each room. The corresponding program was written in Visual Basic of Microsoft Excel, and tested to schedule surgeries at St. Lydia Hospital in Ribeirao Preto, Brazil.

Keywords: generalized assignment problem, logistics, optimization, scheduling

Procedia PDF Downloads 254
18551 Determination of the Axial-Vector from an Extended Linear Sigma Model

Authors: Tarek Sayed Taha Ali

Abstract:

The dependence of the axial-vector coupling constant gA on the quark masses has been investigated in the frame work of the extended linear sigma model. The field equations have been solved in the mean-field approximation. Our study shows a better fitting to the experimental data compared with the existing models.

Keywords: extended linear sigma model, nucleon properties, axial coupling constant, physic

Procedia PDF Downloads 418
18550 Modelling Sudden Deaths from Myocardial Infarction and Stroke

Authors: Y. S. Yusoff, G. Streftaris, H. R Waters

Abstract:

Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, Myocardial Infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a Myocardial Infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a Generalized Linear Model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.

Keywords: sudden deaths, myocardial infarction, stroke, ischemic heart disease

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18549 Linear Stability of Convection in an Inclined Channel with Nanofluid Saturated Porous Medium

Authors: D. Srinivasacharya, Nidhi Humnekar

Abstract:

The goal of this research is to numerically investigate the convection of nanofluid flow in an inclined porous channel. Brownian motion and thermophoresis effects are accounted for by nanofluid. In addition, the flow in the porous region governs Brinkman’s equation. The perturbed state of the generalized eigenvalue problem is obtained using normal mode analysis, and Chebyshev spectral collocation was used to solve this problem. For various values of the governing parameters, the critical wavenumber and critical Rayleigh number are calculated, and preferred modes are identified.

Keywords: Brinkman model, inclined channel, nanofluid, linear stability, porous media

Procedia PDF Downloads 87
18548 On Parameter Estimation of Simultaneous Linear Functional Relationship Model for Circular Variables

Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

Abstract:

This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

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18547 Linear MIMO Model Identification Using an Extended Kalman Filter

Authors: Matthew C. Best

Abstract:

Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems.

Keywords: system identification, Kalman filter, linear model, MIMO, model order reduction

Procedia PDF Downloads 566
18546 Leverage Effect for Volatility with Generalized Laplace Error

Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

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18545 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control

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18544 The Impact of Socialization Preferences on Perceptions of Generalized Social Trust in China

Authors: Menghzheng Yao

Abstract:

Generalized social trust among Chinese has been declining in the past few decades, making the search for its causes necessary. Drawing on the symbolic interaction theory and the 2012 Chinese General Social Survey data, this research investigated the impact of people’s socialization preferences and frequencies on their perceptions of generalized social trust in China. This research also took a preliminary step towards understanding the spatial differences of the generalized social trust using the ArcGIS software. The results show that respondents who interacted with their neighbors more frequently were more likely to have higher levels of perceptions of generalized social trust. Several demographics were also significantly related to perception of generalized social trust. Elderly and better educated Chinese and people with higher self-perceived social status were associated with greater levels of generalized social trust perception, while urban dwellers and religious respondents expressed lower levels of such perception. Implications for future research and policy are discussed.

Keywords: China, generalized social trust, symbolic interaction, ArcGIS

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18543 A Combined Error Control with Forward Euler Method for Dynamical Systems

Authors: R. Vigneswaran, S. Thilakanathan

Abstract:

Variable time-stepping algorithms for solving dynamical systems performed poorly for long time computations which pass close to a fixed point. To overcome this difficulty, several authors considered phase space error controls for numerical simulation of dynamical systems. In one generalized phase space error control, a step-size selection scheme was proposed, which allows this error control to be incorporated into the standard adaptive algorithm as an extra constraint at negligible extra computational cost. For this generalized error control, it was already analyzed the forward Euler method applied to the linear system whose coefficient matrix has real and negative eigenvalues. In this paper, this result was extended to the linear system whose coefficient matrix has complex eigenvalues with negative real parts. Some theoretical results were obtained and numerical experiments were carried out to support the theoretical results.

Keywords: adaptivity, fixed point, long time simulations, stability, linear system

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18542 Nano Generalized Topology

Authors: M. Y. Bakeir

Abstract:

Rough set theory is a recent approach for reasoning about data. It has achieved a large amount of applications in various real-life fields. The main idea of rough sets corresponds to the lower and upper set approximations. These two approximations are exactly the interior and the closure of the set with respect to a certain topology on a collection U of imprecise data acquired from any real-life field. The base of the topology is formed by equivalence classes of an equivalence relation E defined on U using the available information about data. The theory of generalized topology was studied by Cs´asz´ar. It is well known that generalized topology in the sense of Cs´asz´ar is a generalization of the topology on a set. On the other hand, many important collections of sets related with the topology on a set form a generalized topology. The notion of Nano topology was introduced by Lellis Thivagar, which was defined in terms of approximations and boundary region of a subset of an universe using an equivalence relation on it. The purpose of this paper is to introduce a new generalized topology in terms of rough set called nano generalized topology

Keywords: rough sets, topological space, generalized topology, nano topology

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18541 Derivation of Bathymetry from High-Resolution Satellite Images: Comparison of Empirical Methods through Geographical Error Analysis

Authors: Anusha P. Wijesundara, Dulap I. Rathnayake, Nihal D. Perera

Abstract:

Bathymetric information is fundamental importance to coastal and marine planning and management, nautical navigation, and scientific studies of marine environments. Satellite-derived bathymetry data provide detailed information in areas where conventional sounding data is lacking and conventional surveys are inaccessible. The two empirical approaches of log-linear bathymetric inversion model and non-linear bathymetric inversion model are applied for deriving bathymetry from high-resolution multispectral satellite imagery. This study compares these two approaches by means of geographical error analysis for the site Kankesanturai using WorldView-2 satellite imagery. Based on the Levenberg-Marquardt method calibrated the parameters of non-linear inversion model and the multiple-linear regression model was applied to calibrate the log-linear inversion model. In order to calibrate both models, Single Beam Echo Sounding (SBES) data in this study area were used as reference points. Residuals were calculated as the difference between the derived depth values and the validation echo sounder bathymetry data and the geographical distribution of model residuals was mapped. The spatial autocorrelation was calculated by comparing the performance of the bathymetric models and the results showing the geographic errors for both models. A spatial error model was constructed from the initial bathymetry estimates and the estimates of autocorrelation. This spatial error model is used to generate more reliable estimates of bathymetry by quantifying autocorrelation of model error and incorporating this into an improved regression model. Log-linear model (R²=0.846) performs better than the non- linear model (R²=0.692). Finally, the spatial error models improved bathymetric estimates derived from linear and non-linear models up to R²=0.854 and R²=0.704 respectively. The Root Mean Square Error (RMSE) was calculated for all reference points in various depth ranges. The magnitude of the prediction error increases with depth for both the log-linear and the non-linear inversion models. Overall RMSE for log-linear and the non-linear inversion models were ±1.532 m and ±2.089 m, respectively.

Keywords: log-linear model, multi spectral, residuals, spatial error model

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18540 Fuzzy Linear Programming Approach for Determining the Production Amounts in Food Industry

Authors: B. Güney, Ç. Teke

Abstract:

In recent years, rapid and correct decision making is crucial for both people and enterprises. However, uncertainty makes decision-making difficult. Fuzzy logic is used for coping with this situation. Thus, fuzzy linear programming models are developed in order to handle uncertainty in objective function and the constraints. In this study, a problem of a factory in food industry is investigated, required data is obtained and the problem is figured out as a fuzzy linear programming model. The model is solved using Zimmerman approach which is one of the approaches for fuzzy linear programming. As a result, the solution gives the amount of production for each product type in order to gain maximum profit.

Keywords: food industry, fuzzy linear programming, fuzzy logic, linear programming

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18539 Donoho-Stark’s and Hardy’s Uncertainty Principles for the Short-Time Quaternion Offset Linear Canonical Transform

Authors: Mohammad Younus Bhat

Abstract:

The quaternion offset linear canonical transform (QOLCT), which isa time-shifted and frequency-modulated version of the quaternion linear canonical transform (QLCT), provides a more general framework of most existing signal processing tools. For the generalized QOLCT, the classical Heisenberg’s and Lieb’s uncertainty principles have been studied recently. In this paper, we first define the short-time quaternion offset linear canonical transform (ST-QOLCT) and drive its relationship with the quaternion Fourier transform (QFT). The crux of the paper lies in the generalization of several well-known uncertainty principles for the ST-QOLCT, including Donoho-Stark’s uncertainty principle, Hardy’s uncertainty principle, Beurling’s uncertainty principle, and the logarithmic uncertainty principle.

Keywords: Quaternion Fourier transform, Quaternion offset linear canonical transform, short-time quaternion offset linear canonical transform, uncertainty principle

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18538 Upper Bound of the Generalized P-Value for the Difference between Two Future Population Means

Authors: Rada Somkhuean, Sa-aat Niwitpong, Suparat Niwitpong

Abstract:

This paper presents the generalized p-values for testing the difference between two future population means when the variances are unknown, in both cases for when the variances are equal and unequal. We also derive a closed form expression of the upper bound of the proposed generalized p-value.

Keywords: generalized p-value, two future population means, upper bound, variances

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18537 Particle Filter Implementation of a Non-Linear Dynamic Fall Model

Authors: T. Kobayashi, K. Shiba, T. Kaburagi, Y. Kurihara

Abstract:

For the elderly living alone, falls can be a serious problem encountered in daily life. Some elderly people are unable to stand up without the assistance of a caregiver. They may become unconscious after a fall, which can lead to serious aftereffects such as hypothermia, dehydration, and sometimes even death. We treat the subject as an inverted pendulum and model its angle from the equilibrium position and its angular velocity. As the model is non-linear, we implement the filtering method with a particle filter which can estimate true states of the non-linear model. In order to evaluate the accuracy of the particle filter estimation results, we calculate the root mean square error (RMSE) between the estimated angle/angular velocity and the true values generated by the simulation. The experimental results give the highest accuracy RMSE of 0.0141 rad and 0.1311 rad/s for the angle and angular velocity, respectively.

Keywords: fall, microwave Doppler sensor, non-linear dynamics model, particle filter

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18536 The Generalized Pareto Distribution as a Model for Sequential Order Statistics

Authors: Mahdy ‎Esmailian, Mahdi ‎Doostparast, Ahmad ‎Parsian

Abstract:

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

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

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18535 Generalized Dirac oscillators Associated to Non-Hermitian Quantum Mechanical Systems

Authors: Debjit Dutta, P. Roy, O. Panella

Abstract:

In recent years, non Hermitian interaction in non relativistic as well as relativistic quantum mechanics have been examined from various aspect. We can observe interesting fact that for such systems a class of potentials, namely the PT symmetric and η-pseudo Hermitian admit real eigenvalues despite being non Hermitian and analogues of those system have been experimentally verified. Point to be noted that relativistic non Hermitian (PT symmetric) interactions can be realized in optical structures and also there exists photonic realization of the (1 + 1) dimensional Dirac oscillator. We have thoroughly studied generalized Dirac oscillators with non Hermitian interactions in (1 + 1) dimensions. To be more specific, we have examined η pseudo Hermitian interactions within the framework of generalized Dirac oscillator in (1 + 1) dimensions. In particular, we have obtained a class of interactions which are η-pseudo Hermitian and the metric operator η could have been also found explicitly. It is possible to have exact solutions of the generalized Dirac oscillator for some choices of the interactions. Subsequently we have employed the mapping between the generalized Dirac oscillator and the Jaynes Cummings (JC) model by spin flip to obtain a class of exactly solvable non Hermitian JC as well as anti Jaynes Cummings (AJC) type models.

Keywords: Dirac oscillator, non-Hermitian quantum system, Hermitian, relativistic

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18534 Population Size Estimation Based on the GPD

Authors: O. Anan, D. Böhning, A. Maruotti

Abstract:

The purpose of the study is to estimate the elusive target population size under a truncated count model that accounts for heterogeneity. The purposed estimator is based on the generalized Poisson distribution (GPD), which extends the Poisson distribution by adding a dispersion parameter. Thus, it becomes an useful model for capture-recapture data where concurrent events are not homogeneous. In addition, it can account for over-dispersion and under-dispersion. The ratios of neighboring frequency counts are used as a tool for investigating the validity of whether generalized Poisson or Poisson distribution. Since capture-recapture approaches do not provide the zero counts, the estimated parameters can be achieved by modifying the EM-algorithm technique for the zero-truncated generalized Poisson distribution. The properties and the comparative performance of proposed estimator were investigated through simulation studies. Furthermore, some empirical examples are represented insights on the behavior of the estimators.

Keywords: capture, recapture methods, ratio plot, heterogeneous population, zero-truncated count

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18533 Modelling of the Linear Operator in the Representation of the Function of Wave of a Micro Particle

Authors: Mohammedi Ferhate

Abstract:

This paper deals with the generalized the notion of the function of wave a micro particle moving free, the concept of the linear operator in the representation function delta of Dirac which is a generalization of the symbol of Kronecker to the case of a continuous variation of the sizes concerned with the condition of orthonormation of the Eigen functions the use of linear operators and their Eigen functions in connection with the solution of given differential equations, it is of interest to study the properties of the operators themselves and determine which of them follow purely from the nature of the operators, without reference to specific forms of Eigen functions. The models simulation examples are also presented.

Keywords: function, operator, simulation, wave

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18532 Artificial Neural Network Modeling of a Closed Loop Pulsating Heat Pipe

Authors: Vipul M. Patel, Hemantkumar B. Mehta

Abstract:

Technological innovations in electronic world demand novel, compact, simple in design, less costly and effective heat transfer devices. Closed Loop Pulsating Heat Pipe (CLPHP) is a passive phase change heat transfer device and has potential to transfer heat quickly and efficiently from source to sink. Thermal performance of a CLPHP is governed by various parameters such as number of U-turns, orientations, input heat, working fluids and filling ratio. The present paper is an attempt to predict the thermal performance of a CLPHP using Artificial Neural Network (ANN). Filling ratio and heat input are considered as input parameters while thermal resistance is set as target parameter. Types of neural networks considered in the present paper are radial basis, generalized regression, linear layer, cascade forward back propagation, feed forward back propagation; feed forward distributed time delay, layer recurrent and Elman back propagation. Linear, logistic sigmoid, tangent sigmoid and Radial Basis Gaussian Function are used as transfer functions. Prediction accuracy is measured based on the experimental data reported by the researchers in open literature as a function of Mean Absolute Relative Deviation (MARD). The prediction of a generalized regression ANN model with spread constant of 4.8 is found in agreement with the experimental data for MARD in the range of ±1.81%.

Keywords: ANN models, CLPHP, filling ratio, generalized regression, spread constant

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18531 Efficient Model Selection in Linear and Non-Linear Quantile Regression by Cross-Validation

Authors: Yoonsuh Jung, Steven N. MacEachern

Abstract:

Check loss function is used to define quantile regression. In the prospect of cross validation, it is also employed as a validation function when underlying truth is unknown. However, our empirical study indicates that the validation with check loss often leads to choosing an over estimated fits. In this work, we suggest a modified or L2-adjusted check loss which rounds the sharp corner in the middle of check loss. It has a large effect of guarding against over fitted model in some extent. Through various simulation settings of linear and non-linear regressions, the improvement of check loss by L2 adjustment is empirically examined. This adjustment is devised to shrink to zero as sample size grows.

Keywords: cross-validation, model selection, quantile regression, tuning parameter selection

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18530 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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18529 Survey of Methods for Solutions of Spatial Covariance Structures and Their Limitations

Authors: Joseph Thomas Eghwerido, Julian I. Mbegbu

Abstract:

In modelling environment processes, we apply multidisciplinary knowledge to explain, explore and predict the Earth's response to natural human-induced environmental changes. Thus, the analysis of spatial-time ecological and environmental studies, the spatial parameters of interest are always heterogeneous. This often negates the assumption of stationarity. Hence, the dispersion of the transportation of atmospheric pollutants, landscape or topographic effect, weather patterns depends on a good estimate of spatial covariance. The generalized linear mixed model, although linear in the expected value parameters, its likelihood varies nonlinearly as a function of the covariance parameters. As a consequence, computing estimates for a linear mixed model requires the iterative solution of a system of simultaneous nonlinear equations. In other to predict the variables at unsampled locations, we need to know the estimate of the present sampled variables. The geostatistical methods for solving this spatial problem assume covariance stationarity (locally defined covariance) and uniform in space; which is not apparently valid because spatial processes often exhibit nonstationary covariance. Hence, they have globally defined covariance. We shall consider different existing methods of solutions of spatial covariance of a space-time processes at unsampled locations. This stationary covariance changes with locations for multiple time set with some asymptotic properties.

Keywords: parametric, nonstationary, Kernel, Kriging

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18528 Modeling of Maximum Rainfall Using Poisson-Generalized Pareto Distribution in Kigali, Rwanda

Authors: Emmanuel Iyamuremye

Abstract:

Extreme rainfall events have caused significant damage to agriculture, ecology, and infrastructure, disruption of human activities, injury, and loss of life. They also have significant social, economic, and environmental consequences because they considerably damage urban as well as rural areas. Early detection of extreme maximum rainfall helps to implement strategies and measures, before they occur, hence mitigating the consequences. Extreme value theory has been used widely in modeling extreme rainfall and in various disciplines, such as financial markets, the insurance industry, failure cases. Climatic extremes have been analyzed by using either generalized extreme value (GEV) or generalized Pareto (GP) distributions, which provides evidence of the importance of modeling extreme rainfall from different regions of the world. In this paper, we focused on Peak Over Thresholds approach, where the Poisson-generalized Pareto distribution is considered as the proper distribution for the study of the exceedances. This research also considers the use of the generalized Pareto (GP) distribution with a Poisson model for arrivals to describe peaks over a threshold. The research used statistical techniques to fit models that used to predict extreme rainfall in Kigali. The results indicate that the proposed Poisson-GP distribution provides a better fit to maximum monthly rainfall data. Further, the Poisson-GP models are able to estimate various return levels. The research also found a slow increase in return levels for maximum monthly rainfall for higher return periods, and further, the intervals are increasingly wider as the return period is increasing.

Keywords: exceedances, extreme value theory, generalized Pareto distribution, Poisson generalized Pareto distribution

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18527 Non-Linear Behavior of Granular Materials in Pavement Design

Authors: Mounir Tichamakdj, Khaled Sandjak, Boualem Tiliouine

Abstract:

The design of flexible pavements is currently carried out using a multilayer elastic theory. However, for thin-surface pavements subject to light or medium traffic volumes, the importance of the non-linear stress-strain behavior of unbound granular materials requires the use of more sophisticated numerical models for the structural design of these pavements. The simplified analysis of the nonlinear behavior of granular materials in pavement design will be developed in this study. To achieve this objective, an equivalent linear model derived from a volumetric shear stress model is used to simulate the nonlinear elastic behavior of two unlinked local granular materials often used in pavements. This model is included here to adequately incorporate material non-linearity due to stress dependence and stiffness of the granular layers in the flexible pavement analysis. The sensitivity of the pavement design criteria to the likely variations in asphalt layer thickness and the mineralogical nature of unbound granular materials commonly used in pavement structures are also evaluated.

Keywords: granular materials, linear equivalent model, non-linear behavior, pavement design, shear volumetric strain model

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