Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13766

Search results for: generalized willenborg model

13766 Effect of Single Overload Ratio and Stress Ratio on Fatigue Crack Growth

Authors: M. Benachour, N. Benachour, M. Benguediab


In this investigation, variation of cyclic loading effect on fatigue crack growth is studied. This study is performed on 2024 T351 and 7050-T74 aluminum alloys, used in aeronautical structures. The propagation model used in this study is NASGRO model. In constant amplitude loading (CA), the effect of stress ratio has been investigated. Fatigue life and fatigue crack growth rate were affected by this factor. Results showed an increasing in fatigue crack growth rates (FCGRs) with increasing stress ratio. Variable amplitude loading (VAL) can take many forms i.e with a single overload, overload band etc. The shape of these loads affects strongly the fracture life and FCGRs. The application of a single overload (ORL) decrease the FCGR and increase the delay crack length caused by the formation of a larger plastic zone compared to the plastic zone due without VAL. The fatigue behavior of the both material under single overload has been compared.

Keywords: fatigue crack growth, overload ratio, stress ratio, generalized willenborg model, retardation, al-alloys

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13765 A Generalized Model for Performance Analysis of Airborne Radar in Clutter Scenario

Authors: Vinod Kumar Jaysaval, Prateek Agarwal


Performance prediction of airborne radar is a challenging and cumbersome task in clutter scenario for different types of targets. A generalized model requires to predict the performance of Radar for air targets as well as ground moving targets. In this paper, we propose a generalized model to bring out the performance of airborne radar for different Pulsed Repetition Frequency (PRF) as well as different type of targets. The model provides a platform to bring out different subsystem parameters for different applications and performance requirements under different types of clutter terrain.

Keywords: airborne radar, blind zone, clutter, probability of detection

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13764 Generalized Extreme Value Regression with Binary Dependent Variable: An Application for Predicting Meteorological Drought Probabilities

Authors: Retius Chifurira


Logistic regression model is the most used regression model to predict meteorological drought probabilities. When the dependent variable is extreme, the logistic model fails to adequately capture drought probabilities. In order to adequately predict drought probabilities, we use the generalized linear model (GLM) with the quantile function of the generalized extreme value distribution (GEVD) as the link function. The method maximum likelihood estimation is used to estimate the parameters of the generalized extreme value (GEV) regression model. We compare the performance of the logistic and the GEV regression models in predicting drought probabilities for Zimbabwe. The performance of the regression models are assessed using the goodness-of-fit tests, namely; relative root mean square error (RRMSE) and relative mean absolute error (RMAE). Results show that the GEV regression model performs better than the logistic model, thereby providing a good alternative candidate for predicting drought probabilities. This paper provides the first application of GLM derived from extreme value theory to predict drought probabilities for a drought-prone country such as Zimbabwe.

Keywords: generalized extreme value distribution, general linear model, mean annual rainfall, meteorological drought probabilities

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13763 Investigation on Machine Tools Energy Consumptions

Authors: Shiva Abdoli, Daniel T.Semere


Several researches have been conducted to study consumption of energy in cutting process. Most of these researches are focusing to measure the consumption and propose consumption reduction methods. In this work, the relation between the cutting parameters and the consumption is investigated in order to establish a generalized energy consumption model that can be used for process and production planning in real production lines. Using the generalized model, the process planning will be carried out by taking into account the energy as a function of the selected process parameters. Similarly, the generalized model can be used in production planning to select the right operational parameters like batch sizes, routing, buffer size, etc. in a production line. The description and derivation of the model as well as a case study are given in this paper to illustrate the applicability and validity of the model.

Keywords: process parameters, cutting process, energy efficiency, Material Removal Rate (MRR)

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13762 Application of a Generalized Additive Model to Reveal the Relations between the Density of Zooplankton with Other Variables in the West Daya Bay, China

Authors: Weiwen Li, Hao Huang, Chengmao You, Jianji Liao, Lei Wang, Lina An


Zooplankton are a central issue in the ecology which makes a great contribution to maintaining the balance of an ecosystem. It is critical in promoting the material cycle and energy flow within the ecosystems. A generalized additive model (GAM) was applied to analyze the relationships between the density (individuals per m³) of zooplankton and other variables in West Daya Bay. All data used in this analysis (the survey month, survey station (longitude and latitude), the depth of the water column, the superficial concentration of chlorophyll a, the benthonic concentration of chlorophyll a, the number of zooplankton species and the number of zooplankton species) were collected through monthly scientific surveys during January to December 2016. GLM model (generalized linear model) was used to choose the significant variables’ impact on the density of zooplankton, and the GAM was employed to analyze the relationship between the density of zooplankton and the significant variables. The results showed that the density of zooplankton increased with an increase of the benthonic concentration of chlorophyll a, but decreased with a decrease in the depth of the water column. Both high numbers of zooplankton species and the overall total number of zooplankton individuals led to a higher density of zooplankton.

Keywords: density, generalized linear model, generalized additive model, the West Daya Bay, zooplankton

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13761 Pressure Distribution, Load Capacity, and Thermal Effect with Generalized Maxwell Model in Journal Bearing Lubrication

Authors: M. Guemmadi, A. Ouibrahim


This numerical investigation aims to evaluate how a viscoelastic lubricant described by a generalized Maxwell model, affects the pressure distribution, the load capacity and thermal effect in a journal bearing lubrication. We use for the purpose the CFD package software completed by adapted user define functions (UDFs) to solve the coupled equations of momentum, of energy and of the viscoelastic model (generalized Maxwell model). Two parameters, viscosity and relaxation time are involved to show how viscoelasticity substantially affect the pressure distribution, the load capacity and the thermal transfer by comparison to Newtonian lubricant. These results were also compared with the available published results.

Keywords: journal bearing, lubrication, Maxwell model, viscoelastic fluids, computational modelling, load capacity

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13760 Generalized Chaplygin Gas and Varying Bulk Viscosity in Lyra Geometry

Authors: A. K. Sethi, R. N. Patra, B. Nayak


In this paper, we have considered Friedmann-Robertson-Walker (FRW) metric with generalized Chaplygin gas which has viscosity in the context of Lyra geometry. The viscosity is considered in two different ways (i.e. zero viscosity, non-constant r (rho)-dependent bulk viscosity) using constant deceleration parameter which concluded that, for a special case, the viscous generalized Chaplygin gas reduces to modified Chaplygin gas. The represented model indicates on the presence of Chaplygin gas in the Universe. Observational constraints are applied and discussed on the physical and geometrical nature of the Universe.

Keywords: bulk viscosity, lyra geometry, generalized chaplygin gas, cosmology

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13759 On the Fractional Integration of Generalized Mittag-Leffler Type Functions

Authors: Christian Lavault


In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized M-series and K-function, both introduced by Sharma. The two pairs of theorems established herein generalize recent results about left- and right-sided generalized fractional integration operators applied here to the M-series and the K-function. The note also results in important applications in physics and mathematical engineering.

Keywords: Fox–Wright Psi function, generalized hypergeometric function, generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators, Saigo's generalized fractional calculus, Sharma's M-series and K-function

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13758 A Model for Operating Rooms Scheduling

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


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

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13757 An Extension of the Generalized Extreme Value Distribution

Authors: Serge Provost, Abdous Saboor


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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13756 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem


This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: electricity price, k-factor GARMA, LLWNN, G-GARCH, forecasting

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13755 Leverage Effect for Volatility with Generalized Laplace Error

Authors: Farrukh Javed, Krzysztof Podgórski


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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13754 Application of Generalized Autoregressive Score Model to Stock Returns

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


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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13753 Population Size Estimation Based on the GPD

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


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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13752 Risk Factors for Defective Autoparts Products Using Bayesian Method in Poisson Generalized Linear Mixed Model

Authors: Pitsanu Tongkhow, Pichet Jiraprasertwong


This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6.

Keywords: defective autoparts products, Bayesian framework, generalized linear mixed model (GLMM), risk factors

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13751 The Generalized Pareto Distribution as a Model for Sequential Order Statistics

Authors: Mahdy ‎Esmailian, Mahdi ‎Doostparast, Ahmad ‎Parsian


‎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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13750 Analysis of Risk Factors Affecting the Motor Insurance Pricing with Generalized Linear Models

Authors: Puttharapong Sakulwaropas, Uraiwan Jaroengeratikun


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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13749 The Impact of Socialization Preferences on Perceptions of Generalized Social Trust in China

Authors: Menghzheng Yao


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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13748 Marginalized Two-Part Joint Models for Generalized Gamma Family of Distributions

Authors: Mohadeseh Shojaei Shahrokhabadi, Ding-Geng (Din) Chen


Positive continuous outcomes with a substantial number of zero values and incomplete longitudinal follow-up are quite common in medical cost data. To jointly model semi-continuous longitudinal cost data and survival data and to provide marginalized covariate effect estimates, a marginalized two-part joint model (MTJM) has been developed for outcome variables with lognormal distributions. In this paper, we propose MTJM models for outcome variables from a generalized gamma (GG) family of distributions. The GG distribution constitutes a general family that includes approximately all of the most frequently used distributions like the Gamma, Exponential, Weibull, and Log Normal. In the proposed MTJM-GG model, the conditional mean from a conventional two-part model with a three-parameter GG distribution is parameterized to provide the marginal interpretation for regression coefficients. In addition, MTJM-gamma and MTJM-Weibull are developed as special cases of MTJM-GG. To illustrate the applicability of the MTJM-GG, we applied the model to a set of real electronic health record data recently collected in Iran, and we provided SAS code for application. The simulation results showed that when the outcome distribution is unknown or misspecified, which is usually the case in real data sets, the MTJM-GG consistently outperforms other models. The GG family of distribution facilitates estimating a model with improved fit over the MTJM-gamma, standard Weibull, or Log-Normal distributions.

Keywords: marginalized two-part model, zero-inflated, right-skewed, semi-continuous, generalized gamma

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13747 Nano Generalized Topology

Authors: M. Y. Bakeir


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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13746 Generalized Additive Model Approach for the Chilean Hake Population in a Bio-Economic Context

Authors: Selin Guney, Andres Riquelme


The traditional bio-economic method for fisheries modeling uses some estimate of the growth parameters and the system carrying capacity from a biological model for the population dynamics (usually a logistic population growth model) which is then analyzed as a traditional production function. The stock dynamic is transformed into a revenue function and then compared with the extraction costs to estimate the maximum economic yield. In this paper, the logistic population growth model for the population is combined with a forecast of the abundance and location of the stock by using a generalized additive model approach. The paper focuses on the Chilean hake population. This method allows for the incorporation of climatic variables and the interaction with other marine species, which in turn will increase the reliability of the estimates and generate better extraction paths for different conservation objectives, such as the maximum biological yield or the maximum economic yield.

Keywords: bio-economic, fisheries, GAM, production

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13745 Generalized Dirac oscillators Associated to Non-Hermitian Quantum Mechanical Systems

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


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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13744 Generalized Central Paths for Convex Programming

Authors: Li-Zhi Liao


The central path has played the key role in the interior point method. However, the convergence of the central path may not be true even in some convex programming problems with linear constraints. In this paper, the generalized central paths are introduced for convex programming. One advantage of the generalized central paths is that the paths will always converge to some optimal solutions of the convex programming problem for any initial interior point. Some additional theoretical properties for the generalized central paths will be also reported.

Keywords: central path, convex programming, generalized central path, interior point method

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13743 Generalized Uncertainty Principle Modified Hawking Radiation in Bumblebee Gravity

Authors: Sara Kanzi, Izzet Sakalli


The effect of Lorentz symmetry breaking (LSB) on the Hawking radiation of Schwarzschild-like black hole found in the bumblebee gravity model (SBHBGM) is studied in the framework of quantum gravity. To this end, we consider Hawking radiation spin-0 (bosons) and spin-12particles (fermions), which go in and out through the event horizon of the SBHBGM. We use the modified Klein-Gordon and Dirac equations, which are obtained from the generalized uncertainty principle (GUP) to show how Hawking radiation is affected by the GUP and LSB. In particular, we reveal that independent of the spin of the emitted particles, GUP causes a change in the Hawking temperature of the SBHBGM. Furthermore, we compute the semi-analytic greybody factors (for both bosons and fermions) of the SBHBGM. Thus, we reveal that LSB is effective on the greybody factor of the SBHBGM such that its redundancy decreases the value of the greybody factor. Our findings are graphically depicted.

Keywords: bumblebee gravity model, Hawking radiation, generalized uncertainty principle, Lorentz symmetry breaking

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13742 Kinetic Model to Interpret Whistler Waves in Multicomponent Non-Maxwellian Space Plasmas

Authors: Warda Nasir, M. N. S. Qureshi


Whistler waves are right handed circularly polarized waves and are frequently observed in space plasmas. The Low frequency branch of the Whistler waves having frequencies nearly around 100 Hz, known as Lion roars, are frequently observed in magnetosheath. Another feature of the magnetosheath is the observations of flat top electron distributions with single as well as two electron populations. In the past, lion roars were studied by employing kinetic model using classical bi-Maxwellian distribution function, however, could not be justified both on quantitatively as well as qualitatively grounds. We studied Whistler waves by employing kinetic model using non-Maxwellian distribution function such as the generalized (r,q) distribution function which is the generalized form of kappa and Maxwellian distribution functions by employing kinetic theory with single or two electron populations. We compare our results with the Cluster observations and found good quantitative and qualitative agreement between them. At times when lion roars are observed (not observed) in the data and bi-Maxwellian could not provide the sufficient growth (damping) rates, we showed that when generalized (r,q) distribution function is employed, the resulted growth (damping) rates exactly match the observations.

Keywords: kinetic model, whistler waves, non-maxwellian distribution function, space plasmas

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13741 Upper Bound of the Generalized P-Value for the Difference between Two Future Population Means

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


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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13740 Machine Learning Invariants to Detect Anomalies in Secure Water Treatment

Authors: Jonathan Heng, Yoong Cheah Huei


A strategic model that does not trigger any false alarms to detect anomalies in Secure Water Treatment (SWaT) test bed is presented. This model uses machine learning invariants formulated from streamlining the general form of Auto-Regressive models with eXogenous input. A creative generalized CUSUM algorithm to integrate the invariants and the detection strategy technique is successfully developed and tested in the SWaT Programmable Logic Controllers (PLCs). Three steps to fine-tune parameters, b and τ in the generalized algorithm are stated and an example used to demonstrate the tuning process is discussed. This approach can swiftly and effectively detect various scopes of cyber-attacks such as multiple points single stage and multiple points multiple stages in SWaT. This technique can be applied in water treatment plants and other cyber physical systems like power and gas plants too.

Keywords: machine learning invariants, generalized CUSUM algorithm with invariants and detection strategy, scope of cyber attacks, strategic model, tuning parameters

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13739 Modeling of Maximum Rainfall Using Poisson-Generalized Pareto Distribution in Kigali, Rwanda

Authors: Emmanuel Iyamuremye


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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13738 Generalized Additive Model for Estimating Propensity Score

Authors: Tahmidul Islam


Propensity Score Matching (PSM) technique has been widely used for estimating causal effect of treatment in observational studies. One major step of implementing PSM is estimating the propensity score (PS). Logistic regression model with additive linear terms of covariates is most used technique in many studies. Logistics regression model is also used with cubic splines for retaining flexibility in the model. However, choosing the functional form of the logistic regression model has been a question since the effectiveness of PSM depends on how accurately the PS been estimated. In many situations, the linearity assumption of linear logistic regression may not hold and non-linear relation between the logit and the covariates may be appropriate. One can estimate PS using machine learning techniques such as random forest, neural network etc for more accuracy in non-linear situation. In this study, an attempt has been made to compare the efficacy of Generalized Additive Model (GAM) in various linear and non-linear settings and compare its performance with usual logistic regression. GAM is a non-parametric technique where functional form of the covariates can be unspecified and a flexible regression model can be fitted. In this study various simple and complex models have been considered for treatment under several situations (small/large sample, low/high number of treatment units) and examined which method leads to more covariate balance in the matched dataset. It is found that logistic regression model is impressively robust against inclusion quadratic and interaction terms and reduces mean difference in treatment and control set equally efficiently as GAM does. GAM provided no significantly better covariate balance than logistic regression in both simple and complex models. The analysis also suggests that larger proportion of controls than treatment units leads to better balance for both of the methods.

Keywords: accuracy, covariate balances, generalized additive model, logistic regression, non-linearity, propensity score matching

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13737 Extreme Temperature Forecast in Mbonge, Cameroon Through Return Level Analysis of the Generalized Extreme Value (GEV) Distribution

Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph


In this paper, temperature extremes are forecast by employing the block maxima method of the generalized extreme value (GEV) distribution to analyse temperature data from the Cameroon Development Corporation (CDC). By considering two sets of data (raw data and simulated data) and two (stationary and non-stationary) models of the GEV distribution, return levels analysis is carried out and it was found that in the stationary model, the return values are constant over time with the raw data, while in the simulated data the return values show an increasing trend with an upper bound. In the non-stationary model, the return levels of both the raw data and simulated data show an increasing trend with an upper bound. This clearly shows that although temperatures in the tropics show a sign of increase in the future, there is a maximum temperature at which there is no exceedance. The results of this paper are very vital in agricultural and environmental research.

Keywords: forecasting, generalized extreme value (GEV), meteorology, return level

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