Search results for: likelihood estimation

Authors: Baladitya Swaika, Rahul Khatry

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Computer Adaptive Tests (CATs) is one of the most efficient ways for testing the cognitive abilities of students. CATs are based on Item Response Theory (IRT) which is based on item selection and ability estimation using statistical methods of maximum information selection/selection from posterior and maximum-likelihood (ML)/maximum a posteriori (MAP) estimators respectively. This study aims at combining both classical and Bayesian approaches to IRT to create a dataset which is then fed to a neural network which automates the process of ability estimation and then comparing it to traditional CAT models designed using IRT. This study uses python as the base coding language, pymc for statistical modelling of the IRT and scikit-learn for neural network implementations. On creation of the model and on comparison, it is found that the Neural Network based model performs 7-10% worse than the IRT model for score estimations. Although performing poorly, compared to the IRT model, the neural network model can be beneficially used in back-ends for reducing time complexity as the IRT model would have to re-calculate the ability every-time it gets a request whereas the prediction from a neural network could be done in a single step for an existing trained Regressor. This study also proposes a new kind of framework whereby the neural network model could be used to incorporate feature sets, other than the normal IRT feature set and use a neural network’s capacity of learning unknown functions to give rise to better CAT models. Categorical features like test type, etc. could be learnt and incorporated in IRT functions with the help of techniques like logistic regression and can be used to learn functions and expressed as models which may not be trivial to be expressed via equations. This kind of a framework, when implemented would be highly advantageous in psychometrics and cognitive assessments. This study gives a brief overview as to how neural networks can be used in adaptive testing, not only by reducing time-complexity but also by being able to incorporate newer and better datasets which would eventually lead to higher quality testing.

Keywords: computer adaptive tests, item response theory, machine learning, neural networks

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Authors: S. B. Provost, Susan Sheng

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

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

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Authors: Seongsoo Lee

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Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: motion estimation, test zone search, high efficiency video coding, processing element, optimization

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Authors: Jiahe Liu, HongyangYu, Feng Qian, Miao Luo

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This study aimed to address the problem of improving the confidence of key points by fusing multi-view information, thereby estimating human posture more accurately. We first obtained multi-view image information and then used the MvP algorithm to fuse this multi-view information together to obtain a set of high-confidence human key points. We used these as the input for the Spatio-Temporal Graph Convolution (ST-GCN). ST-GCN is a deep learning model used for processing spatio-temporal data, which can effectively capture spatio-temporal relationships in video sequences. By using the MvP algorithm to fuse multi-view information and inputting it into the spatio-temporal graph convolution model, this study provides an effective method to improve the accuracy of human posture estimation and provides strong support for further research and application in related fields.

Keywords: multi-view, pose estimation, ST-GCN, joint fusion

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Authors: Tsui-Tsai Lin

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Cooperative orthogonal frequency division multiplexing (OFDM) transmission, which possesses the advantages of better connectivity, expanded coverage, and resistance to frequency selective fading, has been a more powerful solution for the physical layer in wireless communications. However, such a hybrid scheme suffers from the carrier frequency offset (CFO) effects inherited from the OFDM-based systems, which lead to a significant degradation in performance. In addition, insertion of a cyclic prefix (CP) at each symbol block head for combating inter-symbol interference will lead to a reduction in spectral efficiency. The design on the CFO estimation for the cooperative OFDM system without CP is a suspended problem. This motivates us to develop a low complexity CFO estimator for the cooperative OFDM decode-and-forward (DF) communication system without CP over the multipath fading channel. Especially, using a block-type pilot, the CFO estimation is first derived in accordance with the least square criterion. A reliable performance can be obtained through an exhaustive two-dimensional (2D) search with a penalty of heavy computational complexity. As a remedy, an alternative solution realized with an iteration approach is proposed for the CFO estimation. In contrast to the 2D-search estimator, the iterative method enjoys the advantage of the substantially reduced implementation complexity without sacrificing the estimate performance. Computer simulations have been presented to demonstrate the efficacy of the proposed CFO estimation.

Keywords: cooperative transmission, orthogonal frequency division multiplexing (OFDM), carrier frequency offset, iteration

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Authors: Dalvinder Kaur Mangal

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For the past decade, noise corrupted output measurements have been a fundamental research problem to be investigated. On the other hand, the estimation of the parameters for linear dynamic systems when also the input is affected by noise is recognized as more difficult problem which only recently has received increasing attention. Representations where errors or measurement noises/disturbances are present on both the inputs and outputs are usually called errors-in-variables (EIV) models. These disturbances may also have additive effects which are also considered in this paper. Parameter estimation of false EIV problem using equation error, output error and iterative prefiltering identification schemes with and without additive uncertainty, when only the output observation is corrupted by noise has been dealt in this paper. The comparative study of these three schemes has also been carried out.

Keywords: errors-in-variable (EIV), false EIV, equation error, output error, iterative prefiltering, Gaussian noise

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Authors: Babatunde Dosumu, Obuks Ejohwomu, Akilu Yunusa-Kaltungo

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Cost estimation in construction is often difficult, particularly when dealing with risks and uncertainties, which are inevitable and peculiar to developing countries like Nigeria. Direct consequences of these are major deviations in cost, duration, and quality. The fundamental aim of this study is to develop a framework for assessing the impacts of risk on cost estimation, which in turn causes variabilities between contract sum and final account. This is very important, as initial estimates given to clients should reflect the certain magnitude of consistency and accuracy, which the client builds other planning-related activities upon, and also enhance the capabilities of construction industry professionals by enabling better prediction of the final account from the contract sum. In achieving this, a systematic literature review was conducted with cost variability and construction projects as search string within three databases: Scopus, Web of science, and Ebsco (Business source premium), which are further analyzed and gap(s) in knowledge or research discovered. From the extensive review, it was found that factors causing deviation between final accounts and contract sum ranged between 1 and 45. Besides, it was discovered that a cost estimation framework similar to Building Cost Information Services (BCIS) is unavailable in Nigeria, which is a major reason why initial estimates are very often inconsistent, leading to project delay, abandonment, or determination at the expense of the huge sum of money invested. It was concluded that the development of a cost estimation framework that is adjudged an important tool in risk shedding rather than risk-sharing in project risk management would be a panacea to cost estimation problems, leading to cost variability in the Nigerian construction industry by the time this ongoing Ph.D. research is completed. It was recommended that practitioners in the construction industry should always take into account risk in order to facilitate the rapid development of the construction industry in Nigeria, which should give stakeholders a more in-depth understanding of the estimation effectiveness and efficiency to be adopted by stakeholders in both the private and public sectors.

Keywords: cost variability, construction projects, future studies, Nigeria

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Authors: Petra Dilling

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This study examines the market reaction to the publication of integrated reports for a sample of 316 global companies for the reporting year 2018. Applying event study methodology, we find significant cumulative average abnormal returns (CAARs) after the publication date. To ensure robust estimation resultsthe three-factor model, according to Fama and French, is used as well as a market-adjusted model, a CAPM and a Frama-French model taking GARCH effects into account. We find a significant positive CAAR after the publication day of the integrated report. Our results suggest that investors react to information provided in the integrated report and that they react differently to the annual financial report. Furthermore, our cross-sectional analysis confirms that companies with a significant positive cumulative average abnormal show certain characteristic. It was found that European companies have a higher likelihood to experience a stronger significant positive market reaction to their integrated report publication.

Keywords: integrated report, event methodology, cumulative abnormal return, sustainability, CAPM

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Authors: Eda Orhun

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Purpose: This paper analyzes a target firm’s decision to voluntarily disclose information during a takeover event and the effect of such disclosures on the outcome of the takeover. Such voluntary disclosures especially in the form of earnings forecasts made around takeover events may affect shareholders’ decisions about the target firm’s value and in return takeover result. This study aims to shed light on this question. Design/methodology/approach: The paper tries to understand the role of voluntary disclosures by target firms during a takeover event in the likelihood of takeover success both theoretically and empirically. A game-theoretical model is set up to analyze the voluntary disclosure decision of a target firm to inform the shareholders about its real worth. The empirical implication of model is tested by employing binary outcome models where the disclosure variable is obtained by identifying the target firms in the sample that provide positive news by issuing increasing management earnings forecasts. Findings: The model predicts that a voluntary disclosure of positive information by the target decreases the likelihood that the takeover succeeds. The empirical analysis confirms this prediction by showing that positive earnings forecasts by target firms during takeover events increase the probability of takeover failure. Overall, it is shown that information dissemination through voluntary disclosures by target firms is an important factor affecting takeover outcomes. Originality/Value: This study is the first to the author's knowledge that studies the impact of voluntary disclosures by the target firm during a takeover event on the likelihood of takeover success. The results contribute to information economics, corporate finance and M&As literatures.

Keywords: takeovers, target firm, voluntary disclosures, earnings forecasts, takeover success

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Authors: Lamyaa Gamal El-Deen Taha, Ashraf Sharawi

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Planet image is a new data source from planet lab. This research is concerned with the assessment of Planet image for land cover mapping. Two pixel based classifiers and one subpixel based classifier were compared. Firstly, rectification of Planet image was performed. Secondly, a comparison between minimum distance, maximum likelihood and neural network classifications for classification of Planet image was performed. Thirdly, the overall accuracy of classification and kappa coefficient were calculated. Results indicate that neural network classification is best followed by maximum likelihood classifier then minimum distance classification for land cover mapping.

Keywords: planet image, land cover mapping, rectification, neural network classification, multilayer perceptron, soft classifiers, hard classifiers

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Authors: Aayushi Pandey, Manoj Kumar Pandey, Ashutosh Tiwari, Kireet Kumar

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Glaciers play an important role in climate change and are sensitive phenomena of global climate change scenario. Glaciers in Himalayas are unique as they are predominantly valley type and are located in tropical, high altitude regions. These glaciers are often covered with debris which greatly affects ablation rate of glaciers and work as a sensitive indicator of glacier health. The aim of this study is to map high altitude Glacier surface with a focus on glacial lake and debris estimation using different techniques in Nagling glacier of dhauliganga basin in Himalayan region. Different Image Classification techniques i.e. thresholding on different band ratios and supervised classification using maximum likelihood classifier (MLC) have been used on high resolution sentinel 2A level 1c satellite imagery of 14 October 2017.Here Near Infrared (NIR)/Shortwave Infrared (SWIR) ratio image was used to extract the glaciated classes (Snow, Ice, Ice Mixed Debris) from other non-glaciated terrain classes. SWIR/BLUE Ratio Image was used to map valley rock and Debris while Green/NIR ratio image was found most suitable for mapping Glacial Lake. Accuracy assessment was performed using high resolution (3 meters) Planetscope Imagery using 60 stratified random points. The overall accuracy of MLC was 85 % while the accuracy of Band Ratios was 96.66 %. According to Band Ratio technique total areal extent of glaciated classes (Snow, Ice ,IMD) in Nagling glacier was 10.70 km2 nearly 38.07% of study area comprising of 30.87 % Snow covered area, 3.93% Ice and 3.27 % IMD covered area. Non-glaciated classes (vegetation, glacial lake, debris and valley rock) covered 61.93 % of the total area out of which valley rock is dominant with 33.83% coverage followed by debris covering 27.7 % of the area in nagling glacier. Glacial lake and Debris were accurately mapped using Band ratio technique Hence, Band Ratio approach appears to be useful for the mapping of debris covered glacier in Himalayan Region.

Keywords: band ratio, Dhauliganga basin, glacier mapping, Himalayan region, maximum likelihood classifier (MLC), Sentinel-2 satellite image

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Authors: Naoya Ozaki, Takuya Watanabe, Ryosuke Matsumoto, Noriko Fukasawa

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In the metropolitan areas in Japan, in many stations, shopping areas are set up, and escalators and elevators are installed to make the stations be barrier-free. Further, many areas around the stations are being redeveloped. Railway business operators want to know how much effect these circumstances have on attractiveness of the station or number of passengers using the station. So, we performed a questionnaire survey of the station users in the metropolitan areas for finding factors to affect the attractiveness of stations. Then, based on the analysis of the survey, we developed a method to quantitatively evaluate attractiveness of the stations. We also developed an estimation method for number of passengers based on combination of attractiveness of the station quantitatively evaluated and the residential and labor population around the station. Then, we derived precise linear regression models estimating the attractiveness of the station and number of passengers of the station.

Keywords: attractiveness of the station, estimation method, number of passengers of the station, redevelopment around the station, renovation of the station

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Authors: Sung Hyun Yoo, In Hwan Choi, Jun Ho Jung, Choon Ki Ahn, Myo Taeg Lim

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Home energy management system (HEMS) has been issued to reduce the power consumption. The HEMS performs electric power control for the indoor electric device. However, HEMS commonly treats the smart devices. In this paper, we suggest the output estimation of home legacy device using the artificial neural fuzzy inference system (ANFIS). This paper discusses the overview and the architecture of the system. In addition, accurate performance of the output estimation using the ANFIS inference system is shown via a numerical example.

Keywords: artificial neural fuzzy inference system (ANFIS), home energy management system (HEMS), smart device, legacy device

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Authors: Jefferson Hernandez, Juan Padilla

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Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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Authors: Gichun Cha, Byoungjoon Yu, Jihwan Park, Minsoo Park, Junghyun Im, Sehwan Park, Sujung Sin, Seunghee Park

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The goal of this research is to estimate a structural shape change using terrestrial laser scanning. This study proceeds with development of data reduction and shape change estimation algorithm for large-capacity scan data. The point cloud of scan data was converted to voxel and sampled. Technique of shape estimation is studied to detect changes in structure patterns, such as skyscrapers, bridges, and tunnels based on large point cloud data. The point cloud analysis applies the octree data structure to speed up the post-processing process for change detection. The point cloud data is the relative representative value of shape information, and it used as a model for detecting point cloud changes in a data structure. Shape estimation model is to develop a technology that can detect not only normal but also immediate structural changes in the event of disasters such as earthquakes, typhoons, and fires, thereby preventing major accidents caused by aging and disasters. The study will be expected to improve the efficiency of structural health monitoring and maintenance.

Keywords: terrestrial laser scanning, point cloud, shape information model, displacement measurement

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Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

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The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: DBSCAN, potential function, speech signal, the UBSS model

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Authors: Fariza Yunus, Jasmee Jaafar, Zamalia Mahmud, Nurul Nisa’ Khairul Azmi, Nursalleh K. Chang, Nursalleh K. Chang

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Variation of air temperature from one place to another is cause by air temperature controls. In general, the most important control of air temperature is elevation. Another significant independent variable in estimating air temperature is the location of meteorological stations. Distances to coastline and land use type are also contributed to significant variations in the air temperature. On the other hand, in homogeneous terrain direct interpolation of discrete points of air temperature work well to estimate air temperature values in un-sampled area. In this process the estimation is solely based on discrete points of air temperature. However, this study presents that air temperature controls also play significant roles in estimating air temperature over homogenous terrain of Peninsular Malaysia. An Inverse Distance Weighting (IDW) interpolation technique was adopted to generate continuous data of air temperature. This study compared two different datasets, observed mean monthly data of T, and estimation error of T–T’, where T’ estimated value from a multiple regression model. The multiple regression model considered eight independent variables of elevation, latitude, longitude, coastline, and four land use types of water bodies, forest, agriculture and build up areas, to represent the role of air temperature controls. Cross validation analysis was conducted to review accuracy of the estimation values. Final results show, estimation values of T–T’ produced lower errors for mean monthly mean air temperature over homogeneous terrain in Peninsular Malaysia.

Keywords: air temperature control, interpolation analysis, peninsular Malaysia, regression model, air temperature

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Authors: Muhammad Nouman Qureshi, Muhammad Hanif

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Adaptive cluster sampling (ACS) is specifically developed for the estimation of highly clumped populations and applied to a wide range of situations like animals of rare and endangered species, uneven minerals, HIV patients and drug users. In this paper, we proposed a generalized semi-exponential estimator with two auxiliary variables under the framework of ACS design. The expressions of approximate bias and mean square error (MSE) of the proposed estimator are derived. Theoretical comparisons of the proposed estimator have been made with existing estimators. A numerical study is conducted on real and artificial populations to demonstrate and compare the efficiencies of the proposed estimator. The results indicate that the proposed generalized semi-exponential estimator performed considerably better than all the adaptive and non-adaptive estimators considered in this paper.

Keywords: auxiliary information, adaptive cluster sampling, clustered populations, Hansen-Hurwitz estimation

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Authors: Linhang Zhu, Hongyu Zhu, Jiahe Liu

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This paper investigated a method of indoor real-time positioning and mapping based on the Manhattan world assumption. In indoor environments, relying solely on feature matching techniques or other geometric algorithms for sensor pose estimation inevitably resulted in cumulative errors, posing a significant challenge to indoor positioning. To address this issue, we adopt the Manhattan world hypothesis to optimize the camera pose algorithm based on feature matching, which improves the accuracy of camera pose estimation. A special processing method was applied to image data frames that conformed to the Manhattan world assumption. When similar data frames appeared subsequently, this could be used to eliminate drift in sensor pose estimation, thereby reducing cumulative errors in estimation and optimizing mapping and positioning. Through experimental verification, it is found that our method achieves high-precision real-time positioning in indoor environments and successfully generates maps of indoor environments. This provides effective technical support for applications such as indoor navigation and robot control.

Keywords: Manhattan world hypothesis, real-time positioning and mapping, feature matching, loopback detection

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Authors: Akinola Ikudayisi, Josiah Adeyemo

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The correct estimation of reference evapotranspiration (ETₒ) is required for effective irrigation water resources planning and management. However, there are some variables that must be considered while estimating and modeling ETₒ. This study therefore determines the multivariate analysis of correlated variables involved in the estimation and modeling of ETₒ at Vaalharts irrigation scheme (VIS) in South Africa using Principal Component Analysis (PCA) technique. Weather and meteorological data between 1994 and 2014 were obtained both from South African Weather Service (SAWS) and Agricultural Research Council (ARC) in South Africa for this study. Average monthly data of minimum and maximum temperature (°C), rainfall (mm), relative humidity (%), and wind speed (m/s) were the inputs to the PCA-based model, while ETₒ is the output. PCA technique was adopted to extract the most important information from the dataset and also to analyze the relationship between the five variables and ETₒ. This is to determine the most significant variables affecting ETₒ estimation at VIS. From the model performances, two principal components with a variance of 82.7% were retained after the eigenvector extraction. The results of the two principal components were compared and the model output shows that minimum temperature, maximum temperature and windspeed are the most important variables in ETₒ estimation and modeling at VIS. In order words, ETₒ increases with temperature and windspeed. Other variables such as rainfall and relative humidity are less important and cannot be used to provide enough information about ETₒ estimation at VIS. The outcome of this study has helped to reduce input variable dimensionality from five to the three most significant variables in ETₒ modelling at VIS, South Africa.

Keywords: irrigation, principal component analysis, reference evapotranspiration, Vaalharts

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Authors: Sharmistha Chowdhury, Shuva Chowdhury

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Buying-selling new as well as second-hand goods like tools, furniture, household, electronics, clothing, baby stuff, vehicles, and hobbies through the Facebook marketplace has become a new paradigm for c2c sellers. This phenomenon encourages and empowers decentralised home-oriented sellers. This study adopts Elaboration Likelihood Model (ELM) to explain consumer behaviour on Facebook Marketplace (FM). ELM suggests that consumers process information through the central and peripheral routes, which eventually shape their attitudes towards posts. The central route focuses on information quality, and the peripheral route focuses on cues. Sellers’ FM posts usually include product features, prices, conditions, pictures, and pick-up location. This study uses information relevance and accuracy as central route factors. The post’s attractiveness represents cues and creates positive or negative associations with the product. A post with remarkable pictures increases the attractiveness of the post. So, post aesthetics is used as a peripheral route factor. People influenced via the central or peripheral route forms an attitude that includes multiple processes – response and purchase intention. People respond to FM posts through save, share and chat. Purchase intention reflects a positive image of the product and higher purchase intention. This study proposes trust on sellers as a moderator to test the strength of its influence on consumer attitudes and behaviour. Trust on sellers is assessed whether sellers have badges or not. A sample questionnaire will be developed and distributed among a group of random FM sellers who are selling vehicles on this platform to conduct the study. The chosen product of this study is the vehicle, a high-value purchase item. High-value purchase requires consumers to consider forming their attitude without any sign of impulsiveness seriously. Hence, vehicles are the perfect choice to test the strength of consumers attitudes and behaviour. The findings of the study add to the elaboration likelihood model and online second-hand marketplace literature.

Keywords: consumer behaviour, elaboration likelihood model, facebook marketplace, c2c marketing

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Authors: H. Bakhshi, E. Khayyamian

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Cognitive radios have been recognized as one of the most promising technologies dealing with the scarcity of the radio spectrum. In cognitive radio systems, secondary users are allowed to utilize the frequency bands of primary users when the bands are idle. Hence, how to accurately detect the idle frequency bands has attracted many researchers’ interest. Detection performance is sensitive toward noise power and gain fluctuation. Since signal to noise ratio (SNR) between primary user and secondary users are not the same and change over the time, SNR and noise power estimation is essential. In this paper, we present a cooperative spectrum sensing algorithm using SNR estimation to improve detection performance in the real situation.

Keywords: cognitive radio, cooperative spectrum sensing, energy detection, SNR estimation, spectrum sensing, rayleigh fading channel

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Authors: Retius Chifurira

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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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Authors: Raghunath Arnab

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The two-phase sampling which is also known as double sampling was introduced in 1938. In two-phase sampling, samples are selected in phases. In the first phase, a relatively large sample of size is selected by some suitable sampling design and only information on the auxiliary variable is collected. During the second phase, a sample of size is selected either from, the sample selected in the first phase or from the entire population by using a suitable sampling design and information regarding the study and auxiliary variable is collected. Evidently, two phase sampling is useful if the auxiliary information is relatively easy and cheaper to collect than the study variable as well as if the strength of the relationship between the variables and is high. If the sample is selected in more than two phases, the resulting sampling design is called a multi-phase sampling. In this article we will consider how one can use data collected at the first phase sampling at the stages of estimation of the parameter, stratification, selection of sample and their combinations in the second phase in a unified setup applicable to any sampling design and wider classes of estimators. The problem of the estimation of variance will also be considered. The variance of estimator is essential for estimating precision of the survey estimates, calculation of confidence intervals, determination of the optimal sample sizes and for testing of hypotheses amongst others. Although, the variance is a non-negative quantity but its estimators may not be non-negative. If the estimator of variance is negative, then it cannot be used for estimation of confidence intervals, testing of hypothesis or measure of sampling error. The non-negativity properties of the variance estimators will also be studied in details.

Keywords: auxiliary information, two-phase sampling, varying probability sampling, unbiased estimators

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

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

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

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Authors: Abdel-Aziz M. Mohamed

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This research proposes a methodology to estimate the customer order lead time in the supply chain based on the process capability index. The cases when the process output is normally distributed and when it is not are considered. The relationships between the system capability indices in both service and manufacturing applications, delivery system reliability and the percentages of orders delivered after their promised due dates are presented. The proposed method can be used to examine the current process capability to deliver the orders before the promised lead-time. If the system was found to be incapable, the method can be used to help revise the current lead-time to a proper value according to the service reliability level selected by the management. Numerical examples and a case study describing the lead time estimation methodology and testing the system capability of delivering the orders before their promised due date are illustrated.

Keywords: lead-time estimation, process capability index, delivery system reliability, statistical analysis, service achievement index, service quality

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Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

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In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: cause of failure, linear degradation path, reliability function, expectation-maximization algorithm, intensity, masked data

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Authors: Farzaneh Khorram

Abstract:

This paper endeavors to construct a block model to assess grinding energy consumption (CCE) and pinpoint blocks with the highest potential for energy usage during the grinding process within a specified region. Leveraging geostatistical techniques, particularly joint estimation, or simulation, based on geometallurgical data from various mineral processing stages, our objective is to forecast CCE across the study area. The dataset encompasses variables obtained from 2754 drill samples and a block model comprising 4680 blocks. The initial analysis encompassed exploratory data examination, variography, multivariate analysis, and the delineation of geological and structural units. Subsequent analysis involved the assessment of contacts between these units and the estimation of CCE via cokriging, considering its correlation with SPI. The selection of blocks exhibiting maximum CCE holds paramount importance for cost estimation, production planning, and risk mitigation. The study conducted exploratory data analysis on lithology, rock type, and failure variables, revealing seamless boundaries between geometallurgical units. Simulation methods, such as Plurigaussian and Turning band, demonstrated more realistic outcomes compared to cokriging, owing to the inherent characteristics of geometallurgical data and the limitations of kriging methods.

Keywords: geometallurgy, multivariate analysis, plurigaussian, turning band method, cokriging

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Authors: Felix Givois, Nicolas R. Gauger, Matthias Kabel

Abstract:

The efficient digital material characterization is of great interest to many fields of application. It consists of the following three steps. First, a 3D reconstruction of 2D scans must be performed. Then, the resulting gray-value image of the material sample is enhanced by image processing methods. Finally, partial differential equations (PDE) are solved on the segmented image, and by averaging the resulting solutions fields, effective properties like stiffness or conductivity can be computed. Due to the high resolution of current CT images, the latter is typically performed with matrix-free solvers. Among them, a solver that uses the explicit formula of the Green-Eshelby operator in Fourier space has been proposed by Moulinec and Suquet. Its algorithmic, most complex part is the Fast Fourier Transformation (FFT). In our talk, we will discuss the potential quantum advantage that can be obtained by replacing the FFT with the Quantum Fourier Transformation (QFT). We will especially show that the data transfer for noisy intermediate-scale quantum (NISQ) devices can be improved by using appropriate boundary conditions for the PDE, which also allows using semi-classical versions of the QFT. In the end, we will compare the results of the QFT-based algorithm for simple geometries with the results of the FFT-based homogenization method.

Keywords: most likelihood amplitude estimation (MLQAE), numerical homogenization, quantum Fourier transformation (QFT), NISQ devises

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Authors: Shih-Pin Chen, Shih-Syuan You

Abstract:

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

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

Procedia PDF Downloads 330