Search results for: multivariate calibration

Authors: Hyun-Woo Cho

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Detection of incipient abnormal events in production processes is important to improve safety and reliability of manufacturing operations and reduce losses caused by failures. The construction of calibration models for predicting faulty conditions is quite essential in making decisions on when to perform preventive maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of process measurement data. The calibration model is used to predict faulty conditions from historical reference data. This approach utilizes variable selection techniques, and the predictive performance of several prediction methods are evaluated using real data. The results shows that the calibration model based on supervised probabilistic model yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: calibration model, monitoring, quality improvement, feature selection

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Authors: Nicolay Zarutskiy, Roman Bulkin

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The paper deals with the existing methods of force-torque sensor calibration with a number of components from one to six, analyzed their advantages and disadvantages, the necessity of introduction of a calibration method. Calibration method and its constructive realization are also described here. A calibration method allows performing automated force-torque sensor calibration both with selected components of the main vector of forces and moments and with complex loading. Thus, two main advantages of the proposed calibration method are achieved: the automation of the calibration process and universality.

Keywords: automation, calibration, calibration device, calibration method, force-torque sensors

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Authors: Noha Ibrahim, Eman S. Elzanfaly, Said A. Hassan, Ahmed E. El Gendy

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Objectives: The purpose of the study is to develop a sensitive synchronous spectrofluorimetric method with multivariate calibration after studying and optimizing the different variables affecting the native fluorescence intensity of amlodipine and olmesartan implementing an experimental design approach. Method: In the first step, the fractional factorial design used to screen independent factors affecting the intensity of both drugs. The objective of the second step was to optimize the method performance using a Central Composite Face-centred (CCF) design. The optimal experimental conditions obtained from this study were; a temperature of (15°C ± 0.5), the solvent of 0.05N HCl and methanol with a ratio of (90:10, v/v respectively), Δλ of 42 and the addition of 1.48 % surfactant providing a sensitive measurement of amlodipine and olmesartan. The resolution of the binary mixture with a multivariate calibration method has been accomplished mainly by using partial least squares (PLS) model. Results: The recovery percentage for amlodipine besylate and atorvastatin calcium in tablets dosage form were found to be (102 ± 0.24, 99.56 ± 0.10, for amlodipine and Olmesartan, respectively). Conclusion: Method is valid according to some International Conference on Harmonization (ICH) guidelines, providing to be linear over a range of 200-300, 500-1500 ng mL⁻¹ for amlodipine and Olmesartan. The methods were successful to estimate amlodipine besylate and olmesartan in bulk powder and pharmaceutical preparation.

Keywords: amlodipine, central composite face-centred design, experimental design, fractional factorial design, multivariate calibration, olmesartan

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Authors: Gustavo G. Shimamoto, Matthieu Tubino

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The characterization and the quality of biodiesel samples are checked by determining several parameters. Considering a large number of analysis to be performed, as well as the disadvantages of the use of toxic solvents and waste generation, multivariate calibration is suggested to reduce the number of tests. In this work, hydrogen nuclear magnetic resonance (1H NMR) spectra were used to build multivariate models, from partial least squares (PLS) regression, in order to determine simultaneously six important characterizing and/or quality parameters of biodiesels: density at 20 ºC, kinematic viscosity at 40 ºC, iodine value, acid number, oxidative stability, and water content. Biodiesels from twelve different oils sources were used in this study: babassu, brown flaxseed, canola, corn, cottonseed, macauba almond, microalgae, palm kernel, residual frying, sesame, soybean, and sunflower. 1H NMR reflects the structures of the compounds present in biodiesel samples and showed suitable correlations with the six parameters. The PLS models were constructed with latent variables between 5 and 7, the obtained values of r(cal) and r(val) were greater than 0.994 and 0.989, respectively. In addition, the models were considered suitable to predict all the six parameters for external samples, taking into account the analytical speed to perform it. Thus, the alliance between 1H NMR and PLS showed to be appropriate to characterize and evaluate the quality of biodiesels, reducing significantly analysis time, the consumption of reagents/solvents, and waste generation. Therefore, the proposed methods can be considered to adhere to the principles of green chemistry.

Keywords: biodiesel, multivariate calibration, nuclear magnetic resonance, quality parameters

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Authors: Mohammadreza Mohebbi, Masoumeh Sanagou

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The ability to predict clinical outcomes is of great importance to physicians and clinicians. A number of different methods have been used in an effort to accurately predict these outcomes. These methods include the development of scoring systems based on multivariate statistical modelling, and models involving the use of classification and regression trees. The process usually consists of two consecutive phases, namely model development and external validation. The model development phase consists of building a multivariate model and evaluating its predictive performance by examining calibration and discrimination, and internal validation. External validation tests the predictive performance of a model by assessing its calibration and discrimination in different but plausibly related patients. A motivate example focuses on prediction modeling using a sample of patients undergone coronary artery bypass graft (CABG) has been used for illustrative purpose and a set of primary considerations for evaluating prediction model studies using specific quality indicators as criteria to help stakeholders evaluate the quality of a prediction model study has been proposed.

Keywords: clinical prediction models, clinical decision rule, prognosis, external validation, model calibration, biostatistics

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Authors: Rim Chang Hyon, Song Hak Jin, Song Kwang Hyok, Jong Ki Hun

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The calibration of the articulated arm coordinate measuring machine (AACMM) is key to improving calibration accuracy and saving calibration time. To reduce the time consumed for calibration, we should choose the proper calibration gauges and develop a reasonable calibration method. In addition, we should get the exact optimal solution by accurately removing the rough errors within the experimental data. In this paper, we present a calibration method of the portable coordinate measuring arm (PCMA) using the 1.2m long bar guage with cone-holes. First, we determine the locations of the bar gauge and establish an optimal objective function for identifying the structural parameter errors. Next, we make a mathematical model of the calibration algorithm and present a new mathematical method to remove the rough errors within calibration data. Finally, we find the optimal solution to identify the kinematic parameter errors by using Levenberg-Marquardt algorithm. The experimental results show that our calibration method is very effective in saving the calibration time and improving the calibration accuracy.

Keywords: AACMM, kinematic model, parameter identify, measurement accuracy, calibration

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Authors: Sarp Erturk, Levent Eyigel, Cihat Celik, Muhammet Sahinoglu, Serdar Ay, Yasin Kaya, Hasan Kaya

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This paper presents a quantitative analysis on the need for automotive calibration methods for digital tachographs. Digital tachographs are mandatory for vehicles used in people and goods transport and they are an important aspect for road safety and inspection. Digital tachographs need to be calibrated for workshops in order for the digital tachograph to display and record speed and odometer values correctly. Calibration of digital tachographs can be performed either manual or automatic. It is shown in this paper that manual calibration of digital tachographs is prone to errors and there can be differences between manual and automatic calibration parameters. Therefore automatic calibration methods are imperative for digital tachograph calibration. The presented experimental results and error analysis clearly support the claims of the paper by evaluating and statistically comparing manual and automatic calibration methods.

Keywords: digital tachograph, road safety, tachograph calibration, tachograph workshops

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Authors: Pascal Mwenge, Tumisang Seodigeng

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The combination of world population and the third industrial revolution led to high demand for fuels. On the other hand, the decrease of global fossil 8fuels deposits and the environmental air pollution caused by these fuels has compounded the challenges the world faces due to its need for energy. Therefore, new forms of environmentally friendly and renewable fuels such as biodiesel are needed. The primary analytical techniques for methanolysis yield monitoring have been chromatography and spectroscopy, these methods have been proven reliable but are more demanding, costly and do not provide real-time monitoring. In this work, the in situ monitoring of biodiesel from sunflower oil using FTIR (Fourier Transform Infrared) has been studied; the study was performed using EasyMax Mettler Toledo reactor equipped with a DiComp (Diamond) probe. The quantitative monitoring of methanolysis was performed by building a quantitative model with multivariate calibration using iC Quant module from iC IR 7.0 software. 15 samples of known concentrations were used for the modelling which were taken in duplicate for model calibration and cross-validation, data were pre-processed using mean centering and variance scale, spectrum math square root and solvent subtraction. These pre-processing methods improved the performance indexes from 7.98 to 0.0096, 11.2 to 3.41, 6.32 to 2.72, 0.9416 to 0.9999, RMSEC, RMSECV, RMSEP and R2Cum, respectively. The R² value of 1 (training), 0.9918 (test), 0.9946 (cross-validation) indicated the fitness of the model built. The model was tested against univariate model; small discrepancies were observed at low concentration due to unmodelled intermediates but were quite close at concentrations above 18%. The software eliminated the complexity of the Partial Least Square (PLS) chemometrics. It was concluded that the model obtained could be used to monitor methanol of sunflower oil at industrial and lab scale.

Keywords: biodiesel, calibration, chemometrics, methanolysis, multivariate analysis, transesterification, FTIR

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Authors: Ayten Ekin Meşe, Selahattin Şentürk, Melike Duvanoğlu

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Petroleum refineries are a highly complex process industry with continuous production and high operating costs. Physical separation of crude oil starts with the crude oil distillation unit, continues with various conversion and purification units, and passes through many stages until obtaining the final product. To meet the desired product specification, process parameters are strictly followed. To be able to ensure the quality of distillates, routine analyses are performed in quality control laboratories based on appropriate international standards such as American Society for Testing and Materials (ASTM) standard methods and European Standard (EN) methods. The cut point of distillates in the crude distillation unit is very crucial for the efficiency of the upcoming processes. In order to maximize the process efficiency, the determination of the quality of distillates should be as fast as possible, reliable, and cost-effective. In this sense, an alternative study was carried out on the crude oil distillation unit that serves the entire refinery process. In this work, studies were conducted with three different crude oil distillates which are Light Straight Run Naphtha (LSRN), Heavy Straight Run Naphtha (HSRN), and Kerosene. These products are named after separation by the number of carbons it contains. LSRN consists of five to six carbon-containing hydrocarbons, HSRN consist of six to ten, and kerosene consists of sixteen to twenty-two carbon-containing hydrocarbons. Physical properties of three different crude distillation unit products (LSRN, HSRN, and Kerosene) were determined using Near-Infrared Spectroscopy with multivariate calibration. The absorbance spectra of the petroleum samples were obtained in the range from 10000 cm⁻¹ to 4000 cm⁻¹, employing a quartz transmittance flow through cell with a 2 mm light path and a resolution of 2 cm⁻¹. A total of 400 samples were collected for each petroleum sample for almost four years. Several different crude oil grades were processed during sample collection times. Extended Multiplicative Signal Correction (EMSC) and Savitzky-Golay (SG) preprocessing techniques were applied to FT-NIR spectra of samples to eliminate baseline shifts and suppress unwanted variation. Two different multivariate calibration approaches (Partial Least Squares Regression, PLS and Genetic Inverse Least Squares, GILS) and an ensemble model were applied to preprocessed FT-NIR spectra. Predictive performance of each multivariate calibration technique and preprocessing techniques were compared, and the best models were chosen according to the reproducibility of ASTM reference methods. This work demonstrates the developed models can be used for routine analysis instead of conventional analytical methods with over 90% accuracy.

Keywords: crude distillation unit, multivariate calibration, near infrared spectroscopy, data preprocessing, refinery

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Authors: Sinem O. Aktan, Musa Y. Akkurt

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Experimental pressure calibration methods can be classified into three areas: (1) measurements in liquid or gas systems, (2) measurements in static-solid media systems, and (3) measurements in dynamic shock systems. Fluid (liquid and gas) systems high accuracies can be obtainable and commonly used for the calibration method of a pressure sensor. Pressure calibrations can be performed for metrological traceability in two ways, which are on-site (field) and in the laboratory. Laboratory and on-site calibration procedures and the requirements of the DKD-R-6-1 and Euramet cg-17 guidelines will also be addressed. In this study, calibration methods of direct and indirect reading pressure sensor and measurement uncertainty contributions will be explained.

Keywords: pressure metrology, pressure calibration, dead-weight tester, pressure uncertainty

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Authors: Ishapathik Das, Sumen Sen, N. Rao Chaganty, Pooja Sengupta

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Dependent multivariate count data occur in several research studies. These data can be modeled by a multivariate Poisson or Negative binomial distribution constructed using copulas. However, when some of the counts are inflated, that is, the number of observations in some cells are much larger than other cells, then the copula based multivariate Poisson (or Negative binomial) distribution may not fit well and it is not an appropriate statistical model for the data. There is a need to modify or adjust the multivariate distribution to account for the inflated frequencies. In this article, we consider the situation where the frequencies of two cells are higher compared to the other cells, and develop a doubly inflated multivariate Poisson distribution function using multivariate Gaussian copula. We also discuss procedures for regression on covariates for the doubly inflated multivariate count data. For illustrating the proposed methodologies, we present a real data containing bivariate count observations with inflations in two cells. Several models and linear predictors with log link functions are considered, and we discuss maximum likelihood estimation to estimate unknown parameters of the models.

Keywords: copula, Gaussian copula, multivariate distributions, inflated distributios

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Authors: Mohammad Zahidul Islam Bhuiyan, Shanyong Wang, Scott William Sloan, Daichao Sheng

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Nowadays soil pressure transducers are widely used to measure the soil stress states in laboratory and field experiments. The soil pressure transducers, investigated here, are traditional diaphragm-type earth pressure cells (DEPC) based on strain gauge principle. It is found that the output of these sensors varies with the soil conditions as well as the position of a sensor. Therefore, it is highly recommended to calibrate the pressure sensors based on the similar conditions of their intended applications. The factory calibration coefficients of the EPCs are not reliable to use since they are normally calibrated by applying fluid (a special type of oil) pressure only over load sensing zone, which does not represent the actual field conditions. Thus, the calibration of these sensors is utmost important, and they play a pivotal role for assessing earth pressures precisely. In the present study, TML soil pressure sensor is used to compare its sensitivity under different calibration systems, for example, fluid calibration, and static load calibration with or without soil. The results report that the sensor provides higher sensitivity (more accurate results) under soil calibration system.

Keywords: calibration, soil pressure, earth pressure cell, sensitivity

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Authors: Guorong Sui, Xingwei Jia, Chenhui Yin, Xiumin Gao

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In the processing of camera-based high precision and non-contact measurement, the geometric-optical aberration is always inevitably disturbing the measuring system. Moreover, the aberration is different with the different focal length, which will increase the difficulties of the system’s calibration. Therefore, to understand the relationship between the focal length as a function of aberration properties is a very important issue to the calibration of the measuring systems. In this study, we propose a new mathematics model, which is based on the plane calibration method by Zhang Zhengyou, and establish a relationship between the focal length and aberration coefficient. By using the mathematics model and carefully modified compensation templates, the calibration precision of the system can be dramatically improved. The experiment results show that the relative error is less than 1%. It is important for optoelectronic imaging systems that apply to measure, track and position by changing the camera’s focal length.

Keywords: camera calibration, aberration coefficient, vision measurement, focal length, mathematics model

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Authors: Bader Alruwaili, Surajit Ray

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Finite mixtures are a flexible and powerful tool that can be used for univariate and multivariate distributions, and a wide range of research analysis has been conducted based on the multivariate normal mixture and multivariate of a t-mixture. Determining the number of modes is an important activity that, in turn, allows one to determine the number of homogeneous groups in a population. Our work currently being carried out relates to the study of the modality of the skew normal distribution in the univariate and multivariate cases. For the skew normal distribution, the aims are associated with studying the modality of the skew normal distribution and providing the ridgeline, the ridgeline elevation function, the $\Pi$ function, and the curvature function, and this will be conducive to an exploration of the number and location of mode when mixing the two components of skew normal distribution. The subsequent objective is to apply these results to the application of real world data sets, such as flow cytometry data.

Keywords: mode, modality, multivariate skew normal, finite mixture, number of mode

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Authors: Atef Alaaeddine Sarraj, Brendan Jackman, Frank Walsh

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Tomorrow’s car will be more automated and increasingly connected. Innovative and intuitive interfaces are essential to accompany this functional enrichment. For that, today the automotive companies are competing to offer an advanced driver assistance system (ADAS) which will be able to provide enhanced navigation, collision avoidance, intersection support and lane keeping. These vision-based functions require an accurately calibrated camera. To achieve such differentiation in ADAS requires sophisticated sensors and efficient algorithms. This paper explores the different calibration methods applicable to vehicle-mounted fish-eye cameras with arbitrary fields of view and defines the first steps towards a self-calibration method that adequately addresses ADAS requirements. In particular, we present a self-calibration method after comparing different camera calibration algorithms in the context of ADAS requirements. Our method gathers data from unknown scenes while the car is moving, estimates the camera intrinsic and extrinsic parameters and corrects the wide-angle distortion. Our solution enables continuous and real-time detection of objects, pedestrians, road markings and other cars. In contrast, other camera calibration algorithms for ADAS need pre-calibration, while the presented method calibrates the camera without prior knowledge of the scene and in real-time.

Keywords: advanced driver assistance system (ADAS), fish-eye, real-time, self-calibration

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Authors: Osama Terra, Hatem Hussein

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Calibration of Optical Time Domain Reflectometer (OTDR) is crucial for the accurate determination of loss budget for long optical fiber links. In this paper, the calibration of the attenuation scale of an OTDR using two different techniques is discussed and implemented. The first technique is the external modulation method (EM). A setup is proposed to calibrate an OTDR over a dynamic range of around 15 dB based on the EM method. Afterwards, the OTDR is calibrated using two standard reference fibers (SRF). Both SRF are calibrated using cut-back technique; one of them is calibrated at our home institute (the National Institute of Standards – NIS) while the other at the National Physical Laboratory (NPL) of the United Kingdom to confirm our results. In addition, the parameters contributing the calibration uncertainty are thoroughly investigated. Although the EM method has several advantages over the SRF method, the uncertainties in the SRF method is found to surpass that of the EM method.

Keywords: optical time domain reflectometer, fiber attenuation measurement, OTDR calibration, external source method

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Authors: Abdulrahman S. Alturki, John S. Loomis

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This paper discusses a corner detection algorithm for camera calibration. Calibration is a necessary step in many computer vision and image processing applications. Robust corner detection for an image of a checkerboard is required to determine intrinsic and extrinsic parameters. In this paper, an algorithm for fully automatic and robust X-corner detection is presented. Checkerboard corner points are automatically found in each image without user interaction or any prior information regarding the number of rows or columns. The approach represents each X-corner with a quadratic fitting function. Using the fact that the X-corners are saddle points, the coefficients in the fitting function are used to identify each corner location. The automation of this process greatly simplifies calibration. Our method is robust against noise and different camera orientations. Experimental analysis shows the accuracy of our method using actual images acquired at different camera locations and orientations.

Keywords: camera calibration, corner detector, edge detector, saddle points

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Authors: Jafar Mortadha, Imran Qureshi

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This research explains and compares the modern techniques used for measuring the flow angles of a flowing fluid with the traditional technique of using multi-hole pressure probes. In particular, the focus of the study is on four-hole probes, which offer great reliability and benefits in several applications where the use of modern measurement techniques is either inconvenient or impractical. Due to modern advancements in manufacturing, small multi-hole pressure probes can be made with high precision, which eliminates the need for calibrating every manufactured probe. This study aims to improve the range of calibration maps for a four-hole probe to allow high flow angles to be measured accurately. The research methodology comprises a literature review of the successful calibration definitions that have been implemented on five-hole probes. These definitions are then adapted and applied on a four-hole probe using a set of raw pressures data. A comparison of the different definitions will be carried out in Matlab and the results will be analyzed to determine the best calibration definition. Taking simplicity of implementation into account as well as the reliability of flow angles estimation, an adapted technique from a research paper written in 2002 offered the most promising outcome. Consequently, the method is seen as a good enhancement for four-hole probes and it can substitute for the existing calibration definitions that offer less accuracy.

Keywords: calibration definitions, calibration maps, flow measurement techniques, four-hole probes, multi-hole pressure probes

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Authors: Osama Terra, Mariesa Nel, Hatem Hussein

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Calibration of Optical Time Domain Reflectometer (OTDR) has a crucial role for the accurate determination of fault locations and the accurate calculation of loss budget of long-haul optical fibre links during installation and repair. A comparison has been made between the Egyptian National Institute for Standards (NIS-Egypt) and the National Metrology institute of South Africa (NMISA-South Africa) for the calibration of an OTDR. The distance and the attenuation scales of a transfer OTDR have been calibrated by both institutes using their standards according to the standard IEC 61746-1 (2009). The results of this comparison have been compiled in this report.

Keywords: OTDR calibration, recirculating loop, concatenated method, standard fiber

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Authors: Qiao Fan, Xiaobo Guo, Junxian Zhu, Xiaohu Ding, Ching-Yu Cheng, Tien-Yin Wong, Mingguang He, Heping Zhang, Xueqin Wang

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A systematic, simultaneous analysis of multiple phenotypes in genome-wide association studies (GWASs) draws a great attention to integrate the signals from single phenotypes with increased power. However, lacking an interpretable and efficient multivariate GWAS analysis impede the application of such approach. In this study, we propose to decompose the multivariate model into a series of simple univariate models. This transformation illuminates what exactly the individual trait contributes to the significant signals from the multivariate analyses. By employing our approach in the analysis of three myopia-related endophenotypes from the Singapore Malay Eye Study (SIMES), we identify novel candidate loci which were successfully validated in an independent Guangzhou Twin Eye Study (GTES).

Keywords: GWAS multivariate, multiple traits, myopia, association

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Authors: Osama Terra, Hatem Hussein, Adriaan Van Brakel

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Dense wavelength division multiplexing (DWDM) technology requires tight specification and therefore measurement of wavelength accuracy and stability of the telecommunication lasers. Thus, calibration of the used Optical Spectrum Analyzers (OSAs) that are used to measure wavelength is of a great importance. Proficiency testing must be performed on such measuring activity to insure the accuracy of the measurement results. In this paper, a new comparison scheme is introduced to test the performance of such calibrations. This comparison scheme is implemented between NIS-Egypt and NMISA-South Africa for the calibration of the wavelength scale of an OSA. Both institutes employ reference gas cell to calibrate OSA according to the standard IEC/ BS EN 62129 (2006). The result of this comparison is compiled in this paper.

Keywords: OSA calibration, HCN gas cell, DWDM technology, wavelength measurement

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Authors: Xiang Zhang, David Rey, S. Travis Waller

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Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: parameter calibration, sequential quadratic programming, stochastic user equilibrium, traffic assignment, transportation planning

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Authors: Yinglisong, Jingge Chen, Jingxuan Chen, Yan Wang, Hui Huang, Jing Zhnag, Qianqian Zhang, Zhenzhen Zhang, Ji Zhang

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Purpose: The study aims to establish a nomogram prediction model for postpartum hemorrhage (PPH) in vaginal delivery. Patients and Methods: Clinical data were retrospectively collected from vaginal delivery patients admitted to a hospital in Zhengzhou, China, from June 1, 2022 - October 31, 2022. Univariate and multivariate logistic regression were used to filter out independent risk factors. A nomogram model was established for PPH in vaginal delivery based on the risk factors coefficient. Bootstrapping was used for internal validation. To assess discrimination and calibration, receiver operator characteristics (ROC) and calibration curves were generated in the derivation and validation groups. Results: A total of 1340 cases of vaginal delivery were enrolled, with 81 (6.04%) having PPH. Logistic regression indicated that history of uterine surgery, induction of labor, duration of first labor, neonatal weight, WBC value (during the first stage of labor), and cervical lacerations were all independent risk factors of hemorrhage (P <0.05). The area-under-curve (AUC) of ROC curves of the derivation group and the validation group were 0.817 and 0.821, respectively, indicating good discrimination. Two calibration curves showed that nomogram prediction and practical results were highly consistent (P = 0.105, P = 0.113). Conclusion: The developed individualized risk prediction nomogram model can assist midwives in recognizing and diagnosing high-risk groups of PPH and initiating early warning to reduce PPH incidence.

Keywords: vaginal delivery, postpartum hemorrhage, risk factor, nomogram

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Authors: Chia-Hau Liu, Tai-Yue Wang

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Traditional multivariate control charts assume that measurement from manufacturing processes follows a multivariate normal distribution. However, this assumption may not hold or may be difficult to verify because not all the measurement from manufacturing processes are normal distributed in practice. This study develops a new multivariate control chart for monitoring the processes with non-normal data. We propose a mechanism based on integrating the one-class classification method and the adaptive technique. The adaptive technique is used to improve the sensitivity to small shift on one-class classification in statistical process control. In addition, this design provides an easy way to allocate the value of type I error so it is easier to be implemented. Finally, the simulation study and the real data from industry are used to demonstrate the effectiveness of the propose control charts.

Keywords: multivariate control chart, statistical process control, one-class classification method, non-normal data

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Authors: Umit Duru

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The Soil and Water Assessment Tool (SWAT) was tested for prediction of water balance and sediment yield in the Ankara gauged basin, Turkey. The overall objective of this study was to evaluate the performance and applicability of the SWAT in this region of Turkey. Thirteen years of monthly stream flow, and suspended sediment, data were used for calibration and validation. This research assessed model performance based on differences between observed and predicted suspended sediment yield during calibration (1987-1996) and validation (1982-1984) periods. Statistical comparisons of suspended sediment produced values for NSE (Nash Sutcliffe efficiency), RE (relative error), and R² (coefficient of determination), of 0.81, -1.55, and 0.93, respectively, during the calibration period, and NSE, RE (%), and R² of 0.77, -2.61, and 0.87, respectively, during the validation period. Based on the analyses, SWAT satisfactorily simulated observed hydrology and sediment yields and can be used as a tool in decision making for water resources planning and management in the basin.

Keywords: calibration, GIS, sediment yield, SWAT, validation

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Authors: Asmaa M. Hussein, Amr Wassal, Ahmed Farouk Al-Sadek, A. F. Abd El-Rahman

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In this study, a multivariate analysis of potato spectroscopic data was presented to detect the presence of brown rot disease or not. Near-Infrared (NIR) spectroscopy (1,350-2,500 nm) combined with multivariate analysis was used as a rapid, non-destructive technique for the detection of brown rot disease in potatoes. Spectral measurements were performed in 565 samples, which were chosen randomly at the infection place in the potato slice. In this study, 254 infected and 311 uninfected (brown rot-free) samples were analyzed using different advanced statistical analysis techniques. The discrimination performance of different multivariate analysis techniques, including classification, pre-processing, and dimension reduction, were compared. Applying a random forest algorithm classifier with different pre-processing techniques to raw spectra had the best performance as the total classification accuracy of 98.7% was achieved in discriminating infected potatoes from control.

Keywords: Brown rot disease, NIR spectroscopy, potato, random forest

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Authors: Edokpa Idemudia Waziri, Salisu S. Umar

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The Hotellng’s T^2 is a well-known statistic for detecting a shift in the mean vector of a multivariate normal distribution. Control charts based on T have been widely used in statistical process control for monitoring a multivariate process. Although it is a powerful tool, the T statistic is deficient when the shift to be detected in the mean vector of a multivariate process is small and consistent. The Multivariate Exponentially Weighted Moving Average (MEWMA) control chart is one of the control statistics used to overcome the drawback of the Hotellng’s T statistic. In this paper, the probability distribution of the Average Run Length (ARL) of the MEWMA control chart when the quality characteristics exhibit substantial cross correlation and when the process is in-control and out-of-control was derived using the Markov Chain algorithm. The derivation of the probability functions and the moments of the run length distribution were also obtained and they were consistent with some existing results for the in-control and out-of-control situation. By simulation process, the procedure identified a class of ARL for the MEWMA control when the process is in-control and out-of-control. From our study, it was observed that the MEWMA scheme is quite adequate for detecting a small shift and a good way to improve the quality of goods and services in a multivariate situation. It was also observed that as the in-control average run length ARL0¬ or the number of variables (p) increases, the optimum value of the ARL0pt increases asymptotically and as the magnitude of the shift σ increases, the optimal ARLopt decreases. Finally, we use the example from the literature to illustrate our method and demonstrate its efficiency.

Keywords: average run length, markov chain, multivariate exponentially weighted moving average, optimal smoothing parameter

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Authors: Jeffrey Tzu-Hao Tsai, Yi-Shan Wong

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This article proposes a cohort-age-period (CAP) model to characterize multi-population mortality processes using cohort, age, and period variables. Distinct from the factor-based Lee-Carter-type decomposition mortality model, this approach is empirically based and includes the age, period, and cohort variables into the equation system. The model not only provides a fruitful intuition for explaining multivariate mortality change rates but also has a better performance in forecasting future patterns. Using the US and the UK mortality data and performing ten-year out-of-sample tests, our approach shows smaller mean square errors in both countries compared to the models in the literature.

Keywords: longevity risk, stochastic mortality model, multivariate mortality rate, risk management

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Authors: Behrooz Khalilloo, Hamid Shahriari, Emad Roghanian

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Process capability indices (PCIs) are important concepts of statistical quality control and measure the capability of processes and how much processes are meeting certain specifications. An important issue in statistical quality control is parameter estimation. Under the assumption of multivariate normality, the distribution parameters, mean vector and variance-covariance matrix must be estimated, when they are unknown. Classic estimation methods like method of moment estimation (MME) or maximum likelihood estimation (MLE) makes good estimation of the population parameters when data are not contaminated. But when outliers exist in the data, MME and MLE make weak estimators of the population parameters. So we need some estimators which have good estimation in the presence of outliers. In this work robust M-estimators for estimating these parameters are used and based on robust parameter estimators, robust process capability indices are introduced. The performances of these robust estimators in the presence of outliers and their effects on process capability indices are evaluated by real and simulated multivariate data. The results indicate that the proposed robust capability indices perform much better than the existing process capability indices.

Keywords: multivariate process capability indices, robust M-estimator, outlier, multivariate quality control, statistical quality control

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Authors: A. Chowdhury, P. Egodawatta, J. M. McGree, A. Goonetilleke

Abstract:

Hydrologic models are increasingly used as tools to predict stormwater quantity and quality from urban catchments. However, due to a range of practical issues, most models produce gross errors in simulating complex hydraulic and hydrologic systems. Difficulty in finding a robust approach for model calibration is one of the main issues. Though automatic calibration techniques are available, they are rarely used in common commercial hydraulic and hydrologic modelling software e.g. MIKE URBAN. This is partly due to the need for a large number of parameters and large datasets in the calibration process. To overcome this practical issue, a framework for automatic calibration of a hydrologic model was developed in R platform and presented in this paper. The model was developed based on the time-area conceptualization. Four calibration parameters, including initial loss, reduction factor, time of concentration and time-lag were considered as the primary set of parameters. Using these parameters, automatic calibration was performed using Approximate Bayesian Computation (ABC). ABC is a simulation-based technique for performing Bayesian inference when the likelihood is intractable or computationally expensive to compute. To test the performance and usefulness, the technique was used to simulate three small catchments in Gold Coast. For comparison, simulation outcomes from the same three catchments using commercial modelling software, MIKE URBAN were used. The graphical comparison shows strong agreement of MIKE URBAN result within the upper and lower 95% credible intervals of posterior predictions as obtained via ABC. Statistical validation for posterior predictions of runoff result using coefficient of determination (CD), root mean square error (RMSE) and maximum error (ME) was found reasonable for three study catchments. The main benefit of using ABC over MIKE URBAN is that ABC provides a posterior distribution for runoff flow prediction, and therefore associated uncertainty in predictions can be obtained. In contrast, MIKE URBAN just provides a point estimate. Based on the results of the analysis, it appears as though ABC the developed framework performs well for automatic calibration.

Keywords: automatic calibration framework, approximate bayesian computation, hydrologic and hydraulic modelling, MIKE URBAN software, R platform

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