Search results for: multivariate exponentially weighted moving average
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6665

Search results for: multivariate exponentially weighted moving average

6635 Estimation and Forecasting with a Quantile AR Model for Financial Returns

Authors: Yuzhi Cai

Abstract:

This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

Procedia PDF Downloads 315
6634 Multivariate Genome-Wide Association Studies for Identifying Additional Loci for Myopia

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

Abstract:

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

Procedia PDF Downloads 198
6633 Optimal Maintenance Policy for a Partially Observable Two-Unit System

Authors: Leila Jafari, Viliam Makis, G. B. Akram Khaleghei

Abstract:

In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1, which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM, has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed and illustrated by a numerical example.

Keywords: condition-based maintenance, semi-Markov decision process, multivariate Bayesian control chart, partially observable system, two-unit system

Procedia PDF Downloads 436
6632 Design and Manufacture of Non-Contact Moving Load for Experimental Analysis of Beams

Authors: Firooz Bakhtiari-Nejad, Hamidreza Rostami, Meysam Mirzaee, Mona Zandbaf

Abstract:

Dynamic tests are an important step of the design of engineering structures, because the accuracy of predictions of theoretical–numerical procedures can be assessed. In experimental test of moving loads that is one of the major research topics, the load is modeled as a simple moving mass or a small vehicle. This paper deals with the applicability of Non-Contact Moving Load (NML) for vibration analysis. For this purpose, an experimental set-up is designed to generate the different types of NML including constant and harmonic. The proposed method relies on pressurized air which is useful, especially when dealing with fragile or sensitive structures. To demonstrate the performance of this system, the set-up is employed for a modal analysis of a beam and detecting crack of the beam. The obtained results indicate that the experimental set-up for NML can be an attractive alternative to the moving load problems.

Keywords: experimental analysis, moving load, non-contact excitation, materials engineering

Procedia PDF Downloads 428
6631 Treatment of Septic Tank Effluent Using Moving Bed Biological Reactor

Authors: Fares Almomani, Majeda Khraisheh, Rahul Bhosale, Anand Kumar, Ujjal Gosh

Abstract:

Septic tanks (STs) are very commonly used wastewater collection systems in the world especially in rural areas. In this study, the use of moving bed biological reactors (MBBR) for the treatment of septic tanks effluents (STE) was studied. The study was included treating septic tank effluent from one house hold using MBBRs. Significant ammonia removal rate was observed in all the reactors throughout the 180 days of operation suggesting that the MBBRs were successful in reducing the concentration of ammonia from septic tank effluent. The average ammonia removal rate at 25◦C for the reactor operated at hydraulic retention time of 5.7 hr (R1) was 0.540 kg-N/m3and for the reactor operated at hydraulic retention time of 13.3hr (R2) was 0.279 kg-N/m3. Ammonia removal rates were decreased to 0.3208 kg-N/m3 for R1 and 0.212 kg-N/m3 for R3 as the temperature of reactor was decreased to 8 ◦C. A strong correlation exists between theta model and the rates of ammonia removal for the reactors operated in continuous flow. The average ϴ values for the continuous flow reactors during the temperature change from 8°C to 20 °C were found to be 1.053±0.051. MBBR technology can be successfully used as a polishing treatment for septic tank effluent.

Keywords: septic tanks, wastewater treatment, morphology, moving biological reactors, nitrification

Procedia PDF Downloads 310
6630 Effect of Magnetic Field on Mixed Convection Boundary Layer Flow over an Exponentially Shrinking Vertical Sheet with Suction

Authors: S. S. P. M. Isa, N. M. Arifin, R. Nazar, N. Bachok, F. M. Ali, I. Pop

Abstract:

A theoretical study has been presented to describe the boundary layer flow and heat transfer on an exponentially shrinking sheet with a variable wall temperature and suction, in the presence of magnetic field. The governing nonlinear partial differential equations are converted into ordinary differential equations by similarity transformation, which are then solved numerically using the shooting method. Results for the skin friction coefficient, local Nusselt number, velocity profiles as well as temperature profiles are presented through graphs and tables for several sets of values of the parameters. The effects of the governing parameters on the flow and heat transfer characteristics are thoroughly examined.

Keywords: exponentially shrinking sheet, magnetic field, mixed convection, suction

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6629 Nutrients Removal Control via an Intermittently Aerated Membrane Bioreactor

Authors: Junior B. N. Adohinzin, Ling Xu

Abstract:

Nitrogen is among the main nutrients encouraging the growth of organic matter and algae which cause eutrophication in water bodies. Therefore, its removal from wastewater has become a worldwide emerging concern. In this research, an innovative Membrane Bioreactor (MBR) system named “moving bed membrane bioreactor (MBMBR)” was developed and investigated under intermittently-aerated mode for simultaneous removal of organic carbon and nitrogen. Results indicated that the variation of the intermittently aerated duration did not have an apparent impact on COD and NH4+–N removal rate, yielding the effluent with average COD and NH4+–N removal efficiency of more than 92 and 91% respectively. However, in the intermittently aerated cycle of (continuously aeration/0s mix), (aeration 90s/mix 90s) and (aeration 90s/mix 180s); the average TN removal efficiency was 67.6%, 69.5% and 87.8% respectively. At the same time, their nitrite accumulation rate was 4.5%, 49.1% and 79.4% respectively. These results indicate that the intermittently aerated mode is an efficient way to controlling the nitrification to stop at nitrition; and also the length of anoxic duration is a key factor in improving TN removal.

Keywords: membrane bioreactor (MBR), moving bed biofilm reactor (MBBR), nutrients removal, simultaneous nitrification and denitrification

Procedia PDF Downloads 316
6628 Variogram Fitting Based on the Wilcoxon Norm

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

Abstract:

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

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

Procedia PDF Downloads 429
6627 Transverse Vibration of Elastic Beam Resting on Variable Elastic Foundation Subjected to moving Load

Authors: Idowu Ibikunle Albert, Atilade Adesanya Oluwafemi, Okedeyi Abiodun Sikiru, Mustapha Rilwan Adewale

Abstract:

These present-day all areas of transport have experienced large advances characterized by increases in the speeds and weight of vehicles. As a result, this paper considered the Transverse Vibration of an Elastic Beam Resting on a Variable Elastic Foundation Subjected to a moving Load. The beam is presumed to be uniformly distributed and has simple support at both ends. The moving distributed moving mass is assumed to move with constant velocity. The governing equations, which are fourth-order partial differential equations, were reduced to second-order partial differential equations using an analytical method in terms of series solution and solved by a numerical method using mathematical software (Maple). Results show that an increase in the values of beam parameters, moving Mass M, and k-stiffness K, significantly reduces the deflection profile of the vibrating beam. In the results, it was equally found that moving mass is greater than moving force.

Keywords: elastic beam, moving load, response of structure, variable elastic foundation

Procedia PDF Downloads 86
6626 A Nonlocal Means Algorithm for Poisson Denoising Based on Information Geometry

Authors: Dongxu Chen, Yipeng Li

Abstract:

This paper presents an information geometry NonlocalMeans(NLM) algorithm for Poisson denoising. NLM estimates a noise-free pixel as a weighted average of image pixels, where each pixel is weighted according to the similarity between image patches in Euclidean space. In this work, every pixel is a Poisson distribution locally estimated by Maximum Likelihood (ML), all distributions consist of a statistical manifold. A NLM denoising algorithm is conducted on the statistical manifold where Fisher information matrix can be used for computing distribution geodesics referenced as the similarity between patches. This approach was demonstrated to be competitive with related state-of-the-art methods.

Keywords: image denoising, Poisson noise, information geometry, nonlocal-means

Procedia PDF Downloads 262
6625 Searching k-Nearest Neighbors to be Appropriate under Gaming Environments

Authors: Jae Moon Lee

Abstract:

In general, algorithms to find continuous k-nearest neighbors have been researched on the location based services, monitoring periodically the moving objects such as vehicles and mobile phone. Those researches assume the environment that the number of query points is much less than that of moving objects and the query points are not moved but fixed. In gaming environments, this problem is when computing the next movement considering the neighbors such as flocking, crowd and robot simulations. In this case, every moving object becomes a query point so that the number of query point is same to that of moving objects and the query points are also moving. In this paper, we analyze the performance of the existing algorithms focused on location based services how they operate under gaming environments.

Keywords: flocking behavior, heterogeneous agents, similarity, simulation

Procedia PDF Downloads 272
6624 Orthogonal Regression for Nonparametric Estimation of Errors-In-Variables Models

Authors: Anastasiia Yu. Timofeeva

Abstract:

Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: grade point average, orthogonal regression, penalized regression spline, locally weighted regression

Procedia PDF Downloads 383
6623 Computational Fluid Dynamics Simulation Study of Flow near Moving Wall of Various Surface Types Using Moving Mesh Method

Authors: Khizir Mohd Ismail, Yu Jun Lim, Tshun Howe Yong

Abstract:

The study of flow behavior in an enclosed volume using Computational Fluid Dynamics (CFD) has been around for decades. However, due to the knowledge limitation of adaptive grid methods, the flow in an enclosed volume near the moving wall using CFD is less explored. A CFD simulation of flow in an enclosed volume near a moving wall was demonstrated and studied by introducing a moving mesh method and was modeled with Unsteady Reynolds-Averaged Navier-Stokes (URANS) approach. A static enclosed volume with controlled opening size in the bottom was positioned against a moving, translational wall with sliding mesh features. Controlled variables such as smoothed, crevices and corrugated wall characteristics, the distance between the enclosed volume to the wall and the moving wall speed against the enclosed chamber were varied to understand how the flow behaves and reacts in between these two geometries. These model simulations were validated against experimental results and provided result confidence when the simulation had shown good agreement with the experimental data. This study had provided better insight into the flow behaving in an enclosed volume when various wall types in motion were introduced within the various distance between each other and create a potential opportunity of application which involves adaptive grid methods in CFD.

Keywords: moving wall, adaptive grid methods, CFD, moving mesh method

Procedia PDF Downloads 116
6622 Stock Market Prediction by Regression Model with Social Moods

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: stock market prediction, social moods, regression model, DJIA

Procedia PDF Downloads 521
6621 Irrigation Water Quality Evaluation Based on Multivariate Statistical Analysis: A Case Study of Jiaokou Irrigation District

Authors: Panpan Xu, Qiying Zhang, Hui Qian

Abstract:

Groundwater is main source of water supply in the Guanzhong Basin, China. To investigate the quality of groundwater for agricultural purposes in Jiaokou Irrigation District located in the east of the Guanzhong Basin, 141 groundwater samples were collected for analysis of major ions (K+, Na+, Mg2+, Ca2+, SO42-, Cl-, HCO3-, and CO32-), pH, and total dissolved solids (TDS). Sodium percentage (Na%), residual sodium carbonate (RSC), magnesium hazard (MH), and potential salinity (PS) were applied for irrigation water quality assessment. In addition, multivariate statistical techniques were used to identify the underlying hydrogeochemical processes. Results show that the content of TDS mainly depends on Cl-, Na+, Mg2+, and SO42-, and the HCO3- content is generally high except for the eastern sand area. These are responsible for complex hydrogeochemical processes, such as dissolution of carbonate minerals (dolomite and calcite), gypsum, halite, and silicate minerals, the cation exchange, as well as evaporation and concentration. The average evaluation levels of Na%, RSC, MH, and PS for irrigation water quality are doubtful, good, unsuitable, and injurious to unsatisfactory, respectively. Therefore, it is necessary for decision makers to comprehensively consider the indicators and thus reasonably evaluate the irrigation water quality.

Keywords: irrigation water quality, multivariate statistical analysis, groundwater, hydrogeochemical process

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6620 Proposals of Exposure Limits for Infrasound From Wind Turbines

Authors: M. Pawlaczyk-Łuszczyńska, T. Wszołek, A. Dudarewicz, P. Małecki, M. Kłaczyński, A. Bortkiewicz

Abstract:

Human tolerance to infrasound is defined by the hearing threshold. Infrasound that cannot be heard (or felt) is not annoying and is not thought to have any other adverse or health effects. Recent research has largely confirmed earlier findings. ISO 7196:1995 recommends the use of G-weighted characteristics for the assessment of infrasound. There is a strong correlation between G-weighted SPL and annoyance perception. The aim of this study was to propose exposure limits for infrasound from wind turbines. However, only a few countries have set limits for infrasound. These limits are usually no higher than 85-92 dBG, and none of them are specific to wind turbines. Over the years, a number of studies have been carried out to determine hearing thresholds below 20 Hz. It has been recognized that 10% of young people would be able to perceive 10 Hz at around 90 dB, and it has also been found that the difference in median hearing thresholds between young adults aged around 20 years and older adults aged over 60 years is around 10 dB, irrespective of frequency. This shows that older people (up to about 60 years of age) retain good hearing in the low frequency range, while their sensitivity to higher frequencies is often significantly reduced. In terms of exposure limits for infrasound, the average hearing threshold corresponds to a tone with a G-weighted SPL of about 96 dBG. In contrast, infrasound at Lp,G levels below 85-90 dBG is usually inaudible. The individual hearing threshold can, therefore be 10-15 dB lower than the average threshold, so the recommended limits for environmental infrasound could be 75 dBG or 80 dBG. It is worth noting that the G86 curve has been taken as the threshold of auditory perception of infrasound reached by 90-95% of the population, so the G75 and G80 curves can be taken as the criterion curve for wind turbine infrasound. Finally, two assessment methods and corresponding exposure limit values have been proposed for wind turbine infrasound, i.e. method I - based on G-weighted sound pressure level measurements and method II - based on frequency analysis in 1/3-octave bands in the frequency range 4-20 Hz. Separate limit values have been set for outdoor living areas in the open countryside (Area A) and for noise sensitive areas (Area B). In the case of Method I, infrasound limit values of 80 dBG (for areas A) and 75 dBG (for areas B) have been proposed, while in the case of Method II - criterion curves G80 and G75 have been chosen (for areas A and B, respectively).

Keywords: infrasound, exposure limit, hearing thresholds, wind turbines

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6619 The Moving and Special Ability Influence Player Preference in the Dual Protagonist Game

Authors: Shih-Chieh Liao, Jen-Ying Ma

Abstract:

Dual protagonists game always bring a unique experience compared to the other games. This research wants to discuss whether the dual protagonists have the moving ability and special ability or not; it will affect the preference of the players. This research will focus on the single-player dual protagonists game. After the observation, we found that when players control the dual protagonists, the moving ability and special ability are a great point defining the preference of players. When players control the character, which is lack of moving ability, they often feel impatient with the inconvenient mechanism and then reduce the will to play with the character or even the game. Furthermore, the special ability is also important in the situation that there is another character to compare with. When the character is too powerful, players tend not to use the weaker one. In addition, gender is a big deal in the games. It surprisingly controls the will of play occasionally. In view of these, this research makes a single-player dual protagonists game and the dual protagonists are limited to male and female. The experiment content detected with Electrodermal Activity (EDA) includes seven different situations. (1) male and females both have the moving ability and special ability. (2) male and female both have a special ability, but female does not have the moving ability. (3) male and females both have a special ability, but the male does not have the moving ability. (4) male and female both have the moving ability, but the male does not have special ability (5) male and female both have the moving ability, but female does not have a special ability (6) male-only has the moving ability and female-only has a special ability (7) male-only has a special ability and female only has the moving ability. The experiment will evaluate the emotional changes of the subjects in those situations. The result sorted by the significance of player preference is (6)>(4)>(1)>(2)>(5)>(3)>(7). The result demonstrates that players prefer females with special abilities or males with moving abilities. The game developer could design the ability of dual protagonists based on this research. Therefore, players may have a better experience.

Keywords: biofeedback, dual protagonists, emotional responses, psychology, user experience

Procedia PDF Downloads 160
6618 Automatic Queuing Model Applications

Authors: Fahad Suleiman

Abstract:

Queuing, in medical system is the process of moving patients in a specific sequence to a specific service according to the patients’ nature of illness. The term scheduling stands for the process of computing a schedule. This may be done by a queuing based scheduler. This paper focuses on the medical consultancy system, the different queuing algorithms that are used in healthcare system to serve the patients, and the average waiting time. The aim of this paper is to build automatic queuing system for organizing the medical queuing system that can analyses the queue status and take decision which patient to serve. The new queuing architecture model can switch between different scheduling algorithms according to the testing results and the factor of the average waiting time. The main innovation of this work concerns the modeling of the average waiting time is taken into processing, in addition with the process of switching to the scheduling algorithm that gives the best average waiting time.

Keywords: queuing systems, queuing system models, scheduling algorithms, patients

Procedia PDF Downloads 323
6617 Automated Machine Learning Algorithm Using Recurrent Neural Network to Perform Long-Term Time Series Forecasting

Authors: Ying Su, Morgan C. Wang

Abstract:

Long-term time series forecasting is an important research area for automated machine learning (AutoML). Currently, forecasting based on either machine learning or statistical learning is usually built by experts, and it requires significant manual effort, from model construction, feature engineering, and hyper-parameter tuning to the construction of the time series model. Automation is not possible since there are too many human interventions. To overcome these limitations, this article proposed to use recurrent neural networks (RNN) through the memory state of RNN to perform long-term time series prediction. We have shown that this proposed approach is better than the traditional Autoregressive Integrated Moving Average (ARIMA). In addition, we also found it is better than other network systems, including Fully Connected Neural Networks (FNN), Convolutional Neural Networks (CNN), and Nonpooling Convolutional Neural Networks (NPCNN).

Keywords: automated machines learning, autoregressive integrated moving average, neural networks, time series analysis

Procedia PDF Downloads 48
6616 A Background Subtraction Based Moving Object Detection Around the Host Vehicle

Authors: Hyojin Lim, Cuong Nguyen Khac, Ho-Youl Jung

Abstract:

In this paper, we propose moving object detection method which is helpful for driver to safely take his/her car out of parking lot. When moving objects such as motorbikes, pedestrians, the other cars and some obstacles are detected at the rear-side of host vehicle, the proposed algorithm can provide to driver warning. We assume that the host vehicle is just before departure. Gaussian Mixture Model (GMM) based background subtraction is basically applied. Pre-processing such as smoothing and post-processing as morphological filtering are added.We examine “which color space has better performance for detection of moving objects?” Three color spaces including RGB, YCbCr, and Y are applied and compared, in terms of detection rate. Through simulation, we prove that RGB space is more suitable for moving object detection based on background subtraction.

Keywords: gaussian mixture model, background subtraction, moving object detection, color space, morphological filtering

Procedia PDF Downloads 585
6615 An Indoor Positioning System in Wireless Sensor Networks with Measurement Delay

Authors: Pyung Soo Kim, Eung Hyuk Lee, Mun Suck Jang

Abstract:

In the current paper, an indoor positioning system is proposed with consideration of measurement delay. Firstly, an estimation filter with a measurement delay is designed for the indoor positioning mechanism under a weighted least square criterion, which utilizes only finite measurements on the most recent window. The proposed estimation filtering based scheme gives the filtered estimates for position, velocity and acceleration of moving target in real-time, while removing undesired noisy effects and preserving desired moving positions. Secondly, the proposed scheme is shown to have good inherent properties such as unbiasedness, efficiency, time-invariance, deadbeat, and robustness due to the finite memory structure. Finally, computer simulations shows that the performance of the proposed estimation filtering based scheme can outperform to the existing infinite memory filtering based mechanism.

Keywords: indoor positioning system, wireless sensor networks, measurement delay

Procedia PDF Downloads 445
6614 Demand Forecasting to Reduce Dead Stock and Loss Sales: A Case Study of the Wholesale Electric Equipment and Part Company

Authors: Korpapa Srisamai, Pawee Siriruk

Abstract:

The purpose of this study is to forecast product demands and develop appropriate and adequate procurement plans to meet customer needs and reduce costs. When the product exceeds customer demands or does not move, it requires the company to support insufficient storage spaces. Moreover, some items, when stored for a long period of time, cause deterioration to dead stock. A case study of the wholesale company of electronic equipment and components, which has uncertain customer demands, is considered. The actual purchasing orders of customers are not equal to the forecast provided by the customers. In some cases, customers have higher product demands, resulting in the product being insufficient to meet the customer's needs. However, some customers have lower demands for products than estimates, causing insufficient storage spaces and dead stock. This study aims to reduce the loss of sales opportunities and the number of remaining goods in the warehouse, citing 30 product samples of the company's most popular products. The data were collected during the duration of the study from January to October 2022. The methods used to forecast are simple moving averages, weighted moving average, and exponential smoothing methods. The economic ordering quantity and reorder point are used to calculate to meet customer needs and track results. The research results are very beneficial to the company. The company can reduce the loss of sales opportunities by 20% so that the company has enough products to meet customer needs and can reduce unused products by up to 10% dead stock. This enables the company to order products more accurately, increasing profits and storage space.

Keywords: demand forecast, reorder point, lost sale, dead stock

Procedia PDF Downloads 87
6613 An AK-Chart for the Non-Normal Data

Authors: Chia-Hau Liu, Tai-Yue Wang

Abstract:

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

Procedia PDF Downloads 394
6612 Numerical Solutions of Boundary Layer Flow over an Exponentially Stretching/Shrinking Sheet with Generalized Slip Velocity

Authors: Roslinda Nazar, Ezad Hafidz Hafidzuddin, Norihan M. Arifin, Ioan Pop

Abstract:

In this paper, the problem of steady laminar boundary layer flow and heat transfer over a permeable exponentially stretching/shrinking sheet with generalized slip velocity is considered. The similarity transformations are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary differential equations. The transformed equations are then solved numerically using the bvp4c function in MATLAB. Dual solutions are found for a certain range of the suction and stretching/shrinking parameters. The effects of the suction parameter, stretching/shrinking parameter, velocity slip parameter, critical shear rate, and Prandtl number on the skin friction and heat transfer coefficients as well as the velocity and temperature profiles are presented and discussed.

Keywords: boundary layer, exponentially stretching/shrinking sheet, generalized slip, heat transfer, numerical solutions

Procedia PDF Downloads 408
6611 Bayesian Approach for Moving Extremes Ranked Set Sampling

Authors: Said Ali Al-Hadhrami, Amer Ibrahim Al-Omari

Abstract:

In this paper, Bayesian estimation for the mean of exponential distribution is considered using Moving Extremes Ranked Set Sampling (MERSS). Three priors are used; Jeffery, conjugate and constant using MERSS and Simple Random Sampling (SRS). Some properties of the proposed estimators are investigated. It is found that the suggested estimators using MERSS are more efficient than its counterparts based on SRS.

Keywords: Bayesian, efficiency, moving extreme ranked set sampling, ranked set sampling

Procedia PDF Downloads 481
6610 Multivariate Analysis of Spectroscopic Data for Agriculture Applications

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

Abstract:

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

Procedia PDF Downloads 159
6609 Composite Forecasts Accuracy for Automobile Sales in Thailand

Authors: Watchareeporn Chaimongkol

Abstract:

In this paper, we compare the statistical measures accuracy of composite forecasting model to estimate automobile customer demand in Thailand. A modified simple exponential smoothing and autoregressive integrate moving average (ARIMA) forecasting model is built to estimate customer demand of passenger cars, instead of using information of historical sales data. Our model takes into account special characteristic of the Thai automobile market such as sales promotion, advertising and publicity, petrol price, and interest rate for loan. We evaluate our forecasting model by comparing forecasts with actual data using six accuracy measurements, mean absolute percentage error (MAPE), geometric mean absolute error (GMAE), symmetric mean absolute percentage error (sMAPE), mean absolute scaled error (MASE), median relative absolute error (MdRAE), and geometric mean relative absolute error (GMRAE).

Keywords: composite forecasting, simple exponential smoothing model, autoregressive integrate moving average model selection, accuracy measurements

Procedia PDF Downloads 335
6608 Weighted G2 Multi-Degree Reduction of Bezier Curves

Authors: Salisu ibrahim, Abdalla Rababah

Abstract:

In this research, we use Weighted G2-Multi-degree reduction of Bezier curve of degree n to a Bezier curve of degree m, m < n. The degree reduction of Bezier curves is used to represent a given Bezier curve of n by a Bezier curve of degree m, m < n. Exact degree reduction is not possible, and degree reduction is approximate process in nature. We derive a weighted degree reducing method that is geometrically continuous at the end points. Different norms will be considered, several error minimizations will be given. The proposed methods produce error function that are less than the errors of existing methods.

Keywords: Bezier curves, multiple degree reduction, geometric continuity, error function

Procedia PDF Downloads 450
6607 A Family of Second Derivative Methods for Numerical Integration of Stiff Initial Value Problems in Ordinary Differential Equations

Authors: Luke Ukpebor, C. E. Abhulimen

Abstract:

Stiff initial value problems in ordinary differential equations are problems for which a typical solution is rapidly decaying exponentially, and their numerical investigations are very tedious. Conventional numerical integration solvers cannot cope effectively with stiff problems as they lack adequate stability characteristics. In this article, we developed a new family of four-step second derivative exponentially fitted method of order six for the numerical integration of stiff initial value problem of general first order differential equations. In deriving our method, we employed the idea of breaking down the general multi-derivative multistep method into predator and corrector schemes which possess free parameters that allow for automatic fitting into exponential functions. The stability analysis of the method was discussed and the method was implemented with numerical examples. The result shows that the method is A-stable and competes favorably with existing methods in terms of efficiency and accuracy.

Keywords: A-stable, exponentially fitted, four step, predator-corrector, second derivative, stiff initial value problems

Procedia PDF Downloads 226
6606 Development of Detachable Brake System for Moving Apparatus

Authors: Bong-Keun Jung, Jung-Yeon Kim

Abstract:

The aim of this study was to investigate usability of detachable brake system for moving apparatus such as baby strollers, manual wheelchairs or walkers. The current brake system was proposed to prevent that moving apparatus slip on sloping roadways when unattended as current built-in manual brake for the moving apparatus is not able to react for the matter. The developed detachable brake system enacted by force sensor on the hand grip showed the possibilities to prevent unexpected accident due to uncontrolled stroller or wheelchair use. To investigate the quality and acceptance of this new technology, standard stroller testbed was built and the use of moving apparatus which attached to the proposed brake system was analyzed through video recording. Additional usability questionnaires were given to test users for measuring usability issues.

Keywords: brake system, stroller, wheelchair, usability test

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