Search results for: multivariate kriging
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 694

Search results for: multivariate kriging

694 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs

Procedia PDF Downloads 357
693 Variable-Fidelity Surrogate Modelling with Kriging

Authors: Selvakumar Ulaganathan, Ivo Couckuyt, Francesco Ferranti, Tom Dhaene, Eric Laermans

Abstract:

Variable-fidelity surrogate modelling offers an efficient way to approximate function data available in multiple degrees of accuracy each with varying computational cost. In this paper, a Kriging-based variable-fidelity surrogate modelling approach is introduced to approximate such deterministic data. Initially, individual Kriging surrogate models, which are enhanced with gradient data of different degrees of accuracy, are constructed. Then these Gradient enhanced Kriging surrogate models are strategically coupled using a recursive CoKriging formulation to provide an accurate surrogate model for the highest fidelity data. While, intuitively, gradient data is useful to enhance the accuracy of surrogate models, the primary motivation behind this work is to investigate if it is also worthwhile incorporating gradient data of varying degrees of accuracy.

Keywords: Kriging, CoKriging, Surrogate modelling, Variable- fidelity modelling, Gradients

Procedia PDF Downloads 525
692 Joint Simulation and Estimation for Geometallurgical Modeling of Crushing Consumption Energy in the Mineral Processing Plants

Authors: Farzaneh Khorram, Xavier Emery

Abstract:

In this paper, it is aimed to create a crushing consumption energy (CCE) block model and determine the blocks with the potential to have the maximum grinding process energy consumption for the study area. For this purpose, a joint estimate (co-kriging) and joint simulation (turning band method and plurigaussian methods) to predict the CCE based on its correlation with SAG power index (SPI), A×B, and ball mill bond work Index (BWI). The analysis shows that TBCOSIM and plurigaussian have the more realistic results compared to cokriging. It seems logical due to the nature of the data geometallurgical and the linearity of the kriging method and the smoothing effect of kriging.

Keywords: plurigaussian, turning band, cokriging, geometallurgy

Procedia PDF Downloads 24
691 Spatially Distributed Rainfall Prediction Based on Automated Kriging for Landslide Early Warning Systems

Authors: Ekrem Canli, Thomas Glade

Abstract:

The precise prediction of rainfall in space and time is a key element to most landslide early warning systems. Unfortunately, the spatial variability of rainfall in many early warning applications is often disregarded. A common simplification is to use uniformly distributed rainfall to characterize aerial rainfall intensity. With spatially differentiated rainfall information, real-time comparison with rainfall thresholds or the implementation in process-based approaches might form the basis for improved landslide warnings. This study suggests an automated workflow from the hourly, web-based collection of rain gauge data to the generation of spatially differentiated rainfall predictions based on kriging. Because the application of kriging is usually a labor intensive task, a simplified and consequently automated variogram modeling procedure was applied to up-to-date rainfall data. The entire workflow was carried out purely with open source technology. Validation results, albeit promising, pointed out the challenges that are involved in pure distance based, automated geostatistical interpolation techniques for ever-changing environmental phenomena over short temporal and spatial extent.

Keywords: kriging, landslide early warning system, spatial rainfall prediction, variogram modelling, web scraping

Procedia PDF Downloads 258
690 Regression for Doubly Inflated Multivariate Poisson Distributions

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

Abstract:

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

Procedia PDF Downloads 131
689 Line Heating Forming: Methodology and Application Using Kriging and Fifth Order Spline Formulations

Authors: Henri Champliaud, Zhengkun Feng, Ngan Van Lê, Javad Gholipour

Abstract:

In this article, a method is presented to effectively estimate the deformed shape of a thick plate due to line heating. The method uses a fifth order spline interpolation, with up to C3 continuity at specific points to compute the shape of the deformed geometry. First and second order derivatives over a surface are the resulting parameters of a given heating line on a plate. These parameters are determined through experiments and/or finite element simulations. Very accurate kriging models are fitted to real or virtual surfaces to build-up a database of maps. Maps of first and second order derivatives are then applied on numerical plate models to evaluate their evolving shapes through a sequence of heating lines. Adding an optimization process to this approach would allow determining the trajectories of heating lines needed to shape complex geometries, such as Francis turbine blades.

Keywords: deformation, kriging, fifth order spline interpolation, first, second and third order derivatives, C3 continuity, line heating, plate forming, thermal forming

Procedia PDF Downloads 429
688 Kriging-Based Global Optimization Method for Bluff Body Drag Reduction

Authors: Bingxi Huang, Yiqing Li, Marek Morzynski, Bernd R. Noack

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We propose a Kriging-based global optimization method for active flow control with multiple actuation parameters. This method is designed to converge quickly and avoid getting trapped into local minima. We follow the model-free explorative gradient method (EGM) to alternate between explorative and exploitive steps. This facilitates a convergence similar to a gradient-based method and the parallel exploration of potentially better minima. In contrast to EGM, both kinds of steps are performed with Kriging surrogate model from the available data. The explorative step maximizes the expected improvement, i.e., favors regions of large uncertainty. The exploitive step identifies the best location of the cost function from the Kriging surrogate model for a subsequent weight-biased linear-gradient descent search method. To verify the effectiveness and robustness of the improved Kriging-based optimization method, we have examined several comparative test problems of varying dimensions with limited evaluation budgets. The results show that the proposed algorithm significantly outperforms some model-free optimization algorithms like genetic algorithm and differential evolution algorithm with a quicker convergence for a given budget. We have also performed direct numerical simulations of the fluidic pinball (N. Deng et al. 2020 J. Fluid Mech.) on three circular cylinders in equilateral-triangular arrangement immersed in an incoming flow at Re=100. The optimal cylinder rotations lead to 44.0% net drag power saving with 85.8% drag reduction and 41.8% actuation power. The optimal results for active flow control based on this configuration have achieved boat-tailing mechanism by employing Coanda forcing and wake stabilization by delaying separation and minimizing the wake region.

Keywords: direct numerical simulations, flow control, kriging, stochastic optimization, wake stabilization

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687 Evaluation of a Surrogate Based Method for Global Optimization

Authors: David Lindström

Abstract:

We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cycling parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.

Keywords: expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon

Procedia PDF Downloads 550
686 The Modality of Multivariate Skew Normal Mixture

Authors: Bader Alruwaili, Surajit Ray

Abstract:

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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685 The Comparison of Joint Simulation and Estimation Methods for the Geometallurgical Modeling

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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684 Effect of Traffic Volume and Its Composition on Vehicular Speed under Mixed Traffic Conditions: A Kriging Based Approach

Authors: Subhadip Biswas, Shivendra Maurya, Satish Chandra, Indrajit Ghosh

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Use of speed prediction models sometimes appears as a feasible alternative to laborious field measurement particularly, in case when field data cannot fulfill designer’s requirements. However, developing speed models is a challenging task specifically in the context of developing countries like India where vehicles with diverse static and dynamic characteristics use the same right of way without any segregation. Here the traffic composition plays a significant role in determining the vehicular speed. The present research was carried out to examine the effects of traffic volume and its composition on vehicular speed under mixed traffic conditions. Classified traffic volume and speed data were collected from different geometrically identical six lane divided arterials in New Delhi. Based on these field data, speed prediction models were developed for individual vehicle category adopting Kriging approximation technique, an alternative for commonly used regression. These models are validated with the data set kept aside earlier for validation purpose. The predicted speeds showed a great deal of agreement with the observed values and also the model outperforms all other existing speed models. Finally, the proposed models were utilized to evaluate the effect of traffic volume and its composition on speed.

Keywords: speed, Kriging, arterial, traffic volume

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683 Spatial Distribution of Heavy Metals in Khark Island-Iran Using Geographic Information System

Authors: Abbas Hani, Maryam Jassasizadeh

Abstract:

The concentrations of Cd, Pb, and Ni were determined from 40 soil samples collected in surface soils of Khark Island. Geostatistic methods and GIS were used to identify heavy metal sources and their spatial pattern. Principal component analysis coupled with correlation between heavy metals showed that level of mentioned heavy metal was lower than the standard level. Then the data obtained from the soil analyzing were studied for the purposes of normal distribution. The best way of interior finding for cadmium and nickel was ordinary kriging and the best way of interpolation of lead was inverse distance weighted. The result of this study help us to understand heavy metals distribution and make decision for remediation of soil pollution.

Keywords: geostatistics, ordinary kriging, heavy metals, GIS, Khark

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682 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

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681 Observed Changes in Constructed Precipitation at High Resolution in Southern Vietnam

Authors: Nguyen Tien Thanh, Günter Meon

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Precipitation plays a key role in water cycle, defining the local climatic conditions and in ecosystem. It is also an important input parameter for water resources management and hydrologic models. With spatial continuous data, a certainty of discharge predictions or other environmental factors is unquestionably better than without. This is, however, not always willingly available to acquire for a small basin, especially for coastal region in Vietnam due to a low network of meteorological stations (30 stations) on long coast of 3260 km2. Furthermore, available gridded precipitation datasets are not fine enough when applying to hydrologic models. Under conditions of global warming, an application of spatial interpolation methods is a crucial for the climate change impact studies to obtain the spatial continuous data. In recent research projects, although some methods can perform better than others do, no methods draw the best results for all cases. The objective of this paper therefore, is to investigate different spatial interpolation methods for daily precipitation over a small basin (approximately 400 km2) located in coastal region, Southern Vietnam and find out the most efficient interpolation method on this catchment. The five different interpolation methods consisting of cressman, ordinary kriging, regression kriging, dual kriging and inverse distance weighting have been applied to identify the best method for the area of study on the spatio-temporal scale (daily, 10 km x 10 km). A 30-year precipitation database was created and merged into available gridded datasets. Finally, observed changes in constructed precipitation were performed. The results demonstrate that the method of ordinary kriging interpolation is an effective approach to analyze the daily precipitation. The mixed trends of increasing and decreasing monthly, seasonal and annual precipitation have documented at significant levels.

Keywords: interpolation, precipitation, trend, vietnam

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680 Probability-Based Damage Detection of Structures Using Kriging Surrogates and Enhanced Ideal Gas Molecular Movement Algorithm

Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

Abstract:

Surrogate model has received increasing attention for use in detecting damage of structures based on vibration modal parameters. However, uncertainties existing in the measured vibration data may lead to false or unreliable output result from such model. In this study, an efficient approach based on Monte Carlo simulation is proposed to take into account the effect of uncertainties in developing a surrogate model. The probability of damage existence (PDE) is calculated based on the probability density function of the existence of undamaged and damaged states. The kriging technique allows one to genuinely quantify the surrogate error, therefore it is chosen as metamodeling technique. Enhanced version of ideal gas molecular movement (EIGMM) algorithm is used as main algorithm for model updating. The developed approach is applied to detect simulated damage in numerical models of 72-bar space truss and 120-bar dome truss. The simulation results show the proposed method can perform well in probability-based damage detection of structures with less computational effort compared to direct finite element model.

Keywords: probability-based damage detection (PBDD), Kriging, surrogate modeling, uncertainty quantification, artificial intelligence, enhanced ideal gas molecular movement (EIGMM)

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679 Selection of Variogram Model for Environmental Variables

Authors: Sheikh Samsuzzhan Alam

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The present study investigates the selection of variogram model in analyzing spatial variations of environmental variables with the trend. Sometimes, the autofitted theoretical variogram does not really capture the true nature of the empirical semivariogram. So proper exploration and analysis are needed to select the best variogram model. For this study, an open source data collected from California Soil Resource Lab1 is used to explain the problems when fitting a theoretical variogram. Five most commonly used variogram models: Linear, Gaussian, Exponential, Matern, and Spherical were fitted to the experimental semivariogram. Ordinary kriging methods were considered to evaluate the accuracy of the selected variograms through cross-validation. This study is beneficial for selecting an appropriate theoretical variogram model for environmental variables.

Keywords: anisotropy, cross-validation, environmental variables, kriging, variogram models

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678 Reliability Modeling on Drivers’ Decision during Yellow Phase

Authors: Sabyasachi Biswas, Indrajit Ghosh

Abstract:

The random and heterogeneous behavior of vehicles in India puts up a greater challenge for researchers. Stop-and-go modeling at signalized intersections under heterogeneous traffic conditions has remained one of the most sought-after fields. Vehicles are often caught up in the dilemma zone and are unable to take quick decisions whether to stop or cross the intersection. This hampers the traffic movement and may lead to accidents. The purpose of this work is to develop a stop and go prediction model that depicts the drivers’ decision during the yellow time at signalised intersections. To accomplish this, certain traffic parameters were taken into account to develop surrogate model. This research investigated the Stop and Go behavior of the drivers by collecting data from 4-signalized intersections located in two major Indian cities. Model was developed to predict the drivers’ decision making during the yellow phase of the traffic signal. The parameters used for modeling included distance to stop line, time to stop line, speed, and length of the vehicle. A Kriging base surrogate model has been developed to investigate the drivers’ decision-making behavior in amber phase. It is observed that the proposed approach yields a highly accurate result (97.4 percent) by Gaussian function. It was observed that the accuracy for the crossing probability was 95.45, 90.9 and 86.36.11 percent respectively as predicted by the Kriging models with Gaussian, Exponential and Linear functions.

Keywords: decision-making decision, dilemma zone, surrogate model, Kriging

Procedia PDF Downloads 285
677 Evaluation of Groundwater Quality and Contamination Sources Using Geostatistical Methods and GIS in Miryang City, Korea

Authors: H. E. Elzain, S. Y. Chung, V. Senapathi, Kye-Hun Park

Abstract:

Groundwater is considered a significant source for drinking and irrigation purposes in Miryang city, and it is attributed to a limited number of a surface water reservoirs and high seasonal variations in precipitation. Population growth in addition to the expansion of agricultural land uses and industrial development may affect the quality and management of groundwater. This research utilized multidisciplinary approaches of geostatistics such as multivariate statistics, factor analysis, cluster analysis and kriging technique in order to identify the hydrogeochemical process and characterizing the control factors of the groundwater geochemistry distribution for developing risk maps, exploiting data obtained from chemical investigation of groundwater samples under the area of study. A total of 79 samples have been collected and analyzed using atomic absorption spectrometer (AAS) for major and trace elements. Chemical maps using 2-D spatial Geographic Information System (GIS) of groundwater provided a powerful tool for detecting the possible potential sites of groundwater that involve the threat of contamination. GIS computer based map exhibited that the higher rate of contamination observed in the central and southern area with relatively less extent in the northern and southwestern parts. It could be attributed to the effect of irrigation, residual saline water, municipal sewage and livestock wastes. At wells elevation over than 85m, the scatter diagram represents that the groundwater of the research area was mainly influenced by saline water and NO3. Level of pH measurement revealed low acidic condition due to dissolved atmospheric CO2 in the soil, while the saline water had a major impact on the higher values of TDS and EC. Based on the cluster analysis results, the groundwater has been categorized into three group includes the CaHCO3 type of the fresh water, NaHCO3 type slightly influenced by sea water and Ca-Cl, Na-Cl types which are heavily affected by saline water. The most predominant water type was CaHCO3 in the study area. Contamination sources and chemical characteristics were identified from factor analysis interrelationship and cluster analysis. The chemical elements that belong to factor 1 analysis were related to the effect of sea water while the elements of factor 2 associated with agricultural fertilizers. The degree level, distribution, and location of groundwater contamination have been generated by using Kriging methods. Thus, geostatistics model provided more accurate results for identifying the source of contamination and evaluating the groundwater quality. GIS was also a creative tool to visualize and analyze the issues affecting water quality in the Miryang city.

Keywords: groundwater characteristics, GIS chemical maps, factor analysis, cluster analysis, Kriging techniques

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676 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

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675 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

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674 The Moment of the Optimal Average Length of the Multivariate Exponentially Weighted Moving Average Control Chart for Equally Correlated Variables

Authors: Edokpa Idemudia Waziri, Salisu S. Umar

Abstract:

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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673 A Cohort and Empirical Based Multivariate Mortality Model

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

Abstract:

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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672 Introduction of Robust Multivariate Process Capability Indices

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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671 A Geographic Information System Mapping Method for Creating Improved Satellite Solar Radiation Dataset Over Qatar

Authors: Sachin Jain, Daniel Perez-Astudillo, Dunia A. Bachour, Antonio P. Sanfilippo

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The future of solar energy in Qatar is evolving steadily. Hence, high-quality spatial solar radiation data is of the uttermost requirement for any planning and commissioning of solar technology. Generally, two types of solar radiation data are available: satellite data and ground observations. Satellite solar radiation data is developed by the physical and statistical model. Ground data is collected by solar radiation measurement stations. The ground data is of high quality. However, they are limited to distributed point locations with the high cost of installation and maintenance for the ground stations. On the other hand, satellite solar radiation data is continuous and available throughout geographical locations, but they are relatively less accurate than ground data. To utilize the advantage of both data, a product has been developed here which provides spatial continuity and higher accuracy than any of the data alone. The popular satellite databases: National Solar radiation Data Base, NSRDB (PSM V3 model, spatial resolution: 4 km) is chosen here for merging with ground-measured solar radiation measurement in Qatar. The spatial distribution of ground solar radiation measurement stations is comprehensive in Qatar, with a network of 13 ground stations. The monthly average of the daily total Global Horizontal Irradiation (GHI) component from ground and satellite data is used for error analysis. The normalized root means square error (NRMSE) values of 3.31%, 6.53%, and 6.63% for October, November, and December 2019 were observed respectively when comparing in-situ and NSRDB data. The method is based on the Empirical Bayesian Kriging Regression Prediction model available in ArcGIS, ESRI. The workflow of the algorithm is based on the combination of regression and kriging methods. A regression model (OLS, ordinary least square) is fitted between the ground and NSBRD data points. A semi-variogram is fitted into the experimental semi-variogram obtained from the residuals. The kriging residuals obtained after fitting the semi-variogram model were added to NSRBD data predicted values obtained from the regression model to obtain the final predicted values. The NRMSE values obtained after merging are respectively 1.84%, 1.28%, and 1.81% for October, November, and December 2019. One more explanatory variable, that is the ground elevation, has been incorporated in the regression and kriging methods to reduce the error and to provide higher spatial resolution (30 m). The final GHI maps have been created after merging, and NRMSE values of 1.24%, 1.28%, and 1.28% have been observed for October, November, and December 2019, respectively. The proposed merging method has proven as a highly accurate method. An additional method is also proposed here to generate calibrated maps by using regression and kriging model and further to use the calibrated model to generate solar radiation maps from the explanatory variable only when not enough historical ground data is available for long-term analysis. The NRMSE values obtained after the comparison of the calibrated maps with ground data are 5.60% and 5.31% for November and December 2019 month respectively.

Keywords: global horizontal irradiation, GIS, empirical bayesian kriging regression prediction, NSRDB

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670 A Non-parametric Clustering Approach for Multivariate Geostatistical Data

Authors: Francky Fouedjio

Abstract:

Multivariate geostatistical data have become omnipresent in the geosciences and pose substantial analysis challenges. One of them is the grouping of data locations into spatially contiguous clusters so that data locations within the same cluster are more similar while clusters are different from each other, in some sense. Spatially contiguous clusters can significantly improve the interpretation that turns the resulting clusters into meaningful geographical subregions. In this paper, we develop an agglomerative hierarchical clustering approach that takes into account the spatial dependency between observations. It relies on a dissimilarity matrix built from a non-parametric kernel estimator of the spatial dependence structure of data. It integrates existing methods to find the optimal cluster number and to evaluate the contribution of variables to the clustering. The capability of the proposed approach to provide spatially compact, connected and meaningful clusters is assessed using bivariate synthetic dataset and multivariate geochemical dataset. The proposed clustering method gives satisfactory results compared to other similar geostatistical clustering methods.

Keywords: clustering, geostatistics, multivariate data, non-parametric

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669 Soil Degradati̇on Mapping Using Geographic Information System, Remote Sensing and Laboratory Analysis in the Oum Er Rbia High Basin, Middle Atlas, Morocco

Authors: Aafaf El Jazouli, Ahmed Barakat, Rida Khellouk

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Mapping of soil degradation is derived from field observations, laboratory measurements, and remote sensing data, integrated quantitative methods to map the spatial characteristics of soil properties at different spatial and temporal scales to provide up-to-date information on the field. Since soil salinity, texture and organic matter play a vital role in assessing topsoil characteristics and soil quality, remote sensing can be considered an effective method for studying these properties. The main objective of this research is to asses soil degradation by combining remote sensing data and laboratory analysis. In order to achieve this goal, the required study of soil samples was taken at 50 locations in the upper basin of Oum Er Rbia in the Middle Atlas in Morocco. These samples were dried, sieved to 2 mm and analyzed in the laboratory. Landsat 8 OLI imagery was analyzed using physical or empirical methods to derive soil properties. In addition, remote sensing can serve as a supporting data source. Deterministic potential (Spline and Inverse Distance weighting) and probabilistic interpolation methods (ordinary kriging and universal kriging) were used to produce maps of each grain size class and soil properties using GIS software. As a result, a correlation was found between soil texture and soil organic matter content. This approach developed in ongoing research will improve the prospects for the use of remote sensing data for mapping soil degradation in arid and semi-arid environments.

Keywords: Soil degradation, GIS, interpolation methods (spline, IDW, kriging), Landsat 8 OLI, Oum Er Rbia high basin

Procedia PDF Downloads 138
668 On the Bootstrap P-Value Method in Identifying out of Control Signals in Multivariate Control Chart

Authors: O. Ikpotokin

Abstract:

In any production process, every product is aimed to attain a certain standard, but the presence of assignable cause of variability affects our process, thereby leading to low quality of product. The ability to identify and remove this type of variability reduces its overall effect, thereby improving the quality of the product. In case of a univariate control chart signal, it is easy to detect the problem and give a solution since it is related to a single quality characteristic. However, the problems involved in the use of multivariate control chart are the violation of multivariate normal assumption and the difficulty in identifying the quality characteristic(s) that resulted in the out of control signals. The purpose of this paper is to examine the use of non-parametric control chart (the bootstrap approach) for obtaining control limit to overcome the problem of multivariate distributional assumption and the p-value method for detecting out of control signals. Results from a performance study show that the proposed bootstrap method enables the setting of control limit that can enhance the detection of out of control signals when compared, while the p-value method also enhanced in identifying out of control variables.

Keywords: bootstrap control limit, p-value method, out-of-control signals, p-value, quality characteristics

Procedia PDF Downloads 320
667 The Use of Boosted Multivariate Trees in Medical Decision-Making for Repeated Measurements

Authors: Ebru Turgal, Beyza Doganay Erdogan

Abstract:

Machine learning aims to model the relationship between the response and features. Medical decision-making researchers would like to make decisions about patients’ course and treatment, by examining the repeated measurements over time. Boosting approach is now being used in machine learning area for these aims as an influential tool. The aim of this study is to show the usage of multivariate tree boosting in this field. The main reason for utilizing this approach in the field of decision-making is the ease solutions of complex relationships. To show how multivariate tree boosting method can be used to identify important features and feature-time interaction, we used the data, which was collected retrospectively from Ankara University Chest Diseases Department records. Dataset includes repeated PF ratio measurements. The follow-up time is planned for 120 hours. A set of different models is tested. In conclusion, main idea of classification with weighed combination of classifiers is a reliable method which was shown with simulations several times. Furthermore, time varying variables will be taken into consideration within this concept and it could be possible to make accurate decisions about regression and survival problems.

Keywords: boosted multivariate trees, longitudinal data, multivariate regression tree, panel data

Procedia PDF Downloads 173
666 Analyzing the Influence of Hydrometeorlogical Extremes, Geological Setting, and Social Demographic on Public Health

Authors: Irfan Ahmad Afip

Abstract:

This main research objective is to accurately identify the possibility for a Leptospirosis outbreak severity of a certain area based on its input features into a multivariate regression model. The research question is the possibility of an outbreak in a specific area being influenced by this feature, such as social demographics and hydrometeorological extremes. If the occurrence of an outbreak is being subjected to these features, then the epidemic severity for an area will be different depending on its environmental setting because the features will influence the possibility and severity of an outbreak. Specifically, this research objective was three-fold, namely: (a) to identify the relevant multivariate features and visualize the patterns data, (b) to develop a multivariate regression model based from the selected features and determine the possibility for Leptospirosis outbreak in an area, and (c) to compare the predictive ability of multivariate regression model and machine learning algorithms. Several secondary data features were collected locations in the state of Negeri Sembilan, Malaysia, based on the possibility it would be relevant to determine the outbreak severity in the area. The relevant features then will become an input in a multivariate regression model; a linear regression model is a simple and quick solution for creating prognostic capabilities. A multivariate regression model has proven more precise prognostic capabilities than univariate models. The expected outcome from this research is to establish a correlation between the features of social demographic and hydrometeorological with Leptospirosis bacteria; it will also become a contributor for understanding the underlying relationship between the pathogen and the ecosystem. The relationship established can be beneficial for the health department or urban planner to inspect and prepare for future outcomes in event detection and system health monitoring.

Keywords: geographical information system, hydrometeorological, leptospirosis, multivariate regression

Procedia PDF Downloads 82
665 Geostatistical Analysis of Contamination of Soils in an Urban Area in Ghana

Authors: S. K. Appiah, E. N. Aidoo, D. Asamoah Owusu, M. W. Nuonabuor

Abstract:

Urbanization remains one of the unique predominant factors which is linked to the destruction of urban environment and its associated cases of soil contamination by heavy metals through the natural and anthropogenic activities. These activities are important sources of toxic heavy metals such as arsenic (As), cadmium (Cd), chromium (Cr), copper (Cu), iron (Fe), manganese (Mn), and lead (Pb), nickel (Ni) and zinc (Zn). Often, these heavy metals lead to increased levels in some areas due to the impact of atmospheric deposition caused by their proximity to industrial plants or the indiscriminately burning of substances. Information gathered on potentially hazardous levels of these heavy metals in soils leads to establish serious health and urban agriculture implications. However, characterization of spatial variations of soil contamination by heavy metals in Ghana is limited. Kumasi is a Metropolitan city in Ghana, West Africa and is challenged with the recent spate of deteriorating soil quality due to rapid economic development and other human activities such as “Galamsey”, illegal mining operations within the metropolis. The paper seeks to use both univariate and multivariate geostatistical techniques to assess the spatial distribution of heavy metals in soils and the potential risk associated with ingestion of sources of soil contamination in the Metropolis. Geostatistical tools have the ability to detect changes in correlation structure and how a good knowledge of the study area can help to explain the different scales of variation detected. To achieve this task, point referenced data on heavy metals measured from topsoil samples in a previous study, were collected at various locations. Linear models of regionalisation and coregionalisation were fitted to all experimental semivariograms to describe the spatial dependence between the topsoil heavy metals at different spatial scales, which led to ordinary kriging and cokriging at unsampled locations and production of risk maps of soil contamination by these heavy metals. Results obtained from both the univariate and multivariate semivariogram models showed strong spatial dependence with range of autocorrelations ranging from 100 to 300 meters. The risk maps produced show strong spatial heterogeneity for almost all the soil heavy metals with extremely risk of contamination found close to areas with commercial and industrial activities. Hence, ongoing pollution interventions should be geared towards these highly risk areas for efficient management of soil contamination to avert further pollution in the metropolis.

Keywords: coregionalization, heavy metals, multivariate geostatistical analysis, soil contamination, spatial distribution

Procedia PDF Downloads 272