Search results for: multivariate skew normal

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: Eusebio Jr. Lina, Ederlina Nocon

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Cyclic codes are a fundamental subclass of linear codes that enjoy a very interesting algebraic structure. The class of skew cyclic codes (or θ-cyclic codes) is a generalization of the notion of cyclic codes. This a very large class of linear codes which can be used to systematically search for codes with good properties. A linear code with complementary dual (LCD code) is a linear code C satisfying C ∩ C^⊥ = {0}. This subclass of linear codes provides an optimum linear coding solution for a two-user binary adder channel and plays an important role in countermeasures to passive and active side-channel analyses on embedded cryptosystems. This paper aims to identify LCD codes from the class of skew cyclic codes. Let F_q be a finite field of order q, and θ be an automorphism of F_q. Some conditions for a skew cyclic code to be LCD were given. To this end, the properties of a noncommutative skew polynomial ring F_q[x, θ] of automorphism type were revisited, and the algebraic structure of skew cyclic code using its skew polynomial representation was examined. Using the result that skew cyclic codes are left ideals of the ring F_q[x, θ]/〈x^n-1〉, a characterization of a skew cyclic LCD code of length n was derived. A necessary condition for a skew cyclic code to be LCD was also given.

Keywords: LCD cyclic codes, skew cyclic LCD codes, skew cyclic complementary dual codes, theta-cyclic codes with complementary duals

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Authors: Ahmad Moussavi

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In this paper, we are concerned with the Jacobson semisimple skew inverse Laurent series rings R((x−1; α, δ)) and the skew Laurent power series rings R[[x, x−1; α]], where R is an associative ring equipped with an automorphism α and an α-derivation δ. Examples to illustrate and delimit the theory are provided.

Keywords: skew polynomial rings, Laurent series, skew inverse Laurent series rings

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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: Jing Li, Xiuli Li

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This paper studies a special class of linear codes, called skew cyclic codes, over the ring R= F_q+uF_q+…+u^k-1F_q, where q is a prime power. A Gray map ɸ from R to F_q and a Gray map ɸ' from Rⁿ to Fⁿ_q are defined, as well as an automorphism Θ over R. It is proved that the images of skew cyclic codes over R under map ɸ' and Θ are cyclic codes over F_q, and they still keep the dual relation.

Keywords: skew cyclic code, gray map, automorphism, cyclic code

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Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

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Authors: M. T. Alodat

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In this paper, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew Gaussian process for regression(ESGPr) model. The ESGPR model works better than the GPR model when the errors are skewed. We derive the predictive distribution for the ESGPR model at a new input. Also we apply the ESGPR model to FOREX data and we find that it fits the Forex data better than the GPR model.

Keywords: extended skew normal distribution, Gaussian process for regression, predictive distribution, ESGPr model

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Authors: M. T. Alodat

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In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.

Keywords: normal distribution, moments, Fisher information, symmetric distributions

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Authors: Iman Mohseni

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Current studies indicate that neglecting the effect of intermediate diaphragms might lead to highly conservative values for bending moment distribution factors and result in non-economic designs for skew bridges. This paper reports on a parametric study performed on 160 prototypes of straight and skew concrete multicell box-girder bridges. The obtained results were used to develop practical expressions to account for the diaphragm effects on American Association of State Highway and Transportation Officials formulas for live load distribution factors. It was observed that decks with internal transverse diaphragms perpendicular to the longitudinal webs are the best arrangement for load distribution in skew bridges.

Keywords: box bridges, truck, distribution factor, diaphragm

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Authors: M. Harir, A. Bendiabdellah, A. Chaouch, N. Benouzza

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This paper deals with the modelling and simulation of the squirrel cage induction motor by taking into account all space harmonic components, as well as the introduction of the bars skew, in the calculation of the linear evolution of the magnetomotive force (MMF) between the slots extremities. The model used is based on multiple coupled circuits and the modified winding function approach (MWFA). The effect of skewing is included in the calculation of motors inductances with an axial asymmetry in the rotor. The simulation results in both time and spectral domains show the effectiveness and merits of the model and the error that may be caused if the skew of the bars is neglected.

Keywords: modeling, MWFA, skew effect, squirrel cage induction motor, spectral domain

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Authors: Bernardo C. P. Albuquerque, Darym J. F. Campos

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Increasing our ability to solve complex engineering problems is directly related to the processing capacity of computers. By means of such equipments, one is able to fast and accurately run numerical algorithms. Besides the increasing interest in numerical simulations, probabilistic approaches are also of great importance. This way, statistical tools have shown their relevance to the modelling of practical engineering problems. In general, statistical approaches to such problems consider that the random variables involved follow a normal distribution. This assumption tends to provide incorrect results when skew data is present since normal distributions are symmetric about their means. Thus, in order to visualize and quantify this aspect, 9 statistical distributions (symmetric and skew) have been considered to model a hypothetical slope stability problem. The data modeled is the friction angle of a superficial soil in Brasilia, Brazil. Despite the apparent universality, the normal distribution did not qualify as the best fit. In the present effort, data obtained in consolidated-drained triaxial tests and saturated direct shear tests have been modeled and used to analytically derive the probability density function (PDF) of the safety factor of a hypothetical slope based on Mohr-Coulomb rupture criterion. Therefore, based on this analysis, it is possible to explicitly derive the failure probability considering the friction angle as a random variable. Furthermore, it is possible to compare the stability analysis when the friction angle is modelled as a Dagum distribution (distribution that presented the best fit to the histogram) and as a Normal distribution. This comparison leads to relevant differences when analyzed in light of the risk management.

Keywords: statistical slope stability analysis, skew distributions, probability of failure, functions of random variables

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Authors: Marwane Ben Hcine, Ridha Bouallegue

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The aim of this work is to provide an original analytical framework for downlink effective SINR evaluation in LTE networks. The classical single carrier SINR performance evaluation is extended to multi-carrier systems operating over frequency selective channels. Extension is achieved by expressing the link outage probability in terms of the statistics of the effective SINR. For effective SINR computation, the exponential effective SINR mapping (EESM) method is used on this work. Closed-form expression for the link outage probability is achieved assuming a log skew normal approximation for single carrier case. Then we rely on the lognormal approximation to express the exponential effective SINR distribution as a function of the mean and standard deviation of the SINR of a generic subcarrier. Achieved formulas is easily computable and can be obtained for a user equipment (UE) located at any distance from its serving eNodeB. Simulations show that the proposed framework provides results with accuracy within 0.5 dB.

Keywords: LTE, OFDMA, effective SINR, log skew normal approximation

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Authors: Yungtai Lo

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Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.

Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve

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Authors: Kayode A. Olaniyi, Olabanji F. Omotoye, Adeola A. Ogunleye

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The skew detection and correction form an important part of digital document analysis. This is because uncompensated skew can deteriorate document features and can complicate further document image processing steps. Efficient text document analysis and digitization can rarely be achieved when a document is skewed even at a small angle. Once the documents have been digitized through the scanning system and binarization also achieved, document skew correction is required before further image analysis. Research efforts have been put in this area with algorithms developed to eliminate document skew. Skew angle correction algorithms can be compared based on performance criteria. Most important performance criteria are accuracy of skew angle detection, range of skew angle for detection, speed of processing the image, computational complexity and consequently memory space used. The standard Hough Transform has successfully been implemented for text documentation skew angle estimation application. However, the standard Hough Transform algorithm level of accuracy depends largely on how much fine the step size for the angle used. This consequently consumes more time and memory space for increase accuracy and, especially where number of pixels is considerable large. Whenever the Hough transform is used, there is always a tradeoff between accuracy and speed. So a more efficient solution is needed that optimizes space as well as time. In this paper, an improved Hough transform (HT) technique that optimizes space as well as time to robustly detect document skew is presented. The modified algorithm of Hough Transform presents solution to the contradiction between the memory space, running time and accuracy. Our algorithm starts with the first step of angle estimation accurate up to zero decimal place using the standard Hough Transform algorithm achieving minimal running time and space but lacks relative accuracy. Then to increase accuracy, suppose estimated angle found using the basic Hough algorithm is x degree, we then run again basic algorithm from range between ±x degrees with accuracy of one decimal place. Same process is iterated till level of desired accuracy is achieved. The procedure of our skew estimation and correction algorithm of text images is implemented using MATLAB. The memory space estimation and process time are also tabulated with skew angle assumption of within 00 and 450. The simulation results which is demonstrated in Matlab show the high performance of our algorithms with less computational time and memory space used in detecting document skew for a variety of documents with different levels of complexity.

Keywords: hough-transform, skew-detection, skew-angle, skew-correction, text-document

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Authors: Raymond Yudhi Purba, Levy Olivia Nur, Radial Anwar

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This research presents the design and measurement of a skew planar wheel antenna that is used to visualize the first person view perspective of unmanned aerial vehicles. The antenna has been designed using CST Studio Suite 2019 to have voltage standing wave ratio (VSWR) ≤ 2, return loss ≤ -10 dB, bandwidth ≥ 100 MHz to covering outdoor access point band from 5.725 to 5.825 GHz, omnidirectional radiation pattern, and elliptical polarization. Dimensions of skew planar wheel antenna have been modified using parameter sweep technique to provide good performances. The simulation results provide VSWR 1.231, return loss -19.693 dB, bandwidth 828.8 MHz, gain 3.292 dB, and axial ratio 9.229 dB. Meanwhile, the measurement results provide VSWR 1.237, return loss -19.476 dB, bandwidth 790.5 MHz, gain 3.2034 dB, and axial ratio 4.12 dB.

Keywords: skew planar wheel, cloverleaf, first-person view, unmanned aerial vehicle, parameter sweep

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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: O. Ikpotokin

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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

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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: Areej M. Abduldaim, Nadia M. G. Al-Saidi

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Algebra is one of the important fields of mathematics. It concerns with the study and manipulation of mathematical symbols. It also concerns with the study of abstractions such as groups, rings, and fields. Due to the development of these abstractions, it is extended to consider other structures, such as vectors, matrices, and polynomials, which are non-numerical objects. Computer algebra is the implementation of algebraic methods as algorithms and computer programs. Recently, many algebraic cryptosystem protocols are based on non-commutative algebraic structures, such as authentication, key exchange, and encryption-decryption processes are adopted. Cryptography is the science that aimed at sending the information through public channels in such a way that only an authorized recipient can read it. Ring theory is the most attractive category of algebra in the area of cryptography. In this paper, we employ the algebraic structure called skew -Armendariz rings to design a neoteric algorithm for zero knowledge proof. The proposed protocol is established and illustrated through numerical example, and its soundness and completeness are proved.

Keywords: cryptosystem, identification, skew π-Armendariz rings, skew polynomial rings, zero knowledge protocol

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Authors: Panagiotis Lemonakis, Nikolaos Moisiadis, Andromachi Gkoutzini, George Kaliabetsos, Nikos Eliou

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The proper surface water drainage not only affects vehicle movement dynamics but also increases the likelihood of an accident due to the fact that inadequate drainage is associated with potential hydroplaning and splash and spray driving conditions. Nine solutions have been proposed to address hydroplaning in sections with inadequate drainage, e.g., augmented superelevation and longitudinal rates, reduction of runoff length, and skew superelevation. The latter has been extensively implemented in highways recently, enhancing the safety level in the applied road segments in regards to the effective drainage of the rainwater. However, the concept of the skew superelevation has raised concerns regarding the driver’s comfort when traveling over skew superelevation sections, particularly at high speeds. These concerns alleviated through the concept of the round-up skew superelevation, which reduces both the lateral and the vertical acceleration imposed to the drivers and hence, improves comfort and traffic safety. Various research studies aimed at investigating driving comfort by evaluating the lateral and vertical accelerations sustained by the road users and vehicles. These studies focused on the influence of the skew superelevation to passenger cars, buses and trucks, and the drivers themselves, traveling at a certain range of speeds either below or above the design speed. The outcome of these investigations which based on the use of simulations, revealed that the imposed accelerations did not exceed the statutory thresholds even when the travelling speed was significantly greater than the design speed. Nevertheless, the effect of the skew superelevation to other vehicle types for instance, motorcycles, has not been investigated so far. The present research study aims to bridge this gap by investigating the impact of skew superelevation on the motorcycle rider’s comfort. Power two-wheeler riders are susceptible to any changes on the pavement surface and therefore a comparison between the traditional superelevation practice and the skew superelevation concept is of paramount importance. The methodology based on the utilization of sophisticated software in order to design the model of the road for several values of the longitudinal slope. Based on the values of the slopes and the use of a mathematical equation, the accelerations imposed on the wheel of the motorcycle were calculated. Due to the fact that the final aim of the study is the influence of the skew superelevation to the rider, it was deemed necessary to convey the calculated accelerations from the wheel to the rider. That was accomplished by implementing the quarter car suspension model adjusted to the features of two-wheeler vehicles. Finally, the accelerations derived from this process evaluated according to specific thresholds originated from the International Organization for Standardization, which correspond to certain levels of comfort. The most important conclusion drawn is that the comfort of the riders is not dependent on the form of road gradient to a great extent due to the fact that the vertical acceleration imposed to the riders took similar values regardless of the value of the longitudinal slope.

Keywords: acceleration, comfort, motorcycle, safety, skew superelevation

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Authors: Mansour Abdi, Hadi Molaei Yasavoli

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The purpose of this research is to comparison of self- efficacy and life satisfaction in normal users and users with internet addiction. The present study was descriptive and causal-comparative. Therefore, 304 students were selected random sampling method from students of Semnan University and completed questionnaires of internet addiction (young), Self-Efficacy Questionnaire and Life Satisfaction (SWIS). For data analysis was used the Multivariate Analysis of Variance (MANOVA). The results showed that internet addiction users have lower levels of self-efficacy and life satisfaction in comparison with normal users and the difference in p=0/0005 significantly. The findings showed that 78 percent of the variance in the dependent variables of self-efficacy and life satisfaction by grouping variables (internet addiction users and normal) is determined. Finally, considering that the rate of self-efficacy and life satisfaction is effective in the incidence of Internet addiction, it is proposed required measures are taken to enhance self-efficacy and life satisfaction in Internet users.

Keywords: self-efficacy, life satisfaction, users, internet addiction, normal users

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Authors: Wesam Ali

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This paper provides useful guidelines to the circuit designers on the magnitude of fabrication errors in multilayer millimeter-wave components that are acceptable and presents data not previously reported in the literature. A particularly significant error that was quantified was that of skew between conductors on different layers, where it was found that a skew angle of only 0.1° resulted in very significant changes in bandwidth and insertion loss. The work was supported by a detailed investigation on a 35GHz, multilayer edge-coupled band-pass filter, which was fabricated on alumina substrates using photoimageable thick film process.

Keywords: fabrication errors, multilayer, high frequency band, photoimagable technology

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Authors: Zouhair Haddi, Stephane Delliaux, Jean-Francois Pons, Ismail Kechaf, Jean-Claude De Haro, Mustapha Ouladsine

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Atrial fibrillation (AF) has been considered as the most common cardiac arrhythmia, and a major public health burden associated with significant morbidity and mortality. Nowadays, telemedical approaches targeting cardiac outpatients situate AF among the most challenged medical issues. The automatic, early, and fast AF detection is still a major concern for the healthcare professional. Several algorithms based on univariate analysis have been developed to detect atrial fibrillation. However, the published results do not show satisfactory classification accuracy. This work was aimed at resolving this shortcoming by proposing multivariate data analysis methods for automatic AF detection. Four publicly-accessible sets of clinical data (AF Termination Challenge Database, MIT-BIH AF, Normal Sinus Rhythm RR Interval Database, and MIT-BIH Normal Sinus Rhythm Databases) were used for assessment. All time series were segmented in 1 min RR intervals window and then four specific features were calculated. Two pattern recognition methods, i.e., Principal Component Analysis (PCA) and Learning Vector Quantization (LVQ) neural network were used to develop classification models. PCA, as a feature reduction method, was employed to find important features to discriminate between AF and Normal Sinus Rhythm. Despite its very simple structure, the results show that the LVQ model performs better on the analyzed databases than do existing algorithms, with high sensitivity and specificity (99.19% and 99.39%, respectively). The proposed AF detection holds several interesting properties, and can be implemented with just a few arithmetical operations which make it a suitable choice for telecare applications.

Keywords: atrial fibrillation, multivariate data analysis, automatic detection, telemedicine

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Authors: M. Qamarul Islam, Ergun Dogan, Mehmet Yazici

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There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc.

Keywords: least square estimates, linear regression, maximum likelihood estimates, modified maximum likelihood method, non-normality, robustness

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Authors: Amir Salamatzade, Marhamet HematPour

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Due to the increasing importance of psychological factors in the incidence and exacerbation of chronic diseases such as multiple sclerosis, the aim of this study was to determine the difference between emotional regulation strategies and psychological symptoms in patients with multiple sclerosis and normal people. The research method was causal-comparative (post-event). The statistical population of this research included all patients with multiple sclerosis referred to the MS Association of Rasht in the first quarter of 2021, approximately 350 people. The study sample also included 120 people (60 patients with multiple sclerosis and 60 normal people) who were selected by the available sampling method and completed the emotional regulation and anxiety, depression, and stress Lavibund and Lavibund (1995) questionnaires. Data were analyzed using an independent t-test and multivariate variance analysis. The results showed that there was a significant difference between the mean of emotional regulation strategies and the components of emotional reassessment and emotional inhibition between the two groups of patients with multiple sclerosis and normal individuals (p < 0.01). There is a significant difference between the mean of psychological symptoms and the components of depression, anxiety, and stress in the two groups of patients with multiple sclerosis and normal individuals. (p < 0.01). Based on this, it can be concluded that patients with multiple sclerosis have lower levels of emotional regulation strategies and higher levels of psychological symptoms than normal individuals.

Keywords: emotional regulation strategies, psychological symptoms, multiple sclerosis, normal Individuals

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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: Kirill Filianin, Satu-Pia Reinikainen, Tuomo Sainio

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Frequent measurements of product steam quality create a data overload that becomes more and more difficult to handle. In the current study, plant history data with multiple variables was successfully treated by principal component analysis to detect abnormal process behavior, particularly, in copper solvent extraction. The multivariate model is based on the concentration levels of main process metals recorded by the industrial on-stream x-ray fluorescence analyzer. After mean-centering and normalization of concentration data set, two-dimensional multivariate model under principal component analysis algorithm was constructed. Normal operating conditions were defined through control limits that were assigned to squared score values on x-axis and to residual values on y-axis. 80 percent of the data set were taken as the training set and the multivariate model was tested with the remaining 20 percent of data. Model testing showed successful application of control limits to detect abnormal behavior of copper solvent extraction process as early warnings. Compared to the conventional techniques of analyzing one variable at a time, the proposed model allows to detect on-line a process failure using information from all process variables simultaneously. Complex industrial equipment combined with advanced mathematical tools may be used for on-line monitoring both of process streams’ composition and final product quality. Defining normal operating conditions of the process supports reliable decision making in a process control room. Thus, industrial x-ray fluorescence analyzers equipped with integrated data processing toolbox allows more flexibility in copper plant operation. The additional multivariate process control and monitoring procedures are recommended to apply separately for the major components and for the impurities. Principal component analysis may be utilized not only in control of major elements’ content in process streams, but also for continuous monitoring of plant feed. The proposed approach has a potential in on-line instrumentation providing fast, robust and cheap application with automation abilities.

Keywords: abnormal process behavior, failure detection, principal component analysis, solvent extraction

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Authors: P. V. Pramila , V. Mahesh

Abstract:

Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients esulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF 25, PEF,FEF 25-75, FEF50, and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF 25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects). It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.

Keywords: FEV, multivariate adaptive regression splines pulmonary function test, random forest

Procedia PDF Downloads 273

Authors: Satoko Fujiwara, Kiyotaka Obunai, Kazuya Okubo

Abstract:

A skew is one of important problems for designing the conveyor and transmission with frictional flat belt, in which running belt is deviated in width direction due to the transverse force applied to the belt. The skew often not only degrades the stability of the path of belt but also causes some damages of the belt and auxiliary machines. However, the transverse behavior such as the skew has not been discussed quantitatively in detail for frictional belts. The objective of this study is to clarify the transverse behavior of frictional flat belt driven by tapered pulley. Commercially available rubber flat belt reinforced by polyamide film was prepared as the test belt where the thickness and length were 1.25 mm and 630 mm, respectively. Test belt was driven between two pulleys made of aluminum alloy, where diameter and inter-axial length were 50 mm and 150 mm, respectively. Some tapered pulleys were applied where tapered angles were 0 deg (for comparison), 2 deg, 4 deg, and 6 deg. In order to alternatively investigate the transverse behavior, the transverse force applied to the belt was measured when the skew was constrained at the string under driving state. The transverse force was measured by a load cell having free rollers contacting on the side surface of the belt when the displacement in the belt width direction was constrained. The conditions of observed bending stiffness in-plane of the belt were changed by preparing three types of belts (the width of the belt was 20, 30, and 40 mm) where their observed stiffnesses were changed. The contributions of the bending stiffness in-plane of belt and initial inter-axial force to the transverse were discussed in experiments. The inter-axial force was also changed by setting a distance (about 240 mm) between the two pulleys. Influence of observed bending stiffness in-plane of the belt and initial inter-axial force on the transverse force were investigated. The experimental results showed that the transverse force was increased with an increase of observed bending stiffness in-plane of the belt and initial inter-axial force. The transverse force acting on the belt running on the tapered pulley was classified into multiple components. Those were components of forces applied with the deflection of the inter-axial force according to the change of taper angle, the resultant force by the bending moment applied on the belt winding around the tapered pulley, and the reaction force applied due to the shearing deformation. The calculation result of the transverse force was almost agreed with experimental data when those components were formulated. It was also shown that the most contribution was specified to be the shearing deformation, regardless of the test conditions. This study found that transverse behavior of frictional flat belt driven by tapered pulley was explained by the summation of those components of forces.

Keywords: skew, frictional flat belt, transverse force, tapered pulley

Procedia PDF Downloads 115

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 154