Search results for: nonparametric estimation

Authors: Anastasiia Yu. Timofeeva

Abstract:

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

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

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Authors: Autcha Araveeporn

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This paper presents a study about a nonparametric regression model consisting of a smoothing spline method and a penalized spline regression method. We also compare the techniques used for estimation and prediction of nonparametric regression model. We tried both methods with crude oil prices in dollars per barrel and the Stock Exchange of Thailand (SET) index. According to the results, it is concluded that smoothing spline method performs better than that of penalized spline regression method.

Keywords: nonparametric regression model, penalized spline regression method, smoothing spline method, Stock Exchange of Thailand (SET)

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Authors: Andrey V. Timofeev, Dmitry V. Egorov

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The practical efficient approach is suggested for estimation of the seismoacoustic sources energy in C-OTDR monitoring systems. This approach represents the sequential plan for confidence estimation both the seismoacoustic sources energy, as well the absorption coefficient of the soil. The sequential plan delivers the non-asymptotic guaranteed accuracy of obtained estimates in the form of non-asymptotic confidence regions with prescribed sizes. These confidence regions are valid for a finite sample size when the distributions of the observations are unknown. Thus, suggested estimates are non-asymptotic and nonparametric, and also these estimates guarantee the prescribed estimation accuracy in the form of the prior prescribed size of confidence regions, and prescribed confidence coefficient value.

Keywords: nonparametric estimation, sequential confidence estimation, multichannel monitoring systems, C-OTDR-system, non-lineary regression

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Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

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This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution

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Authors: H. Ben Salah, A. Gannoun, C. de Peretti, A. Trabelsi

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The Downside Risk (DSR) model for portfolio optimisation allows to overcome the drawbacks of the classical mean-variance model concerning the asymetry of returns and the risk perception of investors. This model optimization deals with a positive definite matrix that is endogenous with respect to portfolio weights. This aspect makes the problem far more difficult to handle. For this purpose, Athayde (2001) developped a new recurcive minimization procedure that ensures the convergence to the solution. However, when a finite number of observations is available, the portfolio frontier presents an appearance which is not very smooth. In order to overcome that, Athayde (2003) proposed a mean kernel estimation of the returns, so as to create a smoother portfolio frontier. This technique provides an effect similar to the case in which we had continuous observations. In this paper, taking advantage on the the robustness of the median, we replace the mean estimator in Athayde's model by a nonparametric median estimator of the returns. Then, we give a new version of the former algorithm (of Athayde (2001, 2003)). We eventually analyse the properties of this improved portfolio frontier and apply this new method on real examples.

Keywords: Downside Risk, Kernel Method, Median, Nonparametric Estimation, Semivariance

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Authors: Adriano Z. Zambom, Preethi Ravikumar

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One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: additive model, nonparametric regression, variable selection, Akaike Information Criteria

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Authors: Kornelius Ronald Demu, Dewi Retno Sari Saputro, Purnami Widyaningsih

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Human Development Index (HDI) is a standard measurement for a country's human development. Several factors may have influenced it, such as life expectancy, gross domestic product (GDP) based on the province's annual expenditure, the number of poor people, and the percentage of an illiterate people. The scatter plot between HDI and the influenced factors show that the plot does not follow a specific pattern or form. Therefore, the HDI's data in Indonesia can be applied with a nonparametric regression model. The estimation of the regression curve in the nonparametric regression model is flexible because it follows the shape of the data pattern. One of the nonparametric regression's method is a truncated spline. Truncated spline regression is one of the nonparametric approach, which is a modification of the segmented polynomial functions. The estimator of a truncated spline regression model was affected by the selection of the optimal knots point. Knot points is a focus point of spline truncated functions. The optimal knots point was determined by the minimum value of generalized cross validation (GCV). In this article were applied the data of Human Development Index with a truncated spline nonparametric regression model. The results of this research were obtained the best-truncated spline regression model to the HDI's data in Indonesia with the combination of optimal knots point 5-5-5-4. Life expectancy and the percentage of an illiterate people were the significant factors depend to the HDI in Indonesia. The coefficient of determination is 94.54%. This means the regression model is good enough to applied on the data of HDI in Indonesia.

Keywords: generalized cross validation (GCV), Human Development Index (HDI), knots point, nonparametric regression, truncated spline

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Authors: John Knight, Fuchun Li, Yan Xu

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Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

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Authors: Andrey V. Timofeev

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An adaptive nonparametric method is proposed for stable real-time detection of seismoacoustic sources in multichannel C-OTDR systems with a significant number of channels. This method guarantees given upper boundaries for probabilities of Type I and Type II errors. Properties of the proposed method are rigorously proved. The results of practical applications of the proposed method in a real C-OTDR-system are presented in this report.

Keywords: guaranteed detection, multichannel monitoring systems, change point, interval estimation, adaptive detection

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Authors: Chen-Fang Tsai, Shin-Li Lu

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Distribution-free control chart is an oncoming area from the statistical process control charts in recent years. Some researchers have developed various nonparametric control charts and investigated the detection capability of these charts. The major advantage of nonparametric control charts is that the underlying process is not specifically considered the assumption of normality or any parametric distribution. In this paper, two nonparametric exponentially weighted moving average (EWMA) control charts based on nonparametric tests, namely NE-S and NE-M control charts, are proposed for monitoring process variability. Generally, weighted moving average (GWMA) control charts are extended by utilizing design and adjustment parameters for monitoring the changes in the process variability, namely NG-S and NG-M control charts. Statistical performance is also investigated on NG-S and NG-M control charts with run rules. Moreover, sensitivity analysis is performed to show the effects of design parameters under the nonparametric NG-S and NG-M control charts.

Keywords: Distribution-free control chart, EWMA control charts, GWMA control charts

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Authors: Sifriyani Sifriyani, I Nyoman Budiantara, Sri Haryatmi, Gunardi Gunardi

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East Java Province has a first rank as a province that has the most counties and cities in Indonesia and has the largest population. In 2015, the population reached 38.847.561 million, this figure showed a very high population growth. High population growth is feared to lead to increase the levels of unemployment. In this study, the researchers mapped and modeled the unemployment rate with 6 variables that were supposed to influence. Modeling was done by nonparametric geographically weighted regression methods with truncated spline approach. This method was chosen because spline method is a flexible method, these models tend to look for its own estimation. In this modeling, there were point knots, the point that showed the changes of data. The selection of the optimum point knots was done by selecting the most minimun value of Generalized Cross Validation (GCV). Based on the research, 6 variables were declared to affect the level of unemployment in eastern Java. They were the percentage of population that is educated above high school, the rate of economic growth, the population density, the investment ratio of total labor force, the regional minimum wage and the ratio of the number of big industry and medium scale industry from the work force. The nonparametric geographically weighted regression models with truncated spline approach had a coefficient of determination 98.95% and the value of MSE equal to 0.0047.

Keywords: East Java, nonparametric geographically weighted regression, spatial, spline approach, unemployed rate

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Authors: Abdel-Razzaq Mugdadi, Ruqayyah Sani

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The Kernel Distribution Function Estimator (KDFE) method is the most popular method for nonparametric estimation of the cumulative distribution function. The kernel and the bandwidth are the most important components of this estimator. In this investigation, we replace the kernel in the KDFE with a linear combination of kernels to obtain a new estimator based on the linear combination of kernels, the mean integrated squared error (MISE), asymptotic mean integrated squared error (AMISE) and the asymptotically optimal bandwidth for the new estimator are derived. We propose a new data-based method to select the bandwidth for the new estimator. The new technique is based on the Plug-in technique in density estimation. We evaluate the new estimator and the new technique using simulations and real-life data.

Keywords: estimation, bandwidth, mean square error, cumulative distribution function

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Authors: Alam Ali, Ashok Kumar Pathak

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Nowadays, copulas have attracted significant attention for modeling multivariate observations, and the foremost feature of copula functions is that they give us the liberty to study the univariate marginal distributions and their joint behavior separately. The copula parameter apprehends the intrinsic dependence among the marginal variables, and it can be estimated using parametric, semiparametric, or nonparametric techniques. This work aims to compare the coverage rates between an Elliptical and an Archimedean family of copulas via a fully parametric estimation technique.

Keywords: elliptical copula, archimedean copula, estimation, coverage rate

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Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

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Authors: Benson Ade Eniola Afere

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Over the years, kernel density estimation has been extensively studied within the context of nonparametric density estimation. The fundamental components of kernel density estimation are the kernel function and the bandwidth. While the mathematical exploration of the kernel component has been relatively limited, its selection and development remain crucial. The Mean Integrated Squared Error (MISE), serving as a measure of discrepancy, provides a robust framework for assessing the effectiveness of any kernel function. A kernel function with a lower MISE is generally considered to perform better than one with a higher MISE. Hence, the primary aim of this article is to create kernels that exhibit significantly reduced MISE when compared to existing classical kernels. Consequently, this article introduces a cluster of hybrid polynomial kernel families. The construction of these proposed kernel functions is carried out heuristically by combining two kernels from the classical polynomial kernel family using probability axioms. We delve into the analysis of error propagation within these kernels. To assess their performance, simulation experiments, and real-life datasets are employed. The obtained results demonstrate that the proposed hybrid kernels surpass their classical kernel counterparts in terms of performance.

Keywords: classical polynomial kernels, cluster of families, global error, hybrid Kernels, Kernel density estimation, Monte Carlo simulation

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Authors: Lily Ingsrisawang, Tasanee Nacharoen

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Introduction: The problems of unbalanced data sets generally appear in real world applications. Due to unequal class distribution, many research papers found that the performance of existing classifier tends to be biased towards the majority class. The k -nearest neighbors’ nonparametric discriminant analysis is one method that was proposed for classifying unbalanced classes with good performance. Hence, the methods of discriminant analysis are of interest to us in investigating misclassification error rates for class-imbalanced data of three diabetes risk groups. Objective: The purpose of this study was to compare the classification performance between parametric discriminant analysis and nonparametric discriminant analysis in a three-class classification application of class-imbalanced data of diabetes risk groups. Methods: Data from a healthy project for 599 staffs in a government hospital in Bangkok were obtained for the classification problem. The staffs were diagnosed into one of three diabetes risk groups: non-risk (90%), risk (5%), and diabetic (5%). The original data along with the variables; diabetes risk group, age, gender, cholesterol, and BMI was analyzed and bootstrapped up to 50 and 100 samples, 599 observations per sample, for additional estimation of misclassification error rate. Each data set was explored for the departure of multivariate normality and the equality of covariance matrices of the three risk groups. Both the original data and the bootstrap samples show non-normality and unequal covariance matrices. The parametric linear discriminant function, quadratic discriminant function, and the nonparametric k-nearest neighbors’ discriminant function were performed over 50 and 100 bootstrap samples and applied to the original data. In finding the optimal classification rule, the choices of prior probabilities were set up for both equal proportions (0.33: 0.33: 0.33) and unequal proportions with three choices of (0.90:0.05:0.05), (0.80: 0.10: 0.10) or (0.70, 0.15, 0.15). Results: The results from 50 and 100 bootstrap samples indicated that the k-nearest neighbors approach when k = 3 or k = 4 and the prior probabilities of {non-risk:risk:diabetic} as {0.90:0.05:0.05} or {0.80:0.10:0.10} gave the smallest error rate of misclassification. Conclusion: The k-nearest neighbors approach would be suggested for classifying a three-class-imbalanced data of diabetes risk groups.

Keywords: error rate, bootstrap, diabetes risk groups, k-nearest neighbors

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Authors: Ya-Mei Chang

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This research is intended to apply spatio-temporal point process methods to the dengue fever data in Tainan. The spatio-temporal intensity function of the dataset is assumed to be separable. The kernel estimation is a widely used approach to estimate intensity functions. The intensity function is very helpful to study the relation of the spatio-temporal point process and some covariates. The covariate effects might be nonlinear. An nonparametric smoothing estimator is used to detect the nonlinearity of the covariate effects. A fitted parametric model could describe the influence of the covariates to the dengue fever. The correlation between the data points is detected by the K-function. The result of this research could provide useful information to help the government or the stakeholders making decisions.

Keywords: dengue fever, spatial point process, kernel estimation, covariate effect

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Authors: Serge Provost, Yishan Zang

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Copulas are currently utilized in finance, reliability theory, machine learning, signal processing, geodesy, hydrology and biostatistics, among several other fields of scientific investigation. It follows from Sklar's theorem that the joint distribution function of a multidimensional random vector can be expressed in terms of its associated copula and marginals. Since marginal distributions can easily be determined by making use of a variety of techniques, we address the problem of securing the distribution of the copula. This will be done by using several approaches. For example, we will obtain bivariate least-squares approximations of the empirical copulas, modify the kernel density estimation technique and propose a criterion for selecting appropriate bandwidths, differentiate linearized empirical copulas, secure Bernstein polynomial approximations of suitable degrees, and apply a corollary to Sklar's result. Illustrative examples involving actual observations will be presented. The proposed methodologies will as well be applied to a sample generated from a known copula distribution in order to validate their effectiveness.

Keywords: copulas, Bernstein polynomial approximation, least-squares polynomial approximation, kernel density estimation, density approximation

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Authors: Vinicius R. Domingues, Luan C. S. M. Ozelim

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The statistical study has become indispensable for various fields of knowledge. Not any different, in Geotechnics the study of probabilistic and statistical methods has gained power considering its use in characterizing the uncertainties inherent in soil properties. One of the situations where engineers are constantly faced is the definition of a probability distribution that represents significantly the sampled data. To be able to discard bad distributions, goodness-of-fit tests are necessary. In this paper, three non-parametric goodness-of-fit tests are applied to a data set computationally generated to test the goodness-of-fit of them to a series of known distributions. It is shown that the use of normal distribution does not always provide satisfactory results regarding physical and behavioral representation of the modeled parameters.

Keywords: Kolmogorov-Smirnov test, Anderson-Darling test, Cramer-Von-Mises test, nonparametric adherence tests

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Authors: Duckyong Kim, Jong Kang Park, Jong Tae Kim

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DOA (Direction of Arrival) estimation is an important method in array signal processing and has a wide range of applications such as direction finding, beam forming, and so on. In this paper, we briefly introduce the MUSIC (Multiple Signal Classification) Algorithm, one of DOA estimation methods for analyzing several targets. Then we apply the MUSIC algorithm to the two-dimensional antenna array to analyze DOA estimation in 3D space through MATLAB simulation. We also analyze the design factors that can affect the accuracy of DOA estimation through simulation, and proceed with further consideration on how to apply the system.

Keywords: DOA estimation, MUSIC algorithm, spatial spectrum, array signal processing

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Authors: Semra Turkan

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In this paper, we have examined the factors that affect the productivity of Turkey’s Top 500 Industrial Enterprises in 2014. The labor productivity of enterprises is taken as an indicator of productivity of industrial enterprises. When the relationships between some financial ratios and labor productivity, it is seen that there is a nonparametric relationship between labor productivity and return on sales. In addition, the distribution of labor productivity of enterprises is right-skewed. If the dependent distribution is skewed, the quantile regression is more suitable for this data. Hence, the nonparametric relationship between labor productivity and return on sales by quantile smoothing splines.

Keywords: quantile regression, smoothing spline, labor productivity, financial ratios

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Authors: Mohammed Farag, Mina Attari, S. Andrew Gadsden, Saeid R. Habibi

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Battery state of charge (SOC) estimation is an important parameter as it measures the total amount of electrical energy stored at a current time. The SOC percentage acts as a fuel gauge if it is compared with a conventional vehicle. Estimating the SOC is, therefore, essential for monitoring the amount of useful life remaining in the battery system. This paper looks at the implementation of three nonlinear estimation strategies for Li-Ion battery SOC estimation. One of the most common behavioral battery models is the one state hysteresis (OSH) model. The extended Kalman filter (EKF), the smooth variable structure filter (SVSF), and the time-varying smoothing boundary layer SVSF are applied on this model, and the results are compared.

Keywords: state of charge estimation, battery modeling, one-state hysteresis, filtering and estimation

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Authors: Daniel Fundi Murithi

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Missing data is a real bane in many surveys. To overcome the problems caused by missing data, partial deletion, and single imputation methods, among others, have been proposed. However, problems such as discarding usable data and inaccuracy in reproducing known population parameters and standard errors are associated with them. For regression and stochastic imputation, it is assumed that there is a variable with complete cases to be used as a predictor in estimating missing values in the other variable, and the relationship between the two variables is linear, which might not be realistic in practice. In this project, we estimate population total in presence of missing values in two-phase sampling. Instead of regression or stochastic models, non-parametric model based regression model is used in imputing missing values. Empirical study showed that nonparametric model-based regression imputation is better in reproducing variance of population total estimate obtained when there were no missing values compared to mean, median, regression, and stochastic imputation methods. Although regression and stochastic imputation were better than nonparametric model-based imputation in reproducing population total estimates obtained when there were no missing values in one of the sample sizes considered, nonparametric model-based imputation may be used when the relationship between outcome and predictor variables is not linear.

Keywords: finite population total, missing data, model-based imputation, two-phase sampling

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Authors: Keunhong Chae, Seokho Yoon

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In this paper, frequency offset (FO) estimation schemes robust to the non-Gaussian noise environments are proposed for orthogonal frequency division multiplexing (OFDM) systems. First, a maximum-likelihood (ML) estimation scheme in non-Gaussian noise environments is proposed, and then, the complexity of the ML estimation scheme is reduced by employing a reduced set of candidate values. In numerical results, it is demonstrated that the proposed schemes provide a significant performance improvement over the conventional estimation scheme in non-Gaussian noise environments while maintaining the performance similar to the estimation performance in Gaussian noise environments.

Keywords: frequency offset estimation, maximum-likelihood, non-Gaussian noise environment, OFDM, training symbol

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Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

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We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: possibility distribution, parameters estimation, Maxmin u\E estimator, fuzzy model identification

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

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A packet loss probability (PLP) estimation filter with finite memory structure is proposed to estimate the packet rate mean and variance of the input traffic process in real-time while removing undesired system and measurement noises. The proposed PLP estimation filter is developed under a weighted least square criterion using only the finite traffic measurements on the most recent window. The proposed PLP estimation filter is shown to have several inherent properties such as unbiasedness, deadbeat, robustness. A guideline for choosing appropriate window length is described since it can affect significantly the estimation performance. Using computer simulations, the proposed PLP estimation filter is shown to be superior to the Kalman filter for the temporarily uncertain system. One possible explanation for this is that the proposed PLP estimation filter can have greater convergence time of a filtered estimate as the window length M decreases.

Keywords: packet loss probability estimation, finite memory filter, infinite memory filter, Kalman filter

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Authors: Sergei Aleinik, Mikhail Stolbov

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In this work, a method of time delay estimation for dual-channel acoustic signals (speech, music, etc.) recorded under reverberant conditions is investigated. Standard methods based on cross-correlation of the signals show poor results in cases involving strong reverberation, large distances between microphones and asynchronous recordings. Under similar conditions, a method based on cross-correlation of temporal envelopes of the signals delivers a delay estimation of acceptable quality. This method and its properties are described and investigated in detail, including its limits of applicability. The method’s optimal parameter estimation and a comparison with other known methods of time delay estimation are also provided.

Keywords: cross-correlation, delay estimation, signal envelope, signal processing

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Authors: Amel Oueslati, Olfa Benouda

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New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

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Authors: Ahmet Faruk Akyuz, Hasan Sakir Bilge

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Depth estimation using stereo images is a challenging problem in computer vision. Many different studies have been carried out to solve this problem. With advancing machine learning, tackling this problem is often done with neural network-based solutions. The images used in these studies are mostly in the visible spectrum. However, the need to use the Infrared (IR) spectrum for depth estimation has emerged because it gives better results than visible spectra in some conditions. At this point, we recommend using thermal-thermal (IR) image pairs for depth estimation. In this study, we used two well-known networks (PSMNet, FADNet) with minor modifications to demonstrate the viability of this idea.

Keywords: thermal stereo matching, deep neural networks, CNN, Depth estimation

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Authors: A. Mohammadi, S. Asghari, M. Aien, M. Rashidinejad

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After emergent of alternative current networks and their popularity, asynchronous motors became more widespread than other kinds of industrial motors. In order to control and run these motors efficiently, an accurate estimation of motor parameters is needed. There are different methods to obtain these parameters such as rotor locked test, no load test, DC test, analytical methods, and so on. The most common drawback of these methods is their inaccuracy in estimation of some motor parameters. In order to remove this concern, a novel method for parameter estimation of induction motors using particle swarm optimization (PSO) algorithm is proposed. In the proposed method, transient state of motor is used for parameter estimation. Comparison of the simulation results purtuined to the PSO algorithm with other available methods justifies the effectiveness of the proposed method.

Keywords: induction motor, motor parameter estimation, PSO algorithm, analytical method

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