Search results for: parametric function
5629 A Semiparametric Approach to Estimate the Mode of Continuous Multivariate Data
Authors: Tiee-Jian Wu, Chih-Yuan Hsu
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Mode estimation is an important task, because it has applications to data from a wide variety of sources. We propose a semi-parametric approach to estimate the mode of an unknown continuous multivariate density function. Our approach is based on a weighted average of a parametric density estimate using the Box-Cox transform and a non-parametric kernel density estimate. Our semi-parametric mode estimate improves both the parametric- and non-parametric- mode estimates. Specifically, our mode estimate solves the non-consistency problem of parametric mode estimates (at large sample sizes) and reduces the variability of non-parametric mode estimates (at small sample sizes). The performance of our method at practical sample sizes is demonstrated by simulation examples and two real examples from the fields of climatology and image recognition.Keywords: Box-Cox transform, density estimation, mode seeking, semiparametric method
Procedia PDF Downloads 2845628 Parametric Modeling for Survival Data with Competing Risks Using the Generalized Gompertz Distribution
Authors: Noora Al-Shanfari, M. Mazharul Islam
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The cumulative incidence function (CIF) is a fundamental approach for analyzing survival data in the presence of competing risks, which estimates the marginal probability for each competing event. Parametric modeling of CIF has the advantage of fitting various shapes of CIF and estimates the impact of covariates with maximum efficiency. To calculate the total CIF's covariate influence using a parametric model., it is essential to parametrize the baseline of the CIF. As the CIF is an improper function by nature, it is necessary to utilize an improper distribution when applying parametric models. The Gompertz distribution, which is an improper distribution, is limited in its applicability as it only accounts for monotone hazard shapes. The generalized Gompertz distribution, however, can adapt to a wider range of hazard shapes, including unimodal, bathtub, and monotonic increasing or decreasing hazard shapes. In this paper, the generalized Gompertz distribution is used to parametrize the baseline of the CIF, and the parameters of the proposed model are estimated using the maximum likelihood approach. The proposed model is compared with the existing Gompertz model using the Akaike information criterion. Appropriate statistical test procedures and model-fitting criteria will be used to test the adequacy of the model. Both models are applied to the ‘colon’ dataset, which is available in the “biostat3” package in R.Keywords: competing risks, cumulative incidence function, improper distribution, parametric modeling, survival analysis
Procedia PDF Downloads 1025627 Nonparametric Specification Testing for the Drift of the Short Rate Diffusion Process Using a Panel of Yields
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
Procedia PDF Downloads 3675626 Approximation of Intersection Curves of Two Parametric Surfaces
Authors: Misbah Irshad, Faiza Sarfraz
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The problem of approximating surface to surface intersection is considered to be very important in computer aided geometric design and computer aided manufacturing. Although it is a complex problem to handle, its continuous need in the industry makes it an active topic in research. A technique for approximating intersection curves of two parametric surfaces is proposed, which extracts boundary points and turning points from a sequence of intersection points and interpolate them with the help of rational cubic spline functions. The proposed approach is demonstrated with the help of examples and analyzed by calculating error.Keywords: approximation, parametric surface, spline function, surface intersection
Procedia PDF Downloads 2685625 Theoretical Comparisons and Empirical Illustration of Malmquist, Hicks–Moorsteen, and Luenberger Productivity Indices
Authors: Fatemeh Abbasi, Sahand Daneshvar
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Productivity is one of the essential goals of companies to improve performance, which as a strategy-oriented method, determines the basis of the company's economic growth. The history of productivity goes back centuries, but most researchers defined productivity as the relationship between a product and the factors used in production in the early twentieth century. Productivity as the optimal use of available resources means that "more output using less input" can increase companies' economic growth and prosperity capacity. Also, having a quality life based on economic progress depends on productivity growth in that society. Therefore, productivity is a national priority for any developed country. There are several methods for calculating productivity growth measurements that can be divided into parametric and non-parametric methods. Parametric methods rely on the existence of a function in their hypotheses, while non-parametric methods do not require a function based on empirical evidence. One of the most popular non-parametric methods is Data Envelopment Analysis (DEA), which measures changes in productivity over time. The DEA evaluates the productivity of decision-making units (DMUs) based on mathematical models. This method uses multiple inputs and outputs to compare the productivity of similar DMUs such as banks, government agencies, companies, airports, Etc. Non-parametric methods are themselves divided into the frontier and non frontier approaches. The Malmquist productivity index (MPI) proposed by Caves, Christensen, and Diewert (1982), the Hicks–Moorsteen productivity index (HMPI) proposed by Bjurek (1996), or the Luenberger productivity indicator (LPI) proposed by Chambers (2002) are powerful tools for measuring productivity changes over time. This study will compare the Malmquist, Hicks–Moorsteen, and Luenberger indices theoretically and empirically based on DEA models and review their strengths and weaknesses.Keywords: data envelopment analysis, Hicks–Moorsteen productivity index, Leuenberger productivity indicator, malmquist productivity index
Procedia PDF Downloads 1945624 Non-Parametric Regression over Its Parametric Couterparts with Large Sample Size
Authors: Jude Opara, Esemokumo Perewarebo Akpos
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This paper is on non-parametric linear regression over its parametric counterparts with large sample size. Data set on anthropometric measurement of primary school pupils was taken for the analysis. The study used 50 randomly selected pupils for the study. The set of data was subjected to normality test, and it was discovered that the residuals are not normally distributed (i.e. they do not follow a Gaussian distribution) for the commonly used least squares regression method for fitting an equation into a set of (x,y)-data points using the Anderson-Darling technique. The algorithms for the nonparametric Theil’s regression are stated in this paper as well as its parametric OLS counterpart. The use of a programming language software known as “R Development” was used in this paper. From the analysis, the result showed that there exists a significant relationship between the response and the explanatory variable for both the parametric and non-parametric regression. To know the efficiency of one method over the other, the Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) are used, and it is discovered that the nonparametric regression performs better than its parametric regression counterparts due to their lower values in both the AIC and BIC. The study however recommends that future researchers should study a similar work by examining the presence of outliers in the data set, and probably expunge it if detected and re-analyze to compare results.Keywords: Theil’s regression, Bayesian information criterion, Akaike information criterion, OLS
Procedia PDF Downloads 3035623 Modelling High-Frequency Crude Oil Dynamics Using Affine and Non-Affine Jump-Diffusion Models
Authors: Katja Ignatieva, Patrick Wong
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We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo
Procedia PDF Downloads 1045622 Nonparametric Quantile Regression for Multivariate Spatial Data
Authors: S. H. Arnaud Kanga, O. Hili, S. Dabo-Niang
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Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values.Keywords: conditional quantile, kernel, nonparametric, stationary
Procedia PDF Downloads 1535621 Enhancement of Visual Comfort Using Parametric Double Skin Façade
Authors: Ahmed A. Khamis, Sherif A. Ibrahim, Mahmoud El Khatieb, Mohamed A. Barakat
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Parametric design is an icon of the modern architectural that facilitate taking complex design decisions counting on altering various design parameters. Double skin facades are one of the parametric applications for using parametric designs. This paper opts to enhance different daylight parameters of a selected case study office building in Cairo using parametric double skin facade. First, the design and optimization process executed utilizing Grasshopper parametric design software which is a plugin in rhino. The daylighting performance of the base case building model was compared with the one used the double façade showing an enhancement in daylighting performance indicators like glare and task illuminance in the modified model, execution drawings are made for the optimized design to be executed through Revit, followed by computerized digital fabrication stages of the designed model with various scales to reach the final design decisions using Simplify 3D for mock-up digital fabricationKeywords: parametric design, double skin facades, digital fabrication, grasshopper, simplify 3D
Procedia PDF Downloads 1175620 Parametric Template-Based 3D Reconstruction of the Human Body
Authors: Jiahe Liu, Hongyang Yu, Feng Qian, Miao Luo, Linhang Zhu
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This study proposed a 3D human body reconstruction method, which integrates multi-view joint information into a set of joints and processes it with a parametric human body template. Firstly, we obtained human body image information captured from multiple perspectives. The multi-view information can avoid self-occlusion and occlusion problems during the reconstruction process. Then, we used the MvP algorithm to integrate multi-view joint information into a set of joints. Next, we used the parametric human body template SMPL-X to obtain more accurate three-dimensional human body reconstruction results. Compared with the traditional single-view parametric human body template reconstruction, this method significantly improved the accuracy and stability of the reconstruction.Keywords: parametric human body templates, reconstruction of the human body, multi-view, joint
Procedia PDF Downloads 785619 Thermodynamic Modeling of Three Pressure Level Reheat HRSG, Parametric Analysis and Optimization Using PSO
Authors: Mahmoud Nadir, Adel Ghenaiet
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The main purpose of this study is the thermodynamic modeling, the parametric analysis, and the optimization of three pressure level reheat HRSG (Heat Recovery Steam Generator) using PSO method (Particle Swarm Optimization). In this paper, a parametric analysis followed by a thermodynamic optimization is presented. The chosen objective function is the specific work of the steam cycle that may be, in the case of combined cycle (CC), a good criterion of thermodynamic performance analysis, contrary to the conventional steam turbines in which the thermal efficiency could be also an important criterion. The technologic constraints such as maximal steam cycle temperature, minimal steam fraction at steam turbine outlet, maximal steam pressure, minimal stack temperature, minimal pinch point, and maximal superheater effectiveness are also considered. The parametric analyses permitted to understand the effect of design parameters and the constraints on steam cycle specific work variation. PSO algorithm was used successfully in HRSG optimization, knowing that the achieved results are in accordance with those of the previous studies in which genetic algorithms were used. Moreover, this method is easy to implement comparing with the other methods.Keywords: combined cycle, HRSG thermodynamic modeling, optimization, PSO, steam cycle specific work
Procedia PDF Downloads 3815618 Reliability Modeling of Repairable Subsystems in Semiconductor Fabrication: A Virtual Age and General Repair Framework
Authors: Keshav Dubey, Swajeeth Panchangam, Arun Rajendran, Swarnim Gupta
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In the semiconductor capital equipment industry, effective modeling of repairable system reliability is crucial for optimizing maintenance strategies and ensuring operational efficiency. However, repairable system reliability modeling using a renewal process is not as popular in the semiconductor equipment industry as it is in the locomotive and automotive industries. Utilization of this approach will help optimize maintenance practices. This paper presents a structured framework that leverages both parametric and non-parametric approaches to model the reliability of repairable subsystems based on operational data, maintenance schedules, and system-specific conditions. Data is organized at the equipment ID level, facilitating trend testing to uncover failure patterns and system degradation over time. For non-parametric modeling, the Mean Cumulative Function (Mean Cumulative Function) approach is applied, offering a flexible method to estimate the cumulative number of failures over time without assuming an underlying statistical distribution. This allows for empirical insights into subsystem failure behavior based on historical data. On the parametric side, virtual age modeling, along with Homogeneous and Non-Homogeneous Poisson Process (Homogeneous Poisson Process and Non-Homogeneous Poisson Process) models, is employed to quantify the effect of repairs and the aging process on subsystem reliability. These models allow for a more structured analysis by characterizing repair effectiveness and system wear-out trends over time. A comparison of various Generalized Renewal Process (GRP) approaches highlights their utility in modeling different repair effectiveness scenarios. These approaches provide a robust framework for assessing the impact of maintenance actions on system performance and reliability. By integrating both parametric and non-parametric methods, this framework offers a comprehensive toolset for reliability engineers to better understand equipment behavior, assess the effectiveness of maintenance activities, and make data-driven decisions that enhance system availability and operational performance in semiconductor fabrication facilities.Keywords: reliability, maintainability, homegenous poission process, repairable system
Procedia PDF Downloads 195617 Writing a Parametric Design Algorithm Based on Recreation and Structural Analysis of Patkane Model: The Case Study of Oshtorjan Mosque
Authors: Behnoush Moghiminia, Jesus Anaya Diaz
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The current study attempts to present the relationship between the structure development and Patkaneh as one of the Iranian geometric patterns and parametric algorithms by introducing two practical methods. While having a structural function, Patkaneh is also used as an ornamental element. It can be helpful in the scientific and practical review of Patkaneh. The current study aims to use Patkaneh as a parametric form generator based on the algorithm. The current paper attempts to express how can a more complete algorithm of this covering be obtained based on the parametric study and analysis of a sample of a Patkaneh and also investigate the relationship between the development of the geometrical pattern of Patkaneh as a structural-decorative element of Iranian architecture and digital design. In this regard, to achieve the research purposes, researchers investigated the oldest type of Patkaneh in the architecture history of Iran, such as the Northern Entrance Patkaneh of Oshtorjan Jame’ Mosque. An accurate investigation was done on the history of the background to answer the questions. Then, by investigating the structural behavior of Patkaneh, the decorative or structural-decorative role of Patkaneh was investigated to eliminate the ambiguity. Then, the geometrical structure of Patkaneh was analyzed by introducing two practical methods. The first method is based on the constituent units of Patkaneh (Square and diamond) and investigating the interactive relationships between them in 2D and 3D. This method is appropriate for cases where there are rational and regular geometrical relationships. The second method is based on the separation of the floors and the investigation of their interrelation. It is practical when the constituent units are not geometrically regular and have numerous diversity. Finally, the parametric form algorithm of these methods was codified.Keywords: geometric properties, parametric design, Patkaneh, structural analysis
Procedia PDF Downloads 1505616 Vibration and Parametric Instability Analysis of Delaminated Composite Beams
Authors: A. Szekrényes
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This paper revisits the free vibration problem of delaminated composite beams. It is shown that during the vibration of composite beams the delaminated parts are subjected to the parametric excitation. This can lead to the dynamic buckling during the motion of the structure. The equation of motion includes time-dependent stiffness and so it leads to a system of Mathieu-Hill differential equations. The free vibration analysis of beams is carried out in the usual way by using beam finite elements. The dynamic buckling problem is investigated locally, and the critical buckling forces are determined by the modified harmonic balance method by using an imposed time function of the motion. The stability diagrams are created, and the numerical predictions are compared to experimental results. The most important findings are the critical amplitudes at which delamination buckling takes place, the stability diagrams representing the instability of the system, and the realistic mode shape prediction in contrast with the unrealistic results of models available in the literature.Keywords: delamination, free vibration, parametric excitation, sweep excitation
Procedia PDF Downloads 3445615 Parametric Design as an Approach to Respond to Complexity
Authors: Sepideh Jabbari Behnam, Zahrasadat Saide Zarabadi
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A city is an intertwined texture from the relationship of different components in a whole which is united in a one, so designing the whole complex and its planning is not an easy matter. By considering that a city is a complex system with infinite components and communications, providing flexible layouts that can respond to the unpredictable character of the city, which is a result of its complexity, is inevitable. Parametric design approach as a new approach can produce flexible and transformative layouts in any stage of design. This study aimed to introduce parametric design as a modern approach to respond to complex urban issues by using descriptive and analytical methods. This paper firstly introduces complex systems and then giving a brief characteristic of complex systems. The flexible design and layout flexibility is another matter in response and simulation of complex urban systems that should be considered in design, which is discussed in this study. In this regard, after describing the nature of the parametric approach as a flexible approach, as well as a tool and appropriate way to respond to features such as limited predictability, reciprocating nature, complex communications, and being sensitive to initial conditions and hierarchy, this paper introduces parametric design.Keywords: complexity theory, complex system, flexibility, parametric design
Procedia PDF Downloads 3655614 Estimating the Life-Distribution Parameters of Weibull-Life PV Systems Utilizing Non-Parametric Analysis
Authors: Saleem Z. Ramadan
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In this paper, a model is proposed to determine the life distribution parameters of the useful life region for the PV system utilizing a combination of non-parametric and linear regression analysis for the failure data of these systems. Results showed that this method is dependable for analyzing failure time data for such reliable systems when the data is scarce.Keywords: masking, bathtub model, reliability, non-parametric analysis, useful life
Procedia PDF Downloads 5615613 A Non-Parametric Based Mapping Algorithm for Use in Audio Fingerprinting
Authors: Analise Borg, Paul Micallef
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Over the past few years, the online multimedia collection has grown at a fast pace. Several companies showed interest to study the different ways to organize the amount of audio information without the need of human intervention to generate metadata. In the past few years, many applications have emerged on the market which are capable of identifying a piece of music in a short time. Different audio effects and degradation make it much harder to identify the unknown piece. In this paper, an audio fingerprinting system which makes use of a non-parametric based algorithm is presented. Parametric analysis is also performed using Gaussian Mixture Models (GMMs). The feature extraction methods employed are the Mel Spectrum Coefficients and the MPEG-7 basic descriptors. Bin numbers replaced the extracted feature coefficients during the non-parametric modelling. The results show that non-parametric analysis offer potential results as the ones mentioned in the literature.Keywords: audio fingerprinting, mapping algorithm, Gaussian Mixture Models, MFCC, MPEG-7
Procedia PDF Downloads 4195612 Statistical Time-Series and Neural Architecture of Malaria Patients Records in Lagos, Nigeria
Authors: Akinbo Razak Yinka, Adesanya Kehinde Kazeem, Oladokun Oluwagbenga Peter
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Time series data are sequences of observations collected over a period of time. Such data can be used to predict health outcomes, such as disease progression, mortality, hospitalization, etc. The Statistical approach is based on mathematical models that capture the patterns and trends of the data, such as autocorrelation, seasonality, and noise, while Neural methods are based on artificial neural networks, which are computational models that mimic the structure and function of biological neurons. This paper compared both parametric and non-parametric time series models of patients treated for malaria in Maternal and Child Health Centres in Lagos State, Nigeria. The forecast methods considered linear regression, Integrated Moving Average, ARIMA and SARIMA Modeling for the parametric approach, while Multilayer Perceptron (MLP) and Long Short-Term Memory (LSTM) Network were used for the non-parametric model. The performance of each method is evaluated using the Mean Absolute Error (MAE), R-squared (R2) and Root Mean Square Error (RMSE) as criteria to determine the accuracy of each model. The study revealed that the best performance in terms of error was found in MLP, followed by the LSTM and ARIMA models. In addition, the Bootstrap Aggregating technique was used to make robust forecasts when there are uncertainties in the data.Keywords: ARIMA, bootstrap aggregation, MLP, LSTM, SARIMA, time-series analysis
Procedia PDF Downloads 745611 Simultaneous Determination of Methotrexate and Aspirin Using Fourier Transform Convolution Emission Data under Non-Parametric Linear Regression Method
Authors: Marwa A. A. Ragab, Hadir M. Maher, Eman I. El-Kimary
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Co-administration of methotrexate (MTX) and aspirin (ASP) can cause a pharmacokinetic interaction and a subsequent increase in blood MTX concentrations which may increase the risk of MTX toxicity. Therefore, it is important to develop a sensitive, selective, accurate and precise method for their simultaneous determination in urine. A new hybrid chemometric method has been applied to the emission response data of the two drugs. Spectrofluorimetric method for determination of MTX through measurement of its acid-degradation product, 4-amino-4-deoxy-10-methylpteroic acid (4-AMP), was developed. Moreover, the acid-catalyzed degradation reaction enables the spectrofluorimetric determination of ASP through the formation of its active metabolite salicylic acid (SA). The proposed chemometric method deals with convolution of emission data using 8-points sin xi polynomials (discrete Fourier functions) after the derivative treatment of these emission data. The first and second derivative curves (D1 & D2) were obtained first then convolution of these curves was done to obtain first and second derivative under Fourier functions curves (D1/FF) and (D2/FF). This new application was used for the resolution of the overlapped emission bands of the degradation products of both drugs to allow their simultaneous indirect determination in human urine. Not only this chemometric approach was applied to the emission data but also the obtained data were subjected to non-parametric linear regression analysis (Theil’s method). The proposed method was fully validated according to the ICH guidelines and it yielded linearity ranges as follows: 0.05-0.75 and 0.5-2.5 µg mL-1 for MTX and ASP respectively. It was found that the non-parametric method was superior over the parametric one in the simultaneous determination of MTX and ASP after the chemometric treatment of the emission spectra of their degradation products. The work combines the advantages of derivative and convolution using discrete Fourier function together with the reliability and efficacy of the non-parametric analysis of data. The achieved sensitivity along with the low values of LOD (0.01 and 0.06 µg mL-1) and LOQ (0.04 and 0.2 µg mL-1) for MTX and ASP respectively, by the second derivative under Fourier functions (D2/FF) were promising and guarantee its application for monitoring the two drugs in patients’ urine samples.Keywords: chemometrics, emission curves, derivative, convolution, Fourier transform, human urine, non-parametric regression, Theil’s method
Procedia PDF Downloads 4295610 Parametric Inference of Elliptical and Archimedean Family of Copulas
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
Procedia PDF Downloads 635609 Heteroscedastic Parametric and Semiparametric Smooth Coefficient Stochastic Frontier Application to Technical Efficiency Measurement
Authors: Rebecca Owusu Coffie, Atakelty Hailu
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Variants of production frontier models have emerged, however, only a limited number of them are applied in empirical research. Hence the effects of these alternative frontier models are not well understood, particularly within sub-Saharan Africa. In this paper, we apply recent advances in the production frontier to examine levels of technical efficiency and efficiency drivers. Specifically, we compare the heteroscedastic parametric and the semiparametric stochastic smooth coefficient (SPSC) models. Using rice production data from Ghana, our empirical estimates reveal that alternative specification of efficiency estimators results in either downward or upward bias in the technical efficiency estimates. Methodologically, we find that the SPSC model is more suitable and generates high-efficiency estimates. Within the parametric framework, we find that parameterization of both the mean and variance of the pre-truncated function is the best model. For the drivers of technical efficiency, we observed that longer farm distances increase inefficiency through a reduction in labor productivity. High soil quality, however, increases productivity through increased land productivity.Keywords: pre-truncated, rice production, smooth coefficient, technical efficiency
Procedia PDF Downloads 4445608 Bayesian Value at Risk Forecast Using Realized Conditional Autoregressive Expectiel Mdodel with an Application of Cryptocurrency
Authors: Niya Chen, Jennifer Chan
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In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk
Procedia PDF Downloads 1095607 Origamic Forms: A New Realm in Improving Acoustical Environment
Authors: Mostafa Refat Ismail, Hazem Eldaly
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The adaptation of architecture design to building function is getting highly needed in contemporary designs, especially with the great progression in design methods and tools. This, in turn, requires great flexibility in design strategies, as well as a wider spectrum of space settings to achieve the required environment that special activities imply. Acoustics is an essential factor influencing cognitive acts and behavior as well as, on the extreme end, the physical well-being inside a space. The complexity of this constrain is fueled up by the extended geometric dimensions of multipurpose halls, making acoustic adequateness a great concern that could not easily be achieved for each purpose. To achieve a performance oriented acoustic environment, various parametric shaped false ceilings based on origami folded notion are simulated. These parametric origami shapes are able to fold and unfold forming an interactive structure that changes the mutual acoustic environment according to the geometric shapes' position and its changing exposed surface areas. The mobility of the facets in the origami surface can stretch up the range from a complete plain surface to an unfolded element where a considerable amount of absorption is added to the space. The behavior of the parametric origami shapes are being modeled employing a ray tracing computer simulation package for various shapes topology. The conclusion shows a great variation in the acoustical performance due to the variation in folding faces of the origami surfaces, which cause different reflections and consequently large variations in decay curves.Keywords: parametric, origami, acoustics, architecture
Procedia PDF Downloads 2845606 Invalidation of the Start of Lunar Calendars Based on Sighting of Crescent: A Survey of 101 Years of Data between 1938 and 2038
Authors: Rafik Ouared
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The purpose of this paper is to invalidate decisions made by the Islamic conference led at Istanbul in 2016, which had defined two basic criteria to determine the start of the lunar month: (1)they are all based on the sighting of the crescent, be it observed or computed with modern methods, and (2) they've strongly recommended the adoption of the principle of 'unification of sighting', by which any occurrence of sighting anywhere would be applicable everywhere. To demonstrate the invalidation of those statements, a survey of 101 years of data, from 1938 to 2038, have been analyzed to compare the probability density function (PDF) of time difference between different types of fajr and new moon. Two groups of fajr have been considered: the 'natural fajr', which is the very first fajr following new moon, and the 'biased fajr', which is defined by human being inclusively of all chosen definitions. The parametric and non-parametric statistical comparisons between the different groups have shown the all the biased PDFs are significantly different from the unbiased (natural) PDF with probability value (p-value) less than 0.001. The significance level was fixed to 0.05. Conclusion: the on-going reference to sighting of crescent is inducing an significant bias in defining lunar calendar. Therefore, 'natural' calendar would be more applicable requiring a more contextualized revision of issue in fiqh.Keywords: biased fajr, lunar calendar, natural fajr, probability density function, sighting of crescent, time difference between fajr and new moon
Procedia PDF Downloads 2115605 Comparison of Analytical Method and Software for Analysis of Flat Slab Subjected to Various Parametric Loadings
Authors: Hema V. Vanar, R. K. Soni, N. D. Shah
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Slabs supported directly on columns without beams are known as Flat slabs. Flat slabs are highly versatile elements widely used in construction, providing minimum depth, fast construction and allowing flexible column grids. The main objective of this thesis is comparison of analytical method and soft ware for analysis of flat slab subjected to various parametric loadings. Study presents analysis of flat slab is performed under different types of gravity.Keywords: fat slab, parametric load, analysis, software
Procedia PDF Downloads 4935604 The Classification Performance in Parametric and Nonparametric Discriminant Analysis for a Class- Unbalanced Data of Diabetes Risk Groups
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
Procedia PDF Downloads 4345603 Formex Algebra Adaptation into Parametric Design Tools: Dome Structures
Authors: Réka Sárközi, Péter Iványi, Attila B. Széll
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The aim of this paper is to present the adaptation of the dome construction tool for formex algebra to the parametric design software Grasshopper. Formex algebra is a mathematical system, primarily used for planning structural systems such like truss-grid domes and vaults, together with the programming language Formian. The goal of the research is to allow architects to plan truss-grid structures easily with parametric design tools based on the versatile formex algebra mathematical system. To produce regular structures, coordinate system transformations are used and the dome structures are defined in spherical coordinate system. Owing to the abilities of the parametric design software, it is possible to apply further modifications on the structures and gain special forms. The paper covers the basic dome types, and also additional dome-based structures using special coordinate-system solutions based on spherical coordinate systems. It also contains additional structural possibilities like making double layer grids in all geometry forms. The adaptation of formex algebra and the parametric workflow of Grasshopper together give the possibility of quick and easy design and optimization of special truss-grid domes.Keywords: parametric design, structural morphology, space structures, spherical coordinate system
Procedia PDF Downloads 2535602 Spatial Point Process Analysis of Dengue Fever in Tainan, Taiwan
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
Procedia PDF Downloads 3485601 A Parametric Study on the Backwater Level Due to a Bridge Constriction
Authors: S. Atabay, T. A. Ali, Md. M. Mortula
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This paper presents the results and findings from a parametric study on the water surface elevation at upstream of bridge constriction for subcritical flow. In this study, the influence of Manning's Roughness Coefficient of main channel (nmc) and of floodplain (nfp), and bridge opening (b) flow rate (Q), contraction (kcon), and expansion coefficients (kexp) were investigated on backwater level. The DECK bridge models with different span widths and without any pier were investigated within the two stage channel having various roughness conditions. One of the most commonly used commercial one-dimensional HEC-RAS model was used in this parametric study. This study showed that the effects of main channel roughness (nmc) and flow rate (Q) on the backwater level are much higher than those of the floodplain roughness (nfp). Bridge opening (b) with contraction (kcon) and expansion coefficients (kexp) have very little effect on the backwater level within this range of parameters.Keywords: bridge backwater, parametric study, waterways, HEC-RAS model
Procedia PDF Downloads 3065600 Balancing a Rotary Inverted Pendulum System Using Robust Generalized Dynamic Inverse: Design and Experiment
Authors: Ibrahim M. Mehedi, Uzair Ansari, Ubaid M. Al-Saggaf, Abdulrahman H. Bajodah
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This paper presents a methodology for balancing a rotary inverted pendulum system using Robust Generalized Dynamic Inversion (RGDI) under influence of parametric variations and external disturbances. In GDI control, dynamic constraints are formulated in the form of asymptotically stable differential equation which encapsulates the control objectives. The constraint differential equations are based on the deviation function of the angular position and its rates from their reference values. The constraint dynamics are inverted using Moore-Penrose Generalized Inverse (MPGI) to realize the control expression. The GDI singularity problem is addressed by augmenting a dynamic scale factor in the interpretation of MPGI which guarantee asymptotically stable position tracking. An additional term based on Sliding Mode Control is appended within GDI control to make it robust against parametric variations, disturbances and tracking performance deterioration due to generalized inversion scaling. The stability of the closed loop system is ensured by using positive definite Lyapunov energy function that guarantees semi-global practically stable position tracking. Numerical simulations are conducted on the dynamic model of rotary inverted pendulum system to analyze the efficiency of proposed RGDI control law. The comparative study is also presented, in which the performance of RGDI control is compared with Linear Quadratic Regulator (LQR) and is verified through experiments. Numerical simulations and real-time experiments demonstrate better tracking performance abilities and robustness features of RGDI control in the presence of parametric uncertainties and disturbances.Keywords: generalized dynamic inversion, lyapunov stability, rotary inverted pendulum system, sliding mode control
Procedia PDF Downloads 171