Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5060

Search results for: sample paths

5060 Mixed Sub-Fractional Brownian Motion

Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-Markovian and that it has non-stationary increments. We will also give the conditions under which it is a semimartingale. Finally, the main features of its sample paths will be specified.

Keywords: mixed Gaussian processes, Sub-fractional Brownian motion, sample paths

Procedia PDF Downloads 397
5059 Mixed-Sub Fractional Brownian Motion

Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-markovian and that it has non-stationary increments. We will also give the conditions under which it is a semi-martingale. Finally, the main features of its sample paths will be specified.

Keywords: fractal dimensions, mixed gaussian processes, sample paths, sub-fractional brownian motion

Procedia PDF Downloads 347
5058 A Graph Theoretic Algorithm for Bandwidth Improvement in Computer Networks

Authors: Mehmet Karaata

Abstract:

Given two distinct vertices (nodes) source s and target t of a graph G = (V, E), the two node-disjoint paths problem is to identify two node-disjoint paths between s ∈ V and t ∈ V . Two paths are node-disjoint if they have no common intermediate vertices. In this paper, we present an algorithm with O(m)-time complexity for finding two node-disjoint paths between s and t in arbitrary graphs where m is the number of edges. The proposed algorithm has a wide range of applications in ensuring reliability and security of sensor, mobile and fixed communication networks.

Keywords: disjoint paths, distributed systems, fault-tolerance, network routing, security

Procedia PDF Downloads 264
5057 Generalized Central Paths for Convex Programming

Authors: Li-Zhi Liao

Abstract:

The central path has played the key role in the interior point method. However, the convergence of the central path may not be true even in some convex programming problems with linear constraints. In this paper, the generalized central paths are introduced for convex programming. One advantage of the generalized central paths is that the paths will always converge to some optimal solutions of the convex programming problem for any initial interior point. Some additional theoretical properties for the generalized central paths will be also reported.

Keywords: central path, convex programming, generalized central path, interior point method

Procedia PDF Downloads 220
5056 Post-Quantum Resistant Edge Authentication in Large Scale Industrial Internet of Things Environments Using Aggregated Local Knowledge and Consistent Triangulation

Authors: C. P. Autry, A. W. Roscoe, Mykhailo Magal

Abstract:

We discuss the theoretical model underlying 2BPA (two-band peer authentication), a practical alternative to conventional authentication of entities and data in IoT. In essence, this involves assembling a virtual map of authentication assets in the network, typically leading to many paths of confirmation between any pair of entities. This map is continuously updated, confirmed, and evaluated. The value of authentication along multiple disjoint paths becomes very clear, and we require analogues of triangulation to extend authentication along extended paths and deliver it along all possible paths. We discover that if an attacker wants to make an honest node falsely believe she has authenticated another, then the length of the authentication paths is of little importance. This is because optimal attack strategies correspond to minimal cuts in the authentication graph and do not contain multiple edges on the same path. The authentication provided by disjoint paths normally is additive (in entropy).

Keywords: authentication, edge computing, industrial IoT, post-quantum resistance

Procedia PDF Downloads 43
5055 Urban Regeneration of Historic Paths: A Case Study of Kom El Dekka Historic Path

Authors: Ahmed R. Ismail, Hatem A. El Tawil, Nevin G. Rezk

Abstract:

Historic paths in today's cities are facing the pressure of the urban development due to the rapid urban growth. Every new development is tearing the old urban fabric and the socio-economic character of the historic paths. Furthermore, in some cases historic paths suffer from negligence and decay. Kom El Dekka historic path was one of those deteriorated paths in the city of Alexandria, Egypt, in spite of its high heritage and socio-economic value. Therefore, there was a need to develop urban regeneration strategies as a part of a wider sustainable development vision, to handle the situation and revitalize the path as a livable space in the heart of the city. This study aims to develop a comprehensive assessment methodology to evaluate the different values of the path and to create community-oriented and economic-based analysis methodology for its socio-economic values. These analysis and assessments provide strategies for any regeneration action plan for Kom El Dekka historic path.

Keywords: community-oriented, economic-based, syntactical analysis, urban regeneration

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5054 Vulnerable Paths Assessment for Distributed Denial of Service Attacks in a Cloud Computing Environment

Authors: Manas Tripathi, Arunabha Mukhopadhyay

Abstract:

In Cloud computing environment, cloud servers, sometimes may crash after receiving huge amount of request and cloud services may stop which can create huge loss to users of that cloud services. This situation is called Denial of Service (DoS) attack. In Distributed Denial of Service (DDoS) attack, an attacker targets multiple network paths by compromising various vulnerable systems (zombies) and floods the victim with huge amount of request through these zombies. There are many solutions to mitigate this challenge but most of the methods allows the attack traffic to arrive at Cloud Service Provider (CSP) and then only takes actions against mitigation. Here in this paper we are rather focusing on preventive mechanism to deal with these attacks. We analyze network topology and find most vulnerable paths beforehand without waiting for the traffic to arrive at CSP. We have used Dijkstra's and Yen’s algorithm. Finally, risk assessment of these paths can be done by multiplying the probabilities of attack for these paths with the potential loss.

Keywords: cloud computing, DDoS, Dijkstra, Yen’s k-shortest path, network security

Procedia PDF Downloads 195
5053 The Protection and Enhancement of the Roman Roads in Algeria

Authors: Tarek Ninouh, Ahmed Rouili

Abstract:

The Roman paths or roads offer a very interesting archaeological material, because they allow us to understand the history of human settlement and are also factors that increase territorial identity. Roman roads are one of the hallmarks of the Roman empire, which extends to North Africa. The objective of this investigation is to attract the attention of researchers to the importance of Roman roads and paths, which are found in Algeria, according to the quality of the materials and techniques used in this period of our history, and to encourage other decision makers to protect and enhance these routes because the current urbanization, intensive agricultural practices, or simply forgotten, decreases the sustainability of this important historical heritage.

Keywords: Roman paths, quality of materials, property, valuation

Procedia PDF Downloads 330
5052 Apply Activity-Based Costing Management System by Key Success Paths to Promote the Competitive Advantages and Operation Performance

Authors: Mei-Fang Wu, Shu-Li Wang, Feng-Tsung Cheng

Abstract:

Highly developed technology and highly competitive global market highlight the important role of competitive advantages and operation performances in sustainable company operation. Activity-Based Costing (ABC) provides accurate operation cost and operation performance information. Rich literature provide relevant research with cases study on Activity-Based Costing application, and yet, there is no research studying on cause relationship between key success factors of applying Activity-Based Costing and its specific outcomes, such as profitability or share market. These relationships provide the ways to handle the key success factors to achieve the specific outcomes for ensuring to promote the competitive advantages and operation performances. The main purposes of this research are exploring the key success paths by Key Success Paths approach which will lead the ways to apply Activity-Base Costing. The Key Success Paths is the innovative method which is exploring the cause relationships and explaining what are the effects of key success factors to specific outcomes of Activity-Based Costing implementation. The cause relationships between key success factors and successful specific outcomes are Key Success Paths (KSPs). KSPs are the guidelines to lead the cost management strategies to achieve the goals of competitive advantages and operation performances. The research findings indicate that good management system design may impact the good outcomes of Activity-Based Costing application and achieve to outstanding competitive advantage, operating performance and profitability as well by KSPs exploration.

Keywords: activity-based costing, key success factors, key success paths approach, key success paths, key failure paths

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5051 Nonparametric Estimation of Risk-Neutral Densities via Empirical Esscher Transform

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

Abstract:

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

Procedia PDF Downloads 395
5050 Iterative Panel RC Extraction for Capacitive Touchscreen

Authors: Chae Hoon Park, Jong Kang Park, Jong Tae Kim

Abstract:

Electrical characteristics of capacitive touchscreen need to be accurately analyzed to result in better performance for multi-channel capacitance sensing. In this paper, we extracted the panel resistances and capacitances of the touchscreen by comparing measurement data and model data. By employing a lumped RC model for driver-to-receiver paths in touchscreen, we estimated resistance and capacitance values according to the physical lengths of channel paths which are proportional to the RC model. As a result, we obtained the model having 95.54% accuracy of the measurement data.

Keywords: electrical characteristics of capacitive touchscreen, iterative extraction, lumped RC model, physical lengths of channel paths

Procedia PDF Downloads 205
5049 Preliminary Investigation into the Potentials of Mixed Blend of Acha (Digitaria exiles), Aya (Cyperus esculenta) and Defatted Water Melon Seed (Citrullis lanatus) Flour as a Weaning Formula

Authors: O. G. Onuoha, O. G. Akagu

Abstract:

The potentials of acha (Digitaria exiles), aya (Cyperus esculentus) and defatted water melon seed (Citrullis lanatus) as a weaning formula was investigated using the following blends for acha, aya and defatted water melon seed respectively in percentage proportion to obtain the weaning formulae; WS1(20:50:30); WS2(30:40:30); WS3(40:30:30); WS4(50:20:30). The result of the chemical analysis showed that; the sample WS1 had the highest value (15.6%) for protein while sample WS4 had the least value (14.1%). The fat content sample WS4 having the highest value (30.8%) while sample WS1 had the least value (27.3%). The ash content sample WS4 had the highest value (3.22%) while sample WS1 had the least value (2.63%). The carbohydrate content showed that sample WS1 having the highest value (50.5%) while sample WS4 had the least value (46.58%). While sample WS4 had the highest energy value (528.32 Kcal) and sample WS2 had the least value (515.06 Kcal). However, all the sample results fell within the dietary daily reference intake for infants between 0-3 years and required only local technology in its production.

Keywords: weaning formula, acha, aya, deffted water melon seed

Procedia PDF Downloads 187
5048 The Crack Propagation on Glass in Laser Thermal Cleavage

Authors: Jehnming Lin

Abstract:

In the laser cleavage of glass, the laser is mostly adopted as a heat source to generate a thermal stress state on the substrates. The crack propagation of the soda-lime glass in the laser thermal cleavage with the straight-turning paths was investigated in this study experimentally and numerically. The crack propagation was visualized by a high speed camera with the off-line examination on the micro-crack propagation. The temperature and stress distributions induced by the laser heat source were calculated by ANSYS software based on the finite element method (FEM). With the cutting paths in various turning directions, the experimental and numerical results were in comparison and verified. The fracture modes due to the normal and shear stresses were verified at the turning point of the laser cleavage path. It shows a significant variation of the stress profiles along the straight-turning paths and causes a change on the fracture modes.

Keywords: laser cleavage, glass, fracture, stress analysis

Procedia PDF Downloads 159
5047 Modifying Byzantine Fault Detection Using Disjoint Paths

Authors: Mehmet Hakan Karaata, Ali Hamdan, Omer Yusuf Adam Mohamed

Abstract:

Consider a distributed system that delivers messages from a process to another. Such a system is often required to deliver each message to its destination regardless of whether or not the system components experience arbitrary forms of faults. In addition, each message received by the destination must be a message sent by a system process. In this paper, we first identify the necessary and sufficient conditions to detect some restricted form of Byzantine faults referred to as modifying Byzantine faults. An observable form of a Byzantine fault whose effect is limited to the modification of a message metadata or content, timing and omission faults, and message replay is referred to as a modifying Byzantine fault. We then present a distributed protocol to detect modifying Byzantine faults using optimal number of messages over node-disjoint paths.

Keywords: Byzantine faults, distributed systems, fault detection, network pro- tocols, node-disjoint paths

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5046 Hamiltonian Paths and Cycles Passing through Prescribed Edges in the Balanced Hypercubes

Authors: Dongqin Cheng

Abstract:

The n-dimensional balanced hypercube BHn (n ≥ 1) has been proved to be a bipartite graph. Let P be a set of edges whose induced subgraph consists of pairwise vertex-disjoint paths. For any two vertices u, v from different partite sets of V (BHn). In this paper, we prove that if |P| ≤ 2n − 2 and the subgraph induced by P has neither u nor v as internal vertices, or both of u and v as end-vertices, then BHn contains a Hamiltonian path joining u and v passing through P. As a corollary, if |P| ≤ 2n−1, then the BHn contains a Hamiltonian cycle passing through P.

Keywords: interconnection network, balanced hypercube, Hamiltonian cycle, prescribed edges

Procedia PDF Downloads 119
5045 0.13-μm CMOS Vector Modulator for Wireless Backhaul System

Authors: J. S. Kim, N. P. Hong

Abstract:

In this paper, a CMOS vector modulator designed for wireless backhaul system based on 802.11ac is presented. A poly phase filter and sign select switches yield two orthogonal signal paths. Two variable gain amplifiers with strongly reduced phase shift of only ±5 ° are used to weight these paths. It has a phase control range of 360 ° and a gain range of -10 dB to 10 dB. The current drawn from a 1.2 V supply amounts 20.4 mA. Using a 0.13 mm technology, the chip die area amounts 1.47x0.75 mm².

Keywords: CMOS, phase shifter, backhaul, 802.11ac

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5044 Optimal and Critical Path Analysis of State Transportation Network Using Neo4J

Authors: Pallavi Bhogaram, Xiaolong Wu, Min He, Onyedikachi Okenwa

Abstract:

A transportation network is a realization of a spatial network, describing a structure which permits either vehicular movement or flow of some commodity. Examples include road networks, railways, air routes, pipelines, and many more. The transportation network plays a vital role in maintaining the vigor of the nation’s economy. Hence, ensuring the network stays resilient all the time, especially in the face of challenges such as heavy traffic loads and large scale natural disasters, is of utmost importance. In this paper, we used the Neo4j application to develop the graph. Neo4j is the world's leading open-source, NoSQL, a native graph database that implements an ACID-compliant transactional backend to applications. The Southern California network model is developed using the Neo4j application and obtained the most critical and optimal nodes and paths in the network using centrality algorithms. The edge betweenness centrality algorithm calculates the critical or optimal paths using Yen's k-shortest paths algorithm, and the node betweenness centrality algorithm calculates the amount of influence a node has over the network. The preliminary study results confirm that the Neo4j application can be a suitable tool to study the important nodes and the critical paths for the major congested metropolitan area.

Keywords: critical path, transportation network, connectivity reliability, network model, Neo4j application, edge betweenness centrality index

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5043 Characterization of Performance of Blocks Produced from Dredged Sample

Authors: Adebayo B., Omotehinse A. O.

Abstract:

The performance and characteristics of blocks produced from dredged sample was investigated. Blocks were produced using appropriate mixes of dredged sample and sharp sand. Some geotechnical properties (moisture content, grain size distribution) of the dredged sample (Igbokoda dredged sample) were determined using the British Standard. The physico-mechanical properties (water absorption, density and compressive strength) of blocks produced were evaluated. The dredged sample is classified as a silty material. Seven replacement levels of sharp sand were considered in the study (SS- Sharp Sand and DS – Dredged Sample) was done with constant amount of cement. 1- 85 % DS and 15 % SS, 2- 70 % DS and 30 % SS, 3- 55 % DS and 45 % SS, 4- 50 % DS and 50 % SS, 5- 45 % DS and 55 % SS, 6- 30 % DS and 70 % SS, 7- 15 % DS and 85 % SS and 8 – IS 100 % with cement; 9 – SS 100 % with cement) of different ages (7 days, 14 days, 21 days and 28 days) for the production of blocks. The compressive strength of the blocks produced ranges between 0.52 MPa to 3.0 MPa and considering the mixes, the highest compressive strength was found in mix of 15 % DS and 85 % SS.

Keywords: dredge sample, silt, sharp sand, block, cement

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5042 Predicting Indonesia External Debt Crisis: An Artificial Neural Network Approach

Authors: Riznaldi Akbar

Abstract:

In this study, we compared the performance of the Artificial Neural Network (ANN) model with back-propagation algorithm in correctly predicting in-sample and out-of-sample external debt crisis in Indonesia. We found that exchange rate, foreign reserves, and exports are the major determinants to experiencing external debt crisis. The ANN in-sample performance provides relatively superior results. The ANN model is able to classify correctly crisis of 89.12 per cent with reasonably low false alarms of 7.01 per cent. In out-of-sample, the prediction performance fairly deteriorates compared to their in-sample performances. It could be explained as the ANN model tends to over-fit the data in the in-sample, but it could not fit the out-of-sample very well. The 10-fold cross-validation has been used to improve the out-of-sample prediction accuracy. The results also offer policy implications. The out-of-sample performance could be very sensitive to the size of the samples, as it could yield a higher total misclassification error and lower prediction accuracy. The ANN model could be used to identify past crisis episodes with some accuracy, but predicting crisis outside the estimation sample is much more challenging because of the presence of uncertainty.

Keywords: debt crisis, external debt, artificial neural network, ANN

Procedia PDF Downloads 371
5041 Reductions of Control Flow Graphs

Authors: Robert Gold

Abstract:

Control flow graphs are a well-known representation of the sequential control flow structure of programs with a multitude of applications. Not only single functions but also sets of functions or complete programs can be modelled by control flow graphs. In this case the size of the graphs can grow considerably and thus makes it difficult for software engineers to analyse the control flow. Graph reductions are helpful in this situation. In this paper we define reductions to subsets of nodes. Since executions of programs are represented by paths through the control flow graphs, paths should be preserved. Furthermore, the composition of reductions makes a stepwise analysis approach possible.

Keywords: control flow graph, graph reduction, software engineering, software applications

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5040 The Guideline of Overall Competitive Advantage Promotion with Key Success Paths

Authors: M. F. Wu, F. T. Cheng, C. S. Wu, M. C. Tan

Abstract:

It is a critical time to upgrade technology and increase value added with manufacturing skills developing and management strategies that will highly satisfy the customers need in the precision machinery global market. In recent years, the supply side, each precision machinery manufacturers in each country are facing the pressures of price reducing from the demand side voices that pushes the high-end precision machinery manufacturers adopts low-cost and high-quality strategy to retrieve the market. Because of the trend of the global market, the manufacturers must take price reducing strategies and upgrade technology of low-end machinery for differentiations to consolidate the market. By using six key success factors (KSFs), customer perceived value, customer satisfaction, customer service, product design, product effectiveness and machine structure quality are causal conditions to explore the impact of competitive advantage of the enterprise, such as overall profitability and product pricing power. This research uses key success paths (KSPs) approach and f/s QCA software to explore various combinations of causal relationships, so as to fully understand the performance level of KSFs and business objectives in order to achieve competitive advantage. In this study, the combination of a causal relationships, are called Key Success Paths (KSPs). The key success paths guide the enterprise to achieve the specific outcomes of business. The findings of this study indicate that there are thirteen KSPs to achieve the overall profitability, sixteen KSPs to achieve the product pricing power and seventeen KSPs to achieve both overall profitability and pricing power of the enterprise. The KSPs provide the directions of resources integration and allocation, improve utilization efficiency of limited resources to realize the continuous vision of the enterprise.

Keywords: precision machinery industry, key success factors (KSFs), key success paths (KSPs), overall profitability, product pricing power, competitive advantages

Procedia PDF Downloads 194
5039 Exploring Coordination between Monetary and Macroprudential Policies Using a Monetary Policy Procyclicality Ratio

Authors: Lukasz Kurowski, Paweł Smaga

Abstract:

We explore the procyclicality of monetary policy decisions towards the financial cycle in the 1995−2015 period on a sample of six central banks. Using interest rate paths and the credit-to-GDP gap to construct a monetary policy procyclicality ratio, we provide evidence that monetary policy procyclicality was high in BoE and CNB and low in Riksbank and ECB. The results support the need for coordination between macroprudential and monetary policies, for example, by including financial stability considerations to the inflation targeting strategy.

Keywords: central bank, financial stability, macroprudential policy, monetary policy

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5038 2D and 3D Unsteady Simulation of the Heat Transfer in the Sample during Heat Treatment by Moving Heat Source

Authors: Zdeněk Veselý, Milan Honner, Jiří Mach

Abstract:

The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. The complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from the 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on the temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.

Keywords: computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source

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5037 Special Properties of the Zeros of the Analytic Representations of Finite Quantum Systems

Authors: Muna Tabuni

Abstract:

The paper contains an investigation on the special properties of the zeros of the analytic representations of finite quantum systems. These zeros and their paths completely define the finite quantum system. The present paper studies the construction of the analytic representation from its zeros. The analytic functions of finite quantum systems are introduced. The zeros of the analytic theta functions and their paths have been studied. The analytic function f(z) have exactly d zeros. The analytic function has been constructed from its zeros.

Keywords: construction, analytic, representation, zeros

Procedia PDF Downloads 129
5036 GIS-Based Topographical Network for Minimum “Exertion” Routing

Authors: Katherine Carl Payne, Moshe Dror

Abstract:

The problem of minimum cost routing has been extensively explored in a variety of contexts. While there is a prevalence of routing applications based on least distance, time, and related attributes, exertion-based routing has remained relatively unexplored. In particular, the network structures traditionally used to construct minimum cost paths are not suited to representing exertion or finding paths of least exertion based on road gradient. In this paper, we introduce a topographical network or “topograph” that enables minimum cost routing based on the exertion metric on each arc in a given road network as it is related to changes in road gradient. We describe an algorithm for topograph construction and present the implementation of the topograph on a road network of the state of California with ~22 million nodes.

Keywords: topograph, RPE, routing, GIS

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5035 Gender Diversity in Early Years Education: An Exploratory Study Applied to Preschool Curriculum System in Romania

Authors: Emilia-Gheorghina Negru

Abstract:

As an EU goal, gender diversity in early year’s education aims and promotes equality of chances and respect for gender peculiarities of the pupils which are involved in formal educational activities. Early year’s education, as the first step to the Curriculum, prints to teachers the need to identify the role of the gender dimension on this stage, depending on the age level of preschool children through effective, complex, innovative and analytical awareness of gender diversity teaching and management strategies. Through gender educational work we, as teachers, will examine the effectiveness of the PATHS (Promoting Alternative Thinking Strategies) curriculum the gender development of school-aged children. PATHS and a school-based preventive intervention model are necessary to be designed to improve children's ability to discuss and understand equality and gender concepts. Our teachers must create an intervention model and provide PATHS lessons during the school year. Results of the intervention will be effective for both low- and high-risk children in improving their range of math’s skills for girls and vocabulary, fluency and emotional part for boys in discussing gender experiences, their efficacy beliefs regarding the management of equality in gender area, and their developmental understanding of some aspects of gender.

Keywords: gender, gender differences, gender equality, gender role, gender stereotypes

Procedia PDF Downloads 236
5034 A Theorem Related to Sample Moments and Two Types of Moment-Based Density Estimates

Authors: Serge B. Provost

Abstract:

Numerous statistical inference and modeling methodologies are based on sample moments rather than the actual observations. A result justifying the validity of this approach is introduced. More specifically, it will be established that given the first n moments of a sample of size n, one can recover the original n sample points. This implies that a sample of size n and its first associated n moments contain precisely the same amount of information. However, it is efficient to make use of a limited number of initial moments as most of the relevant distributional information is included in them. Two types of density estimation techniques that rely on such moments will be discussed. The first one expresses a density estimate as the product of a suitable base density and a polynomial adjustment whose coefficients are determined by equating the moments of the density estimate to the sample moments. The second one assumes that the derivative of the logarithm of a density function can be represented as a rational function. This gives rise to a system of linear equations involving sample moments, the density estimate is then obtained by solving a differential equation. Unlike kernel density estimation, these methodologies are ideally suited to model ‘big data’ as they only require a limited number of moments, irrespective of the sample size. What is more, they produce simple closed form expressions that are amenable to algebraic manipulations. They also turn out to be more accurate as will be shown in several illustrative examples.

Keywords: density estimation, log-density, polynomial adjustments, sample moments

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5033 Graphical Theoretical Construction of Discrete time Share Price Paths from Matroid

Authors: Min Wang, Sergey Utev

Abstract:

The lessons from the 2007-09 global financial crisis have driven scientific research, which considers the design of new methodologies and financial models in the global market. The quantum mechanics approach was introduced in the unpredictable stock market modeling. One famous quantum tool is Feynman path integral method, which was used to model insurance risk by Tamturk and Utev and adapted to formalize the path-dependent option pricing by Hao and Utev. The research is based on the path-dependent calculation method, which is motivated by the Feynman path integral method. The path calculation can be studied in two ways, one way is to label, and the other is computational. Labeling is a part of the representation of objects, and generating functions can provide many different ways of representing share price paths. In this paper, the recent works on graphical theoretical construction of individual share price path via matroid is presented. Firstly, a study is done on the knowledge of matroid, relationship between lattice path matroid and Tutte polynomials and ways to connect points in the lattice path matroid and Tutte polynomials is suggested. Secondly, It is found that a general binary tree can be validly constructed from a connected lattice path matroid rather than general lattice path matroid. Lastly, it is suggested that there is a way to represent share price paths via a general binary tree, and an algorithm is developed to construct share price paths from general binary trees. A relationship is also provided between lattice integer points and Tutte polynomials of a transversal matroid. Use this way of connection together with the algorithm, a share price path can be constructed from a given connected lattice path matroid.

Keywords: combinatorial construction, graphical representation, matroid, path calculation, share price, Tutte polynomial

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5032 The Effect of Non-Normality on CB-SEM and PLS-SEM Path Estimates

Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

Abstract:

The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are non-normal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and non-normality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under non-normality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.

Keywords: CB-SEM, Monte Carlo simulation, normality conditions, non-normality, PLS-SEM

Procedia PDF Downloads 274
5031 A Multicopy Strategy for Improved Security Wireless Sensor Network

Authors: Tuğçe Yücel

Abstract:

A Wireless Sensor Network(WSN) is a collection of sensor nodes which are deployed randomly in an area for surveillance. Efficient utilization of limited battery energy of sensors for increased network lifetime as well as data security are major design objectives for WSN. Moreover secure transmission of data sensed to a base station for further processing. Producing multiple copies of data packets and sending them on different paths is one of the strategies for this purpose, which leads to redundant energy consumption and hence reduced network lifetime. In this work we develop a restricted multi-copy multipath strategy where data move through ‘frequently’ or ‘heavily’ used sensors is copied by the sensor incident to such central nodes and sent on node-disjoint paths. We develop a mixed integer programing(MIP) model and heuristic approach present some preleminary test results.

Keywords: MIP, sensor, telecommunications, WSN

Procedia PDF Downloads 408