Search results for: symmetric distributions
888 A Proposed Mechanism for Skewing Symmetric Distributions
Authors: M. T. Alodat
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In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.Keywords: normal distribution, moments, Fisher information, symmetric distributions
Procedia PDF Downloads 655887 Some Classes of Lorentzian Alpha-Sasakian Manifolds with Respect to Quarter-Symmetric Metric Connection
Authors: Santu Dey, Arindam Bhattacharyya
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The object of the present paper is to study a quarter-symmetric metric connection in a Lorentzian α-Sasakian manifold. We study some curvature properties of Lorentzian α-Sasakian manifold with respect to quarter-symmetric metric connection. We investigate quasi-projectively at, Φ-symmetric, Φ-projectively at Lorentzian α-Sasakian manifolds with respect to quarter-symmetric metric connection. We also discuss Lorentzian α-Sasakian manifold admitting quartersymmetric metric connection satisfying P.S = 0, where P denote the projective curvature tensor with respect to quarter-symmetric metric connection.Keywords: quarter-symmetric metric connection, Lorentzian alpha-Sasakian manifold, quasi-projectively flat Lorentzian alpha-Sasakian manifold, phi-symmetric manifold
Procedia PDF Downloads 237886 Evaluating Forecasts Through Stochastic Loss Order
Authors: Wilmer Osvaldo Martinez, Manuel Dario Hernandez, Juan Manuel Julio
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We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast accuracy should be assessed through stochastic loss order rather than expected loss order, which is the way it is customarily performed in previous work. Moreover, since forecast performance evaluation can be understood as a one way analysis of variance, we propose to explore loss distributions under two circumstances; when a strict (but unknown) joint stochastic order exists among the losses of all forecast alternatives, and when such order happens among subsets of alternative procedures. In spite of the fact that loss stochastic order is stronger than loss moment order, our proposals are at least as powerful as competing tests, and are robust to the correlation, autocorrelation and heteroskedasticity settings they consider. In addition, since our proposals do not require samples of the same size, their scope is also wider, and provided that they test the whole loss distribution instead of just loss moments, they can also be used to study forecast distributions as well. We illustrate the usefulness of our proposals by evaluating a set of real world forecasts.Keywords: forecast evaluation, stochastic order, multiple comparison, non parametric test
Procedia PDF Downloads 88885 A Variant of a Double Structure-Preserving QR Algorithm for Symmetric and Hamiltonian Matrices
Authors: Ahmed Salam, Haithem Benkahla
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Recently, an efficient backward-stable algorithm for computing eigenvalues and vectors of a symmetric and Hamiltonian matrix has been proposed. The method preserves the symmetric and Hamiltonian structures of the original matrix, during the whole process. In this paper, we revisit the method. We derive a way for implementing the reduction of the matrix to the appropriate condensed form. Then, we construct a novel version of the implicit QR-algorithm for computing the eigenvalues and vectors.Keywords: block implicit QR algorithm, preservation of a double structure, QR algorithm, symmetric and Hamiltonian structures
Procedia PDF Downloads 408884 Poisson Type Spherically Symmetric Spacetimes
Authors: Gonzalo García-Reyes
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Conformastat spherically symmetric exact solutions of Einstein's field equations representing matter distributions made of fluid both perfect and anisotropic from given solutions of Poisson's equation of Newtonian gravity are investigated. The approach is used in the construction of new relativistic models of thick spherical shells and three-component models of galaxies (bulge, disk, and dark matter halo), writing, in this case, the metric in cylindrical coordinates. In addition, the circular motion of test particles (rotation curves) along geodesics on the equatorial plane of matter configurations and the stability of the orbits against radial perturbations are studied. The models constructed satisfy all the energy conditions.Keywords: general relativity, exact solutions, spherical symmetry, galaxy, kinematics and dynamics, dark matter
Procedia PDF Downloads 84883 The Permutation of Symmetric Triangular Equilateral Group in the Cryptography of Private and Public Key
Authors: Fola John Adeyeye
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In this paper, we propose a cryptosystem private and public key base on symmetric group Pn and validates its theoretical formulation. This proposed system benefits from the algebraic properties of Pn such as noncommutative high logical, computational speed and high flexibility in selecting key which makes the discrete permutation multiplier logic (DPML) resist to attack by any algorithm such as Pohlig-Hellman. One of the advantages of this scheme is that it explore all the possible triangular symmetries. Against these properties, the only disadvantage is that the law of permutation multiplicity only allow an operation from left to right. Many other cryptosystems can be transformed into their symmetric group.Keywords: cryptosystem, private and public key, DPML, symmetric group Pn
Procedia PDF Downloads 201882 On Projective Invariants of Spherically Symmetric Finsler Spaces in Rn
Authors: Nasrin Sadeghzadeh
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In this paper we study projective invariants of spherically symmetric Finsler metrics in Rn. We find the necessary and sufficient conditions for the metrics to be Douglas and Generalized Douglas-Weyl (GDW) types. Also we show that two classes of GDW and Douglas spherically symmetric Finsler metrics coincide.Keywords: spherically symmetric finsler metrics in Rn, finsler metrics, douglas metric, generalized Douglas-Weyl (GDW) metric
Procedia PDF Downloads 357881 Finite Eigenstrains in Nonlinear Elastic Solid Wedges
Authors: Ashkan Golgoon, Souhayl Sadik, Arash Yavari
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Eigenstrains in nonlinear solids are created due to anelastic effects such as non-uniform temperature distributions, growth, remodeling, and defects. Eigenstrains understanding is indispensable, as they can generate residual stresses and strongly affect the overall response of solids. Here, we study the residual stress and deformation fields of an incompressible isotropic infinite wedge with a circumferentially-symmetric distribution of finite eigenstrains. We construct a material manifold, whose Riemannian metric explicitly depends on the eigenstrain distribution, thereby we turn the problem into a classical nonlinear elasticity problem, where we find an embedding of the Riemannian material manifold into the ambient Euclidean space. In particular, we find exact solutions for the residual stress and deformation fields of a neo-Hookean wedge having a symmetric inclusion with finite radial and circumferential eigenstrains. Moreover, we numerically solve a similar problem when a symmetric Mooney-Rivlin inhomogeneity with finite eigenstrains is placed in a neo-Hookean wedge. Generalization of the eigenstrain problem to other geometries are also discussed.Keywords: finite eigenstrains, geometric mechanics, inclusion, inhomogeneity, nonlinear elasticity
Procedia PDF Downloads 251880 Nonlinear Defects and Discombinations in Anisotropic Solids
Authors: Ashkan Golgoon, Arash Yavari
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In this paper, we present some analytical solutions for the stress fields of nonlinear anisotropic solids with line and point defects distributions. In particular, we determine the induced stress fields of a parallel cylindrically-symmetric distribution of screw dislocations in infinite orthotropic and monoclinic media as well as a cylindrically-symmetric distribution of parallel wedge disclinations in an infinite orthotropic medium. For a given distribution of edge dislocations, the material manifold is constructed using Cartan's moving frames and the stress field is obtained assuming that the medium is orthotropic. Also, we consider a spherically-symmetric distribution of point defects in a transversely isotropic spherical ball. We show that for an arbitrary incompressible transversely isotropic ball with the radial material preferred direction, a uniform point defect distribution results in a uniform hydrostatic stress field inside the spherical region the distribution is supported in. Finally, we find the stresses induced by a discombination in an orthotropic medium.Keywords: defects, disclinations, dislocations, monoclinic solids, nonlinear elasticity, orthotropic solids, transversely isotropic solids
Procedia PDF Downloads 253879 Analytical Slope Stability Analysis Based on the Statistical Characterization of Soil Shear Strength
Authors: Bernardo C. P. Albuquerque, Darym J. F. Campos
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Increasing our ability to solve complex engineering problems is directly related to the processing capacity of computers. By means of such equipments, one is able to fast and accurately run numerical algorithms. Besides the increasing interest in numerical simulations, probabilistic approaches are also of great importance. This way, statistical tools have shown their relevance to the modelling of practical engineering problems. In general, statistical approaches to such problems consider that the random variables involved follow a normal distribution. This assumption tends to provide incorrect results when skew data is present since normal distributions are symmetric about their means. Thus, in order to visualize and quantify this aspect, 9 statistical distributions (symmetric and skew) have been considered to model a hypothetical slope stability problem. The data modeled is the friction angle of a superficial soil in Brasilia, Brazil. Despite the apparent universality, the normal distribution did not qualify as the best fit. In the present effort, data obtained in consolidated-drained triaxial tests and saturated direct shear tests have been modeled and used to analytically derive the probability density function (PDF) of the safety factor of a hypothetical slope based on Mohr-Coulomb rupture criterion. Therefore, based on this analysis, it is possible to explicitly derive the failure probability considering the friction angle as a random variable. Furthermore, it is possible to compare the stability analysis when the friction angle is modelled as a Dagum distribution (distribution that presented the best fit to the histogram) and as a Normal distribution. This comparison leads to relevant differences when analyzed in light of the risk management.Keywords: statistical slope stability analysis, skew distributions, probability of failure, functions of random variables
Procedia PDF Downloads 337878 Material Failure Process Simulation by Improved Finite Elements with Embedded Discontinuities
Authors: Gelacio Juárez-Luna, Gustavo Ayala, Jaime Retama-Velasco
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This paper shows the advantages of the material failure process simulation by improve finite elements with embedded discontinuities, using a new definition of traction vector, dependent on the discontinuity length and the angle. Particularly, two families of this kind of elements are compared: kinematically optimal symmetric and statically and kinematically optimal non-symmetric. The constitutive model to describe the behavior of the material in the symmetric formulation is a traction-displacement jump relationship equipped with softening after reaching the failure surface. To show the validity of this symmetric formulation, representative numerical examples illustrating the performance of the proposed formulation are presented. It is shown that the non-symmetric family may over or underestimate the energy required to create a discontinuity, as this effect is related with the total length of the discontinuity, fact that is not noticed when the discontinuity path is a straight line.Keywords: variational formulation, strong discontinuity, embedded discontinuities, strain localization
Procedia PDF Downloads 780877 A Study on Ideals and Prime Ideals of Sub-Distributive Semirings and Its Applications to Symmetric Fuzzy Numbers
Authors: Rosy Joseph
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From an algebraic point of view, Semirings provide the most natural generalization of group theory and ring theory. In the absence of additive inverse in a semiring, one had to impose a weaker condition on the semiring, i.e., the additive cancellative law to study interesting structural properties. In many practical situations, fuzzy numbers are used to model imprecise observations derived from uncertain measurements or linguistic assessments. In this connection, a special class of fuzzy numbers whose shape is symmetric with respect to a vertical line called the symmetric fuzzy numbers i.e., for α ∈ (0, 1] the α − cuts will have a constant mid-point and the upper end of the interval will be a non-increasing function of α, the lower end will be the image of this function, is suitable. Based on this description, arithmetic operations and a ranking technique to order the symmetric fuzzy numbers were dealt with in detail. Wherein it was observed that the structure of the class of symmetric fuzzy numbers forms a commutative semigroup with cancellative property. Also, it forms a multiplicative monoid satisfying sub-distributive property.In this paper, we introduce the algebraic structure, sub-distributive semiring and discuss its various properties viz., ideals and prime ideals of sub-distributive semiring, sub-distributive ring of difference etc. in detail. Symmetric fuzzy numbers are visualized as an illustration.Keywords: semirings, subdistributive ring of difference, subdistributive semiring, symmetric fuzzy numbers
Procedia PDF Downloads 211876 Limiting Fracture Stress of Composite Ceramics with Symmetric Triangle Eutectic
Authors: Jian Zheng, Jinfeng Yu, Xinhua Ni
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The limiting fracture stress predicting model of composite ceramics with symmetric triangle eutectic was established based on its special microscopic structure. The symmetric triangle eutectic is consisted of matrix, the strong constraint inter-phase and reinforced fiber inclusions which are 120 degrees uniform symmetrical distribution. Considering the conditions of the rupture of the cohesive bond between matrix and fibers in eutectic and the stress concentration effect at the fiber end, the intrinsic fracture stress of eutectic was obtained. Based on the biggest micro-damage strain in eutectic, defining the load function, the macro-damage fracture stress of symmetric triangle eutectic was determined by boundary conditions. Introducing the conception of critical zone, the theoretical limiting fracture stress forecasting model of composite ceramics was got, and the stress was related to the fiber size and fiber volume fraction in eutectic. The calculated results agreed with the experimental results in the literature.Keywords: symmetric triangle eutectic, composite ceramics, limiting stress, intrinsic fracture stress
Procedia PDF Downloads 257875 Non-Differentiable Mond-Weir Type Symmetric Duality under Generalized Invexity
Authors: Jai Prakash Verma, Khushboo Verma
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In the present paper, a pair of Mond-Weir type non-differentiable multiobjective second-order programming problems, involving two kernel functions, where each of the objective functions contains support function, is formulated. We prove weak, strong and converse duality theorem for the second-order symmetric dual programs under η-pseudoinvexity conditions.Keywords: non-differentiable multiobjective programming, second-order symmetric duality, efficiency, support function, eta-pseudoinvexity
Procedia PDF Downloads 248874 Flexural Analysis of Symmetric Laminated Composite Timoshenko Beams under Harmonic Forces: An Analytical Solution
Authors: Mohammed Ali Hjaji, A.K. El-Senussi, Said H. Eshtewi
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The flexural dynamic response of symmetric laminated composite beams subjected to general transverse harmonic forces is investigated. The dynamic equations of motion and associated boundary conditions based on the first order shear deformation are derived through the use of Hamilton’s principle. The influences of shear deformation, rotary inertia, Poisson’s ratio and fibre orientation are incorporated in the present formulation. The resulting governing flexural equations for symmetric composite Timoshenko beams are exactly solved and the closed form solutions for steady state flexural response are then obtained for cantilever and simply supported boundary conditions. The applicability of the analytical closed-form solution is demonstrated via several examples with various transverse harmonic loads and symmetric cross-ply and angle-ply laminates. Results based on the present solution are assessed and validated against other well established finite element solutions and exact solutions available in the literature.Keywords: analytical solution, flexural response, harmonic forces, symmetric laminated beams, steady state response
Procedia PDF Downloads 486873 Beyond Classic Program Evaluation and Review Technique: A Generalized Model for Subjective Distributions with Flexible Variance
Authors: Byung Cheol Kim
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The Program Evaluation and Review Technique (PERT) is widely used for project management, but it struggles with subjective distributions, particularly due to its assumptions of constant variance and light tails. To overcome these limitations, we propose the Generalized PERT (G-PERT) model, which enhances PERT by incorporating variability in three-point subjective estimates. Our methodology extends the original PERT model to cover the full range of unimodal beta distributions, enabling the model to handle thick-tailed distributions and offering formulas for computing mean and variance. This maintains the simplicity of PERT while providing a more accurate depiction of uncertainty. Our empirical analysis demonstrates that the G-PERT model significantly improves performance, particularly when dealing with heavy-tail subjective distributions. In comparative assessments with alternative models such as triangular and lognormal distributions, G-PERT shows superior accuracy and flexibility. These results suggest that G-PERT offers a more robust solution for project estimation while still retaining the user-friendliness of the classic PERT approach.Keywords: PERT, subjective distribution, project management, flexible variance
Procedia PDF Downloads 17872 Copula Markov Switching Multifractal Models for Forecasting Value-at-Risk
Authors: Giriraj Achari, Malay Bhattacharyya
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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.Keywords: Copula, Markov Switching, multifractal, value-at-risk
Procedia PDF Downloads 164871 X̄ and S Control Charts based on Weighted Standard Deviation Method
Authors: Derya Karagöz
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A Shewhart chart based on normality assumption is not appropriate for skewed distributions since its Type-I error rate is inflated. This study presents X̄ and S control charts for monitoring the process variability for skewed distributions. We propose Weighted Standard Deviation (WSD) X̄ and S control charts. Standard deviation estimator is applied to monitor the process variability for estimating the process standard deviation, in the case of the W SD X̄ and S control charts as this estimator is simple and easy to compute. Unlike the Shewhart control chart, the proposed charts provide asymmetric limits in accordance with the direction and degree of skewness to construct the upper and lower limits. The performances of the proposed charts are compared with other heuristic charts for skewed distributions by using Simulation study. The Simulation studies show that the proposed control charts have good properties for skewed distributions and large sample sizes.Keywords: weighted standard deviation, MAD, skewed distributions, S control charts
Procedia PDF Downloads 399870 A Watermarking Signature Scheme with Hidden Watermarks and Constraint Functions in the Symmetric Key Setting
Authors: Yanmin Zhao, Siu Ming Yiu
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To claim the ownership for an executable program is a non-trivial task. An emerging direction is to add a watermark to the program such that the watermarked program preserves the original program’s functionality and removing the watermark would heavily destroy the functionality of the watermarked program. In this paper, the first watermarking signature scheme with the watermark and the constraint function hidden in the symmetric key setting is constructed. The scheme uses well-known techniques of lattice trapdoors and a lattice evaluation. The watermarking signature scheme is unforgeable under the Short Integer Solution (SIS) assumption and satisfies other security requirements such as the unremovability security property.Keywords: short integer solution (SIS) problem, symmetric-key setting, watermarking schemes, watermarked signatures
Procedia PDF Downloads 132869 A Review Of Blended Wing Body And Slender Delta Wing Performance Utilizing Experimental Techniques And Computational Fluid Dynamics
Authors: Abhiyan Paudel, Maheshwaran M Pillai
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This paper deals with the optimization and comparison of slender delta wing and blended wing body. The objective is to study the difference between the two wing types and analyze the various aerodynamic characteristics of both of these types.The blended-wing body is an aircraft configuration that has the potential to be more efficient than conventional large transport aircraft configurations with the same capability. The purported advantages of the BWB approach are efficient high-lift wings and a wide airfoil-shaped body. Similarly, symmetric separation vortices over slender delta wing may become asymmetric as the angle of attack is increased beyond a certain value, causing asymmetric forces even at symmetric flight conditions. The transition of the vortex pattern from being symmetric to asymmetric over symmetric bodies under symmetric flow conditions is a fascinating fluid dynamics problem and of major importance for the performance and control of high-maneuverability flight vehicles that favor the use of slender bodies. With the use of Star CCM, we analyze both the fluid properties. The CL, CD and CM were investigated in steady state CFD of BWB at Mach 0.3 and through wind tunnel experiments on 1/6th model of BWB at Mach 0.1. From CFD analysis pressure variation, Mach number contours and turbulence area was observed.Keywords: Coefficient of Lift, Coefficient of Drag, CFD=Computational Fluid Dynamics, BWB=Blended Wing Body, slender delta wing
Procedia PDF Downloads 530868 1D Klein-Gordon Equation in an Infinite Square Well with PT Symmetry Boundary Conditions
Authors: Suleiman Bashir Adamu, Lawan Sani Taura
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We study the role of boundary conditions via -symmetric quantum mechanics, where denotes parity operator and denotes time reversal operator. Using the one-dimensional Schrödinger Hamiltonian for a free particle in an infinite square well, we introduce symmetric boundary conditions. We find solutions of the 1D Klein-Gordon equation for a free particle in an infinite square well with Hermitian boundary and symmetry boundary conditions, where in both cases the energy eigenvalues and eigenfunction, respectively, are obtained.Keywords: Eigenvalues, Eigenfunction, Hamiltonian, Klein- Gordon equation, PT-symmetric quantum mechanics
Procedia PDF Downloads 382867 Symmetric Arabic Language Encryption Technique Based on Modified Playfair Algorithm
Authors: Fairouz Beggas
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Due to the large number of exchanges in the networks, the security of communications is essential. Most ways of keeping communication secure rely on encryption. In this work, a symmetric encryption technique is offered to encrypt and decrypt simple Arabic scripts based on a multi-level security. A proposed technique uses an idea of Playfair encryption with a larger table size and an additional layer of encryption to ensure more security. The idea of the proposed algorithm aims to generate a dynamic table that depends on a secret key. The same secret key is also used to create other secret keys to over-encrypt the plaintext in three steps. The obtained results show that the proposed algorithm is faster in terms of encryption/decryption speed and can resist to many types of attacks.Keywords: arabic data, encryption, playfair, symmetric algorithm
Procedia PDF Downloads 86866 Characterization of Probability Distributions through Conditional Expectation of Pair of Generalized Order Statistics
Authors: Zubdahe Noor, Haseeb Athar
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In this article, first a relation for conditional expectation is developed and then is used to characterize a general class of distributions F(x) = 1-e^(-ah(x)) through conditional expectation of difference of pair of generalized order statistics. Some results are reduced for particular cases. In the end, a list of distributions is presented in the form of table that are compatible with the given general class.Keywords: generalized order statistics, order statistics, record values, conditional expectation, characterization
Procedia PDF Downloads 459865 Classification on Statistical Distributions of a Complex N-Body System
Authors: David C. Ni
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Contemporary models for N-body systems are based on temporal, two-body, and mass point representation of Newtonian mechanics. Other mainstream models include 2D and 3D Ising models based on local neighborhood the lattice structures. In Quantum mechanics, the theories of collective modes are for superconductivity and for the long-range quantum entanglement. However, these models are still mainly for the specific phenomena with a set of designated parameters. We are therefore motivated to develop a new construction directly from the complex-variable N-body systems based on the extended Blaschke functions (EBF), which represent a non-temporal and nonlinear extension of Lorentz transformation on the complex plane – the normalized momentum spaces. A point on the complex plane represents a normalized state of particle momentums observed from a reference frame in the theory of special relativity. There are only two key parameters, normalized momentum and nonlinearity for modelling. An algorithm similar to Jenkins-Traub method is adopted for solving EBF iteratively. Through iteration, the solution sets show a form of σ + i [-t, t], where σ and t are the real numbers, and the [-t, t] shows various distributions, such as 1-peak, 2-peak, and 3-peak etc. distributions and some of them are analog to the canonical distributions. The results of the numerical analysis demonstrate continuum-to-discreteness transitions, evolutional invariance of distributions, phase transitions with conjugate symmetry, etc., which manifest the construction as a potential candidate for the unification of statistics. We hereby classify the observed distributions on the finite convergent domains. Continuous and discrete distributions both exist and are predictable for given partitions in different regions of parameter-pair. We further compare these distributions with canonical distributions and address the impacts on the existing applications.Keywords: blaschke, lorentz transformation, complex variables, continuous, discrete, canonical, classification
Procedia PDF Downloads 309864 Study of Anti-Symmetric Flexural Mode Propagation along Wedge Tip with a Crack
Authors: Manikanta Prasad Banda, Che Hua Yang
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Anti-symmetric wave propagation along the particle motion of the wedge waves is known as anti-symmetric flexural (ASF) modes which travel along the wedge tips of the mid-plane apex with a small truncation. This paper investigates the characteristics of the ASF modes propagation with the wedge tip crack. The simulation and experimental results obtained by a three-dimensional (3-D) finite element model explained the contact acoustic non-linear (CAN) behavior in explicit dynamics in ABAQUS and the ultrasonic non-destructive testing (NDT) method is used for defect detection. The effect of various parameters on its high and low-level conversion modes are known for complex reflections and transmissions involved with direct reflections and transmissions. The results are used to predict the location of crack through complex transmission and reflection coefficients.Keywords: ASF mode, crack detection, finite elements method, laser ultrasound technique, wedge waves
Procedia PDF Downloads 134863 Hybrid Algorithm for Non-Negative Matrix Factorization Based on Symmetric Kullback-Leibler Divergence for Signal Dependent Noise: A Case Study
Authors: Ana Serafimovic, Karthik Devarajan
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Non-negative matrix factorization approximates a high dimensional non-negative matrix V as the product of two non-negative matrices, W and H, and allows only additive linear combinations of data, enabling it to learn parts with representations in reality. It has been successfully applied in the analysis and interpretation of high dimensional data arising in neuroscience, computational biology, and natural language processing, to name a few. The objective of this paper is to assess a hybrid algorithm for non-negative matrix factorization with multiplicative updates. The method aims to minimize the symmetric version of Kullback-Leibler divergence known as intrinsic information and assumes that the noise is signal-dependent and that it originates from an arbitrary distribution from the exponential family. It is a generalization of currently available algorithms for Gaussian, Poisson, gamma and inverse Gaussian noise. We demonstrate the potential usefulness of the new generalized algorithm by comparing its performance to the baseline methods which also aim to minimize symmetric divergence measures.Keywords: non-negative matrix factorization, dimension reduction, clustering, intrinsic information, symmetric information divergence, signal-dependent noise, exponential family, generalized Kullback-Leibler divergence, dual divergence
Procedia PDF Downloads 244862 Forecasting for Financial Stock Returns Using a Quantile Function Model
Authors: Yuzhi Cai
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In this paper, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.Keywords: DJIA, financial returns, predictive distribution, quantile function model
Procedia PDF Downloads 366861 Irreducible Sign Patterns of Minimum Rank of 3 and Symmetric Sign Patterns That Allow Diagonalizability
Authors: Sriparna Bandopadhyay
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It is known that irreducible sign patterns in general may not allow diagonalizability and in particular irreducible sign patterns with minimum rank greater than or equal to 4. It is also known that every irreducible sign pattern matrix with minimum rank of 2 allow diagonalizability with rank of 2 and the maximum rank of the sign pattern. In general sign patterns with minimum rank of 3 may not allow diagonalizability if the condition of irreducibility is dropped, but the problem of whether every irreducible sign pattern with minimum rank of 3 allows diagonalizability remains open. In this paper it is shown that irreducible sign patterns with minimum rank of 3 under certain conditions on the underlying graph allow diagonalizability. An alternate proof of the results that every sign pattern matrix with minimum rank of 2 and no zero lines allow diagonalizability with rank of 2 and also that every full sign pattern allows diagonalizability with all permissible ranks of the sign pattern is given. Some open problems regarding composite cycles in an irreducible symmetric sign pattern that support of a rank principal certificate are also answered.Keywords: irreducible sign patterns, minimum rank, symmetric sign patterns, rank -principal certificate, allowing diagonalizability
Procedia PDF Downloads 97860 First Order Moment Bounds on DMRL and IMRL Classes of Life Distributions
Authors: Debasis Sengupta, Sudipta Das
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The class of life distributions with decreasing mean residual life (DMRL) is well known in the field of reliability modeling. It contains the IFR class of distributions and is contained in the NBUE class of distributions. While upper and lower bounds of the reliability distribution function of aging classes such as IFR, IFRA, NBU, NBUE, and HNBUE have discussed in the literature for a long time, there is no analogous result available for the DMRL class. We obtain the upper and lower bounds for the reliability function of the DMRL class in terms of first order finite moment. The lower bound is obtained by showing that for any fixed time, the minimization of the reliability function over the class of all DMRL distributions with a fixed mean is equivalent to its minimization over a smaller class of distribution with a special form. Optimization over this restricted set can be made algebraically. Likewise, the maximization of the reliability function over the class of all DMRL distributions with a fixed mean turns out to be a parametric optimization problem over the class of DMRL distributions of a special form. The constructive proofs also establish that both the upper and lower bounds are sharp. Further, the DMRL upper bound coincides with the HNBUE upper bound and the lower bound coincides with the IFR lower bound. We also prove that a pair of sharp upper and lower bounds for the reliability function when the distribution is increasing mean residual life (IMRL) with a fixed mean. This result is proved in a similar way. These inequalities fill a long-standing void in the literature of the life distribution modeling.Keywords: DMRL, IMRL, reliability bounds, hazard functions
Procedia PDF Downloads 397859 Seismic Behaviour of Bi-Symmetric Buildings
Authors: Yogendra Singh, Mayur Pisode
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Many times it is observed that in multi-storeyed buildings the dynamic properties in the two directions are similar due to which there may be a coupling between the two orthogonal modes of the building. This is particularly observed in bi-symmetric buildings (buildings with structural properties and periods approximately equal in the two directions). There is a swapping of vibrational energy between the modes in the two orthogonal directions. To avoid this coupling the draft revision of IS:1893 proposes a minimum separation of more than 15% between the frequencies of the fundamental modes in the two directions. This study explores the seismic behaviour of bi-symmetrical buildings under uniaxial and bi-axial ground motions. For this purpose, three different types of 8 storey buildings symmetric in plan are modelled. The first building has square columns, resulting in identical periods in the two directions. The second building, with rectangular columns, has a difference of 20% in periods in orthogonal directions, and the third building has half of the rectangular columns aligned in one direction and other half aligned in the other direction. The numerical analysis of the seismic response of these three buildings is performed by using a set of 22 ground motions from PEER NGA database and scaled as per FEMA P695 guidelines to represent the same level of intensity corresponding to the Design Basis Earthquake. The results are analyzed in terms of the displacement-time response of the buildings at roof level and corresponding maximum inter-storey drift ratios.Keywords: bi-symmetric buildings, design code, dynamic coupling, multi-storey buildings, seismic response
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