Search results for: variance estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2895

Search results for: variance estimation

2715 Tracking Filtering Algorithm Based on ConvLSTM

Authors: Ailing Yang, Penghan Song, Aihua Cai

Abstract:

The nonlinear maneuvering target tracking problem is mainly a state estimation problem when the target motion model is uncertain. Traditional solutions include Kalman filtering based on Bayesian filtering framework and extended Kalman filtering. However, these methods need prior knowledge such as kinematics model and state system distribution, and their performance is poor in state estimation of nonprior complex dynamic systems. Therefore, in view of the problems existing in traditional algorithms, a convolution LSTM target state estimation (SAConvLSTM-SE) algorithm based on Self-Attention memory (SAM) is proposed to learn the historical motion state of the target and the error distribution information measured at the current time. The measured track point data of airborne radar are processed into data sets. After supervised training, the data-driven deep neural network based on SAConvLSTM can directly obtain the target state at the next moment. Through experiments on two different maneuvering targets, we find that the network has stronger robustness and better tracking accuracy than the existing tracking methods.

Keywords: maneuvering target, state estimation, Kalman filter, LSTM, self-attention

Procedia PDF Downloads 109
2714 Real Time Video Based Smoke Detection Using Double Optical Flow Estimation

Authors: Anton Stadler, Thorsten Ike

Abstract:

In this paper, we present a video based smoke detection algorithm based on TVL1 optical flow estimation. The main part of the algorithm is an accumulating system for motion angles and upward motion speed of the flow field. We optimized the usage of TVL1 flow estimation for the detection of smoke with very low smoke density. Therefore, we use adapted flow parameters and estimate the flow field on difference images. We show in theory and in evaluation that this improves the performance of smoke detection significantly. We evaluate the smoke algorithm using videos with different smoke densities and different backgrounds. We show that smoke detection is very reliable in varying scenarios. Further we verify that our algorithm is very robust towards crowded scenes disturbance videos.

Keywords: low density, optical flow, upward smoke motion, video based smoke detection

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2713 Blind Channel Estimation for Frequency Hopping System Using Subspace Based Method

Authors: M. M. Qasaymeh, M. A. Khodeir

Abstract:

Subspace channel estimation methods have been studied widely. It depends on subspace decomposition of the covariance matrix to separate signal subspace from noise subspace. The decomposition normally is done by either Eigenvalue Decomposition (EVD) or Singular Value Decomposition (SVD) of the Auto-Correlation matrix (ACM). However, the subspace decomposition process is computationally expensive. In this paper, the multipath channel estimation problem for a Slow Frequency Hopping (SFH) system using noise space based method is considered. An efficient method to estimate multipath the time delays basically is proposed, by applying MUltiple Signal Classification (MUSIC) algorithm which used the null space extracted by the Rank Revealing LU factorization (RRLU). The RRLU provides accurate information about the rank and the numerical null space which make it a valuable tool in numerical linear algebra. The proposed novel method decreases the computational complexity approximately to the half compared with RRQR methods keeping the same performance. Computer simulations are also included to demonstrate the effectiveness of the proposed scheme.

Keywords: frequency hopping, channel model, time delay estimation, RRLU, RRQR, MUSIC, LS-ESPRIT

Procedia PDF Downloads 386
2712 Light-Weight Network for Real-Time Pose Estimation

Authors: Jianghao Hu, Hongyu Wang

Abstract:

The effective and efficient human pose estimation algorithm is an important task for real-time human pose estimation on mobile devices. This paper proposes a light-weight human key points detection algorithm, Light-Weight Network for Real-Time Pose Estimation (LWPE). LWPE uses light-weight backbone network and depthwise separable convolutions to reduce parameters and lower latency. LWPE uses the feature pyramid network (FPN) to fuse the high-resolution, semantically weak features with the low-resolution, semantically strong features. In the meantime, with multi-scale prediction, the predicted result by the low-resolution feature map is stacked to the adjacent higher-resolution feature map to intermediately monitor the network and continuously refine the results. At the last step, the key point coordinates predicted in the highest-resolution are used as the final output of the network. For the key-points that are difficult to predict, LWPE adopts the online hard key points mining strategy to focus on the key points that hard predicting. The proposed algorithm achieves excellent performance in the single-person dataset selected in the AI (artificial intelligence) challenge dataset. The algorithm maintains high-precision performance even though the model only contains 3.9M parameters, and it can run at 225 frames per second (FPS) on the generic graphics processing unit (GPU).

Keywords: depthwise separable convolutions, feature pyramid network, human pose estimation, light-weight backbone

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2711 Remote Sensing and GIS Integration for Paddy Production Estimation in Bali Province, Indonesia

Authors: Sarono, Hamim Zaky Hadibasyir, dan Ridho Kurniawan

Abstract:

Estimation of paddy production is one of the areas that can be examined using the techniques of remote sensing and geographic information systems (GIS) in the field of agriculture. The purpose of this research is to know the amount of the paddy production estimation and how remote sensing and geographic information systems (GIS) are able to perform analysis of paddy production estimation in Tegalallang and Payangan Sub district, Bali Province, Indonesia. The method used is the method of land suitability. This method associates a physical parameters which are to be embodied in the smallest unit of a mapping that represents a mapping unit in a particular field and connecting with its field productivity. Analysis of estimated production using standard land suitability from FAO using matching technique. The parameters used to create the land unit is slope (FAO), climate classification (Oldeman), landform (Prapto Suharsono), and soil type. Land use map consist of paddy and non paddy field information obtained from Geo-eye 1 imagery using visual interpretation technique. Landsat image of the Data used for the interpretation of the landform, the classification of the slopes obtained from high point identification with method of interpolation spline, whereas climate data, soil, use secondary data originating from institutions-related institutions. The results of this research indicate Tegallalang and Payangan Districts in known wetland suitability consists of S1 (very suitable) covering an area of 2884,7 ha with the productivity of 5 tons/ha and S2 (suitable) covering an area of 482,9 ha with the productivity of 3 tons/ha. The sum of paddy production estimation as a results in both districts are 31.744, 3 tons in one year.

Keywords: production estimation, paddy, remote sensing, geography information system, land suitability

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2710 Estimation and Forecasting with a Quantile AR Model for Financial Returns

Authors: Yuzhi Cai

Abstract:

This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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2709 Secondary Traumatic Stress and Related Factors in Australian Social Workers and Psychologists

Authors: Cindy Davis, Samantha Rayner

Abstract:

Secondary traumatic stress (STS) is an indirect form of trauma affecting the psychological well-being of mental health workers; STS is found to be a prevalent risk in mental health occupations. Various factors impact the development of STS within the literature; including the level of trauma individuals are exposed to and their level of empathy. Research is limited on STS in mental health workers in Australia; therefore, this study examined STS and related factors of empathetic behavior and trauma caseload among mental health workers. The research utilized an online survey quantitative research design with a purposive sample of 190 mental health workers (176 females) recruited via professional websites and unofficial social media groups. Participants completed an online questionnaire comprising of demographics, the secondary traumatic stress scale and the empathy scale for social workers. A standard hierarchical regression analysis was conducted to examine the significance of covariates, traumatized clients, traumatic stress within workload and empathy in predicting STS. The current research found 29.5% of participants to meet the criteria for a diagnosis of STS. Age and past trauma within the covariates were significantly associated with STS. Amount of traumatized clients significantly predicted 4.7% of the variance in STS, traumatic stress within workload significantly predicted 4.8% of the variance in STS and empathy significantly predicted 4.9% of the variance in STS. These three independent variables and the covariates accounted for 18.5% of the variance in STS. Practical implications include a focus on developing risk strategies and treatment methods that can diminish the impact of STS.

Keywords: mental health, PTSD, social work, trauma

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2708 Estimation of Opc, Fly Ash and Slag Contents in Blended and Composite Cements by Selective Dissolution Method

Authors: Suresh Palla

Abstract:

This research paper presents the results of the study on the estimation of fly ash, slag and cement contents in blended and composite cements by novel selective dissolution method. Types of cement samples investigated include OPC with fly ash as performance improver, OPC with slag as performance improver, PPC, PSC and Composite cement confirming to respective Indian Standards. Slag and OPC contents in PSC were estimated by selectively dissolving OPC in stage 1 and selectively dissolving slag in stage 2. In the case of composite cement sample, the percentage of cement, slag and fly ash were estimated systematically by selective dissolution of cement, slag and fly ash in three stages. In the first stage, cement dissolved and separated by leaving the residue of slag and fly ash, designated as R1. The second stage involves gravimetric estimation of fractions of OPC, residue and selective dissolution of fly ash and slag contents. Fly ash content, R2 was estimated through gravimetric analysis. Thereafter, the difference between the R1 and R2 is considered as slag content. The obtained results of cement, fly ash and slag using selective dissolution method showed 10% of standard deviation with the corresponding percentage of respective constituents. The results suggest that this novel selective dissolution method can be successfully used for estimation of OPC and SCMs contents in different types of cements.

Keywords: selective dissolution method , fly ash, ggbfs slag, edta

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2707 Polynomially Adjusted Bivariate Density Estimates Based on the Saddlepoint Approximation

Authors: S. B. Provost, Susan Sheng

Abstract:

An alternative bivariate density estimation methodology is introduced in this presentation. The proposed approach involves estimating the density function associated with the marginal distribution of each of the two variables by means of the saddlepoint approximation technique and applying a bivariate polynomial adjustment to the product of these density estimates. Since the saddlepoint approximation is utilized in the context of density estimation, such estimates are determined from empirical cumulant-generating functions. In the univariate case, the saddlepoint density estimate is itself adjusted by a polynomial. Given a set of observations, the coefficients of the polynomial adjustments are obtained from the sample moments. Several illustrative applications of the proposed methodology shall be presented. Since this approach relies essentially on a determinate number of sample moments, it is particularly well suited for modeling massive data sets.

Keywords: density estimation, empirical cumulant-generating function, moments, saddlepoint approximation

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2706 Motion Estimator Architecture with Optimized Number of Processing Elements for High Efficiency Video Coding

Authors: Seongsoo Lee

Abstract:

Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: motion estimation, test zone search, high efficiency video coding, processing element, optimization

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2705 Human Posture Estimation Based on Multiple Viewpoints

Authors: Jiahe Liu, HongyangYu, Feng Qian, Miao Luo

Abstract:

This study aimed to address the problem of improving the confidence of key points by fusing multi-view information, thereby estimating human posture more accurately. We first obtained multi-view image information and then used the MvP algorithm to fuse this multi-view information together to obtain a set of high-confidence human key points. We used these as the input for the Spatio-Temporal Graph Convolution (ST-GCN). ST-GCN is a deep learning model used for processing spatio-temporal data, which can effectively capture spatio-temporal relationships in video sequences. By using the MvP algorithm to fuse multi-view information and inputting it into the spatio-temporal graph convolution model, this study provides an effective method to improve the accuracy of human posture estimation and provides strong support for further research and application in related fields.

Keywords: multi-view, pose estimation, ST-GCN, joint fusion

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2704 Low Complexity Carrier Frequency Offset Estimation for Cooperative Orthogonal Frequency Division Multiplexing Communication Systems without Cyclic Prefix

Authors: Tsui-Tsai Lin

Abstract:

Cooperative orthogonal frequency division multiplexing (OFDM) transmission, which possesses the advantages of better connectivity, expanded coverage, and resistance to frequency selective fading, has been a more powerful solution for the physical layer in wireless communications. However, such a hybrid scheme suffers from the carrier frequency offset (CFO) effects inherited from the OFDM-based systems, which lead to a significant degradation in performance. In addition, insertion of a cyclic prefix (CP) at each symbol block head for combating inter-symbol interference will lead to a reduction in spectral efficiency. The design on the CFO estimation for the cooperative OFDM system without CP is a suspended problem. This motivates us to develop a low complexity CFO estimator for the cooperative OFDM decode-and-forward (DF) communication system without CP over the multipath fading channel. Especially, using a block-type pilot, the CFO estimation is first derived in accordance with the least square criterion. A reliable performance can be obtained through an exhaustive two-dimensional (2D) search with a penalty of heavy computational complexity. As a remedy, an alternative solution realized with an iteration approach is proposed for the CFO estimation. In contrast to the 2D-search estimator, the iterative method enjoys the advantage of the substantially reduced implementation complexity without sacrificing the estimate performance. Computer simulations have been presented to demonstrate the efficacy of the proposed CFO estimation.

Keywords: cooperative transmission, orthogonal frequency division multiplexing (OFDM), carrier frequency offset, iteration

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2703 Parameter Estimation of False Dynamic EIV Model with Additive Uncertainty

Authors: Dalvinder Kaur Mangal

Abstract:

For the past decade, noise corrupted output measurements have been a fundamental research problem to be investigated. On the other hand, the estimation of the parameters for linear dynamic systems when also the input is affected by noise is recognized as more difficult problem which only recently has received increasing attention. Representations where errors or measurement noises/disturbances are present on both the inputs and outputs are usually called errors-in-variables (EIV) models. These disturbances may also have additive effects which are also considered in this paper. Parameter estimation of false EIV problem using equation error, output error and iterative prefiltering identification schemes with and without additive uncertainty, when only the output observation is corrupted by noise has been dealt in this paper. The comparative study of these three schemes has also been carried out.

Keywords: errors-in-variable (EIV), false EIV, equation error, output error, iterative prefiltering, Gaussian noise

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2702 Effect of Depth on Texture Features of Ultrasound Images

Authors: M. A. Alqahtani, D. P. Coleman, N. D. Pugh, L. D. M. Nokes

Abstract:

In diagnostic ultrasound, the echo graphic B-scan texture is an important area of investigation since it can be analyzed to characterize the histological state of internal tissues. An important factor requiring consideration when evaluating ultrasonic tissue texture is the depth. The effect of attenuation with depth of ultrasound, the size of the region of interest, gain, and dynamic range are important variables to consider as they can influence the analysis of texture features. These sources of variability have to be considered carefully when evaluating image texture as different settings might influence the resultant image. The aim of this study is to investigate the effect of depth on the texture features in-vivo using a 3D ultrasound probe. The left leg medial head of the gastrocnemius muscle of 10 healthy subjects were scanned. Two regions A and B were defined at different depth within the gastrocnemius muscle boundary. The size of both ROI’s was 280*20 pixels and the distance between region A and B was kept constant at 5 mm. Texture parameters include gray level, variance, skewness, kurtosis, co-occurrence matrix; run length matrix, gradient, autoregressive (AR) model and wavelet transform were extracted from the images. The paired t –test was used to test the depth effect for the normally distributed data and the Wilcoxon–Mann-Whitney test was used for the non-normally distributed data. The gray level, variance, and run length matrix were significantly lowered when the depth increased. The other texture parameters showed similar values at different depth. All the texture parameters showed no significant difference between depths A and B (p > 0.05) except for gray level, variance and run length matrix (p < 0.05). This indicates that gray level, variance, and run length matrix are depth dependent.

Keywords: ultrasound image, texture parameters, computational biology, biomedical engineering

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2701 Particle Filter State Estimation Algorithm Based on Improved Artificial Bee Colony Algorithm

Authors: Guangyuan Zhao, Nan Huang, Xuesong Han, Xu Huang

Abstract:

In order to solve the problem of sample dilution in the traditional particle filter algorithm and achieve accurate state estimation in a nonlinear system, a particle filter method based on an improved artificial bee colony (ABC) algorithm was proposed. The algorithm simulated the process of bee foraging and optimization and made the high likelihood region of the backward probability of particles moving to improve the rationality of particle distribution. The opposition-based learning (OBL) strategy is introduced to optimize the initial population of the artificial bee colony algorithm. The convergence factor is introduced into the neighborhood search strategy to limit the search range and improve the convergence speed. Finally, the crossover and mutation operations of the genetic algorithm are introduced into the search mechanism of the following bee, which makes the algorithm jump out of the local extreme value quickly and continue to search the global extreme value to improve its optimization ability. The simulation results show that the improved method can improve the estimation accuracy of particle filters, ensure the diversity of particles, and improve the rationality of particle distribution.

Keywords: particle filter, impoverishment, state estimation, artificial bee colony algorithm

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2700 Estimation of Location and Scale Parameters of Extended Exponential Distribution Based on Record Statistics

Authors: E. Krishna

Abstract:

An Extended form of exponential distribution using Marshall and Olkin method is introduced.The location scale family of these distributions is considered. For location scale free family, exact expressions for single and product moments of upper record statistics are derived. The mean, variance and covariance of record values are computed for various values of the shape parameter. Using these the BLUE's of location and scale parameters are derived.The variances and covariance of estimates are obtained.Through Monte Carlo simulation the con dence intervals for location and scale parameters are constructed.The Best liner unbiased Predictor (BLUP) of future records are also discussed.

Keywords: BLUE, BLUP, con dence interval, Marshall-Olkin distribution, Monte Carlo simulation, prediction of future records, record statistics

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2699 A Systematic Review on Development of a Cost Estimation Framework: A Case Study of Nigeria

Authors: Babatunde Dosumu, Obuks Ejohwomu, Akilu Yunusa-Kaltungo

Abstract:

Cost estimation in construction is often difficult, particularly when dealing with risks and uncertainties, which are inevitable and peculiar to developing countries like Nigeria. Direct consequences of these are major deviations in cost, duration, and quality. The fundamental aim of this study is to develop a framework for assessing the impacts of risk on cost estimation, which in turn causes variabilities between contract sum and final account. This is very important, as initial estimates given to clients should reflect the certain magnitude of consistency and accuracy, which the client builds other planning-related activities upon, and also enhance the capabilities of construction industry professionals by enabling better prediction of the final account from the contract sum. In achieving this, a systematic literature review was conducted with cost variability and construction projects as search string within three databases: Scopus, Web of science, and Ebsco (Business source premium), which are further analyzed and gap(s) in knowledge or research discovered. From the extensive review, it was found that factors causing deviation between final accounts and contract sum ranged between 1 and 45. Besides, it was discovered that a cost estimation framework similar to Building Cost Information Services (BCIS) is unavailable in Nigeria, which is a major reason why initial estimates are very often inconsistent, leading to project delay, abandonment, or determination at the expense of the huge sum of money invested. It was concluded that the development of a cost estimation framework that is adjudged an important tool in risk shedding rather than risk-sharing in project risk management would be a panacea to cost estimation problems, leading to cost variability in the Nigerian construction industry by the time this ongoing Ph.D. research is completed. It was recommended that practitioners in the construction industry should always take into account risk in order to facilitate the rapid development of the construction industry in Nigeria, which should give stakeholders a more in-depth understanding of the estimation effectiveness and efficiency to be adopted by stakeholders in both the private and public sectors.

Keywords: cost variability, construction projects, future studies, Nigeria

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2698 Measuring Banking Risk

Authors: Mike Tsionas

Abstract:

The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.

Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS

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2697 A Quantification Method of Attractiveness of Stations and an Estimation Method of Number of Passengers Taking into Consideration the Attractiveness of the Station

Authors: Naoya Ozaki, Takuya Watanabe, Ryosuke Matsumoto, Noriko Fukasawa

Abstract:

In the metropolitan areas in Japan, in many stations, shopping areas are set up, and escalators and elevators are installed to make the stations be barrier-free. Further, many areas around the stations are being redeveloped. Railway business operators want to know how much effect these circumstances have on attractiveness of the station or number of passengers using the station. So, we performed a questionnaire survey of the station users in the metropolitan areas for finding factors to affect the attractiveness of stations. Then, based on the analysis of the survey, we developed a method to quantitatively evaluate attractiveness of the stations. We also developed an estimation method for number of passengers based on combination of attractiveness of the station quantitatively evaluated and the residential and labor population around the station. Then, we derived precise linear regression models estimating the attractiveness of the station and number of passengers of the station.

Keywords: attractiveness of the station, estimation method, number of passengers of the station, redevelopment around the station, renovation of the station

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2696 Comparison of Methods of Estimation for Use in Goodness of Fit Tests for Binary Multilevel Models

Authors: I. V. Pinto, M. R. Sooriyarachchi

Abstract:

It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.

Keywords: goodness-of-fit test, marginal quasi-likelihood, multilevel modelling, penalized quasi-likelihood, power, quasi-likelihood, type-I error

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2695 Sensitivity Analysis of Movable Bed Roughness Formula in Sandy Rivers

Authors: Mehdi Fuladipanah

Abstract:

Sensitivity analysis as a technique is applied to determine influential input factors on model output. Variance-based sensitivity analysis method has more application compared to other methods because of including linear and non-linear models. In this paper, van Rijn’s movable bed roughness formula was selected to evaluate because of its reasonable results in sandy rivers. This equation contains four variables as: flow depth, sediment size,bBed form height and bed form length. These variable’s importance was determined using the first order of Fourier Amplitude Sensitivity Test. Sensitivity index was applied to evaluate importance of factors. The first order FAST based sensitivity indices test, explain 90% of the total variance that is indicating acceptance criteria of FAST application. More value of this index is indicating more important variable. Results show that bed form height, bed form length, sediment size and flow depth are more influential factors with sensitivity index: 32%, 24%, 19% and 15% respectively.

Keywords: sdensitivity analysis, variance, movable bed roughness formula, Sandy River

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2694 Home Legacy Device Output Estimation Using Temperature and Humidity Information by Adaptive Neural Fuzzy Inference System

Authors: Sung Hyun Yoo, In Hwan Choi, Jun Ho Jung, Choon Ki Ahn, Myo Taeg Lim

Abstract:

Home energy management system (HEMS) has been issued to reduce the power consumption. The HEMS performs electric power control for the indoor electric device. However, HEMS commonly treats the smart devices. In this paper, we suggest the output estimation of home legacy device using the artificial neural fuzzy inference system (ANFIS). This paper discusses the overview and the architecture of the system. In addition, accurate performance of the output estimation using the ANFIS inference system is shown via a numerical example.

Keywords: artificial neural fuzzy inference system (ANFIS), home energy management system (HEMS), smart device, legacy device

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2693 Volatility and Stylized Facts

Authors: Kalai Lamia, Jilani Faouzi

Abstract:

Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks.

Keywords: asymmetry volatility, clustering, stylised facts, leverage effect

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2692 A Bayesian Multivariate Microeconometric Model for Estimation of Price Elasticity of Demand

Authors: Jefferson Hernandez, Juan Padilla

Abstract:

Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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2691 Development of a Shape Based Estimation Technology Using Terrestrial Laser Scanning

Authors: Gichun Cha, Byoungjoon Yu, Jihwan Park, Minsoo Park, Junghyun Im, Sehwan Park, Sujung Sin, Seunghee Park

Abstract:

The goal of this research is to estimate a structural shape change using terrestrial laser scanning. This study proceeds with development of data reduction and shape change estimation algorithm for large-capacity scan data. The point cloud of scan data was converted to voxel and sampled. Technique of shape estimation is studied to detect changes in structure patterns, such as skyscrapers, bridges, and tunnels based on large point cloud data. The point cloud analysis applies the octree data structure to speed up the post-processing process for change detection. The point cloud data is the relative representative value of shape information, and it used as a model for detecting point cloud changes in a data structure. Shape estimation model is to develop a technology that can detect not only normal but also immediate structural changes in the event of disasters such as earthquakes, typhoons, and fires, thereby preventing major accidents caused by aging and disasters. The study will be expected to improve the efficiency of structural health monitoring and maintenance.

Keywords: terrestrial laser scanning, point cloud, shape information model, displacement measurement

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2690 Separating Landform from Noise in High-Resolution Digital Elevation Models through Scale-Adaptive Window-Based Regression

Authors: Anne M. Denton, Rahul Gomes, David W. Franzen

Abstract:

High-resolution elevation data are becoming increasingly available, but typical approaches for computing topographic features, like slope and curvature, still assume small sliding windows, for example, of size 3x3. That means that the digital elevation model (DEM) has to be resampled to the scale of the landform features that are of interest. Any higher resolution is lost in this resampling. When the topographic features are computed through regression that is performed at the resolution of the original data, the accuracy can be much higher, and the reported result can be adjusted to the length scale that is relevant locally. Slope and variance are calculated for overlapping windows, meaning that one regression result is computed per raster point. The number of window centers per area is the same for the output as for the original DEM. Slope and variance are computed by performing regression on the points in the surrounding window. Such an approach is computationally feasible because of the additive nature of regression parameters and variance. Any doubling of window size in each direction only takes a single pass over the data, corresponding to a logarithmic scaling of the resulting algorithm as a function of the window size. Slope and variance are stored for each aggregation step, allowing the reported slope to be selected to minimize variance. The approach thereby adjusts the effective window size to the landform features that are characteristic to the area within the DEM. Starting with a window size of 2x2, each iteration aggregates 2x2 non-overlapping windows from the previous iteration. Regression results are stored for each iteration, and the slope at minimal variance is reported in the final result. As such, the reported slope is adjusted to the length scale that is characteristic of the landform locally. The length scale itself and the variance at that length scale are also visualized to aid in interpreting the results for slope. The relevant length scale is taken to be half of the window size of the window over which the minimum variance was achieved. The resulting process was evaluated for 1-meter DEM data and for artificial data that was constructed to have defined length scales and added noise. A comparison with ESRI ArcMap was performed and showed the potential of the proposed algorithm. The resolution of the resulting output is much higher and the slope and aspect much less affected by noise. Additionally, the algorithm adjusts to the scale of interest within the region of the image. These benefits are gained without additional computational cost in comparison with resampling the DEM and computing the slope over 3x3 images in ESRI ArcMap for each resolution. In summary, the proposed approach extracts slope and aspect of DEMs at the lengths scales that are characteristic locally. The result is of higher resolution and less affected by noise than existing techniques.

Keywords: high resolution digital elevation models, multi-scale analysis, slope calculation, window-based regression

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2689 A Mixing Matrix Estimation Algorithm for Speech Signals under the Under-Determined Blind Source Separation Model

Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

Abstract:

The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: DBSCAN, potential function, speech signal, the UBSS model

Procedia PDF Downloads 105
2688 The Influence of Air Temperature Controls in Estimation of Air Temperature over Homogeneous Terrain

Authors: Fariza Yunus, Jasmee Jaafar, Zamalia Mahmud, Nurul Nisa’ Khairul Azmi, Nursalleh K. Chang, Nursalleh K. Chang

Abstract:

Variation of air temperature from one place to another is cause by air temperature controls. In general, the most important control of air temperature is elevation. Another significant independent variable in estimating air temperature is the location of meteorological stations. Distances to coastline and land use type are also contributed to significant variations in the air temperature. On the other hand, in homogeneous terrain direct interpolation of discrete points of air temperature work well to estimate air temperature values in un-sampled area. In this process the estimation is solely based on discrete points of air temperature. However, this study presents that air temperature controls also play significant roles in estimating air temperature over homogenous terrain of Peninsular Malaysia. An Inverse Distance Weighting (IDW) interpolation technique was adopted to generate continuous data of air temperature. This study compared two different datasets, observed mean monthly data of T, and estimation error of T–T’, where T’ estimated value from a multiple regression model. The multiple regression model considered eight independent variables of elevation, latitude, longitude, coastline, and four land use types of water bodies, forest, agriculture and build up areas, to represent the role of air temperature controls. Cross validation analysis was conducted to review accuracy of the estimation values. Final results show, estimation values of T–T’ produced lower errors for mean monthly mean air temperature over homogeneous terrain in Peninsular Malaysia.

Keywords: air temperature control, interpolation analysis, peninsular Malaysia, regression model, air temperature

Procedia PDF Downloads 351
2687 Applying Multivariate and Univariate Analysis of Variance on Socioeconomic, Health, and Security Variables in Jordan

Authors: Faisal G. Khamis, Ghaleb A. El-Refae

Abstract:

Many researchers have studied socioeconomic, health, and security variables in the developed countries; however, very few studies used multivariate analysis in developing countries. The current study contributes to the scarce literature about the determinants of the variance in socioeconomic, health, and security factors. Questions raised were whether the independent variables (IVs) of governorate and year impact the socioeconomic, health, and security dependent variables (DVs) in Jordan, whether the marginal mean of each DV in each governorate and in each year is significant, which governorates are similar in difference means of each DV, and whether these DVs vary. The main objectives were to determine the source of variances in DVs, collectively and separately, testing which governorates are similar and which diverge for each DV. The research design was time series and cross-sectional analysis. The main hypotheses are that IVs affect DVs collectively and separately. Multivariate and univariate analyses of variance were carried out to test these hypotheses. The population of 12 governorates in Jordan and the available data of 15 years (2000–2015) accrued from several Jordanian statistical yearbooks. We investigated the effect of two factors of governorate and year on the four DVs of divorce rate, mortality rate, unemployment percentage, and crime rate. All DVs were transformed to multivariate normal distribution. We calculated descriptive statistics for each DV. Based on the multivariate analysis of variance, we found a significant effect in IVs on DVs with p < .001. Based on the univariate analysis, we found a significant effect of IVs on each DV with p < .001, except the effect of the year factor on unemployment was not significant with p = .642. The grand and marginal means of each DV in each governorate and each year were significant based on a 95% confidence interval. Most governorates are not similar in DVs with p < .001. We concluded that the two factors produce significant effects on DVs, collectively and separately. Based on these findings, the government can distribute its financial and physical resources to governorates more efficiently. By identifying the sources of variance that contribute to the variation in DVs, insights can help inform focused variation prevention efforts.

Keywords: ANOVA, crime, divorce, governorate, hypothesis test, Jordan, MANOVA, means, mortality, unemployment, year

Procedia PDF Downloads 239
2686 Secure Multiparty Computations for Privacy Preserving Classifiers

Authors: M. Sumana, K. S. Hareesha

Abstract:

Secure computations are essential while performing privacy preserving data mining. Distributed privacy preserving data mining involve two to more sites that cannot pool in their data to a third party due to the violation of law regarding the individual. Hence in order to model the private data without compromising privacy and information loss, secure multiparty computations are used. Secure computations of product, mean, variance, dot product, sigmoid function using the additive and multiplicative homomorphic property is discussed. The computations are performed on vertically partitioned data with a single site holding the class value.

Keywords: homomorphic property, secure product, secure mean and variance, secure dot product, vertically partitioned data

Procedia PDF Downloads 388