Search results for: vector error correction model

Authors: Vahid Zeighami, Mohsen Ghsemi, Reza Akbari

Abstract:

In this work, a Multi-Level Artificial Bee Colony (called MLABC) is presented. In MLABC two species are used. The first species employs n colonies in which each of the them optimizes the complete solution vector. The cooperation between these colonies is carried out by exchanging information through a leader colony, which contains a set of elite bees. The second species uses a cooperative approach in which the complete solution vector is divided to k sub-vectors, and each of these sub-vectors is optimized by a a colony. The cooperation between these colonies is carried out by compiling sub-vectors into the complete solution vector. Finally, the cooperation between two species is obtained by exchanging information between them. The proposed algorithm is tested on a set of well known test functions. The results show that MLABC algorithms provide efficiency and robustness to solve numerical functions.

Keywords: artificial bee colony, cooperative, multilevel cooperation, vector

Procedia PDF Downloads 411

Authors: Reza Shakoori

Abstract:

This paper presents a structural correction of Arabic and Persian strokes using manipulation of their chain codes in order to improve the rate and performance of Persian and Arabic handwritten word recognition systems. It collects pure and effective features to represent a character with one consolidated feature vector and reduces variations in order to decrease the number of training samples and increase the chance of successful classification. Our results also show that how the proposed approaches can simplify classification and consequently recognition by reducing variations and possible noises on the chain code by keeping orientation of characters and their backbone structures.

Keywords: Arabic, chain code normalization, OCR systems, image processing

Procedia PDF Downloads 367

Authors: Norah Mohammed Alshahrani, Abdulaziz Almaleh

Abstract:

Autism Spectrum Disorder (ASD) is a condition related to issues with brain development that affects how a person recognises and communicates with others which results in difficulties with interaction and communication socially and it is constantly growing. Early recognition of ASD allows children to lead safe and healthy lives and helps doctors with accurate diagnoses and management of conditions. Therefore, it is crucial to develop a method that will achieve good results and with high accuracy for the measurement of ASD in children. In this paper, ASD datasets of toddlers and children have been analyzed. We employed the following machine learning techniques to attempt to explore ASD and they are Random Forest (RF), Decision Tree (DT), Na¨ıve Bayes (NB) and Support Vector Machine (SVM). Then Feature selection was used to provide fewer attributes from ASD datasets while preserving model performance. As a result, we found that the best result has been provided by the Support Vector Machine (SVM), achieving 0.98% in the toddler dataset and 0.99% in the children dataset.

Keywords: autism spectrum disorder, machine learning, feature selection, support vector machine

Procedia PDF Downloads 108

Authors: Assaad Ghazouani

Abstract:

Tunisia is ranked among the countries with low energy diversification, but this configuration makes the country too dependent on fossil fuel exporting countries and therefore extremely sensitive to any oil crises, many measures to diversify electricity production must be taken in making use of other forms of renewable and nuclear energy. One of the solutions required to escape this dependence is the liberalization of the electricity industry which can lead to an improvement of supply, energy diversification, and reducing some of the negative effects of the trade balance. This paper examines the issue of renewable electricity and economic growth in Tunisia consumption. The main objective is to study and analyze the causal link between renewable energy consumption and economic growth in Tunisia over the period 1980-2010. To examine the relationship in the short and in the long terms, we used a multidimensional approach to cointegration based on recent advances in time series econometrics (test Zivot - Andrews, Test of Cointegration Johannsen, Granger causality test, error correction model (ECM)).

Keywords: renewable electricity, economic growth, VECM, cointegration, Tunisia

Procedia PDF Downloads 502

Authors: Abimbola Adedeji, Ahmad Shauqi Zubir

Abstract:

This paper examines the profitability and risk between investing in gold exchange traded funds (ETFs) and gold mutual funds compares to gold prices. The main focus in determining whether there are similarities or differences between those financial products is the tracking error. The importance of understanding the similarities or differences between the gold ETFs, gold mutual funds and gold prices is derived from the fact that gold ETFs and gold mutual funds are used as substitutions for investors who are looking to profit from gold prices although they are short in capital. 10 hypotheses were tested. There are 3 types of tracking error used. Tracking error 1 and 3 gives results that differentiate between types of ETFs and mutual funds, hence yielding the answers in answering the hypotheses that were developed. However, tracking error 2 failed to give the answer that could shed light on the questions raised in this study. All of the results in tracking error 2 technique only telling us that the difference between the ups and downs of the financial instruments are similar, statistically to the physical gold prices movement.

Keywords: gold etf, gold mutual funds, tracking error

Procedia PDF Downloads 386

Authors: Sara Mosallanejad, Bogdan Z. Dlugogorski, Jeff Gore, Mohammednoor Altarawneh

Abstract:

Ammonium nitrate (NH­₄NO₃, AN) is commonly used as the main component of AN emulsion and fuel oil (ANFO) explosives, that use extensively in civilian and mining operations for underground development and tunneling applications. The emulsion formulation and wettability of AN prills, which affect the physical stability and detonation of ANFO, highly depend on the surface tension, density, viscosity of the used liquid. Therefore, for engineering applications of this material, the determination of density and surface tension of concentrated aqueous solutions of AN is essential. The molecular dynamics (MD) simulation method have been used to investigate the density and the surface tension of high concentrated ammonium nitrate solutions; up to its solubility limit in water. Non-polarisable models for water and ions have carried out the simulations, and the electronic continuum correction model (ECC) uses a scaling of the charges of the ions to apply the polarisation implicitly into the non-polarisable model. The results of calculated density and the surface tension of the solutions have been compared to available experimental values. Our MD simulations show that the non-polarisable model with full-charge ions overestimates the experimental results while the reduce-charge model for the ions fits very well with the experimental data. Ions in the solutions show repulsion from the interface using the non-polarisable force fields. However, when charges of the ions in the original model are scaled in line with the scaling factor of the ECC model, the ions create a double ionic layer near the interface by the migration of anions toward the interface while cations stay in the bulk of the solutions. Similar ions orientations near the interface were observed when polarisable models were used in simulations. In conclusion, applying the ECC model to the non-polarisable force field yields the density and surface tension of the AN solutions with high accuracy in comparison to the experimental measurements.

Keywords: ammonium nitrate, electronic continuum correction, non-polarisable force field, surface tension

Procedia PDF Downloads 177

Authors: Waleed Basuliman

Abstract:

Anthropometric dimensions are considered one of the important factors when designing human-machine systems. In this study, the estimation of anthropometric dimensions has been improved by using Artificial Neural Network (ANN) model that is able to predict the anthropometric measurements of Saudi males in Riyadh City. A total of 1427 Saudi males aged 6 to 60 years participated in measuring 20 anthropometric dimensions. These anthropometric measurements are considered important for designing the work and life applications in Saudi Arabia. The data were collected during eight months from different locations in Riyadh City. Five of these dimensions were used as predictors variables (inputs) of the model, and the remaining 15 dimensions were set to be the measured variables (Model’s outcomes). The hidden layers varied during the structuring stage, and the best performance was achieved with the network structure 6-25-15. The results showed that the developed Neural Network model was able to estimate the body dimensions of Saudi male population in Riyadh City. The network's mean absolute percentage error (MAPE) and the root mean squared error (RMSE) were found to be 0.0348 and 3.225, respectively. These results were found less, and then better, than the errors found in the literature. Finally, the accuracy of the developed neural network was evaluated by comparing the predicted outcomes with regression model. The ANN model showed higher coefficient of determination (R2) between the predicted and actual dimensions than the regression model.

Keywords: artificial neural network, anthropometric measurements, back-propagation

Procedia PDF Downloads 453

Authors: Seyed Abolhasan Naeini, Eisa Aliagahei

Abstract:

Today, the use of geosynthetic materials in geotechnical activities is increasing significantly. One of the main uses of these materials is to increase the compressive strength of clay reinforced by geotextile layers. In the present study, the effect of clay reinforcement by geotextile layers in increasing the compressive strength of clay has been investigated using modeling in ABAQUS 6.11.3 software. For this purpose, the modified Drager Prager model has been chosen to simulate the stress-strain behavior of soil layers and the linear elastic model for the geotextile layer. Unreinforced samples and reinforced samples are modeled by geotextile layers (1, 2 and 3 geotextile layers) by software. In order to validate the results, an article in the same field was used and the numerical modeling results were calibrated with the laboratory results. Based on the obtained results, the software has a suitable capability for modeling and the results of the numerical model overlap with the laboratory results to a very acceptable extent, by increasing the number of geotextile layers, the error between the results of the laboratory sample and the software model increases. The highest amount of error is related to the sample reinforced with three layers of geotextile and is 7.3%.

Keywords: Abaqus, cap model, clay, geotextile layer, reinforced soil

Procedia PDF Downloads 57

Authors: Nadia Ben Youssef, Aicha Bouzid

Abstract:

Gradient estimation is one of the most fundamental tasks in the field of image processing in general, and more particularly for color images since that the research in color image gradient remains limited. The widely used gradient method is Di Zenzo’s gradient operator, which is based on the measure of squared local contrast of color images. The proposed gradient mechanism, presented in this paper, is based on the principle of the Di Zenzo’s approach using quaternion representation. This edge detector is compared to a marginal approach based on multiscale product of wavelet transform and another vector approach based on quaternion convolution and vector gradient approach. The experimental results indicate that the proposed color gradient operator outperforms marginal approach, however, it is less efficient then the second vector approach.

Keywords: gradient, edge detection, color image, quaternion

Procedia PDF Downloads 197

Authors: Matthew C. Best

Abstract:

Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems.

Keywords: system identification, Kalman filter, linear model, MIMO, model order reduction

Procedia PDF Downloads 564

Authors: Flavio O. Torres, Maria J. Castilla, Rodrigo A. Augsburger, Pedro I. Cachana, Katherine S. Reyes

Abstract:

In this paper, we present a scene-based nonuniformity correction method using a modified recursive least square algorithm with a feedback system on the updates. The feedback is designed to remove impulsive noise contamination images produced by a recursive least square algorithm by measuring the output of the proposed algorithm. The key advantage of the method is based on its capacity to estimate detectors parameters and then compensate for impulsive noise contamination image in a frame by frame basics. We define the algorithm and present several experimental results to demonstrate the efficacy of the proposed method in comparison to several previously published recursive least square-based methods. We show that the proposed method removes impulsive noise contamination image.

Keywords: infrared focal plane arrays, infrared imaging, least mean square, nonuniformity correction

Procedia PDF Downloads 112

Authors: M. Abbasi Layegh, S. Haghipour, K. Athari, R. Khosravi, M. Tafkikialamdari

Abstract:

An approach to find the optimum mel-frequency cepstral coefficients (MFCCs) for the Radif of Mirzâ Ábdollâh, which is the principal emblem and the heart of Persian music, performed by most famous Iranian masters on two Iranian stringed instruments ‘Tar’ and ‘Setar’ is proposed. While investigating the variance of MFCC for each record in themusic database of 1500 gushe of the repertoire belonging to 12 modal systems (dastgâh and âvâz), we have applied the Fuzzy C-Mean clustering algorithm on each of the 12 coefficient and different combinations of those coefficients. We have applied the same experiment while increasing the number of coefficients but the clustering accuracy remained the same. Therefore, we can conclude that the first 7 MFCCs (V-7MFCC) are enough for classification of The Radif of Mirzâ Ábdollâh. Classical machine learning algorithms such as MLP neural networks, K-Nearest Neighbors (KNN), Gaussian Mixture Model (GMM), Hidden Markov Model (HMM) and Support Vector Machine (SVM) have been employed. Finally, it can be realized that SVM shows a better performance in this study.

Keywords: radif of Mirzâ Ábdollâh, Gushe, mel frequency cepstral coefficients, fuzzy c-mean clustering algorithm, k-nearest neighbors (KNN), gaussian mixture model (GMM), hidden markov model (HMM), support vector machine (SVM)

Procedia PDF Downloads 408

Authors: Chayanika Rout, Debjani Chakraborty, Adrijit Goswami

Abstract:

Our work presents an inventory model which illustrates imperfect production and imperfect inspection processes for deteriorating items. A cost-minimizing model is studied considering two types of inspection errors, namely, Type I error of falsely screening out a proportion of non-defects, thereby passing them on for rework and Type II error of falsely not screening out a proportion of defects, thus selling those to customers which incurs a penalty cost. The screened items are reworked; however, no returns are entertained due to deteriorating nature of the items. In more practical situations, certain parameters such as the demand rate and the deterioration rate of inventory cannot be accurately determined, and therefore, they are assumed to be triangular fuzzy numbers in our model. We calculate the optimal lot size that must be produced in order to minimize the total inventory cost for both the crisp and the fuzzy models. A numerical example is also considered to exemplify the procedure which is followed by the analysis of sensitivity of various parameters on the decision variable and the objective function.

Keywords: deteriorating items, EPQ, imperfect quality, rework, type I and type II inspection errors

Procedia PDF Downloads 157

Authors: K. Yahia, A. Ghoggal, A. Titaouine, S. E. Zouzou, F. Benchabane

Abstract:

This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: Induction Motors (IMs), Inter-turn Short-Circuits Diagnosis, Discrete Wavelet Transform (DWT), Current Park’s Vector Modulus (CPVM)

Procedia PDF Downloads 529

Authors: Yakup Sahin, Naim Suleyman Ting, Ismail Aksoy

Abstract:

A 1 kW power factor correction boost converter with an active snubber cell is presented in this paper. In the converter, the main switch turns on under zero voltage transition (ZVT) and turns off under zero current transition (ZCT) without any additional voltage or current stress. The auxiliary switch turns on and off under zero current switching (ZCS). Besides, the main diode turns on under ZVS and turns off under ZCS. The output current and voltage are controlled by the PFC converter in wide line and load range. The simulation results of converter are obtained for 1 kW and 100 kHz. One of the most important feature of the given converter is that it has direct power transfer as well as excellent soft switching techniques. Also, the converter has 0.99 power factor with the sinusoidal input current shape.

Keywords: power factor correction, direct power transfer, zero-voltage transition, zero-current transition, soft switching

Procedia PDF Downloads 924

Authors: Ren-Jieh Kuo, Chun-Shou Huang

Abstract:

The research of juice flavor forecasting has become more important in China. Due to the fast economic growth in China, many different kinds of juices have been introduced to the market. If a beverage company can understand their customers’ preference well, the juice can be served more attractively. Thus, this study intends to introduce the basic theory and computing process of grapes juice flavor forecasting based on support vector regression (SVR). Applying SVR, BPN and LR to forecast the flavor of grapes juice in real data, the result shows that SVR is more suitable and effective at predicting performance.

Keywords: flavor forecasting, artificial neural networks, Support Vector Regression, China

Procedia PDF Downloads 449

Authors: Jung–Min Yang

Abstract:

Solvability of the model matching problem for input/output switched asynchronous sequential machines is discussed in this paper. The control objective is to determine the existence condition and design algorithm for a corrective controller that can match the stable-state behavior of the closed-loop system to that of a reference model. Switching operations and correction procedures are incorporated using output feedback so that the controlled switched machine can show the desired input/output behavior. A matrix expression is presented to address reachability of switched asynchronous sequential machines with output equivalence with respect to a model. The presented reachability condition for the controller design is validated in a simple example.

Keywords: asynchronous sequential machines, corrective control, model matching, input/output control

Procedia PDF Downloads 303

Authors: V. Sacca, A. Sarica, F. Novellino, S. Barone, T. Tallarico, E. Filippelli, A. Granata, P. Valentino, A. Quattrone

Abstract:

In the last few years, resting-state functional MRI (rs-fMRI) was widely used to investigate the architecture of brain networks by investigating the Blood Oxygenation Level Dependent response. This technique represented an interesting, robust and reliable approach to compare pathologic and healthy subjects in order to investigate neurodegenerative diseases evolution. On the other hand, the elaboration of rs-fMRI data resulted to be very prone to noise due to confounding factors especially the head motion. Head motion has long been known to be a source of artefacts in task-based functional MRI studies, but it has become a particularly challenging problem in recent studies using rs-fMRI. The aim of this work was to evaluate in MS patients a well-known motion correction algorithm from the FMRIB's Software Library - MCFLIRT - that could be applied to minimize the head motion distortions, allowing to correctly interpret rs-fMRI results.

Keywords: head motion correction, MCFLIRT algorithm, multiple sclerosis, resting state fMRI

Procedia PDF Downloads 178

Authors: Saroj Bijarnia, Preety Singh

Abstract:

We propose a simple and effective biometrics system based on face verification across aging using a new variant of texture feature, Pyramid Binary Pattern. This employs Local Binary Pattern along with its hierarchical information. Dimension reduction of generated texture feature vector is done using Principal Component Analysis. Support Vector Machine is used for classification. Our proposed method achieves an accuracy of 92:24% and can be used in an automated age-invariant face verification system.

Keywords: biometrics, age invariant, verification, support vector machine

Procedia PDF Downloads 313

Authors: Abdelkarim M. Ertiame, D. W. Yu, D. L. Yu, J. B. Gomm

Abstract:

In this paper, a new robust fault detection and isolation (FDI) scheme is developed to monitor a multivariable nonlinear chemical process called the Chylla-Haase polymerization reactor when it is under the cascade PI control. The scheme employs a radial basis function neural network (RBFNN) in an independent mode to model the process dynamics and using the weighted sum-squared prediction error as the residual. The recursive orthogonal Least Squares algorithm (ROLS) is employed to train the model to overcome the training difficulty of the independent mode of the network. Then, another RBFNN is used as a fault classifier to isolate faults from different features involved in the residual vector. The several actuator and sensor faults are simulated in a nonlinear simulation of the reactor in Simulink. The scheme is used to detect and isolate the faults on-line. The simulation results show the effectiveness of the scheme even the process is subjected to disturbances and uncertainties including significant changes in the monomer feed rate, fouling factor, impurity factor, ambient temperature and measurement noise. The simulation results are presented to illustrate the effectiveness and robustness of the proposed method.

Keywords: Robust fault detection, cascade control, independent RBF model, RBF neural networks, Chylla-Haase reactor, FDI under closed-loop control

Procedia PDF Downloads 469

Authors: Mehdi Rostamzadeh

Abstract:

Genetic Algorithms (GAs) are an adaptive heuristic search algorithm premised on the evolutionary ideas of natural selection and genetic. In this study, we apply GAs for fundamental and technical models of exchange rate determination in exchange rate market. In this framework, we estimated absolute and relative purchasing power parity, Mundell-Fleming, sticky and flexible prices (monetary models), equilibrium exchange rate and portfolio balance model as fundamental models and Auto Regressive (AR), Moving Average (MA), Auto-Regressive with Moving Average (ARMA) and Mean Reversion (MR) as technical models for Iranian Rial against European Union’s Euro using monthly data from January 1992 to December 2014. Then, we put these models into the genetic algorithm system for measuring their optimal weight for each model. These optimal weights have been measured according to four criteria i.e. R-Squared (R2), mean square error (MSE), mean absolute percentage error (MAPE) and root mean square error (RMSE).Based on obtained Results, it seems that for explaining of Iranian Rial against EU Euro exchange rate behavior, fundamental models are better than technical models.

Keywords: exchange rate, genetic algorithm, fundamental models, technical models

Procedia PDF Downloads 244

Authors: Jijun Shi, Lichen Sun, Jianchao Zhao, Lizhi Sun, Enjun Liu, Chongwu Guo

Abstract:

Because of the consistency of pressure direction, more short cycle, and high sensitivity, Charging-Vacuum helium mass spectrometer leak testing technology is the most popular leak testing technology for the seal testing of the spacecraft parts, especially the small and medium size ones. Usually, auxiliary pump was used, and the minimum detectable leak rate could reach 5E-9Pa•m3/s, even better on certain occasions. Relative error is more important when evaluating the results. How to choose the reference leak, the background level of helium, and record formats would affect the leak rate tested. In the linearity range of leak testing system, it would reduce 10% relative error if the reference leak with larger leak rate was used, and the relative error would reduce obviously if the background of helium was low efficiently, the record format of decimal was used, and the more stable data were recorded.

Keywords: leak testing, spacecraft parts, relative error, error control

Procedia PDF Downloads 421

Authors: Bingchun Liu, Pei-Chann Chang, Natasha Huang, Dun Li

Abstract:

Machine Learning and Data Mining are the two important tools for extracting useful information and knowledge from large datasets. In machine learning, classification is a wildly used technique to predict qualitative variables and is generally preferred over regression from an operational point of view. Due to the enormous increase in air pollution in various countries especially China, Air Quality Classification has become one of the most important topics in air quality research and modelling. This study aims at introducing a hybrid classification model based on information theory and Support Vector Machine (SVM) using the air quality data of four cities in China namely Beijing, Guangzhou, Shanghai and Tianjin from Jan 1, 2014 to April 30, 2016. China's Ministry of Environmental Protection has classified the daily air quality into 6 levels namely Serious Pollution, Severe Pollution, Moderate Pollution, Light Pollution, Good and Excellent based on their respective Air Quality Index (AQI) values. Using the information theory, information gain (IG) is calculated and feature selection is done for both categorical features and continuous numeric features. Then SVM Machine Learning algorithm is implemented on the selected features with cross-validation. The final evaluation reveals that the IG and SVM hybrid model performs better than SVM (alone), Artificial Neural Network (ANN) and K-Nearest Neighbours (KNN) models in terms of accuracy as well as complexity.

Keywords: machine learning, air quality classification, air quality index, information gain, support vector machine, cross-validation

Procedia PDF Downloads 195

Authors: Alper Taner, Yesim Benal Oztekin, Huseyin Duran

Abstract:

In this study, an Artificial Neural Network (ANN) was developed in order to classify barley varieties. For this purpose, physical properties of barley varieties were determined and ANN techniques were used. The physical properties of 8 barley varieties grown in Turkey, namely thousand kernel weight, geometric mean diameter, sphericity, kernel volume, surface area, bulk density, true density, porosity and colour parameters of grain, were determined and it was found that these properties were statistically significant with respect to varieties. As ANN model, three models, N-l, N-2 and N-3 were constructed. The performances of these models were compared. It was determined that the best-fit model was N-1. In the N-1 model, the structure of the model was designed to be 11 input layers, 2 hidden layers and 1 output layer. Thousand kernel weight, geometric mean diameter, sphericity, kernel volume, surface area, bulk density, true density, porosity and colour parameters of grain were used as input parameter; and varieties as output parameter. R2, Root Mean Square Error and Mean Error for the N-l model were found as 99.99%, 0.00074 and 0.009%, respectively. All results obtained by the N-l model were observed to have been quite consistent with real data. By this model, it would be possible to construct automation systems for classification and cleaning in flourmills.

Keywords: physical properties, artificial neural networks, barley, classification

Procedia PDF Downloads 145

Authors: P. Sawatnatee, S. Udomsuk, K-N. Areerak, K-L. Areerak, A. Srikaew

Abstract:

The paper presents how to design the indirect vector control of three-phase induction motor drive systems using the artificial intelligence technique called the adaptive tabu search. The results from the simulation and the experiment show that the drive system with the controller designed from the proposed method can provide the best output speed response compared with those of the conventional method. The controller design using the proposed technique can be used to create the software package for engineers to achieve the optimal controller design of the induction motor speed control based on the indirect vector concept.

Keywords: indirect vector control, induction motor, adaptive tabu search, control design, artificial intelligence

Procedia PDF Downloads 374

Authors: Brahim Boukabcha, Amar Rebbouh

Abstract:

The bootstrap method based on the idea of exploiting all the information provided by the initial sample, allows us to study the properties of estimators. In this article we will present a theoretical study on the different methods of bootstrapping and using the technique of re-sampling in statistics inference to calculate the standard error of means of an estimator and determining a confidence interval for an estimated parameter. We apply these methods tested in the regression models and Pareto model, giving the best approximations.

Keywords: bootstrap, error standard, bias, jackknife, mean, median, variance, confidence interval, regression models

Procedia PDF Downloads 351

Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

Abstract:

This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

Procedia PDF Downloads 325

Authors: Anita Setianingrum, Oki S. Jaya, Zuherman Rustam

Abstract:

Forecasting stock price is a challenging task due to the complex time series of the data. The complexity arises from many variables that affect the stock market. Many time series models have been proposed before, but those previous models still have some problems: 1) put the subjectivity of choosing the technical indicators, and 2) rely upon some assumptions about the variables, so it is limited to be applied to all datasets. Therefore, this paper studied a novel Adaptive Neuro-Fuzzy Inference System (ANFIS) time series model based on Support Vector Regression (SVR) for forecasting the stock market. In order to evaluate the performance of proposed models, stock market transaction data of TAIEX and HIS from January to December 2015 is collected as experimental datasets. As a result, the method has outperformed its counterparts in terms of accuracy.

Keywords: ANFIS, fuzzy time series, stock forecasting, SVR

Procedia PDF Downloads 211

Authors: Dinesh Inamadar, R. Venugopalan, K. Padmini

Abstract:

An attempt has been made in the present communication to elucidate the efficacy of robust ANOVA methods to analyze horticultural field experimental data in the presence of outliers. Results obtained fortify the use of robust ANOVA methods as there was substantiate reduction in error mean square, and hence the probability of committing Type I error, as compared to the regular approach.

Keywords: outliers, robust ANOVA, horticulture, cook distance, type I error

Procedia PDF Downloads 348

Authors: Ashok Kalagura

Abstract:

This paper presents a data-mining model for fault-zone identification of flexible AC transmission systems (FACTS)-based transmission line including a thyristor-controlled series compensator (TCSC) and unified power-flow controller (UPFC), using ensemble decision trees. Given the randomness in the ensemble of decision trees stacked inside the random forests model, it provides an effective decision on the fault-zone identification. Half-cycle post-fault current and voltage samples from the fault inception are used as an input vector against target output ‘1’ for the fault after TCSC/UPFC and ‘1’ for the fault before TCSC/UPFC for fault-zone identification. The algorithm is tested on simulated fault data with wide variations in operating parameters of the power system network, including noisy environment providing a reliability measure of 99% with faster response time (3/4th cycle from fault inception). The results of the presented approach using the RF model indicate the reliable identification of the fault zone in FACTS-based transmission lines.

Keywords: distance relaying, fault-zone identification, random forests, RFs, support vector machine, SVM, thyristor-controlled series compensator, TCSC, unified power-flow controller, UPFC

Procedia PDF Downloads 399