Search results for: Mixture of Multivariate Normal Distributions
1688 Self Organizing Mixture Network in Mixture Discriminant Analysis: An Experimental Study
Authors: Nazif Çalış, Murat Erişoğlu, Hamza Erol, Tayfun Servi
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In the recent works related with mixture discriminant analysis (MDA), expectation and maximization (EM) algorithm is used to estimate parameters of Gaussian mixtures. But, initial values of EM algorithm affect the final parameters- estimates. Also, when EM algorithm is applied two times, for the same data set, it can be give different results for the estimate of parameters and this affect the classification accuracy of MDA. Forthcoming this problem, we use Self Organizing Mixture Network (SOMN) algorithm to estimate parameters of Gaussians mixtures in MDA that SOMN is more robust when random the initial values of the parameters are used [5]. We show effectiveness of this method on popular simulated waveform datasets and real glass data set.Keywords: Self Organizing Mixture Network, MixtureDiscriminant Analysis, Waveform Datasets, Glass Identification, Mixture of Multivariate Normal Distributions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15171687 Evaluation of Carbon Dioxide Pressure through Radial Velocity Difference in Arterial Blood Modeled by Drift Flux Model
Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes
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In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11771686 A Mixture Model of Two Different Distributions Approach to the Analysis of Heterogeneous Survival Data
Authors: Ülkü Erişoğlu, Murat Erişoğlu, Hamza Erol
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In this paper we propose a mixture of two different distributions such as Exponential-Gamma, Exponential-Weibull and Gamma-Weibull to model heterogeneous survival data. Various properties of the proposed mixture of two different distributions are discussed. Maximum likelihood estimations of the parameters are obtained by using the EM algorithm. Illustrative example based on real data are also given.Keywords: Exponential-Gamma, Exponential-Weibull, Gamma-Weibull, EM Algorithm, Survival Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40641685 An AK-Chart for the Non-Normal Data
Authors: Chia-Hau Liu, Tai-Yue Wang
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Traditional multivariate control charts assume that measurement from manufacturing processes follows a multivariate normal distribution. However, this assumption may not hold or may be difficult to verify because not all the measurement from manufacturing processes are normal distributed in practice. This study develops a new multivariate control chart for monitoring the processes with non-normal data. We propose a mechanism based on integrating the one-class classification method and the adaptive technique. The adaptive technique is used to improve the sensitivity to small shift on one-class classification in statistical process control. In addition, this design provides an easy way to allocate the value of type I error so it is easier to be implemented. Finally, the simulation study and the real data from industry are used to demonstrate the effectiveness of the propose control charts.
Keywords: Multivariate control chart, statistical process control, one-class classification method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22691684 Parametric Modeling Approach for Call Holding Times for IP based Public Safety Networks via EM Algorithm
Authors: Badarch Tuyatsetseg
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This paper presents parametric probability density models for call holding times (CHTs) into emergency call center based on the actual data collected for over a week in the public Emergency Information Network (EIN) in Mongolia. When the set of chosen candidates of Gamma distribution family is fitted to the call holding time data, it is observed that the whole area in the CHT empirical histogram is underestimated due to spikes of higher probability and long tails of lower probability in the histogram. Therefore, we provide the Gaussian parametric model of a mixture of lognormal distributions with explicit analytical expressions for the modeling of CHTs of PSNs. Finally, we show that the CHTs for PSNs are fitted reasonably by a mixture of lognormal distributions via the simulation of expectation maximization algorithm. This result is significant as it expresses a useful mathematical tool in an explicit manner of a mixture of lognormal distributions.Keywords: A mixture of lognormal distributions, modeling call holding times, public safety network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16501683 A Thought on Exotic Statistical Distributions
Authors: R K Sinha
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The statistical distributions are modeled in explaining nature of various types of data sets. Although these distributions are mostly uni-modal, it is quite common to see multiple modes in the observed distribution of the underlying variables, which make the precise modeling unrealistic. The observed data do not exhibit smoothness not necessarily due to randomness, but could also be due to non-randomness resulting in zigzag curves, oscillations, humps etc. The present paper argues that trigonometric functions, which have not been used in probability functions of distributions so far, have the potential to take care of this, if incorporated in the distribution appropriately. A simple distribution (named as, Sinoform Distribution), involving trigonometric functions, is illustrated in the paper with a data set. The importance of trigonometric functions is demonstrated in the paper, which have the characteristics to make statistical distributions exotic. It is possible to have multiple modes, oscillations and zigzag curves in the density, which could be suitable to explain the underlying nature of select data set.Keywords: Exotic Statistical Distributions, Kurtosis, Mixture Distributions, Multi-modal
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16261682 Gas Pressure Evaluation through Radial Velocity Measurement of Fluid Flow Modeled by Drift Flux Model
Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes
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In this paper, we consider a drift flux mixture model of the blood flow. The mixture consists of gas phase which is carbon dioxide and liquid phase which is an aqueous carbon dioxide solution. This model was used to determine the distributions of the mixture velocity, the mixture pressure, and the carbon dioxide pressure. These theoretical data are used to determine a measurement method of mean gas pressure through the determination of radial velocity distribution. This method can be applicable in experimental domain.
Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12481681 Fuzzy Estimation of Parameters in Statistical Models
Authors: A. Falsafain, S. M. Taheri, M. Mashinchi
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Using a set of confidence intervals, we develop a common approach, to construct a fuzzy set as an estimator for unknown parameters in statistical models. We investigate a method to derive the explicit and unique membership function of such fuzzy estimators. The proposed method has been used to derive the fuzzy estimators of the parameters of a Normal distribution and some functions of parameters of two Normal distributions, as well as the parameters of the Exponential and Poisson distributions.Keywords: Confidence interval. Fuzzy number. Fuzzy estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22711680 Determination of the Best Fit Probability Distribution for Annual Rainfall in Karkheh River at Iran
Authors: Karim Hamidi Machekposhti, Hossein Sedghi
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This study was designed to find the best-fit probability distribution of annual rainfall based on 50 years sample (1966-2015) in the Karkheh river basin at Iran using six probability distributions: Normal, 2-Parameter Log Normal, 3-Parameter Log Normal, Pearson Type 3, Log Pearson Type 3 and Gumbel distribution. The best fit probability distribution was selected using Stormwater Management and Design Aid (SMADA) software and based on the Residual Sum of Squares (R.S.S) between observed and estimated values Based on the R.S.S values of fit tests, the Log Pearson Type 3 and then Pearson Type 3 distributions were found to be the best-fit probability distribution at the Jelogir Majin and Pole Zal rainfall gauging station. The annual values of expected rainfall were calculated using the best fit probability distributions and can be used by hydrologists and design engineers in future research at studied region and other region in the world.
Keywords: Log Pearson Type 3, SMADA, rainfall, Karkheh River.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7541679 Shear Strength Characteristics of Sand-Particulate Rubber Mixture
Authors: Firas Daghistani, Hossam Abuel Naga
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Waste tyres is an ongoing global problem that has a negative effect on the environment. Waste tyres are discarded in stockpiles where they provide harm to the environment in many ways. Finding applications to these materials can help in reducing this global problem. One of these applications is recycling these waste materials and using them in geotechnical engineering. Recycled waste tyre particulates can be mixed with sand to form a lightweight material with varying shear strength characteristics. This research further investigates the inclusion of particulate rubber to sand and whether it can increase or decrease the shear strength characteristics of the mixture. For the experiment, a series of direct shear tests was performed on a poorly graded sand with a mean particle size of 0.32 mm mixed with recycled poorly graded particulate rubber with a mean particle size of 0.51 mm. The shear tests were performed on four normal stresses 30, 55, 105, 200 kPa at a shear rate of 1 mm/minute. Different percentages of particulate rubber content were used in the mixture i.e., 10%, 20%, 30% and 50% of sand dry weight at three density states namely loose, slight dense, and dense state. The size ratio of the mixture, which is the mean particle size of the particulate rubber divided by the mean particle size of the sand, was 1.59. The results identified multiple parameters that can influence the shear strength of the mixture. The parameters were: normal stress, particulate rubber content, mixture gradation, mixture size ratio, and the mixture’s density. The inclusion of particulate rubber to sand showed a decrease to the internal friction angle, and an increase to the apparent cohesion. Overall, the inclusion of particulate rubber did not have a significant influence on the shear strength of the mixture. For all the dense states at the low normal stresses 30, and 55 kPa, the inclusion of particulate rubber showed a slight increase in the shear strength where the peak was at 20-30% rubber content of the sand’s dry weight. On the other hand, at the high normal stresses 105, and 200 kPa, there was a slight decrease in the shear strength.
Keywords: Direct shear, granular material, sand-rubber mixture, shear strength, waste material.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3601678 Asymmetric Tukey’s Control Chart Robust to Skew and Non-Skew Process Observation
Authors: S. Sukparungsee
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In reality, the process observations are away from the assumption that are normal distributed. The observations could be skew distributions which should use an asymmetric chart rather than symmetric chart. Consequently, this research aim to study the robustness of the asymmetric Tukey’s control chart for skew and non-skew distributions as Lognormal and Laplace distributions. Furthermore, the performances in detecting of a change in parameter of asymmetric and symmetric Tukey’s control charts are compared by Average ARL (AARL). The results found that the asymmetric performs better than symmetric Tukey’s control chart for both cases of skew and non-skew process observation.
Keywords: Asymmetric control limit, average of average run length, Tukey’s control chart and skew distributions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24891677 Decreasing Environmental Pollution in Superphosphate Production Using Apatite and Phosphorite Mixture
Authors: R. Guliyev
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The enhanced need for food items is receiving more importance due to a gradual increase in the world population and, in this scenario, fertilizers play a very important role in agriculture. In this study, the production of the normal superphosphate was investigated with a continuous chamber method by adding potassium chloride to a mixture of Hibin apatite and Kingisepp phosphorite. In the experiments, the following parameters were selected: The concentration of sulfuric acid (54–66% (w/w)), the stoichiometric norm of sulfuric acid (100, 107, 110, 114% (w/w)), the ratio of apatite/phosphorite in the mixture of phosphate (95/5, 90/10, 85/15, 80/20, 75/25, 70/30, 65/35,60/40, 55/45, 50/50 (w/w)), potassium chloride/the mixture of phosphate (1/50, 2/50, 3/50,4/50, 5/50 (w/w)), and the reaction time (2–8 min). It was observed that by adding potassium chloride to a low-grade phosphorite and using it to substitute a fraction of high-grade apatite in the normal superphosphate production not only resulted in a high-quality product but also eliminated the waiting period for the maturation of superphosphate in the storage. The objective of this study was to produce a normal superphosphate fertilizer by using a continuous chamber method in order to accelerate the production process and to reduce the environmental pollution caused by fluoride gases by eliminating the maturation time in the storage.
Keywords: Continuous chamber method, environmental pollution, fluoride gases.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9021676 A New Brazilian Friction-Resistant Low Alloy High Strength Steel – A Life Testing Approach
Authors: D. I. De Souza, G. P. Azevedo, R. Rocha
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In this paper we will develop a sequential life test approach applied to a modified low alloy-high strength steel part used in highway overpasses in Brazil.We will consider two possible underlying sampling distributions: the Normal and theInverse Weibull models. The minimum life will be considered equal to zero. We will use the two underlying models to analyze a fatigue life test situation, comparing the results obtained from both.Since a major chemical component of this low alloy-high strength steel part has been changed, there is little information available about the possible values that the parameters of the corresponding Normal and Inverse Weibull underlying sampling distributions could have. To estimate the shape and the scale parameters of these two sampling models we will use a maximum likelihood approach for censored failure data. We will also develop a truncation mechanism for the Inverse Weibull and Normal models. We will provide rules to truncate a sequential life testing situation making one of the two possible decisions at the moment of truncation; that is, accept or reject the null hypothesis H0. An example will develop the proposed truncated sequential life testing approach for the Inverse Weibull and Normal models.
Keywords: Sequential life testing, normal and inverse Weibull models, maximum likelihood approach, truncation mechanism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14291675 On the Bootstrap P-Value Method in Identifying out of Control Signals in Multivariate Control Chart
Authors: O. Ikpotokin
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In any production process, every product is aimed to attain a certain standard, but the presence of assignable cause of variability affects our process, thereby leading to low quality of product. The ability to identify and remove this type of variability reduces its overall effect, thereby improving the quality of the product. In case of a univariate control chart signal, it is easy to detect the problem and give a solution since it is related to a single quality characteristic. However, the problems involved in the use of multivariate control chart are the violation of multivariate normal assumption and the difficulty in identifying the quality characteristic(s) that resulted in the out of control signals. The purpose of this paper is to examine the use of non-parametric control chart (the bootstrap approach) for obtaining control limit to overcome the problem of multivariate distributional assumption and the p-value method for detecting out of control signals. Results from a performance study show that the proposed bootstrap method enables the setting of control limit that can enhance the detection of out of control signals when compared, while the p-value method also enhanced in identifying out of control variables.
Keywords: Bootstrap control limit, p-value method, out-of-control signals, p-value, quality characteristics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10121674 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 APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15451673 On the Performance of Information Criteria in Latent Segment Models
Authors: Jaime R. S. Fonseca
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Nevertheless the widespread application of finite mixture models in segmentation, finite mixture model selection is still an important issue. In fact, the selection of an adequate number of segments is a key issue in deriving latent segments structures and it is desirable that the selection criteria used for this end are effective. In order to select among several information criteria, which may support the selection of the correct number of segments we conduct a simulation study. In particular, this study is intended to determine which information criteria are more appropriate for mixture model selection when considering data sets with only categorical segmentation base variables. The generation of mixtures of multinomial data supports the proposed analysis. As a result, we establish a relationship between the level of measurement of segmentation variables and some (eleven) information criteria-s performance. The criterion AIC3 shows better performance (it indicates the correct number of the simulated segments- structure more often) when referring to mixtures of multinomial segmentation base variables.Keywords: Quantitative Methods, Multivariate Data Analysis, Clustering, Finite Mixture Models, Information Theoretical Criteria, Simulation experiments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15191672 A Brief Study about Nonparametric Adherence Tests
Authors: Vinicius R. Domingues, Luan C. S. M. Ozelim
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The statistical study has become indispensable for various fields of knowledge. Not any different, in Geotechnics the study of probabilistic and statistical methods has gained power considering its use in characterizing the uncertainties inherent in soil properties. One of the situations where engineers are constantly faced is the definition of a probability distribution that represents significantly the sampled data. To be able to discard bad distributions, goodness-of-fit tests are necessary. In this paper, three non-parametric goodness-of-fit tests are applied to a data set computationally generated to test the goodness-of-fit of them to a series of known distributions. It is shown that the use of normal distribution does not always provide satisfactory results regarding physical and behavioral representation of the modeled parameters.Keywords: Kolmogorov-Smirnov, Anderson-Darling, Cramer-Von-Mises, Nonparametric adherence tests.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18431671 A Multivariate Moving Average Control Chart for Photovoltaic Processes
Authors: Chunchom Pongchavalit
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For the electrical metrics that describe photovoltaic cell performance are inherently multivariate in nature, use of a univariate, or one variable, statistical process control chart can have important limitations. Development of a comprehensive process control strategy is known to be significantly beneficial to reducing process variability that ultimately drives up the manufacturing cost photovoltaic cells. The multivariate moving average or MMA chart, is applied to the electrical metrics of photovoltaic cells to illustrate the improved sensitivity on process variability this method of control charting offers. The result show the ability of the MMA chart to expand to as any variables as needed, suggests an application with multiple photovoltaic electrical metrics being used in concert to determine the processes state of control.Keywords: The multivariate moving average control chart, Photovoltaic processes control, Multivariate system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12821670 Segmenting Ultrasound B-Mode Images Using RiIG Distributions and Stochastic Optimization
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In this paper, we propose a novel algorithm for delineating the endocardial wall from a human heart ultrasound scan. We assume that the gray levels in the ultrasound images are independent and identically distributed random variables with different Rician Inverse Gaussian (RiIG) distributions. Both synthetic and real clinical data will be used for testing the algorithm. Algorithm performance will be evaluated using the expert radiologist evaluation of a soft copy of an ultrasound scan during the scanning process and secondly, doctor’s conclusion after going through a printed copy of the same scan. Successful implementation of this algorithm should make it possible to differentiate normal from abnormal soft tissue and help disease identification, what stage the disease is in and how best to treat the patient. We hope that an automated system that uses this algorithm will be useful in public hospitals especially in Third World countries where problems such as shortage of skilled radiologists and shortage of ultrasound machines are common. These public hospitals are usually the first and last stop for most patients in these countries.
Keywords: Endorcardial Wall, Rician Inverse Distributions, Segmentation, Ultrasound Images.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15731669 The Possibility-Probability Relationship for Bloodstream Concentrations of Physiologically Active Substances
Authors: Arkady Bolotin
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If a possibility distribution and a probability distribution are describing values x of one and the same system or process x(t), can they relate to each other? Though in general the possibility and probability distributions might be not connected at all, we can assume that in some particular cases there is an association linked them. In the presented paper, we consider distributions of bloodstream concentrations of physiologically active substances and propose that the probability to observe a concentration x of a substance X can be produced from the possibility of the event X = x . The proposed assumptions and resulted theoretical distributions are tested against the data obtained from various panel studies of the bloodstream concentrations of the different physiologically active substances in patients and healthy adults as well.Keywords: Possibility distributions, possibility-probability relationship.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11901668 Nonparametric Control Chart Using Density Weighted Support Vector Data Description
Authors: Myungraee Cha, Jun Seok Kim, Seung Hwan Park, Jun-Geol Baek
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In manufacturing industries, development of measurement leads to increase the number of monitoring variables and eventually the importance of multivariate control comes to the fore. Statistical process control (SPC) is one of the most widely used as multivariate control chart. Nevertheless, SPC is restricted to apply in processes because its assumption of data as following specific distribution. Unfortunately, process data are composed by the mixture of several processes and it is hard to estimate as one certain distribution. To alternative conventional SPC, therefore, nonparametric control chart come into the picture because of the strength of nonparametric control chart, the absence of parameter estimation. SVDD based control chart is one of the nonparametric control charts having the advantage of flexible control boundary. However,basic concept of SVDD has been an oversight to the important of data characteristic, density distribution. Therefore, we proposed DW-SVDD (Density Weighted SVDD) to cover up the weakness of conventional SVDD. DW-SVDD makes a new attempt to consider dense of data as introducing the notion of density Weight. We extend as control chart using new proposed SVDD and a simulation study of various distributional data is conducted to demonstrate the improvement of performance.
Keywords: Density estimation, Multivariate control chart, Oneclass classification, Support vector data description (SVDD)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21211667 The Mutated Distance between Two Mixture Trees
Authors: Wan Chian Li, Justie Su-Tzu Juan, Yi-Chun Wang, Shu-Chuan Chen
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The evolutionary tree is an important topic in bioinformation. In 2006, Chen and Lindsay proposed a new method to build the mixture tree from DNA sequences. Mixture tree is a new type evolutionary tree, and it has two additional information besides the information of ordinary evolutionary tree. One of the information is time parameter, and the other is the set of mutated sites. In 2008, Lin and Juan proposed an algorithm to compute the distance between two mixture trees. Their algorithm computes the distance with only considering the time parameter between two mixture trees. In this paper, we proposes a method to measure the similarity of two mixture trees with considering the set of mutated sites and develops two algorithm to compute the distance between two mixture trees. The time complexity of these two proposed algorithms are O(n2 × max{h(T1), h(T2)}) and O(n2), respectively
Keywords: evolutionary tree, mixture tree, mutated site, distance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14161666 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes
Authors: Amir T. Payandeh Najafabadi
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This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12821665 A Study on Behaviour of Normal Strength Concrete and High Strength Concrete Subjected to Elevated Temperatures
Authors: C. B. K.Rao, Rooban Kumar
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Cement concrete is a complex mixture of different materials. Behaviour of concrete depends on its mix proportions and constituents when it is subjected to elevated temperatures. Principal effects due to elevated temperatures are loss in compressive strength, loss in weight or mass, change in colour and spall of concrete. The experimental results of normal concrete and high strength concrete subjected elevated temperatures at 200°C, 400°C, 600°C, and 800°C and different cooling regimes viz. air cooling, water quenching on different grade of concrete are reported in this paper.
Keywords: High strength concrete, Normal strength concrete, Elevated Temperature, Loss of mass.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37781664 Time Series Forecasting Using Independent Component Analysis
Authors: Theodor D. Popescu
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The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17791663 Gas Detonation Forming by a Mixture of H2+O2 Detonation
Authors: Morteza Khaleghi Meybodi, Hossein Bisadi
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Explosive forming is one of the unconventional techniques in which, most commonly, the water is used as the pressure transmission medium. One of the newest methods in explosive forming is gas detonation forming which uses a normal shock wave derived of gas detonation, to form sheet metals. For this purpose a detonation is developed from the reaction of H2+O2 mixture in a long cylindrical detonation tube. The detonation wave goes through the detonation tube and acts as a blast load on the steel blank and forms it. Experimental results are compared with a finite element model; and the comparison of the experimental and numerical results obtained from strain, thickness variation and deformed geometry is carried out. Numerical and experimental results showed approximately 75 – 90 % similarity in formability of desired shape. Also optimum percent of gas mixture obtained when we mix 68% H2 with 32% O2.Keywords: Explosive forming, High strain rate, Gas detonation, Finite element analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21521662 On the Analysis of IP Traffic Distribution in the Network of Suranaree University of Technology
Authors: Paramet Nualmuenwai, Chutima Prommak
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This paper presents the IP traffic analysis. The traffic was collected from the network of Suranaree University of Technology using the software based on the Simple Network Management Protocol (SNMP). In particular, we analyze the distribution of the aggregated traffic during the hours of peak load and light load. The traffic profiles including the parameters described the traffic distributions were derived. From the statistical analysis applying three different methods, including the Kolmogorov Smirnov test, Anderson Darling test, and Chi-Squared test, we found that the IP traffic distribution is a non-normal distribution and the distributions during the peak load and the light load are different. The experimental study and analysis show high uncertainty of the IP traffic.Keywords: IP traffic analysis, IP traffic distribution, Traffic uncertainty
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15161661 Lattice Boltzmann Simulation of Binary Mixture Diffusion Using Modern Graphics Processors
Authors: Mohammad Amin Safi, Mahmud Ashrafizaadeh, Amir Ali Ashrafizaadeh
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A highly optimized implementation of binary mixture diffusion with no initial bulk velocity on graphics processors is presented. The lattice Boltzmann model is employed for simulating the binary diffusion of oxygen and nitrogen into each other with different initial concentration distributions. Simulations have been performed using the latest proposed lattice Boltzmann model that satisfies both the indifferentiability principle and the H-theorem for multi-component gas mixtures. Contemporary numerical optimization techniques such as memory alignment and increasing the multiprocessor occupancy are exploited along with some novel optimization strategies to enhance the computational performance on graphics processors using the C for CUDA programming language. Speedup of more than two orders of magnitude over single-core processors is achieved on a variety of Graphical Processing Unit (GPU) devices ranging from conventional graphics cards to advanced, high-end GPUs, while the numerical results are in excellent agreement with the available analytical and numerical data in the literature.Keywords: Lattice Boltzmann model, Graphical processing unit, Binary mixture diffusion, 2D flow simulations, Optimized algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15561660 Properties of SMA Mixtures Containing Waste Polyethylene Terephthalate
Authors: Taher Baghaee Moghaddam, Mohamed Rehan Karim
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Utilization of waste material in asphalt pavement would be beneficial in order to find an alternative solution to increase service life of asphalt pavement and reduce environmental pollution as well. One of these waste materials is Polyethylene Terephthalate (PET) which is a type of polyester material and is produced in a large extent. This research program is investigating the effects of adding waste PET particles into the asphalt mixture with a maximum size of 2.36 mm. Different percentages of PET were added into the mixture during dry process. Gap-graded mixture (SMA 14) and PG 80-100 asphalt binder have been used for this study. To evaluate PET reinforced asphalt mixture different laboratory investigations have been conducted on specimens. Marshall Stability test was carried out. Besides, stiffness modulus test and indirect tensile fatigue test were conducted on specimens at optimum asphalt content. It was observed that in many cases PET reinforced SMA mixture had better mechanical properties in comparison with control mixture.Keywords: Asphalt mixture, Environment, Mix properties, Polyethylene terephthalate
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21001659 Learning an Overcomplete Dictionary using a Cauchy Mixture Model for Sparse Decay
Authors: E. S. Gower, M. O. J. Hawksford
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An algorithm for learning an overcomplete dictionary using a Cauchy mixture model for sparse decomposition of an underdetermined mixing system is introduced. The mixture density function is derived from a ratio sample of the observed mixture signals where 1) there are at least two but not necessarily more mixture signals observed, 2) the source signals are statistically independent and 3) the sources are sparse. The basis vectors of the dictionary are learned via the optimization of the location parameters of the Cauchy mixture components, which is shown to be more accurate and robust than the conventional data mining methods usually employed for this task. Using a well known sparse decomposition algorithm, we extract three speech signals from two mixtures based on the estimated dictionary. Further tests with additive Gaussian noise are used to demonstrate the proposed algorithm-s robustness to outliers.Keywords: expectation-maximization, Pitman estimator, sparsedecomposition
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1948