Search results for: initial delay estimator
1746 Environmentally Adaptive Acoustic Echo Suppression for Barge-in Speech Recognition
Authors: Jong Han Joo, Jeong Hun Lee, Young Sun Kim, Jae Young Kang, Seung Ho Choi
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In this study, we propose a novel technique for acoustic echo suppression (AES) during speech recognition under barge-in conditions. Conventional AES methods based on spectral subtraction apply fixed weights to the estimated echo path transfer function (EPTF) at the current signal segment and to the EPTF estimated until the previous time interval. However, the effects of echo path changes should be considered for eliminating the undesired echoes. We describe a new approach that adaptively updates weight parameters in response to abrupt changes in the acoustic environment due to background noises or double-talk. Furthermore, we devised a voice activity detector and an initial time-delay estimator for barge-in speech recognition in communication networks. The initial time delay is estimated using log-spectral distance measure, as well as cross-correlation coefficients. The experimental results show that the developed techniques can be successfully applied in barge-in speech recognition systems.
Keywords: Acoustic echo suppression, barge-in, speech recognition, echo path transfer function, initial delay estimator, voice activity detector.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23171745 Self-tuned LMS Algorithm for Sinusoidal Time Delay Tracking
Authors: Jonah Gamba
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In this paper the problem of estimating the time delay between two spatially separated noisy sinusoidal signals by system identification modeling is addressed. The system is assumed to be perturbed by both input and output additive white Gaussian noise. The presence of input noise introduces bias in the time delay estimates. Normally the solution requires a priori knowledge of the input-output noise variance ratio. We utilize the cascade of a self-tuned filter with the time delay estimator, thus making the delay estimates robust to input noise. Simulation results are presented to confirm the superiority of the proposed approach at low input signal-to-noise ratios.Keywords: LMS algorithm, Self-tuned filter, Systemidentification, Time delay estimation, .
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15901744 Inverse Dynamic Active Ground Motion Acceleration Inputs Estimation of the Retaining Structure
Authors: Ming-Hui Lee, Iau-Teh Wang
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The innovative fuzzy estimator is used to estimate the ground motion acceleration of the retaining structure in this study. The Kalman filter without the input term and the fuzzy weighting recursive least square estimator are two main portions of this method. The innovation vector can be produced by the Kalman filter, and be applied to the fuzzy weighting recursive least square estimator to estimate the acceleration input over time. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function, the distinct levels of the measurement noise covariance and the initial process noise covariance. The availability and the precision of the proposed method proposed in this study can be verified by comparing the actual value and the one obtained by numerical simulation.Keywords: Earthquake, Fuzzy Estimator, Kalman Filter, Recursive Least Square Estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15471743 Intelligent Fuzzy Input Estimator for the Input Force on the Rigid Bar Structure System
Authors: Ming-Hui Lee, Tsung-Chien Chen, Yuh-Shiou Tai
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The intelligent fuzzy input estimator is used to estimate the input force of the rigid bar structural system in this study. The fuzzy Kalman filter without the input term and the fuzzy weighting recursive least square estimator are two main portions of this method. The practicability and accuracy of the proposed method were verified with numerical simulations from which the input forces of a rigid bar structural system were estimated from the output responses. In order to examine the accuracy of the proposed method, a rigid bar structural system is subjected to periodic sinusoidal dynamic loading. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function and improper the initial process noise covariance. The estimated results have a good agreement with the true values in all cases tested.Keywords: Fuzzy Input Estimator, Kalman Filter, RecursiveLeast Square Estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13961742 A Robust Frequency Offset Estimation Scheme for OFDM System with Cyclic Delay Diversity
Authors: Won-Jae Shin, Young-Hwan You
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Cyclic delay diversity (CDD) is a simple technique to intentionally increase frequency selectivity of channels for orthogonal frequency division multiplexing (OFDM).This paper proposes a residual carrier frequency offset (RFO) estimation scheme for OFDMbased broadcasting system using CDD. In order to improve the RFO estimation, this paper addresses a decision scheme of the amount of cyclic delay and pilot pattern used to estimate the RFO. By computer simulation, the proposed estimator is shown to benefit form propoerly chosen delay parameter and perform robustly.Keywords: OFDM, cyclic delay diversity, FM system, synchronization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17631741 Practical Techniques of Improving State Estimator Solution
Authors: Kiamran Radjabli
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State Estimator became an intrinsic part of Energy Management Systems (EMS). The SCADA measurements received from the field are processed by the State Estimator in order to accurately determine the actual operating state of the power systems and provide that information to other real-time network applications. All EMS vendors offer a State Estimator functionality in their baseline products. However, setting up and ensuring that State Estimator consistently produces a reliable solution often consumes a substantial engineering effort. This paper provides generic recommendations and describes a simple practical approach to efficient tuning of State Estimator, based on the working experience with major EMS software platforms and consulting projects in many electrical utilities of the USA.
Keywords: Convergence, monitoring, performance, state estimator, troubleshooting, tuning, power systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8711740 Estimation of R= P [Y < X] for Two-parameter Burr Type XII Distribution
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In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.
Keywords: Stress-Strength model, Maximum likelihood estimator, Bayes estimator, Burr type XII distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22961739 Second Order Admissibilities in Multi-parameter Logistic Regression Model
Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi
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In multi-parameter family of distributions, conditions for a modified maximum likelihood estimator to be second order admissible are given. Applying these results to the multi-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second order inadmissible. Also, conditions for the Berkson estimator to be second order admissible are given.Keywords: Berkson estimator, modified maximum likelihood estimator, Multi-parameter logistic regression model, second order admissibility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16141738 Design of Angular Estimator of Inertial Sensor Using the Least Square Method
Authors: Ji Hoon Kim, Hyung Gi Min, Jae Dong Cho, Jae Hoon Jang, Sung-Ha Kwon, Eun Tae Jeung
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Since MEMS gyro sensors measure not angle of rotation but angular rate, an estimator is designed to estimate the angles in many applications. Gyro and accelerometer are used to improve estimating accuracy of the angle. This paper presents a method of finding filter coefficients of the well-known estimator which is to get rotation angles from gyro and accelerometer data. In order to verify the performance of our method, the estimated angle is compared with the encoder output in a rotary pendulum system.
Keywords: gyro, accelerometer, estimator, least square.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18181737 Exponential State Estimation for Neural Networks with Leakage, Discrete and Distributed Delays
Authors: Liyuan Wang, Shouming Zhong
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In this paper, the design problem of state estimator for neural networks with the mixed time-varying delays are investigated by constructing appropriate Lyapunov-Krasovskii functionals and using some effective mathematical techniques. In order to derive several conditions to guarantee the estimation error systems to be globally exponential stable, we transform the considered systems into the neural-type time-delay systems. Then with a set of linear inequalities(LMIs), we can obtain the stable criteria. Finally, three numerical examples are given to show the effectiveness and less conservatism of the proposed criterion.
Keywords: State estimator, Neural networks, Globally exponential stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16641736 Globally Exponential Stability and Dissipativity Analysis of Static Neural Networks with Time Delay
Authors: Lijiang Xiang, Shouming Zhong, Yucai Ding
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The problems of globally exponential stability and dissipativity analysis for static neural networks (NNs) with time delay is investigated in this paper. Some delay-dependent stability criteria are established for static NNs with time delay using the delay partitioning technique. In terms of this criteria, the delay-dependent sufficient condition is given to guarantee the dissipativity of static NNs with time delay. All the given results in this paper are not only dependent upon the time delay but also upon the number of delay partitions. Two numerical examples are used to show the effectiveness of the proposed methods.
Keywords: Globally exponential stability, Dissipativity, Static neural networks, Time delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15381735 Stability Analysis of Mutualism Population Model with Time Delay
Authors: Rusliza Ahmad, Harun Budin
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This paper studies the effect of time delay on stability of mutualism population model with limited resources for both species. First, the stability of the model without time delay is analyzed. The model is then improved by considering a time delay in the mechanism of the growth rate of the population. We analyze the effect of time delay on the stability of the stable equilibrium point. Result showed that the time delay can induce instability of the stable equilibrium point, bifurcation and stability switches.Keywords: Bifurcation, Delay margin, Mutualism population model, Time delay
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19841734 Unit Root Tests Based On the Robust Estimator
Authors: Wararit Panichkitkosolkul
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The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.
Keywords: Autoregressive, Ordinary least squares, Type I error, Power of the test, Monte Carlo simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17881733 On Estimating the Headcount Index by Using the Logistic Regression Estimator
Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda
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The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.
Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20941732 Periodic Oscillations in a Delay Population Model
Authors: Changjin Xu, Peiluan Li
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In this paper, a nonlinear delay population model is investigated. Choosing the delay as a bifurcation parameter, we demonstrate that Hopf bifurcation will occur when the delay exceeds a critical value. Global existence of bifurcating periodic solutions is established. Numerical simulations supporting the theoretical findings are included.
Keywords: Population model, Stability, Hopf bifurcation, Delay, Global Hopf bifurcation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17521731 Adaptive Motion Estimator Based on Variable Block Size Scheme
Authors: S. Dhahri, A. Zitouni, H. Chaouch, R. Tourki
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This paper presents an adaptive motion estimator that can be dynamically reconfigured by the best algorithm depending on the variation of the video nature during the lifetime of an application under running. The 4 Step Search (4SS) and the Gradient Search (GS) algorithms are integrated in the estimator in order to be used in the case of rapid and slow video sequences respectively. The Full Search Block Matching (FSBM) algorithm has been also integrated in order to be used in the case of the video sequences which are not real time oriented. In order to efficiently reduce the computational cost while achieving better visual quality with low cost power, the proposed motion estimator is based on a Variable Block Size (VBS) scheme that uses only the 16x16, 16x8, 8x16 and 8x8 modes. Experimental results show that the adaptive motion estimator allows better results in term of Peak Signal to Noise Ratio (PSNR), computational cost, FPGA occupied area, and dissipated power relatively to the most popular variable block size schemes presented in the literature.Keywords: H264, Configurable Motion Estimator, VariableBlock Size, PSNR, Dissipated power.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16551730 An Agent-Based Modelling Simulation Approach to Calculate Processing Delay of GEO Satellite Payload
Authors: V. Vicente E. Mujica, Gustavo Gonzalez
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The global coverage of broadband multimedia and internet-based services in terrestrial-satellite networks demand particular interests for satellite providers in order to enhance services with low latencies and high signal quality to diverse users. In particular, the delay of on-board processing is an inherent source of latency in a satellite communication that sometimes is discarded for the end-to-end delay of the satellite link. The frame work for this paper includes modelling of an on-orbit satellite payload using an agent model that can reproduce the properties of processing delays. In essence, a comparison of different spatial interpolation methods is carried out to evaluate physical data obtained by an GEO satellite in order to define a discretization function for determining that delay. Furthermore, the performance of the proposed agent and the development of a delay discretization function are together validated by simulating an hybrid satellite and terrestrial network. Simulation results show high accuracy according to the characteristics of initial data points of processing delay for Ku bands.Keywords: Terrestrial-satellite networks, latency, on-orbit satellite payload, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8881729 A Novel FFT-Based Frequency Offset Estimator for OFDM Systems
Authors: Mahdi Masoumi, Mehrdad Ardebilipoor, Seyed Aidin Bassam
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This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.
Keywords: DFT, Estimator, Frequency Offset, IEEE802.11a, OFDM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14971728 Inference of Stress-Strength Model for a Lomax Distribution
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In this paper, the estimation of the stress-strength parameter R = P(Y < X), when X and Y are independent and both are Lomax distributions with the common scale parameters but different shape parameters is studied. The maximum likelihood estimator of R is derived. Assuming that the common scale parameter is known, the bayes estimator and exact confidence interval of R are discussed. Simulation study to investigate performance of the different proposed methods has been carried out.Keywords: Stress-Strength model; maximum likelihoodestimator; Bayes estimator; Lomax distribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17931727 Discrete Estimation of Spectral Density for Alpha Stable Signals Observed with an Additive Error
Authors: R. Sabre, W. Horrigue, J. C. Simon
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This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.
Keywords: Spectral density, stable processes, aliasing, periodogram.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6631726 Variational Iteration Method for Solving Systems of Linear Delay Differential Equations
Authors: Sara Barati, Karim Ivaz
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In this paper, using a model transformation approach a system of linear delay differential equations (DDEs) with multiple delays is converted to a non-delayed initial value problem. The variational iteration method (VIM) is then applied to obtain the approximate analytical solutions. Numerical results are given for several examples involving scalar and second order systems. Comparisons with the classical fourth-order Runge-Kutta method (RK4) verify that this method is very effective and convenient.
Keywords: Variational iteration method, delay differential equations, multiple delays, Runge-Kutta method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24771725 New Delay-Dependent Stability Criteria for Neural Networks With Two Additive Time-varying Delay Components
Authors: Xingyuan Qu, Shouming Zhong
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In this paper, the problem of stability criteria of neural networks (NNs) with two-additive time-varying delay compenents is investigated. The relationship between the time-varying delay and its lower and upper bounds is taken into account when estimating the upper bound of the derivative of Lyapunov functional. As a result, some improved delay stability criteria for NNs with two-additive time-varying delay components are proposed. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.
Keywords: Delay-dependent stability, time-varying delays, Lyapunov functional, linear matrix inequality (LMI).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16101724 An Efficient Algorithm for Delay Delay-variation Bounded Least Cost Multicast Routing
Authors: Manas Ranjan Kabat, Manoj Kumar Patel, Chita Ranjan Tripathy
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Many multimedia communication applications require a source to transmit messages to multiple destinations subject to quality of service (QoS) delay constraint. To support delay constrained multicast communications, computer networks need to guarantee an upper bound end-to-end delay from the source node to each of the destination nodes. This is known as multicast delay problem. On the other hand, if the same message fails to arrive at each destination node at the same time, there may arise inconsistency and unfairness problem among users. This is related to multicast delayvariation problem. The problem to find a minimum cost multicast tree with delay and delay-variation constraints has been proven to be NP-Complete. In this paper, we propose an efficient heuristic algorithm, namely, Economic Delay and Delay-Variation Bounded Multicast (EDVBM) algorithm, based on a novel heuristic function, to construct an economic delay and delay-variation bounded multicast tree. A noteworthy feature of this algorithm is that it has very high probability of finding the optimal solution in polynomial time with low computational complexity.Keywords: EDVBM, Heuristic algorithm, Multicast tree, QoS routing, Shortest path.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16431723 Causes of Final Account Closing Delay: A Theoretical Framework
Authors: Zarabizan Zakaria, Syuhaida Ismail, Aminah Md. Yusof
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Delay can be defined as time overrun or extension of time to complete the project. There are high possibilities that delay issues in final account closing cannot be avoided especially in construction project in Malaysia which is unique and dynamic in the terms of nature of design and technical skill. Delay in final account closing is a situation when the actual planning (time and budget allocation) of a construction project exceeds the planned schedule or on the other hand, final account closing exceeds the time and other provisions specified in the contract. The causes of delay discussed in this paper are appraised from the literature review. There are two main types of delay: excusable delay and non-excusable delay. The literature reviews on the delay in final account closing which is then translated into a theoretical framework are summarized in the context of construction players and academician perspective. It is anticipated that the finding reported in this paper could assist the planning of future strategies and guidelines of final account closing for the betterment of construction projects in Malaysia.
Keywords: Construction industry, construction contract, final account closing, delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 47131722 Analysis of Delays during Initial Phase of Construction Projects and Mitigation Measures
Authors: Sunaitan Al Mutairi
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A perfect start is a key factor for project completion on time. The study examined the effects of delayed mobilization of resources during the initial phases of the project. This paper mainly highlights the identification and categorization of all delays during the initial construction phase and their root cause analysis with corrective/control measures for the Kuwait Oil Company oil and gas projects. A relatively good percentage of the delays identified during the project execution (Contract award to end of defects liability period) attributed to mobilization/preliminary activity delays. Data analysis demonstrated significant increase in average project delay during the last five years compared to the previous period. Contractors had delays/issues during the initial phase, which resulted in slippages and progressively increased, resulting in time and cost overrun. Delays/issues not mitigated on time during the initial phase had very high impact on project completion. Data analysis of the delays for the past five years was carried out using trend chart, scatter plot, process map, box plot, relative importance index and Pareto chart. Construction of any project inside the Gathering Centers involves complex management skills related to work force, materials, plant, machineries, new technologies etc. Delay affects completion of projects and compromises quality, schedule and budget of project deliverables. Works executed as per plan during the initial phase and start-up duration of the project construction activities resulted in minor slippages/delays in project completion. In addition, there was a good working environment between client and contractor resulting in better project execution and management. Mainly, the contractor was on the front foot in the execution of projects, which had minimum/no delays during the initial and construction period. Hence, having a perfect start during the initial construction phase shall have a positive influence on the project success. Our research paper studies each type of delay with some real example supported by statistic results and suggests mitigation measures. Detailed analysis carried out with all stakeholders based on impact and occurrence of delays to have a practical and effective outcome to mitigate the delays. The key to improvement is to have proper control measures and periodic evaluation/audit to ensure implementation of the mitigation measures. The focus of this research is to reduce the delays encountered during the initial construction phase of the project life cycle.
Keywords: Construction activities delays, delay analysis for construction projects, mobilization delays, oil and gas projects delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18501721 Delay-Dependent Stability Analysis for Neutral Type Neural Networks with Uncertain Parameters and Time-Varying Delay
Authors: Qingqing Wang, Shouming Zhong
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In this paper, delay-dependent stability analysis for neutral type neural networks with uncertain paramters and time-varying delay is studied. By constructing new Lyapunov-Krasovskii functional and dividing the delay interval into multiple segments, a novel sufficient condition is established to guarantee the globally asymptotically stability of the considered system. Finally, a numerical example is provided to illustrate the usefulness of the proposed main results.
Keywords: Neutral type neural networks, Time-varying delay, Stability, Linear matrix inequality(LMI).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18191720 Identification of the Causes of Construction Delay in Malaysia
Authors: N. Hamzah, M.A. Khoiry, I. Arshad, W.H.W. Badaruzzaman, N. M. Tawil
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Construction delay is unavoidable in developing countries including Malaysia. It is defined as time overrun or extension of time for completion of a project. The purpose of the study is to determine the causes of delay in Malaysian construction industries based on previous worldwide research. The field survey conducted includes the experienced developers, consultants and contractors in Malaysia. 34 causes of the construction delay have been determined and 24 have been selected using the Rasch model analysis. The analysis result will be used as the baseline for the next research to find the causes of delay in the Malaysian construction industry taking place in Malaysian higher learning institutions.Keywords: Causes of construction delay, construction projects, Malaysian construction industry, Rasch model analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 75721719 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations
Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz
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Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19401718 A New Version of Unscented Kalman Filter
Authors: S. A. Banani, M. A. Masnadi-Shirazi
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This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.
Keywords: Extended Kalman Filter, Iterated EKF, Nonlinearstate estimator, Unscented Kalman Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28871717 Are Asia-Pacific Stock Markets Predictable? Evidence from Wavelet-based Fractional Integration Estimator
Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj
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This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet
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