Search results for: random deviation
1017 Characteristics of Speed Dispersion in Urban Expressway
Authors: Fujian Wang, Shubin Ruan, Meiwei Dai
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Speed dispersion has tight relation to traffic safety. In this paper, several kinds of indicating parameters (the standard speed deviation, the coefficient of variation, the deviation of V85 and V15, the mean speed deviations, and the difference between adjacent car speeds) are applied to investigate the characteristics of speed dispersion, where V85 and V15 are 85th and 15th percentile speed, respectively. Their relationships are into full investigations and the results show that: there exists a positive relation (linear) between mean speed and the deviation of V85 and V15; while a negative relation (quadratic) between traffic flow and standard speed deviation. The mean speed deviation grows exponentially with mean speed while the absolute speed deviation between adjacent cars grows linearly with the headway. The results provide some basic information for traffic management.
Keywords: Headway, indicating parameters, speed dispersion, urban expressway.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14041016 A Very Efficient Pseudo-Random Number Generator Based On Chaotic Maps and S-Box Tables
Authors: M. Hamdi, R. Rhouma, S. Belghith
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Generating random numbers are mainly used to create secret keys or random sequences. It can be carried out by various techniques. In this paper we present a very simple and efficient pseudo random number generator (PRNG) based on chaotic maps and S-Box tables. This technique adopted two main operations one to generate chaotic values using two logistic maps and the second to transform them into binary words using random S-Box tables. The simulation analysis indicates that our PRNG possessing excellent statistical and cryptographic properties.
Keywords: Chaotic map, Cryptography, Random Numbers, Statistical tests, S-box.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38671015 Some Application of Random Fuzzy Queueing System Based On Fuzzy Simulation
Authors: Behrouz Fathi-Vajargah, Sara Ghasemalipour
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This paper studies a random fuzzy queueing system that the interarrival times of customers arriving at the server and the service times are independent and identically distributed random fuzzy variables. We match the random fuzzy queueing system with the random fuzzy alternating renewal process and we do not use from α-pessimistic and α-optimistic values to estimate the average chance of the event ”random fuzzy queueing system is busy at time t”, we employ the fuzzy simulation method in practical applications. Some theorem is proved and finally we solve a numerical example with fuzzy simulation method.
Keywords: Random fuzzy variables, Fuzzy simulation, Queueing system, Interarrival times.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20841014 The Convergence Theorems for Mixing Random Variable Sequences
Authors: Yan-zhao Yang
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In this paper, some limit properties for mixing random variables sequences were studied and some results on weak law of large number for mixing random variables sequences were presented. Some complete convergence theorems were also obtained. The results extended and improved the corresponding theorems in i.i.d random variables sequences.Keywords: Complete convergence, mixing random variables, weak law of large numbers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16221013 Synchronization Technique for Random Switching Frequency Pulse-Width Modulation
Authors: Apinan Aurasopon, Worawat Sa-ngiavibool
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This paper proposes a synchronized random switching frequency pulse width modulation (SRSFPWM). In this technique, the clock signal is used to control the random noise frequency which is produced by the feedback voltage of a hysteresis circuit. These make the triangular carrier frequency equaling to the random noise frequency in each switching period with the symmetrical positive and negative slopes of triangular carrier. Therefore, there is no error voltage in PWM signal. The PSpice simulated results shown the proposed technique improved the performance in case of low frequency harmonics of PWM signal comparing with conventional random switching frequency PWM.
Keywords: Random switching frequency pulse - width modulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27951012 An Analytical Comparison between Open Loop, PID and Fuzzy Logic Based DC-DC Boost Convertor
Authors: Muhammad Mujtaba Asad, Razali Bin Hassan, Fahad Sherwani
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This paper explains about the voltage output for DC to DC boost converter between open loop, PID controller and fuzzy logic controller through Matlab Simulink. Simulink input voltage was set at 12V and the voltage reference was set at 24V. The analysis on the deviation of voltage resulted that the difference between reference voltage setting and the output voltage is always lower. Comparison between open loop, PID and FLC shows that, the open loop circuit having a bit higher on the deviation of voltage. The PID circuit boosts for FLC has a lesser deviation of voltage and proved that it is such a better performance on control the deviation of voltage during the boost mode.
Keywords: Boost Convertors, Power Electronics, PID, Fuzzy logic, Open loop.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38581011 Meta Random Forests
Authors: Praveen Boinee, Alessandro De Angelis, Gian Luca Foresti
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Leo Breimans Random Forests (RF) is a recent development in tree based classifiers and quickly proven to be one of the most important algorithms in the machine learning literature. It has shown robust and improved results of classifications on standard data sets. Ensemble learning algorithms such as AdaBoost and Bagging have been in active research and shown improvements in classification results for several benchmarking data sets with mainly decision trees as their base classifiers. In this paper we experiment to apply these Meta learning techniques to the random forests. We experiment the working of the ensembles of random forests on the standard data sets available in UCI data sets. We compare the original random forest algorithm with their ensemble counterparts and discuss the results.Keywords: Random Forests [RF], ensembles, UCI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27091010 Deterministic Random Number Generators for Online Applications
Authors: Natarajan Vijayarangan, Prasanna S. Bidare
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Cryptography, Image watermarking and E-banking are filled with apparent oxymora and paradoxes. Random sequences are used as keys to encrypt information to be used as watermark during embedding the watermark and also to extract the watermark during detection. Also, the keys are very much utilized for 24x7x365 banking operations. Therefore a deterministic random sequence is very much useful for online applications. In order to obtain the same random sequence, we need to supply the same seed to the generator. Many researchers have used Deterministic Random Number Generators (DRNGs) for cryptographic applications and Pseudo Noise Random sequences (PNs) for watermarking. Even though, there are some weaknesses in PN due to attacks, the research community used it mostly in digital watermarking. On the other hand, DRNGs have not been widely used in online watermarking due to its computational complexity and non-robustness. Therefore, we have invented a new design of generating DRNG using Pi-series to make it useful for online Cryptographic, Digital watermarking and Banking applications.
Keywords: E-tokens, LFSR, non-linear, Pi series, pseudo random number.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20091009 Detecting Abnormal ECG Signals Utilising Wavelet Transform and Standard Deviation
Authors: Dejan Stantic, Jun Jo
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ECG contains very important clinical information about the cardiac activities of the heart. Often the ECG signal needs to be captured for a long period of time in order to identify abnormalities in certain situations. Such signal apart of a large volume often is characterised by low quality due to the noise and other influences. In order to extract features in the ECG signal with time-varying characteristics at first need to be preprocessed with the best parameters. Also, it is useful to identify specific parts of the long lasting signal which have certain abnormalities and to direct the practitioner to those parts of the signal. In this work we present a method based on wavelet transform, standard deviation and variable threshold which achieves 100% accuracy in identifying the ECG signal peaks and heartbeat as well as identifying the standard deviation, providing a quick reference to abnormalities.
Keywords: Electrocardiogram-ECG, Arrhythmia, Signal Processing, Wavelet Transform, Standard Deviation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29091008 A New Performance Characterization of Transient Analysis Method
Authors: José Peralta, Gabriela Peretti, Eduardo Romero, Carlos Marqués
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This paper proposes a new performance characterization for the test strategy intended for second order filters denominated Transient Analysis Method (TRAM). We evaluate the ability of the addressed test strategy for detecting deviation faults under simultaneous statistical fluctuation of the non-faulty parameters. For this purpose, we use Monte Carlo simulations and a fault model that considers as faulty only one component of the filter under test while the others components adopt random values (within their tolerance band) obtained from their statistical distributions. The new data reported here show (for the filters under study) the presence of hard-to-test components and relatively low fault coverage values for small deviation faults. These results suggest that the fault coverage value obtained using only nominal values for the non-faulty components (the traditional evaluation of TRAM) seem to be a poor predictor of the test performance.
Keywords: testing, fault analysis, analog filter test, parametric faults detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14631007 A New Shock Model for Systems Subject to Random Threshold Failure
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This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.Keywords: shock model, optimal replacement, random threshold, shocks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15831006 Attitude Stabilization of Satellites Using Random Dither Quantization
Authors: Attitude Stabilization of Satellites Using Random Dither Quantization
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Recently, the effectiveness of random dither quantization method for linear feedback control systems has been shown in several papers. However, the random dither quantization method has not yet been applied to nonlinear feedback control systems. The objective of this paper is to verify the effectiveness of random dither quantization method for nonlinear feedback control systems. For this purpose, we consider the attitude stabilization problem of satellites using discrete-level actuators. Namely, this paper provides a control method based on the random dither quantization method for stabilizing the attitude of satellites using discrete-level actuators.Keywords: Quantized control, nonlinear systems, random dither quantization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9591005 Acoustic Noise Reduction in Single Phase SRM Drives by Random Switching Technique
Authors: Minh-Khai Nguyen, Young-Gook Jung, Young-Cheol Lim
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It is known that if harmonic spectra are decreased, then acoustic noise also decreased. Hence, this paper deals with a new random switching strategy using DSP TMS320F2812 to decrease the harmonics spectra of single phase switched reluctance motor. The proposed method which combines random turn-on, turn-off angle technique and random pulse width modulation technique is shown. A harmonic spread factor (HSF) is used to evaluate the random modulation scheme. In order to confirm the effectiveness of the new method, the experimental results show that the harmonic intensity of output voltage for the proposed method is better than that for conventional methods.Keywords: Single phase switched reluctance motor (SRM), harmonic spread factor (HSF), random switching technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20071004 Dosimetric Comparison of aSi1000 EPID and ImatriXX 2-D Array System for Volumetric Modulated Arc and Intensity Modulated Radiotherapy Patient Specific Quality Assurance
Authors: Jayesh K., Ganesh T., Suganthi D., Mohan R., Rakesh C. J., Sarojkumar D. M., Jacob S. J.
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Prior to the use of detectors, characteristics comparison study was performed and baseline established. In patient specific QA, the portal dosimetry mean values of area gamma, average gamma and maximum gamma were 1.02, 0.31 and 1.31 with standard deviation of 0.33, 0.03 and 0.14 for IMRT and the corresponding values were 1.58, 0.48 and 1.73 with standard deviation of 0.31, 0.06 and 0.66 for VMAT. With ImatriXX 2-D array system, on an average 99.35% of the pixels passed the criteria of 3%-3 mm gamma with standard deviation of 0.24 for dynamic IMRT. For VMAT, the average value was 98.16% with a standard deviation of 0.86. The results showed that both the systems can be used in patient specific QA measurements for IMRT and VMAT. The values obtained with the portal dosimetry system were found to be relatively more consistent compared to those obtained with ImatriXX 2-D array system.Keywords: Gamma, IMRT, QA, TPS, VMAT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25781003 A Simple and Efficient Method for Accurate Measurement and Control of Power Frequency Deviation
Authors: S. J. Arif
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In the presented technique, a simple method is given for accurate measurement and control of power frequency deviation. The sinusoidal signal for which the frequency deviation measurement is required is transformed to a low voltage level and passed through a zero crossing detector to convert it into a pulse train. Another stable square wave signal of 10 KHz is obtained using a crystal oscillator and decade dividing assemblies (DDA). These signals are combined digitally and then passed through decade counters to give a unique combination of pulses or levels, which are further encoded to make them equally suitable for both control applications and display units. The developed circuit using discrete components has a resolution of 0.5 Hz and completes measurement within 20 ms. The realized circuit is simulated and synthesized using Verilog HDL and subsequently implemented on FPGA. The results of measurement on FPGA are observed on a very high resolution logic analyzer. These results accurately match the simulation results as well as the results of same circuit implemented with discrete components. The proposed system is suitable for accurate measurement and control of power frequency deviation.
Keywords: Digital encoder for frequency measurement, frequency deviation measurement, measurement and control systems, power systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14301002 Level Shifted Carrier Signal Based Scalar Random Pulse Width Modulation Algorithms for Cascaded Multilevel Inverter Fed Induction Motor Drive
Authors: M. Nayeemuddin, T. Bramhananda Reddy, M. Vijaya Kumar
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Acoustic noise becoming ever more obnoxious radiated by voltage source inverter fed induction motor drive in modern and industrial applications. The drive utilized for industrial and modern applications should use “spread spectrum” innovation known as Random pulse width modulation (PWM) algorithms where acoustic noise emanates through the machine should be critically concerned. This paper illustrates three types of random PWM control algorithms with fixed switching frequency namely 1) Random modulating PWM 2) Random carrier PWM and 3) Random modulating-carrier PWM. The spectrum plots of the motor stator current demonstrate the strength and robustness of the proposed PWM algorithms. To affirm the proposed algorithms, experimental tests have been conducted using dSPACE rt1104 control board on a v/f control three phase induction motor drive fed by DC link cascaded multilevel inverter.
Keywords: Multilevel inverter, acoustic noise, CSVPWM, total harmonic distortion, random PWM algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6591001 Towards Integrating Statistical Color Features for Human Skin Detection
Authors: Mohd Zamri Osman, Mohd Aizaini Maarof, Mohd Foad Rohani
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Human skin detection recognized as the primary step in most of the applications such as face detection, illicit image filtering, hand recognition and video surveillance. The performance of any skin detection applications greatly relies on the two components: feature extraction and classification method. Skin color is the most vital information used for skin detection purpose. However, color feature alone sometimes could not handle images with having same color distribution with skin color. A color feature of pixel-based does not eliminate the skin-like color due to the intensity of skin and skin-like color fall under the same distribution. Hence, the statistical color analysis will be exploited such mean and standard deviation as an additional feature to increase the reliability of skin detector. In this paper, we studied the effectiveness of statistical color feature for human skin detection. Furthermore, the paper analyzed the integrated color and texture using eight classifiers with three color spaces of RGB, YCbCr, and HSV. The experimental results show that the integrating statistical feature using Random Forest classifier achieved a significant performance with an F1-score 0.969.
Keywords: Color space, neural network, random forest, skin detection, statistical feature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19531000 Simulation of Sample Paths of Non Gaussian Stationary Random Fields
Authors: Fabrice Poirion, Benedicte Puig
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Mathematical justifications are given for a simulation technique of multivariate nonGaussian random processes and fields based on Rosenblatt-s transformation of Gaussian processes. Different types of convergences are given for the approaching sequence. Moreover an original numerical method is proposed in order to solve the functional equation yielding the underlying Gaussian process autocorrelation function.
Keywords: Simulation, nonGaussian, random field, multivariate, stochastic process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1837999 Density Estimation using Generalized Linear Model and a Linear Combination of Gaussians
Authors: Aly Farag, Ayman El-Baz, Refaat Mohamed
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In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.
Keywords: Logistic regression model, Expectationmaximization, Segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732998 Stabilization of Rotational Motion of Spacecrafts Using Quantized Two Torque Inputs Based on Random Dither
Authors: Yusuke Kuramitsu, Tomoaki Hashimoto, Hirokazu Tahara
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The control problem of underactuated spacecrafts has attracted a considerable amount of interest. The control method for a spacecraft equipped with less than three control torques is useful when one of the three control torques had failed. On the other hand, the quantized control of systems is one of the important research topics in recent years. The random dither quantization method that transforms a given continuous signal to a discrete signal by adding artificial random noise to the continuous signal before quantization has also attracted a considerable amount of interest. The objective of this study is to develop the control method based on random dither quantization method for stabilizing the rotational motion of a rigid spacecraft with two control inputs. In this paper, the effectiveness of random dither quantization control method for the stabilization of rotational motion of spacecrafts with two torque inputs is verified by numerical simulations.Keywords: Spacecraft control, quantized control, nonlinear control, random dither method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 707997 Modeling of Random Variable with Digital Probability Hyper Digraph: Data-Oriented Approach
Authors: A. Habibizad Navin, M. Naghian Fesharaki, M. Mirnia, M. Kargar
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In this paper we introduce Digital Probability Hyper Digraph for modeling random variable as the hierarchical data-oriented model.Keywords: Data-Oriented Models, Data Structure, DigitalProbability Hyper Digraph, Random Variable, Statistic andProbability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1271996 Cyber Security Enhancement via Software-Defined Pseudo-Random Private IP Address Hopping
Authors: Andre Slonopas, Warren Thompson, Zona Kostic
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Obfuscation is one of the most useful tools to prevent network compromise. Previous research focused on the obfuscation of the network communications between external-facing edge devices. This work proposes the use of two edge devices, external and internal facing, which communicates via private IPv4 addresses in a software-defined pseudo-random IP hopping. This methodology does not require additional IP addresses and/or resources to implement. Statistical analyses demonstrate that the hopping surface must be at least 1e3 IP addresses in size with a broad standard deviation to minimize the possibility of coincidence of monitored and communication IPs. The probability of breaking the hopping algorithm requires a collection of at least 1e6 samples, which for large hopping surfaces will take years to collect. The probability of dropped packets is controlled via memory buffers and the frequency of hops and can be reduced to levels acceptable for video streaming. This methodology provides an impenetrable layer of security ideal for information and supervisory control and data acquisition systems.
Keywords: Moving Target Defense, cybersecurity, network security, hopping randomization, software defined network, network security theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 620995 Statistical Characteristics of Distribution of Radiation-Induced Defects under Random Generation
Authors: Pavlo Selyshchev
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We consider fluctuations of defects density taking into account their interaction. Stochastic field of displacement generation rate gives random defect distribution. We determinate statistical characteristics (mean and dispersion) of random field of point defect distribution as function of defect generation parameters, temperature and properties of irradiated crystal.
Keywords: Irradiation, Primary Defects, Interaction, Fluctuations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1846994 Ranking Fuzzy Numbers Based On Epsilon-Deviation Degree
Authors: Vincent F. Yu, Ha Thi Xuan Chi
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Nejad and Mashinchi (2011) proposed a revision for ranking fuzzy numbers based on the areas of the left and the right sides of a fuzzy number. However, this method still has some shortcomings such as lack of discriminative power to rank similar fuzzy numbers and no guarantee the consistency between the ranking of fuzzy numbers and the ranking of their images. To overcome these drawbacks, we propose an epsilon-deviation degree method based on the left area and the right area of a fuzzy number, and the concept of the centroid point. The main advantage of the new approach is the development of an innovative index value which can be used to consistently evaluate and rank fuzzy numbers. Numerical examples are presented to illustrate the efficiency and superiority of the proposed method.
Keywords: Ranking fuzzy numbers, Centroid, Deviation degree.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1585993 Strong Limit Theorems for Dependent Random Variables
Authors: Libin Wu, Bainian Li
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In This Article We establish moment inequality of dependent random variables,furthermore some theorems of strong law of large numbers and complete convergence for sequences of dependent random variables. In particular, independent and identically distributed Marcinkiewicz Law of large numbers are generalized to the case of m0-dependent sequences.Keywords: Lacunary System, Generalized Gaussian, NA sequences, strong law of large numbers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1485992 Strong Law of Large Numbers for *- Mixing Sequence
Authors: Bainian Li, Kongsheng Zhang
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Strong law of large numbers and complete convergence for sequences of *-mixing random variables are investigated. In particular, Teicher-s strong law of large numbers for independent random variables are generalized to the case of *-mixing random sequences and extended to independent and identically distributed Marcinkiewicz Law of large numbers for *-mixing.
Keywords: mixing squences, strong law of large numbers, martingale differences, Lacunary System
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1295991 Modified Fuzzy PID Control for Networked Control Systems with Random Delays
Authors: Yong-can Cao, Wei-dong Zhang
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To deal with random delays in Networked Control System (NCS), Modified Fuzzy PID Controller is introduced in this paper to implement real-time control adaptively. Via adjusting the control signal dynamically, the system performance is improved. In this paper, the design process and the ultimate simulation results are represented. Finally, examples and corresponding comparisons prove the significance of this method.
Keywords: Fuzzy Control, Networked Control System, PID, Random Delays
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1555990 Spatially Random Sampling for Retail Food Risk Factors Study
Authors: Guilan Huang
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In 2013 and 2014, the U.S. Food and Drug Administration (FDA) collected data from selected fast food restaurants and full service restaurants for tracking changes in the occurrence of foodborne illness risk factors. This paper discussed how we customized spatial random sampling method by considering financial position and availability of FDA resources, and how we enriched restaurants data with location. Location information of restaurants provides opportunity for quantitatively determining random sampling within non-government units (e.g.: 240 kilometers around each data-collector). Spatial analysis also could optimize data-collectors’ work plans and resource allocation. Spatial analytic and processing platform helped us handling the spatial random sampling challenges. Our method fits in FDA’s ability to pinpoint features of foodservice establishments, and reduced both time and expense on data collection.
Keywords: Geospatial technology, restaurant, retail food risk factors study, spatial random sampling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1465989 Using Fractional Factorial Designs for Variable Importance in Random Forest Models
Authors: Ewa. M. Sztendur, Neil T. Diamond
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Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.
Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1996988 Monotonicity of Dependence Concepts from Independent Random Vector into Dependent Random Vector
Authors: Guangpu Chen
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When the failure function is monotone, some monotonic reliability methods are used to gratefully simplify and facilitate the reliability computations. However, these methods often work in a transformed iso-probabilistic space. To this end, a monotonic simulator or transformation is needed in order that the transformed failure function is still monotone. This note proves at first that the output distribution of failure function is invariant under the transformation. And then it presents some conditions under which the transformed function is still monotone in the newly obtained space. These concern the copulas and the dependence concepts. In many engineering applications, the Gaussian copulas are often used to approximate the real word copulas while the available information on the random variables is limited to the set of marginal distributions and the covariances. So this note catches an importance on the conditional monotonicity of the often used transformation from an independent random vector into a dependent random vector with Gaussian copulas.
Keywords: Monotonic, Rosenblatt, Nataf transformation, dependence concepts, completely positive matrices, Gaussiancopulas
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1210