Search results for: regression equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1818

Search results for: regression equation

1548 Second Order Admissibilities in Multi-parameter Logistic Regression Model

Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi

Abstract:

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 1615
1547 Iterative Solutions to Some Linear Matrix Equations

Authors: Jiashang Jiang, Hao Liu, Yongxin Yuan

Abstract:

In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.

Keywords: Matrix equation, iterative algorithm, parameter estimation, minimum norm solution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1857
1546 Analyzing the Factors Influencing Exclusive Breastfeeding Using the Generalized Poisson Regression Model

Authors: Cheika Jahangeer, Naushad Mamode Khan, Maleika Heenaye-Mamode Khan

Abstract:

Exclusive breastfeeding is the feeding of a baby on no other milk apart from breast milk. Exclusive breastfeeding during the first 6 months of life is of fundamental importance because it supports optimal growth and development during infancy and reduces the risk of obliterating diseases and problems. Moreover, in developed countries, exclusive breastfeeding has decreased the incidence and/or severity of diarrhea, lower respiratory infection and urinary tract infection. In this paper, we study the factors that influence exclusive breastfeeding and use the Generalized Poisson regression model to analyze the practices of exclusive breastfeeding in Mauritius. We develop two sets of quasi-likelihood equations (QLE)to estimate the parameters.

Keywords: Exclusive breastfeeding, Regression model, Quasilikelihood.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1801
1545 Speaker Independent Quranic Recognizer Basedon Maximum Likelihood Linear Regression

Authors: Ehab Mourtaga, Ahmad Sharieh, Mousa Abdallah

Abstract:

An automatic speech recognition system for the formal Arabic language is needed. The Quran is the most formal spoken book in Arabic, it is spoken all over the world. In this research, an automatic speech recognizer for Quranic based speakerindependent was developed and tested. The system was developed based on the tri-phone Hidden Markov Model and Maximum Likelihood Linear Regression (MLLR). The MLLR computes a set of transformations which reduces the mismatch between an initial model set and the adaptation data. It uses the regression class tree, as well as, estimates a set of linear transformations for the mean and variance parameters of a Gaussian mixture HMM system. The 30th Chapter of the Quran, with five of the most famous readers of the Quran, was used for the training and testing of the data. The chapter includes about 2000 distinct words. The advantages of using the Quranic verses as the database in this developed recognizer are the uniqueness of the words and the high level of orderliness between verses. The level of accuracy from the tested data ranged 68 to 85%.

Keywords: Hidden Markov Model (HMM), MaximumLikelihood Linear Regression (MLLR), Quran, Regression ClassTree, Speech Recognition, Speaker-independent.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1915
1544 Analyzing Data on Breastfeeding Using Dispersed Statistical Models

Authors: Naushad Mamode Khan, Cheika Jahangeer, Maleika Heenaye-Mamode Khan

Abstract:

Exclusive breastfeeding is the feeding of a baby on no other milk apart from breast milk. Exclusive breastfeeding during the first 6 months of life is very important as it supports optimal growth and development during infancy and reduces the risk of obliterating diseases and problems. Moreover, it helps to reduce the incidence and/or severity of diarrhea, lower respiratory infection and urinary tract infection. In this paper, we make a survey of the factors that influence exclusive breastfeeding and use two dispersed statistical models to analyze data. The models are the Generalized Poisson regression model and the Com-Poisson regression models.

Keywords: Exclusive breastfeeding, regression model, generalized poisson, com-poisson.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1563
1543 A New Inversion-free Method for Hermitian Positive Definite Solution of Matrix Equation

Authors: Minghui Wang, Juntao Zhang

Abstract:

An inversion-free iterative algorithm is presented for solving nonlinear matrix equation with a stepsize parameter t. The existence of the maximal solution is discussed in detail, and the method for finding it is proposed. Finally, two numerical examples are reported that show the efficiency of the method.

Keywords: Inversion-free method, Hermitian positive definite solution, Maximal solution, Convergence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1606
1542 Prediction of Post Underwater Shock Properties of Polymer - Clay/Silica Hybrid Nanocomposites through Regression Models

Authors: D. Lingaraju, K. Ramji, M. Pramiladevi, U. Rajyalakshmi

Abstract:

Exploding concentrated underwater charges to damage underwater structures such as ship hulls is a part of naval warfare strategies. Adding small amounts of foreign particles (like clay or silica) of nanosize significantly improves the engineering properties of the polymers. In the present work the clay in terms 1, 2 and 3 percent by weight was surface treated with a suitable silane agent. The hybrid nanocomposite was prepared by the hand lay-up technique. Mathematical regression models have been employed for theoretical prediction. This will result in considerable savings in terms of project time, effort and cost.

Keywords: ANOVA, clay, halloysite, nanocomposites, underwater shock, regression, silica.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2189
1541 Vibration Analysis of Functionally Graded Engesser- Timoshenko Beams Subjected to Axial Load Located on a Continuous Elastic Foundation

Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

This paper studies free vibration of functionally graded beams Subjected to Axial Load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on Engesser-Timoshenko beam theory. The Young's modulus of beam is assumed to be graded continuously across the beam thickness. Applying the Hamilton's principle, the governing equation is established. Resulting equation is solved using the Euler's Equation. The effects of the constituent volume fractions and foundation coefficient on the vibration frequency are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Functionally Graded Beam, Free Vibration, Elastic Foundation, Engesser-Timoshenko Beam Theory.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1937
1540 Positive Solutions for Three-Point Boundary Value Problems of Third-Order Nonlinear Singular Differential Equations in Banach Space

Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point index theory, we study the existence of solution for singular differential equation in Banach space, which improved and generalize the result of related paper.

Keywords: Banach space, cone, fixed point index, singular differential equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1473
1539 Multi-Linear Regression Based Prediction of Mass Transfer by Multiple Plunging Jets

Authors: S. Deswal, M. Pal

Abstract:

The paper aims to compare the performance of vertical and inclined multiple plunging jets and to model and predict their mass transfer capacity by multi-linear regression based approach. The multiple vertical plunging jets have jet impact angle of θ = 90O; whereas, multiple inclined plunging jets have jet impact angle of θ = 60O. The results of the study suggests that mass transfer is higher for multiple jets, and inclined multiple plunging jets have up to 1.6 times higher mass transfer than vertical multiple plunging jets under similar conditions. The derived relationship, based on multi-linear regression approach, has successfully predicted the volumetric mass transfer coefficient (KLa) from operational parameters of multiple plunging jets with a correlation coefficient of 0.973, root mean square error of 0.002 and coefficient of determination of 0.946. The results suggests that predicted overall mass transfer coefficient is in good agreement with actual experimental values; thereby, suggesting the utility of derived relationship based on multi-linear regression based approach and can be successfully employed in modeling mass transfer by multiple plunging jets.

Keywords: Mass transfer, multiple plunging jets, multi-linear regression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2200
1538 An Economic Evaluation of Subjective Well-Being Derived from Sport Participation

Authors: Huei-Fu Lu

Abstract:

This study links up the theories of social psychology, economics and sport management to assess the impact of sport participation on subjective well-being (SWB) and use a simple statistic method to estimate the relative monetary value that sport participation derives SWB for Taiwan-s college students. By constructing proper measurements on sport participation and SWB respectively, a structural equation model (SEM) is developed to perform a confirmatory factory analysis, and the causal relationship between sport participation and SWB as well as the effect of the demographic variables on these two concepts are also discussed.

Keywords: Demographics, Economic value, Sport participation, Structural equation modeling (SEM), Subjective well-being.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1674
1537 Comparison of Artificial Neural Network and Multivariate Regression Methods in Prediction of Soil Cation Exchange Capacity

Authors: Ali Keshavarzi, Fereydoon Sarmadian

Abstract:

Investigation of soil properties like Cation Exchange Capacity (CEC) plays important roles in study of environmental reaserches as the spatial and temporal variability of this property have been led to development of indirect methods in estimation of this soil characteristic. Pedotransfer functions (PTFs) provide an alternative by estimating soil parameters from more readily available soil data. 70 soil samples were collected from different horizons of 15 soil profiles located in the Ziaran region, Qazvin province, Iran. Then, multivariate regression and neural network model (feedforward back propagation network) were employed to develop a pedotransfer function for predicting soil parameter using easily measurable characteristics of clay and organic carbon. The performance of the multivariate regression and neural network model was evaluated using a test data set. In order to evaluate the models, root mean square error (RMSE) was used. The value of RMSE and R2 derived by ANN model for CEC were 0.47 and 0.94 respectively, while these parameters for multivariate regression model were 0.65 and 0.88 respectively. Results showed that artificial neural network with seven neurons in hidden layer had better performance in predicting soil cation exchange capacity than multivariate regression.

Keywords: Easily measurable characteristics, Feed-forwardback propagation, Pedotransfer functions, CEC.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2212
1536 Ordinal Regression with Fenton-Wilkinson Order Statistics: A Case Study of an Orienteering Race

Authors: Joonas Pääkkönen

Abstract:

In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.

Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 834
1535 The Application of HLLC Numerical Solver to the Reduced Multiphase Model

Authors: Fatma Ghangir, Andrzej F. Nowakowski, Franck C. G. A. Nicolleau, Thomas M. Michelitsch

Abstract:

The performance of high-resolution schemes is investigated for unsteady, inviscid and compressible multiphase flows. An Eulerian diffuse interface approach has been chosen for the simulation of multicomponent flow problems. The reduced fiveequation and seven equation models are used with HLL and HLLC approximation. The authors demonstrated the advantages and disadvantages of both seven equations and five equations models studying their performance with HLL and HLLC algorithms on simple test case. The seven equation model is based on two pressure, two velocity concept of Baer–Nunziato [10], while five equation model is based on the mixture velocity and pressure. The numerical evaluations of two variants of Riemann solvers have been conducted for the classical one-dimensional air-water shock tube and compared with analytical solution for error analysis.

Keywords: Multiphase flow, gas-liquid flow, Godunov schems, Riemann solvers, HLL scheme, HLLC scheme.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2604
1534 Drainage Prediction for Dam using Fuzzy Support Vector Regression

Authors: S. Wiriyarattanakun, A. Ruengsiriwatanakun, S. Noimanee

Abstract:

The drainage Estimating is an important factor in dam management. In this paper, we use fuzzy support vector regression (FSVR) to predict the drainage of the Sirikrit Dam at Uttaradit province, Thailand. The results show that the FSVR is a suitable method in drainage estimating.

Keywords: Drainage Estimation, Prediction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1272
1533 The Effect of Soil Surface Slope on Splash Distribution under Water Drop Impact

Authors: H. Aissa, L. Mouzai, M. Bouhadef

Abstract:

The effects of down slope steepness on soil splash distribution under a water drop impact have been investigated in this study. The equipment used are the burette to simulate a water drop, a splash cup filled with sandy soil which forms the source area and a splash board to collect the ejected particles. The results found in this study have shown that the apparent mass increased with increasing downslope angle following a linear regression equation with high coefficient of determination. In the same way, the radial soil splash distribution over the distance has been analyzed statistically, and an exponential function was the best fit of the relationship for the different slope angles. The curves and the regressions equations validate the well known FSDF and extend the theory of Van Dijk.

Keywords: Splash distribution, water drop, slope steepness, soil detachment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2224
1532 Fourier Galerkin Approach to Wave Equation with Absorbing Boundary Conditions

Authors: Alexandra Leukauf, Alexander Schirrer, Emir Talic

Abstract:

Numerical computation of wave propagation in a large domain usually requires significant computational effort. Hence, the considered domain must be truncated to a smaller domain of interest. In addition, special boundary conditions, which absorb the outward travelling waves, need to be implemented in order to describe the system domains correctly. In this work, the linear one dimensional wave equation is approximated by utilizing the Fourier Galerkin approach. Furthermore, the artificial boundaries are realized with absorbing boundary conditions. Within this work, a systematic work flow for setting up the wave problem, including the absorbing boundary conditions, is proposed. As a result, a convenient modal system description with an effective absorbing boundary formulation is established. Moreover, the truncated model shows high accuracy compared to the global domain.

Keywords: Absorbing boundary conditions, boundary control, Fourier Galerkin approach, modal approach, wave equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 888
1531 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

Abstract:

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 2098
1530 Two-Dimensional Solitary Wave Solution to the Quadratic Nonlinear Schrdinger Equation

Authors: Sarun Phibanchon

Abstract:

The solitary wave solution of the quadratic nonlinear Schrdinger equation is determined by the iterative method called Petviashvili method. This solution is also used for the initial condition for the time evolution to study the stability analysis. The spectral method is applied for the time evolution.

Keywords: soliton, iterative method, spectral method, plasma

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1862
1529 Study of Explicit Finite Difference Method in One Dimensional System

Authors: Azizollah Khormali, Seyyed Shahab Tabatabaee Moradi, Dmitry Petrakov

Abstract:

One of the most important parameters in petroleum reservoirs is the pressure distribution along the reservoir, as the pressure varies with the time and location. A popular method to determine the pressure distribution in a reservoir in the unsteady state regime of flow is applying Darcy’s equation and solving this equation numerically. The numerical simulation of reservoirs is based on these numerical solutions of different partial differential equations (PDEs) representing the multiphase flow of fluids. Pressure profile has obtained in a one dimensional system solving Darcy’s equation explicitly. Changes of pressure profile in three situations are investigated in this work. These situations include section length changes, step time changes and time approach to infinity. The effects of these changes in pressure profile are shown and discussed in the paper.

Keywords: Explicit solution, Numerical simulation, Petroleum reservoir, Pressure distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4203
1528 A New Derivative-Free Quasi-Secant Algorithm For Solving Non-Linear Equations

Authors: F. Soleymani, M. Sharifi

Abstract:

Most of the nonlinear equation solvers do not converge always or they use the derivatives of the function to approximate the root of such equations. Here, we give a derivative-free algorithm that guarantees the convergence. The proposed two-step method, which is to some extent like the secant method, is accompanied with some numerical examples. The illustrative instances manifest that the rate of convergence in proposed algorithm is more than the quadratically iterative schemes.

Keywords: Non-linear equation, iterative methods, derivative-free, convergence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1777
1527 Two Iterative Algorithms to Compute the Bisymmetric Solution of the Matrix Equation A1X1B1 + A2X2B2 + ... + AlXlBl = C

Authors: A.Tajaddini

Abstract:

In this paper, two matrix iterative methods are presented to solve the matrix equation A1X1B1 + A2X2B2 + ... + AlXlBl = C the minimum residual problem l i=1 AiXiBi−CF = minXi∈BRni×ni l i=1 AiXiBi−CF and the matrix nearness problem [X1, X2, ..., Xl] = min[X1,X2,...,Xl]∈SE [X1,X2, ...,Xl] − [X1, X2, ..., Xl]F , where BRni×ni is the set of bisymmetric matrices, and SE is the solution set of above matrix equation or minimum residual problem. These matrix iterative methods have faster convergence rate and higher accuracy than former methods. Paige’s algorithms are used as the frame method for deriving these matrix iterative methods. The numerical example is used to illustrate the efficiency of these new methods.

Keywords: Bisymmetric matrices, Paige’s algorithms, Least square.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1394
1526 Box Counting Dimension of the Union L of Trinomial Curves When α ≥ 1

Authors: Kaoutar Lamrini Uahabi, Mohamed Atounti

Abstract:

In the present work, we consider one category of curves denoted by L(p, k, r, n). These curves are continuous arcs which are trajectories of roots of the trinomial equation zn = αzk + (1 − α), where z is a complex number, n and k are two integers such that 1 ≤ k ≤ n − 1 and α is a real parameter greater than 1. Denoting by L the union of all trinomial curves L(p, k, r, n) and using the box counting dimension as fractal dimension, we will prove that the dimension of L is equal to 3/2.

Keywords: Feasible angles, fractal dimension, Minkowski sausage, trinomial curves, trinomial equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 631
1525 A Finite Element Solution of the Mathematical Model for Smoke Dispersion from Two Sources

Authors: Nopparat Pochai

Abstract:

Smoke discharging is a main reason of air pollution problem from industrial plants. The obstacle of a building has an affect with the air pollutant discharge. In this research, a mathematical model of the smoke dispersion from two sources and one source with a structural obstacle is considered. The governing equation of the model is an isothermal mass transfer model in a viscous fluid. The finite element method is used to approximate the solutions of the model. The triangular linear elements have been used for discretising the domain, and time integration has been carried out by semi-implicit finite difference method. The simulations of smoke dispersion in cases of one chimney and two chimneys are presented. The maximum calculated smoke concentration of both cases are compared. It is then used to make the decision for smoke discharging and air pollutant control problems on industrial area.

Keywords: Air pollution, Smoke dispersion, Finite element method, Stream function, Vorticity equation, Convection-diffusion equation, Semi-implicit method

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2100
1524 The Effect of Rotational Speed and Shaft Eccentric on Looseness of Bearing

Authors: Chalermsak Leetrakool, Komson Jirapattarasilp

Abstract:

This research was to study effect of rotational speed and eccentric factors, which were affected on looseness of bearing. The experiment was conducted on three rotational speeds and five eccentric distances with 5 replications. The results showed that influenced factor affected to looseness of bearing was rotational speed and eccentric distance which showed statistical significant. Higher rotational speed would cause on high looseness. Moreover, more eccentric distance, more looseness of bearing. Using bearing at high rotational with high eccentric of shaft would be affected bearing fault more than lower rotational speed. The prediction equation of looseness was generated by regression analysis. The prediction has an effected to the looseness of bearing at 91.5%.

Keywords: Bearing, Looseness, Rotational speed, Eccentric

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1910
1523 Decision Trees for Predicting Risk of Mortality using Routinely Collected Data

Authors: Tessy Badriyah, Jim S. Briggs, Dave R. Prytherch

Abstract:

It is well known that Logistic Regression is the gold standard method for predicting clinical outcome, especially predicting risk of mortality. In this paper, the Decision Tree method has been proposed to solve specific problems that commonly use Logistic Regression as a solution. The Biochemistry and Haematology Outcome Model (BHOM) dataset obtained from Portsmouth NHS Hospital from 1 January to 31 December 2001 was divided into four subsets. One subset of training data was used to generate a model, and the model obtained was then applied to three testing datasets. The performance of each model from both methods was then compared using calibration (the χ2 test or chi-test) and discrimination (area under ROC curve or c-index). The experiment presented that both methods have reasonable results in the case of the c-index. However, in some cases the calibration value (χ2) obtained quite a high result. After conducting experiments and investigating the advantages and disadvantages of each method, we can conclude that Decision Trees can be seen as a worthy alternative to Logistic Regression in the area of Data Mining.

Keywords: Decision Trees, Logistic Regression, clinical outcome, risk of mortality.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2524
1522 System Identification Based on Stepwise Regression for Dynamic Market Representation

Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1618
1521 Two New Relative Efficiencies of Linear Weighted Regression

Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In statistics parameter theory, usually the parameter estimations have two kinds, one is the least-square estimation (LSE), and the other is the best linear unbiased estimation (BLUE). Due to the determining theorem of minimum variance unbiased estimator (MVUE), the parameter estimation of BLUE in linear model is most ideal. But since the calculations are complicated or the covariance is not given, people are hardly to get the solution. Therefore, people prefer to use LSE rather than BLUE. And this substitution will take some losses. To quantize the losses, many scholars have presented many kinds of different relative efficiencies in different views. For the linear weighted regression model, this paper discusses the relative efficiencies of LSE of β to BLUE of β. It also defines two new relative efficiencies and gives their lower bounds.

Keywords: Linear weighted regression, Relative efficiency, Lower bound, Parameter estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2119
1520 Extending Global Full Orthogonalization method for Solving the Matrix Equation AXB=F

Authors: Fatemeh Panjeh Ali Beik

Abstract:

In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.

Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1994
1519 Solving of the Fourth Order Differential Equations with the Neumann Problem

Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni

Abstract:

In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.

Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1427