Search results for: Bayes estimation

Authors: V. Churkin, M. Lopatin

Abstract:

The purpose of the paper is to estimate the US small wind turbines market potential and forecast the small wind turbines sales in the US. The forecasting method is based on the application of the Bass model and the generalized Bass model of innovations diffusion under replacement purchases. In the work an exponential distribution is used for modeling of replacement purchases. Only one parameter of such distribution is determined by average lifetime of small wind turbines. The identification of the model parameters is based on nonlinear regression analysis on the basis of the annual sales statistics which has been published by the American Wind Energy Association (AWEA) since 2001 up to 2012. The estimation of the US average market potential of small wind turbines (for adoption purchases) without account of price changes is 57080 (confidence interval from 49294 to 64866 at P = 0.95) under average lifetime of wind turbines 15 years, and 62402 (confidence interval from 54154 to 70648 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 90,7%, while in the second - 91,8%. The effect of the wind turbines price changes on their sales was estimated using generalized Bass model. This required a price forecast. To do this, the polynomial regression function, which is based on the Berkeley Lab statistics, was used. The estimation of the US average market potential of small wind turbines (for adoption purchases) in that case is 42542 (confidence interval from 32863 to 52221 at P = 0.95) under average lifetime of wind turbines 15 years, and 47426 (confidence interval from 36092 to 58760 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 95,3%, while in the second – 95,3%.

Keywords: Bass model, generalized Bass model, replacement purchases, sales forecasting of innovations, statistics of sales of small wind turbines in the United States.

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Authors: Zhongmin Wang, Wudong Fan, Hengshan Zhang, Yimin Zhou

Abstract:

In data-driven prognostic methods, the prediction accuracy of the estimation for remaining useful life of bearings mainly depends on the performance of health indicators, which are usually fused some statistical features extracted from vibrating signals. However, the existing health indicators have the following two drawbacks: (1) The differnet ranges of the statistical features have the different contributions to construct the health indicators, the expert knowledge is required to extract the features. (2) When convolutional neural networks are utilized to tackle time-frequency features of signals, the time-series of signals are not considered. To overcome these drawbacks, in this study, the method combining convolutional neural network with gated recurrent unit is proposed to extract the time-frequency image features. The extracted features are utilized to construct health indicator and predict remaining useful life of bearings. First, original signals are converted into time-frequency images by using continuous wavelet transform so as to form the original feature sets. Second, with convolutional and pooling layers of convolutional neural networks, the most sensitive features of time-frequency images are selected from the original feature sets. Finally, these selected features are fed into the gated recurrent unit to construct the health indicator. The results state that the proposed method shows the enhance performance than the related studies which have used the same bearing dataset provided by PRONOSTIA.

Keywords: Continuous wavelet transform, convolution neural network, gated recurrent unit, health indicators, remaining useful life.

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Authors: Hidetoshi Nonaka, Masahito Kurihara

Abstract:

In this paper, an authentication system using keystroke dynamics is presented. We introduced pressure sensing for the improvement of the accuracy of measurement and durability against intrusion using key-logger, and so on, however additional instrument is needed. As the result, it has been found that the pressure sensing is also effective for estimation of real moment of keystroke.

Keywords: Biometric authentication, Keystroke dynamics, Pressure sensing, Time-frequency analysis.

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Authors: Kanthida Kusonmano, Michael Netzer, Bernhard Pfeifer, Christian Baumgartner, Klaus R. Liedl, Armin Graber

Abstract:

Availability of high dimensional biological datasets such as from gene expression, proteomic, and metabolic experiments can be leveraged for the diagnosis and prognosis of diseases. Many classification methods in this area have been studied to predict disease states and separate between predefined classes such as patients with a special disease versus healthy controls. However, most of the existing research only focuses on a specific dataset. There is a lack of generic comparison between classifiers, which might provide a guideline for biologists or bioinformaticians to select the proper algorithm for new datasets. In this study, we compare the performance of popular classifiers, which are Support Vector Machine (SVM), Logistic Regression, k-Nearest Neighbor (k-NN), Naive Bayes, Decision Tree, and Random Forest based on mock datasets. We mimic common biological scenarios simulating various proportions of real discriminating biomarkers and different effect sizes thereof. The result shows that SVM performs quite stable and reaches a higher AUC compared to other methods. This may be explained due to the ability of SVM to minimize the probability of error. Moreover, Decision Tree with its good applicability for diagnosis and prognosis shows good performance in our experimental setup. Logistic Regression and Random Forest, however, strongly depend on the ratio of discriminators and perform better when having a higher number of discriminators.

Keywords: Classification, High dimensional data, Machine learning

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Authors: Solomon Neway Jida, Jean-Francois Hetet, Pascal Chesse

Abstract:

Vehicular emission is the key source of air pollution in the urban environment. This includes both fine particles (PM_2.5) and coarse particulate matters (PM₁₀). However, particulate matter emissions from road traffic comprise emissions from exhaust tailpipe and emissions due to wear and tear of the vehicle part such as brake, tire and clutch and re-suspension of dust (non-exhaust emission). This study estimates the share of the two sources of pollutant particle emissions from on-roadside vehicles in the Addis Ababa municipality, Ethiopia. To calculate its share, two methods were applied; the exhaust-tailpipe emissions were calculated using the Europeans emission inventory Tier II method and Tier I for the non-exhaust emissions (like vehicle tire wear, brake, and road surface wear). The results show that of the total traffic-related particulate emissions in the city, 63% emitted from vehicle exhaust and the remaining 37% from non-exhaust sources. The annual roads transport exhaust emission shares around 2394 tons of particles from all vehicle categories. However, from the total yearly non-exhaust particulate matter emissions’ contribution, tire and brake wear shared around 65% and 35% emanated by road-surface wear. Furthermore, vehicle tire and brake wear were responsible for annual 584.8 tons of coarse particles (PM₁₀) and 314.4 tons of fine particle matter (PM_2.5) emissions in the city whereas surface wear emissions were responsible for around 313.7 tons of PM₁₀ and 169.9 tons of PM_2.5 pollutant emissions in the city. This suggests that non-exhaust sources might be as significant as exhaust sources and have a considerable contribution to the impact on air quality.

Keywords: Addis Ababa, automotive emission, emission estimation, particulate matters.

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Authors: A. Aissani, H. Benaoudia

Abstract:

Stochastic comparison has been an important direction of research in various area. This can be done by the use of the notion of stochastic ordering which gives qualitatitive rather than purely quantitative estimation of the system under study. In this paper we present applications of comparison based uncertainty related to entropy in Reliability analysis, for example to design better systems. These results can be used as a priori information in simulation studies.

Keywords: Uncertainty, Stochastic comparison, Reliability, serie's system, imperfect repair.

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Authors: Ginalber L. O. Serra

Abstract:

This work proposes a recursive weighted ELS algorithm for system identification by applying numerically robust orthogonal Householder transformations. The properties of the proposed algorithm show it obtains acceptable results in a noisy environment: fast convergence and asymptotically unbiased estimates. Comparative analysis with others robust methods well known from literature are also presented.

Keywords: Stochastic Systems, Robust Identification, Parameter Estimation, Systems Identification.

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Authors: H. Zarei, M. H. Fazel Zarandi, M. Karbasian

Abstract:

A Decision Support System/Expert System for stock portfolio selection presented where at first step, both technical and fundamental data used to estimate technical and fundamental return and risk (1st phase); Then, the estimated values are aggregated with the investor preferences (2nd phase) to produce convenient stock portfolio. In the 1st phase, there are two expert systems, each of which is responsible for technical or fundamental estimation. In the technical expert system, for each stock, twenty seven candidates are identified and with using rough sets-based clustering method (RC) the effective variables have been selected. Next, for each stock two fuzzy rulebases are developed with fuzzy C-Mean method and Takai-Sugeno- Kang (TSK) approach; one for return estimation and the other for risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation method. In parallel, for fundamental expert systems, fuzzy rule-bases have been identified in the form of “IF-THEN" rules through brainstorming with the stock market experts and the input data have been derived from financial statements; as a result two fuzzy rule-bases have been generated for all the stocks, one for return and the other for risk. In the 2nd phase, user preferences represented by four criteria and are obtained by questionnaire. Using an expert system, four estimated values of return and risk have been aggregated with the respective values of user preference. At last, a fuzzy rule base having four rules, treats these values and produce a ranking score for each stock which will lead to a satisfactory portfolio for the user. The stocks of six manufacturing companies and the period of 2003-2006 selected for data gathering.

Keywords: Stock Portfolio Selection, Fuzzy Rule-Base ExpertSystems, Financial Decision Support Systems, Technical Analysis, Fundamental Analysis.

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Authors: Andrey V. Timofeev

Abstract:

A method is proposed for stable detection of seismoacoustic sources in C-OTDR systems that guarantee given upper bounds for probabilities of type I and type II errors. Properties of the proposed method are rigorously proved. The results of practical applications of the proposed method in a real C-OTDRsystem are presented.

Keywords: Guaranteed detection, C-OTDR systems, change point, interval estimation.

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Authors: Huan-Chieh Chiu, Hung-Shuo Wu, Chien-Hao Wang, Yu-Cheng Yang, Ching-Ya Tseng, Joe-Air Jiang

Abstract:

Power failure resulting from tower collapse due to violent seismic events might bring enormous and inestimable losses. The Chi-Chi earthquake, for example, strongly struck Taiwan and caused huge damage to the power system on September 21, 1999. Nearly 10% of extra high voltage (EHV) transmission towers were damaged in the earthquake. Therefore, seismic hazards of EHV transmission towers should be monitored and evaluated. The ultimate goal of this study is to establish a damage level assessment model for EHV transmission towers. The data of earthquakes provided by Taiwan Central Weather Bureau serve as a reference and then lay the foundation for earthquake simulations and analyses afterward. Some parameters related to the damage level of each point of an EHV tower are simulated and analyzed by the data from monitoring stations once an earthquake occurs. Through the Fourier transform, the seismic wave is then analyzed and transformed into different wave frequencies, and the data would be shown through a response spectrum. With this method, the seismic frequency which damages EHV towers the most is clearly identified. An estimation model is built to determine the damage level caused by a future seismic event. Finally, instead of relying on visual observation done by inspectors, the proposed model can provide a power company with the damage information of a transmission tower. Using the model, manpower required by visual observation can be reduced, and the accuracy of the damage level estimation can be substantially improved. Such a model is greatly useful for health and construction monitoring because of the advantages of long-term evaluation of structural characteristics and long-term damage detection.

Keywords: Smart grid, EHV transmission tower, response spectrum, damage level monitoring.

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Authors: Yen San Yong, Hock Woon Hon

Abstract:

An algorithm for estimating the disparity of objects of interest is proposed. This algorithm uses image shifting and overlapping area to estimate the disparity value; thereby depth of the objects of interest can be obtained. The algorithm is able to perform at different levels of accuracy. However, as the accuracy increases the processing speed decreases. The algorithm is tested with static stereo images and sequence of stereo images. The experimental results are presented in this paper.

Keywords: stereo vision, binocular parallax

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Authors: Yanling Li, Linying Ji, Zita Oravecz, Timothy R. Brick, Michael D. Hunter, Sy-Miin Chow

Abstract:

Assessing several individuals intensively over time yields intensive longitudinal data (ILD). Even though ILD provide rich information, they also bring other data analytic challenges. One of these is the increased occurrence of missingness with increased study length, possibly under non-ignorable missingness scenarios. Multiple imputation (MI) handles missing data by creating several imputed data sets, and pooling the estimation results across imputed data sets to yield final estimates for inferential purposes. In this article, we introduce dynr.mi(), a function in the R package, Dynamic Modeling in R (dynr). The package dynr provides a suite of fast and accessible functions for estimating and visualizing the results from fitting linear and nonlinear dynamic systems models in discrete as well as continuous time. By integrating the estimation functions in dynr and the MI procedures available from the R package, Multivariate Imputation by Chained Equations (MICE), the dynr.mi() routine is designed to handle possibly non-ignorable missingness in the dependent variables and/or covariates in a user-specified dynamic systems model via MI, with convergence diagnostic check. We utilized dynr.mi() to examine, in the context of a vector autoregressive model, the relationships among individuals’ ambulatory physiological measures, and self-report affect valence and arousal. The results from MI were compared to those from listwise deletion of entries with missingness in the covariates. When we determined the number of iterations based on the convergence diagnostics available from dynr.mi(), differences in the statistical significance of the covariate parameters were observed between the listwise deletion and MI approaches. These results underscore the importance of considering diagnostic information in the implementation of MI procedures.

Keywords: Dynamic modeling, missing data, multiple imputation, physiological measures.

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Authors: Wang Wen-long, Li Hua, Pan Sha

Abstract:

Eight difference schemes and five limiters are applied to numerical computation of Riemann problem. The resolution of discontinuities of each scheme produced is compared. Numerical dissipation and its estimation are discussed. The result shows that the numerical dissipation of each scheme is vital to improve scheme-s accuracy and stability. MUSCL methodology is an effective approach to increase computational efficiency and resolution. Limiter should be selected appropriately by balancing compressive and diffusive performance.

Keywords: Scheme; Limiter, Numerical simulation, Riemannproblem.

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Authors: R. B. Ibrahim, M. S. Argungu, I. M. Mungadi

Abstract:

It is obvious in this present time, internet has become an indispensable part of human life since its inception. The Internet has provided diverse opportunities to make life so easy for human beings, through the adoption of various channels. Among these channels are email, internet banking, video conferencing, and the like. Email is one of the easiest means of communication hugely accepted among individuals and organizations globally. But over decades the security integrity of this platform has been challenged with malicious activities like Phishing. Email phishing is designed by phishers to fool the recipient into handing over sensitive personal information such as passwords, credit card numbers, account credentials, social security numbers, etc. This activity has caused a lot of financial damage to email users globally which has resulted in bankruptcy, sudden death of victims, and other health-related sicknesses. Although many methods have been proposed to detect email phishing, in this research, the results of multiple machine-learning methods for predicting email phishing have been compared with the use of filter-wrapper feature selection. It is worth noting that all three models performed substantially but one outperformed the other. The dataset used for these models is obtained from Kaggle online data repository, while three classifiers: decision tree, Naïve Bayes, and Logistic regression are ensemble (Bagging) respectively. Results from the study show that the Decision Tree (CART) bagging ensemble recorded the highest accuracy of 98.13% using PEF (Phishing Essential Features). This result further demonstrates the dependability of the proposed model.

Keywords: Ensemble, hybrid, filter-wrapper, phishing.

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Authors: Lili Wang

Abstract:

By using the estimation of the Cauchy matrix of linear impulsive differential equations and Banach fixed point theorem as well as Gronwall-Bellman’s inequality, some sufficient conditions are obtained for the existence and exponential stability of almost periodic solution for an impulsive neural networks with distributed delays. An example is presented to illustrate the feasibility and  effectiveness of the results.

Keywords: Almost periodic solution, Exponential stability, Neural networks, Impulses.

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Authors: C. Patrascioiu, V. Matei, N. Nicolae

Abstract:

The paper describes the experiments and the kinetic parameters calculus of the gasoil hydrofining. They are presented experimental results of gasoil hidrofining using Mo and promoted with Ni on aluminum support catalyst. The authors have adapted a kinetic model gasoil hydrofining. Using this proposed kinetic model and the experimental data they have calculated the parameters of the model. The numerical calculus is based on minimizing the difference between the experimental sulf concentration and kinetic model estimation.

Keywords: Hydrofining, kinetic, modeling, optimization.

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Authors: Byung Ki Kim, Ho Min Jung, Jae-Bong Yoo, Wan Yeon Lee, Chan Young Park, Young Woong Ko

Abstract:

In this paper, we present a novel approach to location system under indoor environment. The key idea of our work is accurate distance estimation with cricket-based location system using A* algorithm. We also use magnetic sensor for detecting obstacles in indoor environment. Finally, we suggest how this system can be used in various applications such as asset tracking and monitoring.

Keywords: Cricket, Indoor Location Tracking, Mobile Robot, Localization.

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Authors: Anna Girchenko, Victor A. Eremeyev, Holm Altenbach

Abstract:

In the present work we investigate both the elastic and electric properties of a chiral material. We consider a composite structure made from a polymer matrix and anisotropic inclusions of GaAs taking into account piezoelectric and dielectric properties of the composite material. The principal task of the work is the estimation of the functional properties of the composite material.

Keywords: Coupled electromechanical behavior, Composite structure, Chiral metamaterial.

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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.

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Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev

Abstract:

Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows drawing conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stageby- stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.

Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics

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Authors: Jae Wook Shin, Ju-man Song, Hyun-Taek Choi, Poo Gyeon Park

Abstract:

This paper introduces a new variable step-size APA with decorrelation of AR input process is based on the MSD analysis. To achieve a fast convergence rate and a small steady-state estimation error, he proposed algorithm uses variable step size that is determined by minimising the MSD. In addition, experimental results show that the proposed algorithm is achieved better performance than the other algorithms.

Keywords: adaptive filter, affine projection algorithm, variable step size.

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Authors: H. Benjamin Fredrick David, R. Balasubramanian, A. Anbarasa Pandian

Abstract:

Image retrieval is the most interesting technique which is being used today in our digital world. CBIR, commonly expanded as Content Based Image Retrieval is an image processing technique which identifies the relevant images and retrieves them based on the patterns that are extracted from the digital images. In this paper, two research works have been presented using CBIR. The first work provides an automated and interactive approach to the analysis of CBIR techniques. CBIR works on the principle of supervised machine learning which involves feature selection followed by training and testing phase applied on a classifier in order to perform prediction. By using feature extraction, the image transforms such as Contourlet, Ridgelet and Shearlet could be utilized to retrieve the texture features from the images. The features extracted are used to train and build a classifier using the classification algorithms such as Naïve Bayes, K-Nearest Neighbour and Multi-class Support Vector Machine. Further the testing phase involves prediction which predicts the new input image using the trained classifier and label them from one of the four classes namely 1- Normal brain, 2- Benign tumour, 3- Malignant tumour and 4- Severe tumour. The second research work includes developing a tool which is used for tumour stage identification using the best feature extraction and classifier identified from the first work. Finally, the tool will be used to predict tumour stage and provide suggestions based on the stage of tumour identified by the system. This paper presents these two approaches which is a contribution to the medical field for giving better retrieval performance and for tumour stages identification.

Keywords: Brain tumour detection, content based image retrieval, classification of tumours, image retrieval.

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Authors: Chao Yuan, Bao Guang Tian

Abstract:

A new relative efficiency is defined as LSE and BLUE in the generalized linear model. The relative efficiency is based on the ratio of the least eigenvalues. In this paper, we discuss about its lower bound and the relationship between it and generalized relative coefficient. Finally, this paper proves that the new estimation is better under Stein function and special condition in some degree.

Keywords: Generalized linear model, generalized relative coefficient, least eigenvalue, relative efficiency.

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Authors: V. Bezlepkin, M. Karaseva, A. Frolov, E. Kharchenko, L. Lebedev

Abstract:

The main features of NPP-2006/MIR-1200 design are described. Estimation of individual doses for population under normal operation and accident conditions is performed for Leningradskaya NPP – 2 as an example. The radiation effect on population and environment doesn-t exceed the established normative limit and is as low as reasonably achievable. NPP- 2006/MIR-1200 design meets all Russian and international requirements for power units under construction.

Keywords: Accident release, beyond design basis accident (BDBA), nuclear power plant (NPP), radiation safety.

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Authors: Yi-Fan Lin, Peter P. Howley, Frank A. Tuyl

Abstract:

Quality measurement and reporting systems are used in healthcare internationally. In Australia, the Australian Council on Healthcare Standards records and reports hundreds of clinical indicators (CIs) nationally across the healthcare system. These CIs are measures of performance in the clinical setting, and are used as a screening tool to help assess whether a standard of care is being met. Existing analysis and reporting of these CIs incorporate Bayesian methods to address sampling variation; however, such assessments are retrospective in nature, reporting upon the previous six or twelve months of data. The use of Bayesian methods within statistical process control for monitoring systems is an important pursuit to support more timely decision-making. Our research has developed and assessed a new graphical monitoring tool, similar to a control chart, based on the beta-binomial posterior predictive (BBPP) distribution to facilitate the real-time assessment of health care organizational performance via CIs. The BBPP charts have been compared with the traditional Bernoulli CUSUM (BC) chart by simulation. The more traditional “central” and “highest posterior density” (HPD) interval approaches were each considered to define the limits, and the multiple charts were compared via in-control and out-of-control average run lengths (ARLs), assuming that the parameter representing the underlying CI rate (proportion of cases with an event of interest) required estimation. Preliminary results have identified that the BBPP chart with HPD-based control limits provides better out-of-control run length performance than the central interval-based and BC charts. Further, the BC chart’s performance may be improved by using Bayesian parameter estimation of the underlying CI rate.

Keywords: Average run length, Bernoulli CUSUM chart, beta binomial posterior predictive distribution, clinical indicator, health care organization, highest posterior density interval.

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Authors: Miloje S. Radenkovic, Tamal Bose

Abstract:

This paper presents the convergence analysis of a prediction based blind equalizer for IIR channels. Predictor parameters are estimated by using the recursive least squares algorithm. It is shown that the prediction error converges almost surely (a.s.) toward a scalar multiple of the unknown input symbol sequence. It is also proved that the convergence rate of the parameter estimation error is of the same order as that in the iterated logarithm law.

Keywords: Adaptive blind equalizer, Recursive leastsquares, Adaptive Filtering, Convergence analysis.

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Authors: A. M. Pashayev, C. Ardil, D. D. Askerov, R. A. Sadiqov, P. S. Abdullayev

Abstract:

In this paper is shown that the probability-statistic methods application, especially at the early stage of the aviation gas turbine engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence is considered the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods. Training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. Thus for GTE technical condition more adequate model making are analysed dynamics of skewness and kurtosis coefficients' changes. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows to draw conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. For checking of models adequacy is considered the Fuzzy Multiple Correlation Coefficient of Fuzzy Multiple Regression. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stage-bystage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine temperature condition was made.

Keywords: Gas turbine engines, neural networks, fuzzy logic, fuzzy statistics.

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Authors: Alessandro Barbiero

Abstract:

In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.

Keywords: Approximate estimators, asymptotic theory, confidence interval, Monte Carlo simulations, stress-strength, variance estimation.

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Authors: Yongxin Yuan, Jiashang Jiang

Abstract:

In this paper the gradient based iterative algorithm is presented to solve the linear matrix equation AXB +CXTD = E, where X is unknown matrix, A,B,C,D,E are the given constant matrices. It is proved that if the equation has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. Two numerical examples show that the introduced iterative algorithm is quite efficient.

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

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Authors: Mario Mastriani, Alberto E. Giraldez

Abstract:

In this paper, a new probability density function (pdf) is proposed to model the statistics of wavelet coefficients, and a simple Kalman-s filter is derived from the new pdf using Bayesian estimation theory. Specifically, we decompose the speckled image into wavelet subbands, we apply the Kalman-s filter to the high subbands, and reconstruct a despeckled image from the modified detail coefficients. Experimental results demonstrate that our method compares favorably to several other despeckling methods on test synthetic aperture radar (SAR) images.

Keywords: Kalman's filter, shrinkage, speckle, wavelets.

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