Search results for: Marginal likelihood evidence.

Authors: Sunusi N., Kresna A. J., Islamiyati A., Raupong

Abstract:

Hazard rate estimation is one of the important topics in forecasting earthquake occurrence. Forecasting earthquake occurrence is a part of the statistical seismology where the main subject is the point process. Generally, earthquake hazard rate is estimated based on the point process likelihood equation called the Hazard Rate Likelihood of Point Process (HRLPP). In this research, we have developed estimation method, that is hazard rate single decrement HRSD. This method was adapted from estimation method in actuarial studies. Here, one individual associated with an earthquake with inter event time is exponentially distributed. The information of epicenter and time of earthquake occurrence are used to estimate hazard rate. At the end, a case study of earthquake hazard rate will be given. Furthermore, we compare the hazard rate between HRLPP and HRSD method.

Keywords: Earthquake forecast, Hazard Rate, Likelihood point process, Point process.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1449

Authors: Lilian Noronha Nassif

Abstract:

Cybercrime investigation demands an appropriated evidence collection mechanism. If the investigator does not acquire digital proofs in a forensic sound, some important information can be lost, and judges can discard case evidence because the acquisition was inadequate. The correct digital forensic seizing involves preparation of professionals from fields of law, police, and computer science. This paper presents important challenges faced during evidence collection in different perspectives of places. The crime scene can be virtual or real, and technical obstacles and privacy concerns must be considered. All pointed challenges here highlight the precautions to be taken in the digital evidence collection and the suggested procedures contribute to the best practices in the digital forensics field.

Keywords: Digital evidence, digital forensic processes and procedures, mobile forensics, cloud forensics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1169

Authors: Suman Senapati, Goutam Saha

Abstract:

This work presents a fusion of Log Gabor Wavelet (LGW) and Maximum a Posteriori (MAP) estimator as a speech enhancement tool for acoustical background noise reduction. The probability density function (pdf) of the speech spectral amplitude is approximated by a Generalized Laplacian Distribution (GLD). Compared to earlier estimators the proposed method estimates the underlying statistical model more accurately by appropriately choosing the model parameters of GLD. Experimental results show that the proposed estimator yields a higher improvement in Segmental Signal-to-Noise Ratio (S-SNR) and lower Log-Spectral Distortion (LSD) in two different noisy environments compared to other estimators.

Keywords: Speech Enhancement, Generalized Laplacian Distribution, Log Gabor Wavelet, Bayesian MAP Marginal Estimator.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1596

Authors: Yohei Saika, Tatsuya Uezu

Abstract:

We constructed a method of phase unwrapping for a typical wave-front by utilizing the maximizer of the posterior marginal (MPM) estimate corresponding to equilibrium statistical mechanics of the three-state Ising model on a square lattice on the basis of an analogy between statistical mechanics and Bayesian inference. We investigated the static properties of an MPM estimate from a phase diagram using Monte Carlo simulation for a typical wave-front with synthetic aperture radar (SAR) interferometry. The simulations clarified that the surface-consistency conditions were useful for extending the phase where the MPM estimate was successful in phase unwrapping with a high degree of accuracy and that introducing prior information into the MPM estimate also made it possible to extend the phase under the constraint of the surface-consistency conditions with a high degree of accuracy. We also found that the MPM estimate could be used to reconstruct the original wave-fronts more smoothly, if we appropriately tuned hyper-parameters corresponding to temperature to utilize fluctuations around the MAP solution. Also, from the viewpoint of statistical mechanics of the Q-Ising model, we found that the MPM estimate was regarded as a method for searching the ground state by utilizing thermal fluctuations under the constraint of the surface-consistency condition.

Keywords: Bayesian inference, maximizer of the posterior marginal estimate, phase unwrapping, Monte Carlo simulation, statistical mechanics

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1678

Authors: Ilaria Lucrezia Amerise

Abstract:

The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages.

Keywords: Generalized extreme values (GEV), likelihood estimation, precipitation data, Wakeby distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 629

Authors: Cheng-Chieh Chiang, Yi-Chia Chan, Greg C. Lee

Abstract:

This paper proposes a video-based framework for face recognition to identify which faces appear in a video sequence. Our basic idea is like a tracking task - to track a selection of person candidates over time according to the observing visual features of face images in video frames. Hence, we employ the state-space model to formulate video-based face recognition by dividing this problem into two parts: the likelihood and the transition measures. The likelihood measure is to recognize whose face is currently being observed in video frames, for which two-dimensional linear discriminant analysis is employed. The transition measure estimates the probability of changing from an incorrect recognition at the previous stage to the correct person at the current stage. Moreover, extra nodes associated with head nodes are incorporated into our proposed state-space model. The experimental results are also provided to demonstrate the robustness and efficiency of our proposed approach.

Keywords: 2DLDA, face recognition, state-space model, likelihood measure, transition measure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1642

Authors: T. Turan, Ç. Erdoğan

Abstract:

As far as is known, general nursing care practices do not include specific evidence-based practices related to oral care in children. This study aimed to evaluate the evidence based nursing practice for oral care in children. This article is planned as a review article by searching the literature in this field. According to all age groups and the oral care in various specific situations located evidence in the literature were examined. It has been determined that the methods and frequency used in oral care practices performed by nurses in clinics differ from one hospital to another. In addition, it is seen that different solutions are used in basic oral care, oral care practices to prevent ventilator-associated pneumonia and evidence-based practice in mucositis management in children. As a result, a standard should be established in oral care practices for children and education for children is recommended.

Keywords: Children, evidence based practice, nursing, oral care.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1273

Authors: H.Panahi, S.Asadi

Abstract:

In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.

Keywords: Stress-Strength model, Maximum likelihood estimator, Bayes estimator, Burr type XII distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2247

Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2359

Authors: Gamze Ozel, Selen Cakmakyapan

Abstract:

We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of a simulation study. 

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1357

Authors: L. Lindsay, S. A. Coleman, D. Kerr, B. J. Taylor, A. Moorhead

Abstract:

Cognitive decline and frailty is apparent in older adults leading to an increased likelihood of the risk of falling. Currently health care professionals have to make professional decisions regarding such risks, and hence make difficult decisions regarding the future welfare of the ageing population. This study uses health data from The Irish Longitudinal Study on Ageing (TILDA), focusing on adults over the age of 50 years, in order to analyse health risk factors and predict the likelihood of falls. This prediction is based on the use of machine learning algorithms whereby health risk factors are used as inputs to predict the likelihood of falling. Initial results show that health risk factors such as long-term health issues contribute to the number of falls. The identification of such health risk factors has the potential to inform health and social care professionals, older people and their family members in order to mitigate daily living risks.

Keywords: Classification, falls, health risk factors, machine learning, older adults.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 996

Authors: Khunsa Fatima, Umar K. Khattak, Allah Bakhsh Kausar

Abstract:

Satellite images interpretation and analysis assist geologists by providing valuable information about geology and minerals of an area to be surveyed. A test site in Fatejang of district Attock has been studied using Landsat ETM+ and ASTER satellite images for lithological mapping. Five different supervised image classification techniques namely maximum likelihood, parallelepiped, minimum distance to mean, mahalanobis distance and spectral angle mapper have been performed upon both satellite data images to find out the suitable classification technique for lithological mapping in the study area. Results of these five image classification techniques were compared with the geological map produced by Geological Survey of Pakistan. Result of maximum likelihood classification technique applied on ASTER satellite image has highest correlation of 0.66 with the geological map. Field observations and XRD spectra of field samples also verified the results. A lithological map was then prepared based on the maximum likelihood classification of ASTER satellite image.

Keywords: ASTER, Landsat-ETM+, Satellite, Image classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2889

Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated Strict Arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, maximum likelihood estimation method is used in estimating the parameters for zero inflated strict arcsine model. Bootstrapping is then employed to compute the confidence intervals for the estimated parameters.

Keywords: overdispersed count data, maximum likelihood estimation, simulated annealing, BCa confidence intervals.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2250

Authors: Abd El Hady N. Ebraheim

Abstract:

This paper introduces a new generalization of the two parameter Weibull distribution. To this end, the quadratic rank transmutation map has been used. This new distribution is named exponentiated transmuted Weibull (ETW) distribution. The ETW distribution has the advantage of being capable of modeling various shapes of aging and failure criteria. Furthermore, eleven lifetime distributions such as the Weibull, exponentiated Weibull, Rayleigh and exponential distributions, among others follow as special cases. The properties of the new model are discussed and the maximum likelihood estimation is used to estimate the parameters. Explicit expressions are derived for the quantiles. The moments of the distribution are derived, and the order statistics are examined.

Keywords: Exponentiated, Inversion Method, Maximum Likelihood Estimation, Transmutation Map.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3424

Authors: Mounira RouaÐùnia, Noureddine Doghmane

Abstract:

In this paper we consider the problem of change detection and non stationary signals tracking. Using parametric estimation of signals based on least square lattice adaptive filters we consider for change detection statistical parametric methods using likelihood ratio and hypothesis tests. In order to track signals dynamics, we introduce a compensation procedure in the adaptive estimation. This will improve the adaptive estimation performances and fasten it-s convergence after changes detection.

Keywords: Change detection, Hypothesis test, likelihood ratioleast square lattice adaptive filters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1606

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1397

Authors: M. Rominu, C. Sinescu, A.G. Podoleanu

Abstract:

The purpose of this study is to present a non invasive method for the marginal adaptation evaluation in class V composite restorations. Standardized class V cavities, prepared in human extracted teeth, were filled with Premise (Kerr) composite. The specimens were thermo cycled. The interfaces were examined by Optical Coherence Tomography method (OCT) combined with the confocal microscopy and fluorescence. The optical configuration uses two single mode directional couplers with a superluminiscent diode as the source at 1300 nm. The scanning procedure is similar to that used in any confocal microscope, where the fast scanning is enface (line rate) and the depth scanning is much slower (at the frame rate). Gaps at the interfaces as well as inside the composite resin materials were identified. OCT has numerous advantages which justify its use in vivo as well as in vitro in comparison with conventional techniques.

Keywords: Class V Cavities, Marginal Adaptation, Optical Coherence Tomography Fluorescence, Confocal Microscopy

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1537

Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1717

Authors: Humayun Rashid, Lin Zhao

Abstract:

Retention in the IT profession is critical for organizations to stay competitive and operate reliably in the dynamic business environment. Most organizations rely on compensation and rewards as primary tools to enhance retention of employees. In this quantitative survey-based study conducted at a large global bank, we analyze the perceptions of 575 information technology (IT) software professionals in India and Malaysia and find that fairness of rewards has very little impact on retention likelihood. It is far more important to actively involve employees in organizational activities. In addition, our findings indicate that involvement is far more important than information flow: the typical organizational communication to keep employees informed.

Keywords: fairness of rewards, information flow, informationinvolvement, retention

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1403

Authors: Nikolay Nikolaev, Evgueni Smirnov

Abstract:

This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks.

Keywords:

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1296

Authors: Olesya Bolkhovskaya, Alexander Maltsev

Abstract:

In this work the characteristics of spatial signal detec¬tion from an antenna array in various sample cases are investigated. Cases for a various number of available prior information about the received signal and the background noise are considered. The spatial difference between a signal and noise is only used. The performance characteristics and detecting curves are presented. All test-statistics are obtained on the basis of the generalized likelihood ratio (GLR). The received results are correct for a short and long sample.

Keywords: GLR test-statistic, detection task, generalized likelihood ratio, antenna array, detection curves, performance characteristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1486

Authors: Nevena Stolba, A Min Tjoa

Abstract:

Evidence-based medicine is a new direction in modern healthcare. Its task is to prevent, diagnose and medicate diseases using medical evidence. Medical data about a large patient population is analyzed to perform healthcare management and medical research. In order to obtain the best evidence for a given disease, external clinical expertise as well as internal clinical experience must be available to the healthcare practitioners at right time and in the right manner. External evidence-based knowledge can not be applied directly to the patient without adjusting it to the patient-s health condition. We propose a data warehouse based approach as a suitable solution for the integration of external evidence-based data sources into the existing clinical information system and data mining techniques for finding appropriate therapy for a given patient and a given disease. Through integration of data warehousing, OLAP and data mining techniques in the healthcare area, an easy to use decision support platform, which supports decision making process of care givers and clinical managers, is built. We present three case studies, which show, that a clinical data warehouse that facilitates evidence-based medicine is a reliable, powerful and user-friendly platform for strategic decision making, which has a great relevance for the practice and acceptance of evidence-based medicine.

Keywords: data mining, data warehousing, decision-support systems, evidence-based medicine.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3752

Authors: D. Sarkar, M. Pal, A. K. Sarkar

Abstract:

Asphaltic concrete for pavement construction in India are produced by using crushed stone, gravels etc. as aggregate. In north-Eastern region of India, there is a scarcity of stone aggregate. Therefore the road engineers are always in search of an optional material as aggregate which can replace the regularly used material. The purpose of this work was to evaluate the utilization of substandard or marginal aggregates in flexible pavement construction. The investigation was undertaken to evaluate the effects of using lower quality aggregates such as over burnt brick aggregate on the preparation of asphalt concrete for flexible pavements. The scope of this work included a review of available literature and existing data, a laboratory evaluation organized to determine the effects of marginal aggregates and potential techniques to upgrade these substandard materials, and a laboratory evaluation of these upgraded marginal aggregate asphalt mixtures. Over burnt brick aggregates are water susceptible and can leads to moisture damage. Moisture damage is the progressive loss of functionality of the material owing to loss of the adhesion bond between the asphalt binder and the aggregate surface. Hence zycosoil as an anti striping additive were evaluated in this study. This study summarizes the results of the laboratory evaluation carried out to investigate the properties of asphalt concrete prepared with zycosoil modified over burnt brick aggregate. Marshall specimen were prepared with stone aggregate, zycosoil modified stone aggregate, over burnt brick aggregate and zycosoil modified over burnt brick aggregate. Results show that addition of zycosoil with stone aggregate increased stability by 6% and addition of zycosoil with over burnt brick aggregate increased stability by 30%.

Keywords: Asphalt Concrete, Over Burnt Brick Aggregate, Marshall Stability, Zycosoil.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2848

Authors: Abdelouahab Moussaoui, Nabila Ferahta, Victor Chen

Abstract:

The development of aid's systems for the medical diagnosis is not easy thing because of presence of inhomogeneities in the MRI, the variability of the data from a sequence to the other as well as of other different source distortions that accentuate this difficulty. A new automatic, contextual, adaptive and robust segmentation procedure by MRI brain tissue classification is described in this article. A first phase consists in estimating the density of probability of the data by the Parzen-Rozenblatt method. The classification procedure is completely automatic and doesn't make any assumptions nor on the clusters number nor on the prototypes of these clusters since these last are detected in an automatic manner by an operator of mathematical morphology called skeleton by influence zones detection (SKIZ). The problem of initialization of the prototypes as well as their number is transformed in an optimization problem; in more the procedure is adaptive since it takes in consideration the contextual information presents in every voxel by an adaptive and robust non parametric model by the Markov fields (MF). The number of bad classifications is reduced by the use of the criteria of MPM minimization (Maximum Posterior Marginal).

Keywords: Clustering, Automatic Classification, SKIZ, MarkovFields, Image segmentation, Maximum Posterior Marginal (MPM).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1380

Authors: D.M. Weeraddana, K.S. Walgama, E.C. Kulasekere

Abstract:

A framework to estimate the state of dynamically varying environment where data are generated from heterogeneous sources possessing partial knowledge about the environment is presented. This is entirely derived within Dempster-Shafer and Evidence Filtering frameworks. The belief about the current state is expressed as belief and plausibility functions. An addition to Single Input Single Output Evidence Filter, Multiple Input Single Output Evidence Filtering approach is introduced. Variety of applications such as situational estimation of an emergency environment can be developed within the framework successfully. Fire propagation scenario is used to justify the proposed framework, simulation results are presented.

Keywords: Dempster-Shafer Belief theory, Evidence Filtering, Evidence Fusion, Sensor Modalities, Wireless Sensor Networks

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2197

Authors: Y. N. Phang, E. F. Loh

Abstract:

The zero truncated model is usually used in modeling count data without zero. It is the opposite of zero inflated model. Zero truncated Poisson and zero truncated negative binomial models are discussed and used by some researchers in analyzing the abundance of rare species and hospital stay. Zero truncated models are used as the base in developing hurdle models. In this study, we developed a new model, the zero truncated strict arcsine model, which can be used as an alternative model in modeling count data without zero and with extra variation. Two simulated and one real life data sets are used and fitted into this developed model. The results show that the model provides a good fit to the data. Maximum likelihood estimation method is used in estimating the parameters.

Keywords: Hurdle models, maximum likelihood estimation method, positive count data.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1823

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 831

Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments.

Keywords: Frequency offset, cyclic prefix, maximum-likelihood, non-Gaussian noise, OFDM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1986

Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

Abstract:

This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: Non-stationary, BINARMA(1, 1) model, Poisson Innovations, CML

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 553

Authors: Yu-Chun Lin

Abstract:

We identify clawback triggers from firms- proxy statements (Form DEF 14A) and use the likelihood of restatements to proxy for financial reporting quality. Based on a sample of 578 U.S. firms that voluntarily adopt clawback provisions during 2003-2009, when restatement-based triggers could be decomposed into two types: fraud and unintentional error, and we do observe the evidence that using fraud triggers is associated with high financial reporting quality. The findings support that fraud triggers can enhance deterrent effect of clawback provision by establishing a viable disincentive against fraud, misconduct, and otherwise harmful acts. These results are robust to controlling for the compensation components, to different sample specifications and to a number of sensitivity.

Keywords: Accruals quality, Clawback provisions, Compensation, Restatements.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2545