Search results for: Skew distributions
278 Determination of the Best Fit Probability Distribution for Annual Rainfall in Karkheh River at Iran
Authors: Karim Hamidi Machekposhti, Hossein Sedghi
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This study was designed to find the best-fit probability distribution of annual rainfall based on 50 years sample (1966-2015) in the Karkheh river basin at Iran using six probability distributions: Normal, 2-Parameter Log Normal, 3-Parameter Log Normal, Pearson Type 3, Log Pearson Type 3 and Gumbel distribution. The best fit probability distribution was selected using Stormwater Management and Design Aid (SMADA) software and based on the Residual Sum of Squares (R.S.S) between observed and estimated values Based on the R.S.S values of fit tests, the Log Pearson Type 3 and then Pearson Type 3 distributions were found to be the best-fit probability distribution at the Jelogir Majin and Pole Zal rainfall gauging station. The annual values of expected rainfall were calculated using the best fit probability distributions and can be used by hydrologists and design engineers in future research at studied region and other region in the world.
Keywords: Log Pearson Type 3, SMADA, rainfall, Karkheh River.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 753277 Evaluation of Carbon Dioxide Pressure through Radial Velocity Difference in Arterial Blood Modeled by Drift Flux Model
Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes
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In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1177276 Segmenting Ultrasound B-Mode Images Using RiIG Distributions and Stochastic Optimization
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In this paper, we propose a novel algorithm for delineating the endocardial wall from a human heart ultrasound scan. We assume that the gray levels in the ultrasound images are independent and identically distributed random variables with different Rician Inverse Gaussian (RiIG) distributions. Both synthetic and real clinical data will be used for testing the algorithm. Algorithm performance will be evaluated using the expert radiologist evaluation of a soft copy of an ultrasound scan during the scanning process and secondly, doctor’s conclusion after going through a printed copy of the same scan. Successful implementation of this algorithm should make it possible to differentiate normal from abnormal soft tissue and help disease identification, what stage the disease is in and how best to treat the patient. We hope that an automated system that uses this algorithm will be useful in public hospitals especially in Third World countries where problems such as shortage of skilled radiologists and shortage of ultrasound machines are common. These public hospitals are usually the first and last stop for most patients in these countries.
Keywords: Endorcardial Wall, Rician Inverse Distributions, Segmentation, Ultrasound Images.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1573275 On the Parameter of the Burr Type X under Bayesian Principles
Authors: T. N. Sindhu, M. Aslam
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A comprehensive Bayesian analysis has been carried out in the context of informative and non-informative priors for the shape parameter of the Burr type X distribution under different symmetric and asymmetric loss functions. Elicitation of hyperparameter through prior predictive approach is also discussed. Also we derive the expression for posterior predictive distributions, predictive intervals and the credible Intervals. As an illustration, comparisons of these estimators are made through simulation study.
Keywords: Credible Intervals, Loss Functions, Posterior Predictive Distributions, Predictive Intervals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1506274 Development of an Implicit Physical Influence Upwind Scheme for Cell-Centered Finite Volume Method
Authors: Shidvash Vakilipour, Masoud Mohammadi, Rouzbeh Riazi, Scott Ormiston, Kimia Amiri, Sahar Barati
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An essential component of a finite volume method (FVM) is the advection scheme that estimates values on the cell faces based on the calculated values on the nodes or cell centers. The most widely used advection schemes are upwind schemes. These schemes have been developed in FVM on different kinds of structured and unstructured grids. In this research, the physical influence scheme (PIS) is developed for a cell-centered FVM that uses an implicit coupled solver. Results are compared with the exponential differencing scheme (EDS) and the skew upwind differencing scheme (SUDS). Accuracy of these schemes is evaluated for a lid-driven cavity flow at Re = 1000, 3200, and 5000 and a backward-facing step flow at Re = 800. Simulations show considerable differences between the results of EDS scheme with benchmarks, especially for the lid-driven cavity flow at high Reynolds numbers. These differences occur due to false diffusion. Comparing SUDS and PIS schemes shows relatively close results for the backward-facing step flow and different results in lid-driven cavity flow. The poor results of SUDS in the lid-driven cavity flow can be related to its lack of sensitivity to the pressure difference between cell face and upwind points, which is critical for the prediction of such vortex dominant flows.
Keywords: Cell-centered finite volume method, physical influence scheme, exponential differencing scheme, skew upwind differencing scheme, false diffusion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1085273 A New Approach to Image Segmentation via Fuzzification of Rènyi Entropy of Generalized Distributions
Authors: Samy Sadek, Ayoub Al-Hamadi, Axel Panning, Bernd Michaelis, Usama Sayed
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In this paper, we propose a novel approach for image segmentation via fuzzification of Rènyi Entropy of Generalized Distributions (REGD). The fuzzy REGD is used to precisely measure the structural information of image and to locate the optimal threshold desired by segmentation. The proposed approach draws upon the postulation that the optimal threshold concurs with maximum information content of the distribution. The contributions in the paper are as follow: Initially, the fuzzy REGD as a measure of the spatial structure of image is introduced. Then, we propose an efficient entropic segmentation approach using fuzzy REGD. However the proposed approach belongs to entropic segmentation approaches (i.e. these approaches are commonly applied to grayscale images), it is adapted to be viable for segmenting color images. Lastly, diverse experiments on real images that show the superior performance of the proposed method are carried out.Keywords: Entropy of generalized distributions, entropy fuzzification, entropic image segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3231272 Probability Distribution of Rainfall Depth at Hourly Time-Scale
Authors: S. Dan'azumi, S. Shamsudin, A. A. Rahman
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Rainfall data at fine resolution and knowledge of its characteristics plays a major role in the efficient design and operation of agricultural, telecommunication, runoff and erosion control as well as water quality control systems. The paper is aimed to study the statistical distribution of hourly rainfall depth for 12 representative stations spread across Peninsular Malaysia. Hourly rainfall data of 10 to 22 years period were collected and its statistical characteristics were estimated. Three probability distributions namely, Generalized Pareto, Exponential and Gamma distributions were proposed to model the hourly rainfall depth, and three goodness-of-fit tests, namely, Kolmogorov-Sminov, Anderson-Darling and Chi-Squared tests were used to evaluate their fitness. Result indicates that the east cost of the Peninsular receives higher depth of rainfall as compared to west coast. However, the rainfall frequency is found to be irregular. Also result from the goodness-of-fit tests show that all the three models fit the rainfall data at 1% level of significance. However, Generalized Pareto fits better than Exponential and Gamma distributions and is therefore recommended as the best fit.Keywords: Goodness-of-fit test, Hourly rainfall, Malaysia, Probability distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2920271 Learning and Evaluating Possibilistic Decision Trees using Information Affinity
Authors: Ilyes Jenhani, Salem Benferhat, Zied Elouedi
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This paper investigates the issue of building decision trees from data with imprecise class values where imprecision is encoded in the form of possibility distributions. The Information Affinity similarity measure is introduced into the well-known gain ratio criterion in order to assess the homogeneity of a set of possibility distributions representing instances-s classes belonging to a given training partition. For the experimental study, we proposed an information affinity based performance criterion which we have used in order to show the performance of the approach on well-known benchmarks.Keywords: Data mining from uncertain data, Decision Trees, Possibility Theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1514270 Exponentiated Transmuted Weibull Distribution A Generalization of the Weibull Distribution
Authors: Abd El Hady N. Ebraheim
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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 3471269 Investigation on Fischer-Tropsch Synthesis over Cobalt-Gadolinium Catalyst
Authors: Jian Huang, Weixin Qian, Haitao Zhang, Weiyong Ying
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Cobalt-gadolinium catalyst for Fischer-Tropsch synthesis was prepared by impregnation method with commercial silica gel, and its texture properties were characterized by BET, XRD, and TPR. The catalytic performance of the catalyst was tested in a fixed bed reactor. The results showed that the addition of gadolinium to the cobalt catalyst might decrease the size of cobalt particles, and increased the dispersion of catalytic active cobalt phases. The carbon number distributions for the catalysts was calculated by ASF equation.Keywords: Fischer-Tropsch synthesis, cobalt-based catalysts, gadolinium, carbon number distributions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1607268 A Brief Study about Nonparametric Adherence Tests
Authors: Vinicius R. Domingues, Luan C. S. M. Ozelim
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The statistical study has become indispensable for various fields of knowledge. Not any different, in Geotechnics the study of probabilistic and statistical methods has gained power considering its use in characterizing the uncertainties inherent in soil properties. One of the situations where engineers are constantly faced is the definition of a probability distribution that represents significantly the sampled data. To be able to discard bad distributions, goodness-of-fit tests are necessary. In this paper, three non-parametric goodness-of-fit tests are applied to a data set computationally generated to test the goodness-of-fit of them to a series of known distributions. It is shown that the use of normal distribution does not always provide satisfactory results regarding physical and behavioral representation of the modeled parameters.Keywords: Kolmogorov-Smirnov, Anderson-Darling, Cramer-Von-Mises, Nonparametric adherence tests.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1843267 Experimental Study of Thermal Environment in a Room with Mixing Ventilation
Authors: Dong-Mei Pan, Liang XIA, Ming-Yin Chan
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This paper reports an experimental study on a sleeping thermal manikin in a room equipped with a mixing ventilation system. In the experimental work, heat loss from the sleeping thermal manikin was measured under different conditions. The supply air temperature was in a range of 17°C to 27°C. Apart from the heat loss of the sleeping thermal manikin, the velocity distributions and temperature distributions were also measured in the experiments for subsequent analysis.Keywords: Sleeping Environment, Mixing Ventilation System
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1759266 An Iterative Updating Method for Damped Gyroscopic Systems
Authors: Yongxin Yuan
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The problem of updating damped gyroscopic systems using measured modal data can be mathematically formulated as following two problems. Problem I: Given Ma ∈ Rn×n, Λ = diag{λ1, ··· , λp} ∈ Cp×p, X = [x1, ··· , xp] ∈ Cn×p, where p<n and both Λ and X are closed under complex conjugation in the sense that λ2j = λ¯2j−1 ∈ C, x2j = ¯x2j−1 ∈ Cn for j = 1, ··· , l, and λk ∈ R, xk ∈ Rn for k = 2l + 1, ··· , p, find real-valued symmetric matrices D,K and a real-valued skew-symmetric matrix G (that is, GT = −G) such that MaXΛ2 + (D + G)XΛ + KX = 0. Problem II: Given real-valued symmetric matrices Da, Ka ∈ Rn×n and a real-valued skew-symmetric matrix Ga, find (D, ˆ G, ˆ Kˆ ) ∈ SE such that Dˆ −Da2+Gˆ−Ga2+Kˆ −Ka2 = min(D,G,K)∈SE (D− Da2 + G − Ga2 + K − Ka2), where SE is the solution set of Problem I and · is the Frobenius norm. This paper presents an iterative algorithm to solve Problem I and Problem II. By using the proposed iterative method, a solution of Problem I can be obtained within finite iteration steps in the absence of roundoff errors, and the minimum Frobenius norm solution of Problem I can be obtained by choosing a special kind of initial matrices. Moreover, the optimal approximation solution (D, ˆ G, ˆ Kˆ ) of Problem II can be obtained by finding the minimum Frobenius norm solution of a changed Problem I. A numerical example shows that the introduced iterative algorithm is quite efficient.
Keywords: Model updating, iterative algorithm, gyroscopic system, partially prescribed spectral data, optimal approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1440265 The Effects of Misspecification of Stochastic Processes on Investment Appraisal
Authors: George Yungchih Wang
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For decades financial economists have been attempted to determine the optimal investment policy by recognizing the option value embedded in irreversible investment whose project value evolves as a geometric Brownian motion (GBM). This paper aims to examine the effects of the optimal investment trigger and of the misspecification of stochastic processes on investment in real options applications. Specifically, the former explores the consequence of adopting optimal investment rules on the distributions of corporate value under the correct assumption of stochastic process while the latter analyzes the influence on the distributions of corporate value as a result of the misspecification of stochastic processes, i.e., mistaking an alternative process as a GBM. It is found that adopting the correct optimal investment policy may increase corporate value by shifting the value distribution rightward, and the misspecification effect may decrease corporate value by shifting the value distribution leftward. The adoption of the optimal investment trigger has a major impact on investment to such an extent that the downside risk of investment is truncated at the project value of zero, thereby moving the value distributions rightward. The analytical framework is also extended to situations where collection lags are in place, and the result indicates that collection lags reduce the effects of investment trigger and misspecification on investment in an opposite way.
Keywords: GBM, real options, investment trigger, misspecification, collection lags
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1512264 A Methodology for Characterising the Tail Behaviour of a Distribution
Authors: Serge Provost, Yishan Zang
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Following a review of various approaches that are utilized for classifying the tail behavior of a distribution, an easily implementable methodology that relies on an arctangent transformation is presented. The classification criterion is actually based on the difference between two specific quantiles of the transformed distribution. The resulting categories enable one to classify distributional tails as distinctly short, short, nearly medium, medium, extended medium and somewhat long, providing that at least two moments exist. Distributions possessing a single moment are said to be long tailed while those failing to have any finite moments are classified as having an extremely long tail. Several illustrative examples will be presented.
Keywords: Arctangent transformation, change of variables, heavy-tailed distributions, tail classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 687263 Development of Maximum Entropy Method for Prediction of Droplet-size Distribution in Primary Breakup Region of Spray
Authors: E. Movahednejad, F. Ommi
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Droplet size distributions in the cold spray of a fuel are important in observed combustion behavior. Specification of droplet size and velocity distributions in the immediate downstream of injectors is also essential as boundary conditions for advanced computational fluid dynamics (CFD) and two-phase spray transport calculations. This paper describes the development of a new model to be incorporated into maximum entropy principle (MEP) formalism for prediction of droplet size distribution in droplet formation region. The MEP approach can predict the most likely droplet size and velocity distributions under a set of constraints expressing the available information related to the distribution. In this article, by considering the mechanisms of turbulence generation inside the nozzle and wave growth on jet surface, it is attempted to provide a logical framework coupling the flow inside the nozzle to the resulting atomization process. The purpose of this paper is to describe the formulation of this new model and to incorporate it into the maximum entropy principle (MEP) by coupling sub-models together using source terms of momentum and energy. Comparison between the model prediction and experimental data for a gas turbine swirling nozzle and an annular spray indicate good agreement between model and experiment.Keywords: Droplet, instability, Size Distribution, Turbulence, Maximum Entropy
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2580262 Regionalization of IDF Curves with L-Moments for Storm Events
Authors: Noratiqah Mohd Ariff, Abdul Aziz Jemain, Mohd Aftar Abu Bakar
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The construction of Intensity-Duration-Frequency (IDF) curves is one of the most common and useful tools in order to design hydraulic structures and to provide a mathematical relationship between rainfall characteristics. IDF curves, especially those in Peninsular Malaysia, are often built using moving windows of rainfalls. However, these windows do not represent the actual rainfall events since the duration of rainfalls is usually prefixed. Hence, instead of using moving windows, this study aims to find regionalized distributions for IDF curves of extreme rainfalls based on storm events. Homogeneity test is performed on annual maximum of storm intensities to identify homogeneous regions of storms in Peninsular Malaysia. The L-moment method is then used to regionalized Generalized Extreme Value (GEV) distribution of these annual maximums and subsequently. IDF curves are constructed using the regional distributions. The differences between the IDF curves obtained and IDF curves found using at-site GEV distributions are observed through the computation of the coefficient of variation of root mean square error, mean percentage difference and the coefficient of determination. The small differences implied that the construction of IDF curves could be simplified by finding a general probability distribution of each region. This will also help in constructing IDF curves for sites with no rainfall station.
Keywords: IDF curves, L-moments, regionalization, storm events.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1713261 SURF Based Image Matching from Different Angle of Viewpoints using Rectification and Simplified Orientation Correction
Authors: K.M.Goh, M.M.Mokji, S.A.R. Abu-Bakar
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Speeded-Up Robust Feature (SURF) is commonly used for feature matching in stereovision because of their robustness towards scale changes and rotational changes. However, SURF feature cannot cope with large viewpoint changes or skew distortion. This paper introduces a method which can help to improve the wide baseline-s matching performance in term of accuracy by rectifying the image using two vanishing points. Simplified orientation correction was used to remove the false matching..
Keywords: Affine, orientation, projective, SURF.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2313260 Addressing Scheme for IOT Network Using IPV6
Authors: H. Zormati, J. Chebil, J. Bel Hadj Taher
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The goal of this paper is to present an addressing scheme that allows for assigning a unique IPv6 address to each node in the Internet of Things (IoT) network. This scheme guarantees uniqueness by extracting the clock skew of each communication device and converting it into an IPv6 address. Simulation analysis confirms that the presented scheme provides reductions in terms of energy consumption, communication overhead and response time as compared to four studied addressing schemes Strong DAD, LEADS, SIPA and CLOSA.
Keywords: Addressing, IoT, IPv6, network, nodes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 966259 Computer Verification in Cryptography
Authors: Markus Kaiser, Johannes Buchmann
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In this paper we explore the application of a formal proof system to verification problems in cryptography. Cryptographic properties concerning correctness or security of some cryptographic algorithms are of great interest. Beside some basic lemmata, we explore an implementation of a complex function that is used in cryptography. More precisely, we describe formal properties of this implementation that we computer prove. We describe formalized probability distributions (o--algebras, probability spaces and condi¬tional probabilities). These are given in the formal language of the formal proof system Isabelle/HOL. Moreover, we computer prove Bayes' Formula. Besides we describe an application of the presented formalized probability distributions to cryptography. Furthermore, this paper shows that computer proofs of complex cryptographic functions are possible by presenting an implementation of the Miller- Rabin primality test that admits formal verification. Our achievements are a step towards computer verification of cryptographic primitives. They describe a basis for computer verification in cryptography. Computer verification can be applied to further problems in crypto-graphic research, if the corresponding basic mathematical knowledge is available in a database.
Keywords: prime numbers, primality tests, (conditional) proba¬bility distributions, formal proof system, higher-order logic, formal verification, Bayes' Formula, Miller-Rabin primality test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2180258 On the Analysis of IP Traffic Distribution in the Network of Suranaree University of Technology
Authors: Paramet Nualmuenwai, Chutima Prommak
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This paper presents the IP traffic analysis. The traffic was collected from the network of Suranaree University of Technology using the software based on the Simple Network Management Protocol (SNMP). In particular, we analyze the distribution of the aggregated traffic during the hours of peak load and light load. The traffic profiles including the parameters described the traffic distributions were derived. From the statistical analysis applying three different methods, including the Kolmogorov Smirnov test, Anderson Darling test, and Chi-Squared test, we found that the IP traffic distribution is a non-normal distribution and the distributions during the peak load and the light load are different. The experimental study and analysis show high uncertainty of the IP traffic.Keywords: IP traffic analysis, IP traffic distribution, Traffic uncertainty
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1516257 The Dividend Payments for General Claim Size Distributions under Interest Rate
Authors: Li-Li Li, Jinghai Feng, Lixin Song
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This paper evaluates the dividend payments for general claim size distributions in the presence of a dividend barrier. The surplus of a company is modeled using the classical risk process perturbed by diffusion, and in addition, it is assumed to accrue interest at a constant rate. After presenting the integro-differential equation with initial conditions that dividend payments satisfies, the paper derives a useful expression of the dividend payments by employing the theory of Volterra equation. Furthermore, the optimal value of dividend barrier is found. Finally, numerical examples illustrate the optimality of optimal dividend barrier and the effects of parameters on dividend payments.Keywords: Dividend payout, Integro-differential equation, Jumpdiffusion model, Volterra equation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1799256 A Numerical Simulation of the Indoor Air Flow
Authors: Karel Frana, Jianshun S. Zhang, Milos Muller
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The indoor airflow with a mixed natural/forced convection was numerically calculated using the laminar and turbulent approach. The Boussinesq approximation was considered for a simplification of the mathematical model and calculations. The results obtained, such as mean velocity fields, were successfully compared with experimental PIV flow visualizations. The effect of the distance between the cooled wall and the heat exchanger on the temperature and velocity distributions was calculated. In a room with a simple shape, the computational code OpenFOAM demonstrated an ability to numerically predict flow patterns. Furthermore, numerical techniques, boundary type conditions and the computational grid quality were examined. Calculations using the turbulence model k-omega had a significant effect on the results influencing temperature and velocity distributions.Keywords: natural and forced convections, numerical simulations, indoor airflows.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3206255 The Effect of Nonnormality on CB-SEM and PLS-SEM Path Estimates
Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim
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The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are nonnormal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and nonnormality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under nonnormality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.
Keywords: CB-SEM, Monte Carlo simulation, Normality conditions, Nonnormality, PLS-SEM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5139254 Micromechanical Modeling of Fiber-Matrix Debonding in Unidirectional Composites
Authors: M. Palizvan, M. T. Abadi, M. H. Sadr
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Due to variations in damage mechanisms in the microscale, the behavior of fiber-reinforced composites is nonlinear and difficult to model. To make use of computational advantages, homogenization method is applied to the micro-scale model in order to minimize the cost at the expense of detail of local microscale phenomena. In this paper, the effective stiffness is calculated using the homogenization of nonlinear behavior of a composite representative volume element (RVE) containing fiber-matrix debonding. The damage modes for the RVE are considered by using cohesive elements and contacts for the cohesive behavior of the interface between fiber and matrix. To predict more realistic responses of composite materials, different random distributions of fibers are proposed besides square and hexagonal arrays. It was shown that in some cases, there is quite different damage behavior in different fiber distributions. A comprehensive comparison has been made between different graphs.
Keywords: Homogenization, cohesive zone model, fiber-matrix debonding, RVE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 787253 Electromagnetic Field Modeling in Human Tissue
Authors: Iliana Marinova, Valentin Mateev
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For investigations of electromagnetic field distributions in biological structures by Finite Element Method (FEM), a method for automatic 3D model building of human anatomical objects is developed. Models are made by meshed structures and specific electromagnetic material properties for each tissue type. Mesh is built according to specific FEM criteria for achieving good solution accuracy. Several FEM models of anatomical objects are built. Formulation using magnetic vector potential and scalar electric potential (A-V, A) is used for modeling of electromagnetic fields in human tissue objects. The developed models are suitable for investigations of electromagnetic field distributions in human tissues exposed in external fields during magnetic stimulation, defibrillation, impedance tomography etc.Keywords: electromagnetic field, finite element method, humantissue.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5294252 Identification of Outliers in Flood Frequency Analysis: Comparison of Original and Multiple Grubbs-Beck Test
Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman
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At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. This finding needs to be confirmed with a greater number of stations across other Australian states.
Keywords: Floods, FLIKE, probability distributions, flood frequency, outlier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3311251 Time Series Simulation by Conditional Generative Adversarial Net
Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto
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Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.
Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1199250 An Optimal Unsupervised Satellite image Segmentation Approach Based on Pearson System and k-Means Clustering Algorithm Initialization
Authors: Ahmed Rekik, Mourad Zribi, Ahmed Ben Hamida, Mohamed Benjelloun
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This paper presents an optimal and unsupervised satellite image segmentation approach based on Pearson system and k-Means Clustering Algorithm Initialization. Such method could be considered as original by the fact that it utilised K-Means clustering algorithm for an optimal initialisation of image class number on one hand and it exploited Pearson system for an optimal statistical distributions- affectation of each considered class on the other hand. Satellite image exploitation requires the use of different approaches, especially those founded on the unsupervised statistical segmentation principle. Such approaches necessitate definition of several parameters like image class number, class variables- estimation and generalised mixture distributions. Use of statistical images- attributes assured convincing and promoting results under the condition of having an optimal initialisation step with appropriated statistical distributions- affectation. Pearson system associated with a k-means clustering algorithm and Stochastic Expectation-Maximization 'SEM' algorithm could be adapted to such problem. For each image-s class, Pearson system attributes one distribution type according to different parameters and especially the Skewness 'β1' and the kurtosis 'β2'. The different adapted algorithms, K-Means clustering algorithm, SEM algorithm and Pearson system algorithm, are then applied to satellite image segmentation problem. Efficiency of those combined algorithms was firstly validated with the Mean Quadratic Error 'MQE' evaluation, and secondly with visual inspection along several comparisons of these unsupervised images- segmentation.
Keywords: Unsupervised classification, Pearson system, Satellite image, Segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2039249 Face Recognition using Features Combination and a New Non-linear Kernel
Authors: Essam Al Daoud
Abstract:
To improve the classification rate of the face recognition, features combination and a novel non-linear kernel are proposed. The feature vector concatenates three different radius of local binary patterns and Gabor wavelet features. Gabor features are the mean, standard deviation and the skew of each scaling and orientation parameter. The aim of the new kernel is to incorporate the power of the kernel methods with the optimal balance between the features. To verify the effectiveness of the proposed method, numerous methods are tested by using four datasets, which are consisting of various emotions, orientations, configuration, expressions and lighting conditions. Empirical results show the superiority of the proposed technique when compared to other methods.Keywords: Face recognition, Gabor wavelet, LBP, Non-linearkerner
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