Search results for: maximum likelihood.
1682 Numerical Optimization within Vector of Parameters Estimation in Volatility Models
Authors: J. Arneric, A. Rozga
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In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26501681 Further Thoughtson a Sequential Life Testing Approach Using an Inverse Weibull Model
Authors: D. I. De Souza, G. P. Azevedo, D. R. Fonseca
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In this paper we will develop further the sequential life test approach presented in a previous article by [1] using an underlying two parameter Inverse Weibull sampling distribution. The location parameter or minimum life will be considered equal to zero. Once again we will provide rules for making one of the three possible decisions as each observation becomes available; that is: accept the null hypothesis H0; reject the null hypothesis H0; or obtain additional information by making another observation. The product being analyzed is a new electronic component. There is little information available about the possible values the parameters of the corresponding Inverse Weibull underlying sampling distribution could have.To estimate the shape and the scale parameters of the underlying Inverse Weibull model we will use a maximum likelihood approach for censored failure data. A new example will further develop the proposed sequential life testing approach.
Keywords: Sequential Life Testing, Inverse Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14201680 Moment Generating Functions of Observed Gaps between Hypopnea Using Saddlepoint Approximations
Authors: Nur Zakiah Mohd Saat, Abdul Aziz Jemain
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Saddlepoint approximations is one of the tools to obtain an expressions for densities and distribution functions. We approximate the densities of the observed gaps between the hypopnea events using the Huzurbazar saddlepoint approximation. We demonstrate the density of a maximum likelihood estimator in exponential families.Keywords: Exponential, maximum likehood estimators, observed gap, Saddlepoint approximations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12981679 Unscented Grid Filtering and Smoothing for Nonlinear Time Series Analysis
Authors: Nikolay Nikolaev, Evgueni Smirnov
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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. Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13311678 On the Maximum Theorem: A Constructive Analysis
Authors: Yasuhito Tanaka
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We examine the maximum theorem by Berge from the point of view of Bishop style constructive mathematics. We will show an approximate version of the maximum theorem and the maximum theorem for functions with sequentially locally at most one maximum.Keywords: Maximum theorem, Constructive mathematics, Sequentially locally at most one maximum.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19721677 Inference of Stress-Strength Model for a Lomax Distribution
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In this paper, the estimation of the stress-strength parameter R = P(Y < X), when X and Y are independent and both are Lomax distributions with the common scale parameters but different shape parameters is studied. The maximum likelihood estimator of R is derived. Assuming that the common scale parameter is known, the bayes estimator and exact confidence interval of R are discussed. Simulation study to investigate performance of the different proposed methods has been carried out.Keywords: Stress-Strength model; maximum likelihoodestimator; Bayes estimator; Lomax distribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17931676 Navigation Patterns Mining Approach based on Expectation Maximization Algorithm
Authors: Norwati Mustapha, Manijeh Jalali, Abolghasem Bozorgniya, Mehrdad Jalali
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Web usage mining algorithms have been widely utilized for modeling user web navigation behavior. In this study we advance a model for mining of user-s navigation pattern. The model makes user model based on expectation-maximization (EM) algorithm.An EM algorithm is used in statistics for finding maximum likelihood estimates of parameters in probabilistic models, where the model depends on unobserved latent variables. The experimental results represent that by decreasing the number of clusters, the log likelihood converges toward lower values and probability of the largest cluster will be decreased while the number of the clusters increases in each treatment.Keywords: Web Usage Mining, Expectation maximization, navigation pattern mining.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15791675 Speaker Independent Quranic Recognizer Basedon Maximum Likelihood Linear Regression
Authors: Ehab Mourtaga, Ahmad Sharieh, Mousa Abdallah
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An automatic speech recognition system for the formal Arabic language is needed. The Quran is the most formal spoken book in Arabic, it is spoken all over the world. In this research, an automatic speech recognizer for Quranic based speakerindependent was developed and tested. The system was developed based on the tri-phone Hidden Markov Model and Maximum Likelihood Linear Regression (MLLR). The MLLR computes a set of transformations which reduces the mismatch between an initial model set and the adaptation data. It uses the regression class tree, as well as, estimates a set of linear transformations for the mean and variance parameters of a Gaussian mixture HMM system. The 30th Chapter of the Quran, with five of the most famous readers of the Quran, was used for the training and testing of the data. The chapter includes about 2000 distinct words. The advantages of using the Quranic verses as the database in this developed recognizer are the uniqueness of the words and the high level of orderliness between verses. The level of accuracy from the tested data ranged 68 to 85%.Keywords: Hidden Markov Model (HMM), MaximumLikelihood Linear Regression (MLLR), Quran, Regression ClassTree, Speech Recognition, Speaker-independent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19151674 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups
Authors: Naushad Mamode Khan
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The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood-based estimating methodology. The joint generalized quasi-likelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill-conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQL-III) that is based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.
Keywords: Longitudinal, Com-Poisson, Ill-conditioned, INAR(1), GLMS, GQL.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17761673 A New Brazilian Friction-Resistant Low Alloy High Strength Steel – A Life Testing Approach
Authors: D. I. De Souza, G. P. Azevedo, R. Rocha
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In this paper we will develop a sequential life test approach applied to a modified low alloy-high strength steel part used in highway overpasses in Brazil.We will consider two possible underlying sampling distributions: the Normal and theInverse Weibull models. The minimum life will be considered equal to zero. We will use the two underlying models to analyze a fatigue life test situation, comparing the results obtained from both.Since a major chemical component of this low alloy-high strength steel part has been changed, there is little information available about the possible values that the parameters of the corresponding Normal and Inverse Weibull underlying sampling distributions could have. To estimate the shape and the scale parameters of these two sampling models we will use a maximum likelihood approach for censored failure data. We will also develop a truncation mechanism for the Inverse Weibull and Normal models. We will provide rules to truncate a sequential life testing situation making one of the two possible decisions at the moment of truncation; that is, accept or reject the null hypothesis H0. An example will develop the proposed truncated sequential life testing approach for the Inverse Weibull and Normal models.
Keywords: Sequential life testing, normal and inverse Weibull models, maximum likelihood approach, truncation mechanism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14291672 Modelling Extreme Temperature in Malaysia Using Generalized Extreme Value Distribution
Authors: Husna Hasan, Norfatin Salam, Mohd Bakri Adam
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Extreme temperature of several stations in Malaysia is modelled by fitting the monthly maximum to the Generalized Extreme Value (GEV) distribution. The Mann-Kendall (MK) test suggests a non-stationary model. Two models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. Results show that half of the stations favour a model which is linear for the location parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.Keywords: Extreme temperature, extreme value, return level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28351671 Bayesian Inference for Phase Unwrapping Using Conjugate Gradient Method in One and Two Dimensions
Authors: Yohei Saika, Hiroki Sakaematsu, Shota Akiyama
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We investigated statistical performance of Bayesian inference using maximum entropy and MAP estimation for several models which approximated wave-fronts in remote sensing using SAR interferometry. Using Monte Carlo simulation for a set of wave-fronts generated by assumed true prior, we found that the method of maximum entropy realized the optimal performance around the Bayes-optimal conditions by using model of the true prior and the likelihood representing optical measurement due to the interferometer. Also, we found that the MAP estimation regarded as a deterministic limit of maximum entropy almost achieved the same performance as the Bayes-optimal solution for the set of wave-fronts. Then, we clarified that the MAP estimation perfectly carried out phase unwrapping without using prior information, and also that the MAP estimation realized accurate phase unwrapping using conjugate gradient (CG) method, if we assumed the model of the true prior appropriately.
Keywords: Bayesian inference using maximum entropy, MAP estimation using conjugate gradient method, SAR interferometry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17511670 A Novel SVM-Based OOK Detector in Low SNR Infrared Channels
Authors: J. P. Dubois, O. M. Abdul-Latif
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Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.
Keywords: Least square-support vector machine, on-off keying, matched filter, maximum likelihood detector, wireless infrared communication.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19531669 A Combined Approach of a Sequential Life Testing and an Accelerated Life Testing Applied to a Low-Alloy High Strength Steel Component
Authors: D. I. De Souza, D. R. Fonseca, G. P. Azevedo
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Sometimes the amount of time available for testing could be considerably less than the expected lifetime of the component. To overcome such a problem, there is the accelerated life-testing alternative aimed at forcing components to fail by testing them at much higher-than-intended application conditions. These models are known as acceleration models. One possible way to translate test results obtained under accelerated conditions to normal using conditions could be through the application of the “Maxwell Distribution Law.” In this paper we will apply a combined approach of a sequential life testing and an accelerated life testing to a low alloy high-strength steel component used in the construction of overpasses in Brazil. The underlying sampling distribution will be three-parameter Inverse Weibull model. To estimate the three parameters of the Inverse Weibull model we will use a maximum likelihood approach for censored failure data. We will be assuming a linear acceleration condition. To evaluate the accuracy (significance) of the parameter values obtained under normal conditions for the underlying Inverse Weibull model we will apply to the expected normal failure times a sequential life testing using a truncation mechanism. An example will illustrate the application of this procedure.
Keywords: Sequential Life Testing, Accelerated Life Testing, Underlying Three-Parameter Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16391668 A Rule-based Approach for Anomaly Detection in Subscriber Usage Pattern
Authors: Rupesh K. Gopal, Saroj K. Meher
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In this report we present a rule-based approach to detect anomalous telephone calls. The method described here uses subscriber usage CDR (call detail record) data sampled over two observation periods: study period and test period. The study period contains call records of customers- non-anomalous behaviour. Customers are first grouped according to their similar usage behaviour (like, average number of local calls per week, etc). For customers in each group, we develop a probabilistic model to describe their usage. Next, we use maximum likelihood estimation (MLE) to estimate the parameters of the calling behaviour. Then we determine thresholds by calculating acceptable change within a group. MLE is used on the data in the test period to estimate the parameters of the calling behaviour. These parameters are compared against thresholds. Any deviation beyond the threshold is used to raise an alarm. This method has the advantage of identifying local anomalies as compared to techniques which identify global anomalies. The method is tested for 90 days of study data and 10 days of test data of telecom customers. For medium to large deviations in the data in test window, the method is able to identify 90% of anomalous usage with less than 1% false alarm rate.Keywords: Subscription fraud, fraud detection, anomalydetection, maximum likelihood estimation, rule based systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28131667 Effect of Different BER Performance Comparison of MAP and ML Detection
Authors: Naveed Ur Rehman, Rehan Jamil, Irfan Jamil
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In this paper, we regard as a coded transmission over a frequency-selective channel. We plan to study analytically the convergence of the turbo-detector using a maximum a posteriori (MAP) equalizer and a MAP decoder. We demonstrate that the densities of the maximum likelihood (ML) exchanged during the iterations are e-symmetric and output-symmetric. Under the Gaussian approximation, this property allows to execute a one-dimensional scrutiny of the turbo-detector. By deriving the analytical terminology of the ML distributions under the Gaussian approximation, we confirm that the bit error rate (BER) performance of the turbo-detector converges to the BER performance of the coded additive white Gaussian noise (AWGN) channel at high signal to noise ratio (SNR), for any frequency selective channel.
Keywords: MAP, ML, SNR, Decoder, BER, Coded transmission.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22561666 A Comparison of Marginal and Joint Generalized Quasi-likelihood Estimating Equations Based On the Com-Poisson GLM: Application to Car Breakdowns Data
Authors: N. Mamode Khan, V. Jowaheer
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In this paper, we apply and compare two generalized estimating equation approaches to the analysis of car breakdowns data in Mauritius. Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observation as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use the two types of quasi-likelihood estimation approaches to estimate the parameters of the model: marginal and joint generalized quasi-likelihood estimating equation approaches. Under-dispersion parameter is estimated to be around 2.14 justifying the appropriateness of Com-Poisson distribution in modelling underdispersed count responses recorded in this study.
Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, marginal quasi-likelihood estimation, joint quasi-likelihood estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14691665 Comparison of Methods of Estimation for Use in Goodness of Fit Tests for Binary Multilevel Models
Authors: I. V. Pinto, M. R. Sooriyarachchi
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It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.
Keywords: Goodness-of-fit test, marginal quasi-likelihood, multilevel modelling, type-I error, penalized quasi-likelihood, power, quasi-likelihood.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7331664 Maximizer of the Posterior Marginal Estimate for Noise Reduction of JPEG-compressed Image
Authors: Yohei Saika, Yuji Haraguchi
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We constructed a method of noise reduction for JPEG-compressed image based on Bayesian inference using the maximizer of the posterior marginal (MPM) estimate. In this method, we tried the MPM estimate using two kinds of likelihood, both of which enhance grayscale images converted into the JPEG-compressed image through the lossy JPEG image compression. One is the deterministic model of the likelihood and the other is the probabilistic one expressed by the Gaussian distribution. Then, using the Monte Carlo simulation for grayscale images, such as the 256-grayscale standard image “Lena" with 256 × 256 pixels, we examined the performance of the MPM estimate based on the performance measure using the mean square error. We clarified that the MPM estimate via the Gaussian probabilistic model of the likelihood is effective for reducing noises, such as the blocking artifacts and the mosquito noise, if we set parameters appropriately. On the other hand, we found that the MPM estimate via the deterministic model of the likelihood is not effective for noise reduction due to the low acceptance ratio of the Metropolis algorithm.Keywords: Noise reduction, JPEG-compressed image, Bayesian inference, the maximizer of the posterior marginal estimate
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19881663 On SNR Estimation by the Likelihood of near Pitch for Speech Detection
Authors: Young-Hwan Song, Doo-Heon Kyun, Jong-Kuk Kim, Myung-Jin Bae
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People have the habitual pitch level which is used when people say something generally. However this pitch should be changed irregularly in the presence of noise. So it is useful to estimate SNR of speech signal by pitch. In this paper, we obtain the energy of input speech signal and then we detect a stationary region on voiced speech. And we get the pitch period by NAMDF for the stationary region that is not varied pitch rapidly. After getting pitch, each frame is divided by pitch period and the likelihood of closed pitch is estimated. In this paper, we proposed new parameter, NLF, to estimate the SNR of received speech signal. The NLF is derived from the correlation of near pitch periods. The NLF is obtained for each stationary region in voiced speech. Finally we confirmed good performance of the estimation of the SNR of received input speech in the presence of noise.
Keywords: Likelihood, pitch, SNR, speech.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15751662 Derivation of Monotone Likelihood Ratio Using Two Sided Uniformly Normal Distribution Techniques
Authors: D. A. Farinde
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In this paper, two-sided uniformly normal distribution techniques were used in the derivation of monotone likelihood ratio. The approach mainly employed the parameters of the distribution for a class of all size a. The derivation technique is fast, direct and less burdensome when compared to some existing methods.
Keywords: Neyman-Pearson Lemma, Normal distribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32021661 Phosphine Mortality Estimation for Simulation of Controlling Pest of Stored Grain: Lesser Grain Borer (Rhyzopertha dominica)
Authors: Mingren Shi, Michael Renton
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There is a world-wide need for the development of sustainable management strategies to control pest infestation and the development of phosphine (PH3) resistance in lesser grain borer (Rhyzopertha dominica). Computer simulation models can provide a relatively fast, safe and inexpensive way to weigh the merits of various management options. However, the usefulness of simulation models relies on the accurate estimation of important model parameters, such as mortality. Concentration and time of exposure are both important in determining mortality in response to a toxic agent. Recent research indicated the existence of two resistance phenotypes in R. dominica in Australia, weak and strong, and revealed that the presence of resistance alleles at two loci confers strong resistance, thus motivating the construction of a two-locus model of resistance. Experimental data sets on purified pest strains, each corresponding to a single genotype of our two-locus model, were also available. Hence it became possible to explicitly include mortalities of the different genotypes in the model. In this paper we described how we used two generalized linear models (GLM), probit and logistic models, to fit the available experimental data sets. We used a direct algebraic approach generalized inverse matrix technique, rather than the traditional maximum likelihood estimation, to estimate the model parameters. The results show that both probit and logistic models fit the data sets well but the former is much better in terms of small least squares (numerical) errors. Meanwhile, the generalized inverse matrix technique achieved similar accuracy results to those from the maximum likelihood estimation, but is less time consuming and computationally demanding.
Keywords: mortality estimation, probit models, logistic model, generalized inverse matrix approach, pest control simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15841660 Hazard Rate Estimation of Temporal Point Process, Case Study: Earthquake Hazard Rate in Nusatenggara Region
Authors: Sunusi N., Kresna A. J., Islamiyati A., Raupong
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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 14951659 Classification of Extreme Ground-Level Ozone Based on Generalized Extreme Value Model for Air Monitoring Station
Authors: Siti Aisyah Zakaria, Nor Azrita Mohd Amin, Noor Fadhilah Ahmad Radi, Nasrul Hamidin
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Higher ground-level ozone (GLO) concentration adversely affects human health, vegetations as well as activities in the ecosystem. In Malaysia, most of the analysis on GLO concentration are carried out using the average value of GLO concentration, which refers to the centre of distribution to make a prediction or estimation. However, analysis which focuses on the higher value or extreme value in GLO concentration is rarely explored. Hence, the objective of this study is to classify the tail behaviour of GLO using generalized extreme value (GEV) distribution estimation the return level using the corresponding modelling (Gumbel, Weibull, and Frechet) of GEV distribution. The results show that Weibull distribution which is also known as short tail distribution and considered as having less extreme behaviour is the best-fitted distribution for four selected air monitoring stations in Peninsular Malaysia, namely Larkin, Pelabuhan Kelang, Shah Alam, and Tanjung Malim; while Gumbel distribution which is considered as a medium tail distribution is the best-fitted distribution for Nilai station. The return level of GLO concentration in Shah Alam station is comparatively higher than other stations. Overall, return levels increase with increasing return periods but the increment depends on the type of the tail of GEV distribution’s tail. We conduct this study by using maximum likelihood estimation (MLE) method to estimate the parameters at four selected stations in Peninsular Malaysia. Next, the validation for the fitted block maxima series to GEV distribution is performed using probability plot, quantile plot and likelihood ratio test. Profile likelihood confidence interval is tested to verify the type of GEV distribution. These results are important as a guide for early notification on future extreme ozone events.
Keywords: Extreme value theory, generalized extreme value distribution, ground-level ozone, return level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5171658 A Modified Maximum Urgency First Scheduling Algorithm for Real-Time Tasks
Authors: Vahid Salmani, Saman Taghavi Zargar, Mahmoud Naghibzadeh
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This paper presents a modified version of the maximum urgency first scheduling algorithm. The maximum urgency algorithm combines the advantages of fixed and dynamic scheduling to provide the dynamically changing systems with flexible scheduling. This algorithm, however, has a major shortcoming due to its scheduling mechanism which may cause a critical task to fail. The modified maximum urgency first scheduling algorithm resolves the mentioned problem. In this paper, we propose two possible implementations for this algorithm by using either earliest deadline first or modified least laxity first algorithms for calculating the dynamic priorities. These two approaches are compared together by simulating the two algorithms. The earliest deadline first algorithm as the preferred implementation is then recommended. Afterwards, we make a comparison between our proposed algorithm and maximum urgency first algorithm using simulation and results are presented. It is shown that modified maximum urgency first is superior to maximum urgency first, since it usually has less task preemption and hence, less related overhead. It also leads to less failed non-critical tasks in overloaded situations.Keywords: Modified maximum urgency first, maximum urgency first, real-time systems, scheduling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27311657 Video-Based Face Recognition Based On State-Space Model
Authors: Cheng-Chieh Chiang, Yi-Chia Chan, Greg C. Lee
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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 16851656 Comparing Interval Estimators for Reliability in a Dependent Set-up
Authors: Alessandro Barbiero
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14741655 Classification of Health Risk Factors to Predict the Risk of Falling in Older Adults
Authors: L. Lindsay, S. A. Coleman, D. Kerr, B. J. Taylor, A. Moorhead
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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 10551654 A New Maximum Power Point Tracking for Photovoltaic Systems
Authors: Mohamed Azab
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In this paper a new maximum power point tracking algorithm for photovoltaic arrays is proposed. The algorithm detects the maximum power point of the PV. The computed maximum power is used as a reference value (set point) of the control system. ON/OFF power controller with hysteresis band is used to control the operation of a Buck chopper such that the PV module always operates at its maximum power computed from the MPPT algorithm. The major difference between the proposed algorithm and other techniques is that the proposed algorithm is used to control directly the power drawn from the PV. The proposed MPPT has several advantages: simplicity, high convergence speed, and independent on PV array characteristics. The algorithm is tested under various operating conditions. The obtained results have proven that the MPP is tracked even under sudden change of irradiation level.Keywords: Photovoltaic, maximum power point tracking, MPPT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31551653 Maximum Power Point Tracking by ANN Controller for a Standalone Photovoltaic System
Authors: K. Ranjani, M. Raja, B. Anitha
Abstract:
In this paper, ANN controller for maximum power point tracking of photovoltaic (PV) systems is proposed and PV modeling is discussed. Maximum power point tracking (MPPT) methods are used to maximize the PV array output power by tracking continuously the maximum power point. ANN controller with hill-climbing algorithm offers fast and accurate converging to the maximum operating point during steady-state and varying weather conditions compared to conventional hill-climbing. The proposed algorithm gives a good maximum power operation of the PV system. Simulation results obtained are presented and compared with the conventional hill-climbing algorithm. Simulation results show the effectiveness of the proposed technique.
Keywords: Artificial neural network (ANN), hill-climbing, maximum power-point tracking (MPPT), photovoltaic.
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