Search results for: joint quasi-likelihood estimation.

Authors: Muzaffer Borekci, Murat S. Kirçil

Abstract:

Predicting the collapse potential of a structure during earthquakes is an important issue in earthquake engineering. Many researchers proposed different methods to assess the collapse potential of structures under the effect of strong ground motions. However most of them did not consider degradation and softening effect in hysteretic behavior. In this study, collapse potential of SDOF systems caused by dynamic instability with stiffness and strength degradation has been investigated. An equation was proposed for the estimation of collapse period of SDOF system which is a limit value of period for dynamic instability. If period of the considered SDOF system is shorter than the collapse period then the relevant system exhibits dynamic instability and collapse occurs.

Keywords: Collapse, degradation, dynamic instability, seismic response.

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Authors: Shazia Javed, Noor Atinah Ahmad

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The householder RLS (HRLS) algorithm is an O(N2) algorithm which recursively updates an arbitrary square-root of the input data correlation matrix and naturally provides the LS weight vector. A data dependent householder matrix is applied for such an update. In this paper a recursive estimate of the eigenvalue spread and misalignment of the algorithm is presented at a very low computational cost. Misalignment is found to be highly sensitive to the eigenvalue spread of input signals, output noise of the system and exponential window. Simulation results show noticeable degradation in the misalignment by increase in eigenvalue spread as well as system-s output noise, while exponential window was kept constant.

Keywords: HRLS algorithm, eigenvalue spread, misalignment.

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Authors: Yuzhi Cai

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In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: Exchange rate, quantile regression, combining forecasts.

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Authors: Walid Aydi, Nouri Masmoudi, Lotfi Kamoun

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Images of human iris contain specular highlights due to the reflective properties of the cornea. This corneal reflection causes many errors not only in iris and pupil center estimation but also to locate iris and pupil boundaries especially for methods that use active contour. Each iris recognition system has four steps: Segmentation, Normalization, Encoding and Matching. In order to address the corneal reflection, a novel reflection removal method is proposed in this paper. Comparative experiments of two existing methods for reflection removal method are evaluated on CASIA iris image databases V3. The experimental results reveal that the proposed algorithm provides higher performance in reflection removal.

Keywords: iris, pupil, specular highlights, reflection removal

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Authors: Gheorghe Galben, Daniel N. Aloi

Abstract:

Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

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Authors: LI qiu-min, TIAN yi-xiang, ZHANG gao-xun

Abstract:

GMDH algorithm can well describe the internal structure of objects. In the process of modeling, automatic screening of model structure and variables ensure the convergence rate.This paper studied a new GMDH model based on polynomial spline  stimation. The polynomial spline function was used to instead of the transfer function of GMDH to characterize the relationship between the input variables and output variables. It has proved that the algorithm has the optimal convergence rate under some conditions. The empirical results show that the algorithm can well forecast Consumer Price Index (CPI).

Keywords: spline, GMDH, nonparametric, bias, forecast.

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Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam

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The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.

Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.

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Authors: Oleksandr Poliakov, Genadiy Olinichenko, Yevgen Pashkov, Vadym Kramar, Mykhaylo Kalinin

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For maintenance of a spine stability during the postoperative period a transpedicular fixing of its elements is often used. Usually the transpedicular systems are formed of rods which as a result form a design of the frame type, fastening by screws to vertebras. Such design should be rigid and perceive loadings operating from the spine without essential deformations. From the perfection point of view of known designs their stress whole, and each of elements, in particular is of interest. In this study the modeling of the transpedicular screw is performed and estimation of its deformations taking into account interaction with a vertebra body having variable structure is made.

Keywords: Spine, screw, stress-strain state, transpedicular fixation system, vertebra

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Authors: B.Singh, B.K.Nanda

Abstract:

Response surface methodology with Box–Benhken (BB) design of experiment approach has been utilized to study the mechanism of interface slip damping in layered and jointed tack welded beams with varying surface roughness. The design utilizes the initial amplitude of excitation, tack length and surface roughness at the interfaces to develop the model for the logarithmic damping decrement of the layered and jointed welded structures. Statistically designed experiments have been performed to estimate the coefficients in the mathematical model, predict the response, and check the adequacy of the model. Comparison of predicted and experimental response values outside the design conditions have shown good correspondence, implying that empirical model derived from response surface approach can be effectively used to describe the mechanism of interface slip damping in layered and jointed tack welded structures.

Keywords: Interface slip damping, welded joint, surface roughness, amplitude, tack length, response surface methodology.

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Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

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Authors: W. Wu, X. H. Wang, D. Paull

Abstract:

This paper contributes to the field of Environmental Awareness Training (EAT) evaluation in terms of military activities. Environmental management of military activities is a growing concern for defence forces worldwide and the importance of EAT is becoming widely recognized. As one of Australia-s largest landowners, the Australian Defence Force (ADF) is extremely mindful of its duty as a joint environmental manager. It has an integrated Environmental Management System (EMS) to assist environmental management and EAT is an essential part of the ADF EMS model. This paper examines how EAT was conducted during the exercise Talisman Saber in 2009 (TS09) and evaluates its effectiveness, using Shoalwater Bay Training Area (SWBTA), one of the most significant military training areas and a significant protected area in Australia, as a case study. A questionnaire survey conducted showed, overall, that EAT was effective from the perspective of a sample of participants. Recommendations are made for the ADF to refine EAT for future exercises.

Keywords: Australian Defence Force, effectiveness evaluation, Environmental Awareness Training, Shoalwater Bay Training Area

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Authors: Jawad H AlKhateeb, Jianmin Jiang, Jinchang Ren, Stan S Ipson

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Efficient preprocessing is very essential for automatic recognition of handwritten documents. In this paper, techniques on segmenting words in handwritten Arabic text are presented. Firstly, connected components (ccs) are extracted, and distances among different components are analyzed. The statistical distribution of this distance is then obtained to determine an optimal threshold for words segmentation. Meanwhile, an improved projection based method is also employed for baseline detection. The proposed method has been successfully tested on IFN/ENIT database consisting of 26459 Arabic words handwritten by 411 different writers, and the results were promising and very encouraging in more accurate detection of the baseline and segmentation of words for further recognition.

Keywords: Arabic OCR, off-line recognition, Baseline estimation, Word segmentation.

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Authors: Ravi Shah, V. L. Manekar, R. A. Christian, N. J. Mistry

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There are two types of drought as conceptual drought and operational drought. The three parameters as the beginning, the end and the degree of severity of the drought can be identifying in operational drought by average precipitation in the whole region. One of the methods classified to measure drought is Reconnaissance Drought Index (RDI). Evapotranspiration is calculated using Penman-Monteith method by analyzing thirty nine years prolong climatic data. The evapotranspiration is then utilized in RDI to classify normalized and standardized RDI. These RDI classifications led to what kind of drought faced in Bhavnagar region on 12 month time scale basis. The comparison between actual drought conditions and RDI method used to find out drought are also illustrated. It can be concluded that the index results of drought in a particular year are same in both methods but having different index values where as severity remain same.

Keywords: Drought, Drought index, Reconnaissance Drought Index (RDI), Precipitation.

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Authors: Xing Xiong, Byung-Jae Choi

Abstract:

It is important for an autonomous mobile robot to know where it is in any time in an indoor environment. In this paper, we design a relative self-localization algorithm. The algorithm compare the interest point in two images and compute the relative displacement and orientation to determent the posture. Firstly, we use the SURF algorithm to extract the interest points of the ceiling. Second, in order to reduce amount of calculation, a replacement SURF is used to extract orientation and description of the interest points. At last, according to the transformation of the interest points in two images, the relative self-localization of the mobile robot will be estimated greatly.

Keywords: Relative Self-Localization Posture, SURF, Natural Landmark, Interest Point.

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Authors: Karolína Vozková, Matěj Kuc

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This paper deals with the impact of decrease in interest rates on the performance of commercial and cooperative banks in the Eurozone measured by net interest margin. The analysis was performed on balanced dataset of 268 commercial and 726 cooperative banks spanning the 2008-2015 period. We employed Fixed Effects estimation panel method. As expected, we found a negative relationship between market rates and net interest margin. Our results suggest that the impact of negative interest income differs across individual banking business models. More precisely, those cooperative banks were much more hit by the decrease of market interest rates which might be due to their ownership structure and more restrictive business regulation.

Keywords: Cooperative banks, performance, negative interest rates, risk management.

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Authors: Nannan Zong, Manicka Dhanasekar

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The effect of the discontinuity of the rail ends and the presence of lower modulus insulation material at the gap to the variations of stresses in the insulated rail joint (IRJ) is presented. A three-dimensional wheel – rail contact model in the finite element framework is used for the analysis. It is shown that the maximum stress occurs in the subsurface of the railhead when the wheel contact occurs far away from the rail end and migrates to the railhead surface as the wheel approaches the rail end; under this condition, the interface between the rail ends and the insulation material has suffered significantly increased levels of stress concentration. The ratio of the elastic modulus of the railhead and insulation material is found to alter the levels of stress concentration. Numerical result indicates that a higher elastic modulus insulating material can reduce the stress concentration in the railhead but will generate higher stresses in the insulation material, leading to earlier failure of the insulation material

Keywords: Rail end, material interface, wheel-rail contact, stress, finite element method

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Authors: R. Abbasnia, F. Mohajeri Nav, S. Zahedifar, A. Tajik

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Recent years, adaptive pushover methods have been developed for seismic analysis of structures. Herein, the accuracy of the displacement-based adaptive pushover (DAP) method, which is introduced by Antoniou and Pinho [2004], is evaluated for Irregular buildings. The results are compared to the force-based procedure. Both concrete and steel frame structures, asymmetric in plan and elevation are analyzed and also torsional effects are taking into the account. These analyses are performed using both near fault and far fault records. In order to verify the results, the Incremental Dynamic Analysis (IDA) is performed.

Keywords: Pushover Analysis, DAP, IDA, Torsion.

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Authors: Fereidoun Nowshiravan Rahatabad, Mohammad Ali Nekoui, Mohammad Reza Hashemi Golpaygani, AliFallah, Mehdi Kazemzadeh Narbat

Abstract:

The people are differed by their capabilities, skills and mental agilities. The evolution of human from childhood when they are completely dependent up to adultness the time they gradually set the dependency free is too complicated, by considering they have all started from almost one point but some become cleverer and some less. The main control command of a cybernetic hand should be posted by remaining healthy organs of disabled Person. These commands can be from several channels, which their recording and detecting are different and need complicated study. In this research, we suppose that, this stage has been done or in the other words, the command has been already sent and detected. So the main goal is to control a long hand, upper elbow hand missing, by an interest angle define by disabled. It means that, the system input is the position desired by disables and the output is the elbow-joint angle variation. Therefore the goal is a suitable control design based on neural network theory in order to meet the given mapping.

Keywords: Control - system design, Upper limb prosthesis, neuralnetwork.

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Authors: Saeed AL-Rashdy, Qing Guo

Abstract:

The IEEE802.16 standard which has emerged as Broadband Wireless Access (BWA) technology, promises to deliver high data rate over large areas to a large number of subscribers in the near future. This paper analyze the effect of overheads over capacity of downlink (DL) of orthogonal frequency division multiple access (OFDMA)–based on the IEEE802.16e mobile WiMAX system with and without overheads. The analysis focuses in particular on the impact of Adaptive Modulation and Coding (AMC) as well as deriving an algorithm to determine the maximum numbers of subscribers that each specific WiMAX sector may support. An analytical study of the WiMAX propagation channel by using Cost- 231 Hata Model is presented. Numerical results and discussion estimated by using Matlab to simulate the algorithm for different multi-users parameters.

Keywords: BWA, mobile WiMAX, capacity, AMC , overheads.

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Authors: B. Singh, K. K. Agrawal, B. K. Nanda

Abstract:

In built-up structures, one of the effective ways of dissipating unwanted vibration is to exploit the occurrence of slip at the interfaces of structural laminates. The present work focuses on the dynamic analysis of welded structures. A mathematical formulation has been developed for the mechanism of slip damping in layered and welded mild steel beams with unequal thickness subjected to both periodic and non-periodic forces. It is observed that a number of vital parameters such as; thickness ratio, pressure distribution characteristics, relative slip and kinematic co-efficient of friction at the interfaces, nature of exciting forces, length and thickness of the beam specimen govern the damping characteristics of these structures. Experimental verification has been carried out to validate the analysis and study the effect of these parameters. The developed damping model for the structure is found to be in fairly good agreement with the measured data. Finally, the results of the analysis are discussed and rationalized.

Keywords: Slip damping, tack welded joint, thickness ratio, inplane bending stress

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Authors: A. Rouili

Abstract:

Cantilever L-shaped walls are known to be relatively economical as retaining solution. The design starts by proportioning the wall dimensions for which the stability is checked for. A ratio between the lengths of the base and the stem, falling between 0.5 to 0.7 ensure in most case the stability requirements, however, the displacement pattern of the wall in terms of rotations and translations, and the lateral pressure profile, do not have the same figure for all wall’s proportioning, as it is usually assumed. In the present work the results of a numerical analysis are presented, different wall geometries were considered. The results show that the proportioning governs the equilibrium between the instantaneous rotation and the translation of the wall-toe, also, the lateral pressure estimation based on the average value between the at-rest and the active pressure, recommended by most design standards, is found to be not applicable for all walls.

Keywords: Cantilever wall, proportioning, numerical analysis.

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Authors: T. Messikh, S. Mekhilef, N. A. Rahim

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This paper presents an effective technique for harmonic current mitigation using an adaptive notch filter (ANF) to estimate current harmonics. The proposed filter consists of multiple units of ANF connected in parallel structure; each unit is governed by two ordinary differential equations. The frequency estimation is carried out based on the output of these units. The simulation and experimental results show the ability of the proposed tracking scheme to accurately estimate harmonics. The proposed filter was implemented digitally in TMS320F2808 and used in the control of hybrid active power filter (HAPF). The theoretical expectations are verified and demonstrated experimentally.

Keywords: Adaptive notch filter, Active power filter, harmonic filtering, Time varying frequency.

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Authors: Gürol Önal, Ahmet Avcı

Abstract:

This paper presented the results of an experimental investigation into the axial fatigue behavior of a 5086 aluminum alloy which have several notch-aspect ratios a0/c0 and notch thickness ratio a/t with semi-elliptical surface cracks. Tests were conducted in la b air for stress levels of 50 % of their yield strength. Experiments were carried out for various notch to thickness ratios. Crack growth rates of test specimens both in surface and depth directions were determined by using die penetration method. Fuzzy Logic method was used to predict the deep direction crack growth because the dept of the crack is considerably difficult to measure.

Keywords: Axial fatigue, Crack growth rate, surface crack, Al-Mg alloy.

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Authors: Meemongkol A., Tipsuwanporn V., Numsomran A.

Abstract:

The authors present optimization parameters of rotary positioner controller in hard disk drive servo track writing process using coefficient diagram method; CDM. Due to estimation parameters in PI Positioning Control System by expected ratio method cannot meet the required specification of response effectively, we suggest coefficient diagram method for defining controller parameters under the requirement of the system. Finally, the simulation results show that our proposed method can improve the problem in tuning parameter of rotary positioner controller. It is satisfied specification of performance of control system. Furthermore, it is very convenient as a fast adjustment damping ratio as well as a high speed response.

Keywords: Optimization Parameters, Rotary Positioner, CDM

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

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The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.

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Authors: Siriwan Saksiriruthai

Abstract:

This paper develops models to analyze the relationship between leisure time and wage change. Using Thailand-s Time Use Survey and Labor Force Survey data, the estimation of wage changes in response to leisure time change indicates that media receiving, personal care and social participation and volunteer activities are the ones that significantly raise hourly wages. Thus, the finding suggests the stimulation in time use for media access to enhance knowledge and productivity, personal care for attractiveness and healthiness in order to raise productivity, and social activities to develop connections for possible future opportunities including wage increase. These activities should be promoted for productive leisure time and for welfare improvement.

Keywords: Leisure, wage, time use, Thailand.

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Authors: Adnan Al-Smadi

Abstract:

One of the primary uses of higher order statistics in signal processing has been for detecting and estimation of non- Gaussian signals in Gaussian noise of unknown covariance. This is motivated by the ability of higher order statistics to suppress additive Gaussian noise. In this paper, several methods to test for non- Gaussianity of a given process are presented. These methods include histogram plot, kurtosis test, and hypothesis testing using cumulants and bispectrum of the available sequence. The hypothesis testing is performed by constructing a statistic to test whether the bispectrum of the given signal is non-zero. A zero bispectrum is not a proof of Gaussianity. Hence, other tests such as the kurtosis test should be employed. Examples are given to demonstrate the performance of the presented methods.

Keywords: Non-Gaussian, bispectrum, kurtosis, hypothesistesting, histogram.

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Authors: S. Thirumurugan, D. R. Prince Williams

Abstract:

Software Reliability is one of the key factors in the software development process. Software Reliability is estimated using reliability models based on Non Homogenous Poisson Process. In most of the literature the Software Reliability is predicted only in testing phase. So it leads to wrong decision-making concept. In this paper, two Software Reliability concepts, testing and operational phase are studied in detail. Using S-Shaped Software Reliability Growth Model (SRGM) and Exponential SRGM, the testing and operational reliability values are obtained. Finally two reliability values are compared and optimal release time is investigated.

Keywords: Error Detection Rate, Estimation of Parameters, Instantaneous Failure Rate, Mean Value Function, Non Homogenous Poisson Process (NHPP), Software Reliability.

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Authors: Adam Świtoński, Agnieszka Michalczuk, Henryk Josiński, Andrzej Polański, KonradWojciechowski

Abstract:

The method of gait identification based on the nearest neighbor classification technique with motion similarity assessment by the dynamic time warping is proposed. The model based kinematic motion data, represented by the joints rotations coded by Euler angles and unit quaternions is used. The different pose distance functions in Euler angles and quaternion spaces are considered. To evaluate individual features of the subsequent joints movements during gait cycle, joint selection is carried out. To examine proposed approach database containing 353 gaits of 25 humans collected in motion capture laboratory is used. The obtained results are promising. The classifications, which takes into consideration all joints has accuracy over 91%. Only analysis of movements of hip joints allows to correctly identify gaits with almost 80% precision.

Keywords: Biometrics, dynamic time warping, gait identification, motion capture, time series classification, quaternion distance functions, attribute ranking.

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Authors: Y. Shpungin

Abstract:

Estimating the reliability of a computer network has been a subject of great interest. It is a well known fact that this problem is NP-hard. In this paper we present a very efficient combinatorial approach for Monte Carlo reliability estimation of a network with unreliable nodes and unreliable edges. Its core is the computation of some network combinatorial invariants. These invariants, once computed, directly provide pure and simple framework for computation of network reliability. As a specific case of this approach we obtain tight lower and upper bounds for distributed network reliability (the so called residual connectedness reliability). We also present some simulation results.

Keywords: Combinatorial invariants, Monte Carlo simulation, reliability, unreliable nodes and unreliable edges.

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