Search results for: Baseline estimation
1112 Combined Beamforming and Channel Estimation in WCDMA Communication Systems
Authors: Nermin A. Mohamed, Mohamed F. Madkour
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We address the problem of joint beamforming and multipath channel parameters estimation in Wideband Code Division Multiple Access (WCDMA) communication systems that employ Multiple-Access Interference (MAI) suppression techniques in the uplink (from mobile to base station). Most of the existing schemes rely on time multiplex a training sequence with the user data. In WCDMA, the channel parameters can also be estimated from a code multiplexed common pilot channel (CPICH) that could be corrupted by strong interference resulting in a bad estimate. In this paper, we present new methods to combine interference suppression together with channel estimation when using multiple receiving antennas by using adaptive signal processing techniques. Computer simulation is used to compare between the proposed methods and the existing conventional estimation techniques.
Keywords: Adaptive arrays, channel estimation, interferencecancellation, wideband code division multiple access (WCDMA).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23151111 Localization of Near Field Radio Controlled Unintended Emitting Sources
Authors: Nurbanu Guzey, S. Jagannathan
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Locating Radio Controlled (RC) devices using their unintended emissions has a great interest considering security concerns. Weak nature of these emissions requires near field localization approach since it is hard to detect these signals in far field region of array. Instead of only angle estimation, near field localization also requires range estimation of the source which makes this method more complicated than far field models. Challenges of locating such devices in a near field region and real time environment are analyzed in this paper. An ESPRIT like near field localization scheme is utilized for both angle and range estimation. 1-D search with symmetric subarrays is provided. Two 7 element uniform linear antenna arrays (ULA) are employed for locating RC source. Experiment results of location estimation for one unintended emitting walkie-talkie for different positions are given.
Keywords: Localization, angle of arrival (AoA), range estimation, array signal processing, ESPRIT, uniform linear array (ULA).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23901110 An Enhanced Floor Estimation Algorithm for Indoor Wireless Localization Systems Using Confidence Interval Approach
Authors: Kriangkrai Maneerat, Chutima Prommak
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Indoor wireless localization systems have played an important role to enhance context-aware services. Determining the position of mobile objects in complex indoor environments, such as those in multi-floor buildings, is very challenging problems. This paper presents an effective floor estimation algorithm, which can accurately determine the floor where mobile objects located. The proposed algorithm is based on the confidence interval of the summation of online Received Signal Strength (RSS) obtained from the IEEE 802.15.4 Wireless Sensor Networks (WSN).We compare the performance of the proposed algorithm with those of other floor estimation algorithms in literature by conducting a real implementation of WSN in our facility. The experimental results and analysis showed that the proposed floor estimation algorithm outperformed the other algorithms and provided highest percentage of floor accuracy up to 100% with 95-percent confidence interval.
Keywords: Floor estimation algorithm, floor determination, multi-floor building, indoor wireless systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32041109 Two New Relative Efficiencies of Linear Weighted Regression
Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian
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In statistics parameter theory, usually the parameter estimations have two kinds, one is the least-square estimation (LSE), and the other is the best linear unbiased estimation (BLUE). Due to the determining theorem of minimum variance unbiased estimator (MVUE), the parameter estimation of BLUE in linear model is most ideal. But since the calculations are complicated or the covariance is not given, people are hardly to get the solution. Therefore, people prefer to use LSE rather than BLUE. And this substitution will take some losses. To quantize the losses, many scholars have presented many kinds of different relative efficiencies in different views. For the linear weighted regression model, this paper discusses the relative efficiencies of LSE of β to BLUE of β. It also defines two new relative efficiencies and gives their lower bounds.Keywords: Linear weighted regression, Relative efficiency, Lower bound, Parameter estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21181108 Orthogonal Regression for Nonparametric Estimation of Errors-in-Variables Models
Authors: Anastasiia Yu. Timofeeva
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Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.
Keywords: Grade point average, orthogonal regression, penalized regression spline, locally weighted regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21331107 Variogram Fitting Based on the Wilcoxon Norm
Authors: Hazem Al-Mofleh, John Daniels, Joseph McKean
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Within geostatistics research, effective estimation of the variogram points has been examined, particularly in developing robust alternatives. The parametric fit of these variogram points which eventually defines the kriging weights, however, has not received the same attention from a robust perspective. This paper proposes the use of the non-linear Wilcoxon norm over weighted non-linear least squares as a robust variogram fitting alternative. First, we introduce the concept of variogram estimation and fitting. Then, as an alternative to non-linear weighted least squares, we discuss the non-linear Wilcoxon estimator. Next, the robustness properties of the non-linear Wilcoxon are demonstrated using a contaminated spatial data set. Finally, under simulated conditions, increasing levels of contaminated spatial processes have their variograms points estimated and fit. In the fitting of these variogram points, both non-linear Weighted Least Squares and non-linear Wilcoxon fits are examined for efficiency. At all levels of contamination (including 0%), using a robust estimation and robust fitting procedure, the non-weighted Wilcoxon outperforms weighted Least Squares.Keywords: Non-Linear Wilcoxon, robust estimation, Variogram estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9691106 A Novel Stator Resistance Estimation Method and Control Design of Speed-Sensorless Induction Motor Drives
Authors: N. Ben Si Ali, N. Benalia, N. Zarzouri
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Speed sensorless systems are intensively studied during recent years; this is mainly due to their economical benefit and fragility of mechanical sensors and also the difficulty of installing this type of sensor in many applications. These systems suffer from instability problems and sensitivity to parameter mismatch at low speed operation. In this paper an analysis of adaptive observer stability with stator resistance estimation is given.
Keywords: Motor drive, sensorless control, adaptive observer, stator resistance estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22141105 Spread Spectrum Code Estimation by Genetic Algorithm
Authors: V. R. Asghari, M. Ardebilipour
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In the context of spectrum surveillance, a method to recover the code of spread spectrum signal is presented, whereas the receiver has no knowledge of the transmitter-s spreading sequence. The approach is based on a genetic algorithm (GA), which is forced to model the received signal. Genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems. Experimental results show that the method provides a good estimation, even when the signal power is below the noise power.Keywords: Code estimation, genetic algorithms, spread spectrum.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15711104 Effectiveness of Business Software Systems Development and Enhancement Projects versus Work Effort Estimation Methods
Authors: Beata Czarnacka-Chrobot
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Execution of Business Software Systems (BSS) Development and Enhancement Projects (D&EP) is characterized by the exceptionally low effectiveness, leading to considerable financial losses. The general reason for low effectiveness of such projects is that they are inappropriately managed. One of the factors of proper BSS D&EP management is suitable (reliable and objective) method of project work effort estimation since this is what determines correct estimation of its major attributes: project cost and duration. BSS D&EP is usually considered to be accomplished effectively if product of a planned functionality is delivered without cost and time overrun. The goal of this paper is to prove that choosing approach to the BSS D&EP work effort estimation has a considerable influence on the effectiveness of such projects execution.
Keywords: Business software systems, development and enhancement projects, effectiveness, work effort estimation methods, software product size, software product functionality, project duration, project cost.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20841103 Connectivity Estimation from the Inverse Coherence Matrix in a Complex Chaotic Oscillator Network
Authors: Won Sup Kim, Xue-Mei Cui, Seung Kee Han
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We present on the method of inverse coherence matrix for the estimation of network connectivity from multivariate time series of a complex system. In a model system of coupled chaotic oscillators, it is shown that the inverse coherence matrix defined as the inverse of cross coherence matrix is proportional to the network connectivity. Therefore the inverse coherence matrix could be used for the distinction between the directly connected links from indirectly connected links in a complex network. We compare the result of network estimation using the method of the inverse coherence matrix with the results obtained from the coherence matrix and the partial coherence matrix.
Keywords: Chaotic oscillator, complex network, inverse coherence matrix, network estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20031102 Motion Prediction and Motion Vector Cost Reduction during Fast Block Motion Estimation in MCTF
Authors: Karunakar A K, Manohara Pai M M
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In 3D-wavelet video coding framework temporal filtering is done along the trajectory of motion using Motion Compensated Temporal Filtering (MCTF). Hence computationally efficient motion estimation technique is the need of MCTF. In this paper a predictive technique is proposed in order to reduce the computational complexity of the MCTF framework, by exploiting the high correlation among the frames in a Group Of Picture (GOP). The proposed technique applies coarse and fine searches of any fast block based motion estimation, only to the first pair of frames in a GOP. The generated motion vectors are supplied to the next consecutive frames, even to subsequent temporal levels and only fine search is carried out around those predicted motion vectors. Hence coarse search is skipped for all the motion estimation in a GOP except for the first pair of frames. The technique has been tested for different fast block based motion estimation algorithms over different standard test sequences using MC-EZBC, a state-of-the-art scalable video coder. The simulation result reveals substantial reduction (i.e. 20.75% to 38.24%) in the number of search points during motion estimation, without compromising the quality of the reconstructed video compared to non-predictive techniques. Since the motion vectors of all the pair of frames in a GOP except the first pair will have value ±1 around the motion vectors of the previous pair of frames, the number of bits required for motion vectors is also reduced by 50%.Keywords: Motion Compensated Temporal Filtering, predictivemotion estimation, lifted wavelet transform, motion vector
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16191101 The Estimation of Bird Diversity Loss and Gain as an Impact of Oil Palm Plantation: Study Case in KJNP Estate Riau Province
Authors: Yanto Santosa, Catharina Yudea
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The rapid growth of oil palm industry in Indonesia raised many negative accusations from various parties, who said that oil palm plantation is damaging the environment and biodiversity, including birds. Since research on oil palm plantation impacts on bird diversity is still limited, this study needs to be developed in order to gain further learning and understanding. Data on bird diversity were collected in March 2018 in KJNP Estate, Riau Province using strip transect method on five different land cover types (young, intermediate, and old growth of oil palm plantation, high conservation value area, and crops field or the baseline). The observations were conducted simultaneously, with three repetitions. The result shows that the baseline has 19 species of birds and land cover after the oil palm plantation has 39 species. HCV (high conservation value) area has the highest increase in diversity value. Oil palm plantation has changed the composition of bird species. The highest similarity index is shown by young growth oil palm land cover with total score 0.65, meanwhile the lowest similarity index with total score 0.43 is shown by HCV area. Overall, the existence of oil palm plantation made a positive impact by increasing bird species diversity, with total 23 species gained and 3 species lost.
Keywords: Bird diversity, crops field, impact of oil palm plantation, KJNP estate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7951100 Dynamic State Estimation with Optimal PMU and Conventional Measurements for Complete Observability
Authors: M. Ravindra, R. Srinivasa Rao
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This paper presents a Generalized Binary Integer Linear Programming (GBILP) method for optimal allocation of Phasor Measurement Units (PMUs) and to generate Dynamic State Estimation (DSE) solution with complete observability. The GBILP method is formulated with Zero Injection Bus (ZIB) constraints to reduce the number of locations for placement of PMUs in the case of normal and single line contingency. The integration of PMU and conventional measurements is modeled in DSE process to estimate accurate states of the system. To estimate the dynamic behavior of the power system with proposed method, load change up to 40% considered at a bus in the power system network. The proposed DSE method is compared with traditional Weighted Least Squares (WLS) state estimation method in presence of load changes to show the impact of PMU measurements. MATLAB simulations are carried out on IEEE 14, 30, 57, and 118 bus systems to prove the validity of the proposed approach.
Keywords: Observability, phasor measurement units, PMU, state estimation, dynamic state estimation, SCADA measurements, zero injection bus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12651099 The Relative Efficiency of Parameter Estimation in Linear Weighted Regression
Authors: Baoguang Tian, Nan Chen
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A new relative efficiency in linear model in reference is instructed into the linear weighted regression, and its upper and lower bound are proposed. In the linear weighted regression model, for the best linear unbiased estimation of mean matrix respect to the least-squares estimation, two new relative efficiencies are given, and their upper and lower bounds are also studied.
Keywords: Linear weighted regression, Relative efficiency, Mean matrix, Trace.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24731098 Frequency-Variation Based Method for Parameter Estimation of Transistor Amplifier
Authors: Akash Rathee, Harish Parthasarathy
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In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17551097 Evaluation of Model Evaluation Criterion for Software Development Effort Estimation
Authors: S. K. Pillai, M. K. Jeyakumar
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Estimation of model parameters is necessary to predict the behavior of a system. Model parameters are estimated using optimization criteria. Most algorithms use historical data to estimate model parameters. The known target values (actual) and the output produced by the model are compared. The differences between the two form the basis to estimate the parameters. In order to compare different models developed using the same data different criteria are used. The data obtained for short scale projects are used here. We consider software effort estimation problem using radial basis function network. The accuracy comparison is made using various existing criteria for one and two predictors. Then, we propose a new criterion based on linear least squares for evaluation and compared the results of one and two predictors. We have considered another data set and evaluated prediction accuracy using the new criterion. The new criterion is easy to comprehend compared to single statistic. Although software effort estimation is considered, this method is applicable for any modeling and prediction.
Keywords: Software effort estimation, accuracy, Radial Basis Function, linear least squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20411096 H∞ State Estimation of Neural Networks with Discrete and Distributed Delays
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In this paper, together with some improved Lyapunov-Krasovskii functional and effective mathematical techniques, several sufficient conditions are derived to guarantee the error system is globally asymptotically stable with H∞ performance, in which both the time-delay and its time variation can be fully considered. In order to get less conservative results of the state estimation condition, zero equalities and reciprocally convex approach are employed. The estimator gain matrix can be obtained in terms of the solution to linear matrix inequalities. A numerical example is provided to illustrate the usefulness and effectiveness of the obtained results.
Keywords: H∞ performance, Neural networks, State estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14461095 A Discrete Filtering Algorithm for Impulse Wave Parameter Estimation
Authors: Khaled M. EL-Naggar
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This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.
Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18491094 A New Criterion Pose and Shape of Objects for Collision Risk Estimation
Authors: Do Hyeung Kim, Dae Hee Seo, Byung Doo Kim, Byung Gil Lee
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As many recent researches being implemented in aviation and maritime aspects, strong doubts have been raised concerning the reliability of the estimation of collision risk. It is shown that using position and velocity of objects can lead to imprecise results. In this paper, therefore, a new approach to the estimation of collision risks using pose and shape of objects is proposed. Simulation results are presented validating the accuracy of the new criterion to adapt to collision risk algorithm based on fuzzy logic.
Keywords: Collision risk, Pose and shape, Fuzzy logic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19091093 Estimation of Load Impedance in Presence of Harmonics
Authors: Khaled M. EL-Naggar
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This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.
Keywords: Estimation, identification, Harmonics, Dynamic Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20631092 Parameters Estimation of Double Diode Solar Cell Model
Authors: M. R. AlRashidi, K. M. El-Naggar, M. F. AlHajri
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A new technique based on Pattern search optimization is proposed for estimating different solar cell parameters in this paper. The estimated parameters are the generated photocurrent, saturation current, series resistance, shunt resistance, and ideality factor. The proposed approach is tested and validated using double diode model to show its potential. Performance of the developed approach is quite interesting which signifies its potential as a promising estimation tool.
Keywords: Solar Cell, Parameter Estimation, Pattern Search.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 59901091 A Fuzzy Tumor Volume Estimation Approach Based On Fuzzy Segmentation of MR Images
Authors: Sara A.Yones, Ahmed S. Moussa
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Quantitative measurements of tumor in general and tumor volume in particular, become more realistic with the use of Magnetic Resonance imaging, especially when the tumor morphological changes become irregular and difficult to assess by clinical examination. However, tumor volume estimation strongly depends on the image segmentation, which is fuzzy by nature. In this paper a fuzzy approach is presented for tumor volume segmentation based on the fuzzy connectedness algorithm. The fuzzy affinity matrix resulting from segmentation is then used to estimate a fuzzy volume based on a certainty parameter, an Alpha Cut, defined by the user. The proposed method was shown to highly affect treatment decisions. A statistical analysis was performed in this study to validate the results based on a manual method for volume estimation and the importance of using the Alpha Cut is further explained.
Keywords: Alpha Cut, Fuzzy Connectedness, Magnetic Resonance Imaging, Tumor volume estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23981090 Simultaneous Term Structure Estimation of Hazard and Loss Given Default with a Statistical Model using Credit Rating and Financial Information
Authors: Tomohiro Ando, Satoshi Yamashita
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The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.Keywords: Empirical Bayes, Hazard term structure, Loss given default.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16671089 Extended Constraint Mask Based One-Bit Transform for Low-Complexity Fast Motion Estimation
Authors: Oğuzhan Urhan
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In this paper, an improved motion estimation (ME) approach based on weighted constrained one-bit transform is proposed for block-based ME employed in video encoders. Binary ME approaches utilize low bit-depth representation of the original image frames with a Boolean exclusive-OR based hardware efficient matching criterion to decrease computational burden of the ME stage. Weighted constrained one-bit transform (WC‑1BT) based approach improves the performance of conventional C-1BT based ME employing 2-bit depth constraint mask instead of a 1-bit depth mask. In this work, the range of constraint mask is further extended to increase ME performance of WC-1BT approach. Experiments reveal that the proposed method provides better ME accuracy compared existing similar ME methods in the literature.
Keywords: Fast motion estimation, low-complexity motion estimation, video coding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8541088 Sensitivity Analysis for Direction of Arrival Estimation Using Capon and Music Algorithms in Mobile Radio Environment
Authors: Mustafa Abdalla, Khaled A. Madi, Rajab Farhat
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An array antenna system with innovative signal processing can improve the resolution of a source direction of arrival (DoA) estimation. High resolution techniques take the advantage of array antenna structures to better process the incoming waves. They also have the capability to identify the direction of multiple targets. This paper investigates performance of the DOA estimation algorithm namely; Capon and MUSIC on the uniform linear array (ULA). The simulation results show that in Capon and MUSIC algorithm the resolution of the DOA techniques improves as number of snapshots, number of array elements, signal-to-noise ratio and separation angle between the two sources θ increases.Keywords: Antenna array, Capon, MUSIC, Direction-of-arrival estimation, signal processing, uniform linear arrays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27301087 Effect of Soil Corrosion in Failures of Buried Gas Pipelines
Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur
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In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.
Keywords: Corrosion, pit depth, sensitivity analysis, exposure period.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17291086 EML-Estimation of Multivariate t Copulas with Heuristic Optimization
Authors: Jin Zhang, Wing Lon Ng
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In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15601085 A Metric-Set and Model Suggestion for Better Software Project Cost Estimation
Authors: Murat Ayyıldız, Oya Kalıpsız, Sırma Yavuz
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Software project effort estimation is frequently seen as complex and expensive for individual software engineers. Software production is in a crisis. It suffers from excessive costs. Software production is often out of control. It has been suggested that software production is out of control because we do not measure. You cannot control what you cannot measure. During last decade, a number of researches on cost estimation have been conducted. The metric-set selection has a vital role in software cost estimation studies; its importance has been ignored especially in neural network based studies. In this study we have explored the reasons of those disappointing results and implemented different neural network models using augmented new metrics. The results obtained are compared with previous studies using traditional metrics. To be able to make comparisons, two types of data have been used. The first part of the data is taken from the Constructive Cost Model (COCOMO'81) which is commonly used in previous studies and the second part is collected according to new metrics in a leading international company in Turkey. The accuracy of the selected metrics and the data samples are verified using statistical techniques. The model presented here is based on Multi-Layer Perceptron (MLP). Another difficulty associated with the cost estimation studies is the fact that the data collection requires time and care. To make a more thorough use of the samples collected, k-fold, cross validation method is also implemented. It is concluded that, as long as an accurate and quantifiable set of metrics are defined and measured correctly, neural networks can be applied in software cost estimation studies with successKeywords: Software Metrics, Software Cost Estimation, Neural Network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19571084 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 17511083 Comparative Analysis of the Software Effort Estimation Models
Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon
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Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2221