Search results for: Bayesian probability
622 Bayesian Belief Networks for Test Driven Development
Authors: Vijayalakshmy Periaswamy S., Kevin McDaid
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Testing accounts for the major percentage of technical contribution in the software development process. Typically, it consumes more than 50 percent of the total cost of developing a piece of software. The selection of software tests is a very important activity within this process to ensure the software reliability requirements are met. Generally tests are run to achieve maximum coverage of the software code and very little attention is given to the achieved reliability of the software. Using an existing methodology, this paper describes how to use Bayesian Belief Networks (BBNs) to select unit tests based on their contribution to the reliability of the module under consideration. In particular the work examines how the approach can enhance test-first development by assessing the quality of test suites resulting from this development methodology and providing insight into additional tests that can significantly reduce the achieved reliability. In this way the method can produce an optimal selection of inputs and the order in which the tests are executed to maximize the software reliability. To illustrate this approach, a belief network is constructed for a modern software system incorporating the expert opinion, expressed through probabilities of the relative quality of the elements of the software, and the potential effectiveness of the software tests. The steps involved in constructing the Bayesian Network are explained as is a method to allow for the test suite resulting from test-driven development.Keywords: Software testing, Test Driven Development, Bayesian Belief Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1886621 Spatial Time Series Models for Rice and Cassava Yields Based On Bayesian Linear Mixed Models
Authors: Panudet Saengseedam, Nanthachai Kantanantha
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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.
Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2247620 The Locker Problem with Empty Lockers
Authors: David Avis, Luc Devroye, Kazuo Iwama
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We consider a cooperative game played by n players against a referee. The players names are randomly distributed among n lockers, with one name per locker. Each player can open up to half the lockers and each player must find his name. Once the game starts the players may not communicate. It has been previously shown that, quite surprisingly, an optimal strategy exists for which the success probability is never worse than 1 − ln 2 ≈ 0.306. In this paper we consider an extension where the number of lockers is greater than the number of players, so that some lockers are empty. We show that the players may still win with positive probability even if there are a constant k number of empty lockers. We show that for each fixed probability p, there is a constant c so that the players can win with probability at least p if they are allowed to open cn lockers.
Keywords: Locker problem, pointer-following algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1292619 Probabilities and the Persistence of Memory in a Bingo-like Carnival Game
Authors: M. Glomski, M. Lopes
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Seemingly simple probabilities in the m-player game bingo have never been calculated. These probabilities include expected game length and the expected number of winners on a given turn. The difficulty in probabilistic analysis lies in the subtle interdependence among the m-many bingo game cards in play. In this paper, the game i got it!, a bingo variant, is considered. This variation provides enough weakening of the inter-player dependence to allow probabilistic analysis not possible for traditional bingo. The probability of winning in exactly k turns is calculated for a one-player game. Given a game of m-many players, the expected game length and tie probability are calculated. With these calculations, the game-s interesting payout scheme is considered.
Keywords: Conditional probability, games of chance, npersongames, probability theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1526618 Integrating Low and High Level Object Recognition Steps
Authors: András Barta, István Vajk
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In pattern recognition applications the low level segmentation and the high level object recognition are generally considered as two separate steps. The paper presents a method that bridges the gap between the low and the high level object recognition. It is based on a Bayesian network representation and network propagation algorithm. At the low level it uses hierarchical structure of quadratic spline wavelet image bases. The method is demonstrated for a simple circuit diagram component identification problem.Keywords: Object recognition, Bayesian network, Wavelets, Document processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1484617 On the Parameter of the Burr Type X under Bayesian Principles
Authors: T. N. Sindhu, M. Aslam
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A comprehensive Bayesian analysis has been carried out in the context of informative and non-informative priors for the shape parameter of the Burr type X distribution under different symmetric and asymmetric loss functions. Elicitation of hyperparameter through prior predictive approach is also discussed. Also we derive the expression for posterior predictive distributions, predictive intervals and the credible Intervals. As an illustration, comparisons of these estimators are made through simulation study.
Keywords: Credible Intervals, Loss Functions, Posterior Predictive Distributions, Predictive Intervals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1506616 Integrating Low and High Level Object Recognition Steps by Probabilistic Networks
Authors: András Barta, István Vajk
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In pattern recognition applications the low level segmentation and the high level object recognition are generally considered as two separate steps. The paper presents a method that bridges the gap between the low and the high level object recognition. It is based on a Bayesian network representation and network propagation algorithm. At the low level it uses hierarchical structure of quadratic spline wavelet image bases. The method is demonstrated for a simple circuit diagram component identification problem.
Keywords: Object recognition, Bayesian network, Wavelets, Document processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1669615 Bayesian Online Learning of Corresponding Points of Objects with Sequential Monte Carlo
Authors: Miika Toivanen, Jouko Lampinen
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This paper presents an online method that learns the corresponding points of an object from un-annotated grayscale images containing instances of the object. In the first image being processed, an ensemble of node points is automatically selected which is matched in the subsequent images. A Bayesian posterior distribution for the locations of the nodes in the images is formed. The likelihood is formed from Gabor responses and the prior assumes the mean shape of the node ensemble to be similar in a translation and scale free space. An association model is applied for separating the object nodes and background nodes. The posterior distribution is sampled with Sequential Monte Carlo method. The matched object nodes are inferred to be the corresponding points of the object instances. The results show that our system matches the object nodes as accurately as other methods that train the model with annotated training images.Keywords: Bayesian modeling, Gabor filters, Online learning, Sequential Monte Carlo.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1581614 Inferential Reasoning for Heterogeneous Multi-Agent Mission
Authors: Sagir M. Yusuf, Chris Baber
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We describe issues bedeviling the coordination of heterogeneous (different sensors carrying agents) multi-agent missions such as belief conflict, situation reasoning, etc. We applied Bayesian and agents' presumptions inferential reasoning to solve the outlined issues with the heterogeneous multi-agent belief variation and situational-base reasoning. Bayesian Belief Network (BBN) was used in modeling the agents' belief conflict due to sensor variations. Simulation experiments were designed, and cases from agents’ missions were used in training the BBN using gradient descent and expectation-maximization algorithms. The output network is a well-trained BBN for making inferences for both agents and human experts. We claim that the Bayesian learning algorithm prediction capacity improves by the number of training data and argue that it enhances multi-agents robustness and solve agents’ sensor conflicts.Keywords: Distributed constraint optimization problem, multi-agent system, multi-robot coordination, autonomous system, swarm intelligence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 640613 Simple Procedure for Probability Calculation of Tensile Crack Occurring in Rigid Pavement – Case Study
Authors: Aleš Florian, Lenka Ševelová, Jaroslav Žák
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Formation of tensile cracks in concrete slabs of rigid pavement can be (among others) the initiation point of the other, more serious failures which can ultimately lead to complete degradation of the concrete slab and thus the whole pavement. Two measures can be used for reliability assessment of this phenomenon - the probability of failure and/or the reliability index. Different methods can be used for their calculation. The simple ones are called moment methods and simulation techniques. Two methods - FOSM Method and Simple Random Sampling Method - are verified and their comparison is performed. The influence of information about the probability distribution and the statistical parameters of input variables as well as of the limit state function on the calculated reliability index and failure probability are studied in three points on the lower surface of concrete slabs of the older type of rigid pavement formerly used in the Czech Republic.
Keywords: Failure, pavement, probability, reliability index, simulation, tensile crack.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2305612 A Generalized Sparse Bayesian Learning Algorithm for Near-Field Synthetic Aperture Radar Imaging: By Exploiting Impropriety and Noncircularity
Authors: Pan Long, Bi Dongjie, Li Xifeng, Xie Yongle
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The near-field synthetic aperture radar (SAR) imaging is an advanced nondestructive testing and evaluation (NDT&E) technique. This paper investigates the complex-valued signal processing related to the near-field SAR imaging system, where the measurement data turns out to be noncircular and improper, meaning that the complex-valued data is correlated to its complex conjugate. Furthermore, we discover that the degree of impropriety of the measurement data and that of the target image can be highly correlated in near-field SAR imaging. Based on these observations, A modified generalized sparse Bayesian learning algorithm is proposed, taking impropriety and noncircularity into account. Numerical results show that the proposed algorithm provides performance gain, with the help of noncircular assumption on the signals.Keywords: Complex-valued signal processing, synthetic aperture radar (SAR), 2-D radar imaging, compressive sensing, Sparse Bayesian learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1525611 Bayesian Networks for Earthquake Magnitude Classification in a Early Warning System
Authors: G. Zazzaro, F.M. Pisano, G. Romano
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During last decades, worldwide researchers dedicated efforts to develop machine-based seismic Early Warning systems, aiming at reducing the huge human losses and economic damages. The elaboration time of seismic waveforms is to be reduced in order to increase the time interval available for the activation of safety measures. This paper suggests a Data Mining model able to correctly and quickly estimate dangerousness of the running seismic event. Several thousand seismic recordings of Japanese and Italian earthquakes were analyzed and a model was obtained by means of a Bayesian Network (BN), which was tested just over the first recordings of seismic events in order to reduce the decision time and the test results were very satisfactory. The model was integrated within an Early Warning System prototype able to collect and elaborate data from a seismic sensor network, estimate the dangerousness of the running earthquake and take the decision of activating the warning promptly.Keywords: Bayesian Networks, Decision Support System, Magnitude Classification, Seismic Early Warning System
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3598610 Detection of Bias in GPS satellites- Measurements for Enhanced Measurement Integrity
Authors: Mamoun F. Abdel-Hafez
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In this paper, the detection of a fault in the Global Positioning System (GPS) measurement is addressed. The class of faults considered is a bias in the GPS pseudorange measurements. This bias is modeled as an unknown constant. The fault could be the result of a receiver fault or signal fault such as multipath error. A bias bank is constructed based on set of possible fault hypotheses. Initially, there is equal probability of occurrence for any of the biases in the bank. Subsequently, as the measurements are processed, the probability of occurrence for each of the biases is sequentially updated. The fault with a probability approaching unity will be declared as the current fault in the GPS measurement. The residual formed from the GPS and Inertial Measurement Unit (IMU) measurements is used to update the probability of each fault. Results will be presented to show the performance of the presented algorithm.
Keywords: Estimation and filtering, Statistical data analysis, Faultdetection and identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1965609 One scheme of Transition Probability Evaluation
Authors: Alexander B. Bichkov, Alla A. Mityureva, Valery V. Smirnov
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In present work are considered the scheme of evaluation the transition probability in quantum system. It is based on path integral representation of transition probability amplitude and its evaluation by means of a saddle point method, applied to the part of integration variables. The whole integration process is reduced to initial value problem solutions of Hamilton equations with a random initial phase point. The scheme is related to the semiclassical initial value representation approaches using great number of trajectories. In contrast to them from total set of generated phase paths only one path for each initial coordinate value is selected in Monte Karlo process.Keywords: Path integral, saddle point method, semiclassical approximation, transition probability
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1605608 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 1751607 System Overflow/Blocking Transients For Queues with Batch Arrivals Using a Family of Polynomials Resembling Chebyshev Polynomials
Authors: Vitalice K. Oduol, C. Ardil
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The paper shows that in the analysis of a queuing system with fixed-size batch arrivals, there emerges a set of polynomials which are a generalization of Chebyshev polynomials of the second kind. The paper uses these polynomials in assessing the transient behaviour of the overflow (equivalently call blocking) probability in the system. A key figure to note is the proportion of the overflow (or blocking) probability resident in the transient component, which is shown in the results to be more significant at the beginning of the transient and naturally decays to zero in the limit of large t. The results also show that the significance of transients is more pronounced in cases of lighter loads, but lasts longer for heavier loads.
Keywords: batch arrivals, blocking probability, generalizedChebyshev polynomials, overflow probability, queue transientanalysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1481606 Bond Graph and Bayesian Networks for Reliable Diagnosis
Authors: Abdelaziz Zaidi, Belkacem Ould Bouamama, Moncef Tagina
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Bond Graph as a unified multidisciplinary tool is widely used not only for dynamic modelling but also for Fault Detection and Isolation because of its structural and causal proprieties. A binary Fault Signature Matrix is systematically generated but to make the final binary decision is not always feasible because of the problems revealed by such method. The purpose of this paper is introducing a methodology for the improvement of the classical binary method of decision-making, so that the unknown and identical failure signatures can be treated to improve the robustness. This approach consists of associating the evaluated residuals and the components reliability data to build a Hybrid Bayesian Network. This network is used in two distinct inference procedures: one for the continuous part and the other for the discrete part. The continuous nodes of the network are the prior probabilities of the components failures, which are used by the inference procedure on the discrete part to compute the posterior probabilities of the failures. The developed methodology is applied to a real steam generator pilot process.Keywords: Redundancy relations, decision-making, Bond Graph, reliability, Bayesian Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2525605 A Computer Model of Quantum Field Theory
Authors: Hans H. Diel
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This paper describes a computer model of Quantum Field Theory (QFT), referred to in this paper as QTModel. After specifying the initial configuration for a QFT process (e.g. scattering) the model generates the possible applicable processes in terms of Feynman diagrams, the equations for the scattering matrix, and evaluates probability amplitudes for the scattering matrix and cross sections. The computations of probability amplitudes are performed numerically. The equations generated by QTModel are provided for demonstration purposes only. They are not directly used as the base for the computations of probability amplitudes. The computer model supports two modes for the computation of the probability amplitudes: (1) computation according to standard QFT, and (2) computation according to a proposed functional interpretation of quantum theory.
Keywords: Computational Modeling, Simulation of Quantum Theory, Quantum Field Theory, Quantum Electrodynamics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1815604 Feature-Driven Classification of Musical Styles
Authors: A. Buzzanca, G. Castellano, A.M. Fanelli
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In this paper we address the problem of musical style classification, which has a number of applications like indexing in musical databases or automatic composition systems. Starting from MIDI files of real-world improvisations, we extract the melody track and cut it into overlapping segments of equal length. From these fragments, some numerical features are extracted as descriptors of style samples. We show that a standard Bayesian classifier can be conveniently employed to build an effective musical style classifier, once this set of features has been extracted from musical data. Preliminary experimental results show the effectiveness of the developed classifier that represents the first component of a musical audio retrieval systemKeywords: Musical style, Bayesian classifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1296603 Effect of Specimen Thickness on Probability Distribution of Grown Crack Size in Magnesium Alloys
Authors: Seon Soon Choi
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The fatigue crack growth is stochastic because of the fatigue behavior having an uncertainty and a randomness. Therefore, it is necessary to determine the probability distribution of a grown crack size at a specific fatigue crack propagation life for maintenance of structure as well as reliability estimation. The essential purpose of this study is to present the good probability distribution fit for the grown crack size at a specified fatigue life in a rolled magnesium alloy under different specimen thickness conditions. Fatigue crack propagation experiments are carried out in laboratory air under three conditions of specimen thickness using AZ31 to investigate a stochastic crack growth behavior. The goodness-of-fit test for probability distribution of a grown crack size under different specimen thickness conditions is performed by Anderson-Darling test. The effect of a specimen thickness on variability of a grown crack size is also investigated.
Keywords: Crack size, Fatigue crack propagation, Magnesium alloys, Probability distribution, Specimen thickness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1854602 Daily Probability Model of Storm Events in Peninsular Malaysia
Authors: Mohd Aftar Abu Bakar, Noratiqah Mohd Ariff, Abdul Aziz Jemain
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Storm Event Analysis (SEA) provides a method to define rainfalls events as storms where each storm has its own amount and duration. By modelling daily probability of different types of storms, the onset, offset and cycle of rainfall seasons can be determined and investigated. Furthermore, researchers from the field of meteorology will be able to study the dynamical characteristics of rainfalls and make predictions for future reference. In this study, four categories of storms; short, intermediate, long and very long storms; are introduced based on the length of storm duration. Daily probability models of storms are built for these four categories of storms in Peninsular Malaysia. The models are constructed by using Bernoulli distribution and by applying linear regression on the first Fourier harmonic equation. From the models obtained, it is found that daily probability of storms at the Eastern part of Peninsular Malaysia shows a unimodal pattern with high probability of rain beginning at the end of the year and lasting until early the next year. This is very likely due to the Northeast monsoon season which occurs from November to March every year. Meanwhile, short and intermediate storms at other regions of Peninsular Malaysia experience a bimodal cycle due to the two inter-monsoon seasons. Overall, these models indicate that Peninsular Malaysia can be divided into four distinct regions based on the daily pattern for the probability of various storm events.
Keywords: Daily probability model, monsoon seasons, regions, storm events.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1632601 Order Statistics-based “Anti-Bayesian“ Parametric Classification for Asymmetric Distributions in the Exponential Family
Authors: A. Thomas, B. John Oommen
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Although the field of parametric Pattern Recognition (PR) has been thoroughly studied for over five decades, the use of the Order Statistics (OS) of the distributions to achieve this has not been reported. The pioneering work on using OS for classification was presented in [1] for the Uniform distribution, where it was shown that optimal PR can be achieved in a counter-intuitive manner, diametrically opposed to the Bayesian paradigm, i.e., by comparing the testing sample to a few samples distant from the mean. This must be contrasted with the Bayesian paradigm in which, if we are allowed to compare the testing sample with only a single point in the feature space from each class, the optimal strategy would be to achieve this based on the (Mahalanobis) distance from the corresponding central points, for example, the means. In [2], we showed that the results could be extended for a few symmetric distributions within the exponential family. In this paper, we attempt to extend these results significantly by considering asymmetric distributions within the exponential family, for some of which even the closed form expressions of the cumulative distribution functions are not available. These distributions include the Rayleigh, Gamma and certain Beta distributions. As in [1] and [2], the new scheme, referred to as Classification by Moments of Order Statistics (CMOS), attains an accuracy very close to the optimal Bayes’ bound, as has been shown both theoretically and by rigorous experimental testing.
Keywords: Classification using Order Statistics (OS), Exponential family, Moments of OS
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1529600 Bayesian Network Model for Students- Laboratory Work Performance Assessment: An Empirical Investigation of the Optimal Construction Approach
Authors: Ifeyinwa E. Achumba, Djamel Azzi, Rinat Khusainov
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There are three approaches to complete Bayesian Network (BN) model construction: total expert-centred, total datacentred, and semi data-centred. These three approaches constitute the basis of the empirical investigation undertaken and reported in this paper. The objective is to determine, amongst these three approaches, which is the optimal approach for the construction of a BN-based model for the performance assessment of students- laboratory work in a virtual electronic laboratory environment. BN models were constructed using all three approaches, with respect to the focus domain, and compared using a set of optimality criteria. In addition, the impact of the size and source of the training, on the performance of total data-centred and semi data-centred models was investigated. The results of the investigation provide additional insight for BN model constructors and contribute to literature providing supportive evidence for the conceptual feasibility and efficiency of structure and parameter learning from data. In addition, the results highlight other interesting themes.Keywords: Bayesian networks, model construction, parameterlearning, structure learning, performance index, model comparison.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1726599 Effect of Load Ratio on Probability Distribution of Fatigue Crack Propagation Life in Magnesium Alloys
Authors: Seon Soon Choi
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It is necessary to predict a fatigue crack propagation life for estimation of structural integrity. Because of an uncertainty and a randomness of a structural behavior, it is also required to analyze stochastic characteristics of the fatigue crack propagation life at a specified fatigue crack size. The essential purpose of this study is to find the effect of load ratio on probability distribution of the fatigue crack propagation life at a specified grown crack size and to confirm the good probability distribution in magnesium alloys under various fatigue load ratio conditions. To investigate a stochastic crack growth behavior, fatigue crack propagation experiments are performed in laboratory air under several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability distribution of the fatigue crack propagation life is performed. The effect of load ratio on variability of fatigue crack propagation life is also investigated.Keywords: Load ratio, fatigue crack propagation life, Magnesium alloys, probability distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1720598 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data
Authors: Jan Sindelar
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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.
Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1197597 Health Risk Assessment for Sewer Workers using Bayesian Belief Networks
Authors: Kevin Fong-Rey Liu, Ken Yeh, Cheng-Wu Chen, Han-Hsi Liang
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The sanitary sewerage connection rate becomes an important indicator of advanced cities. Following the construction of sanitary sewerages, the maintenance and management systems are required for keeping pipelines and facilities functioning well. These maintenance tasks often require sewer workers to enter the manholes and the pipelines, which are confined spaces short of natural ventilation and full of hazardous substances. Working in sewers could be easily exposed to a risk of adverse health effects. This paper proposes the use of Bayesian belief networks (BBN) as a higher level of noncarcinogenic health risk assessment of sewer workers. On the basis of the epidemiological studies, the actual hospital attendance records and expert experiences, the BBN is capable of capturing the probabilistic relationships between the hazardous substances in sewers and their adverse health effects, and accordingly inferring the morbidity and mortality of the adverse health effects. The provision of the morbidity and mortality rates of the related diseases is more informative and can alleviate the drawbacks of conventional methods.Keywords: Bayesian belief networks, sanitary sewerage, healthrisk assessment, hazard quotient, target organ-specific hazard index.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1705596 Speech Enhancement by Marginal Statistical Characterization in the Log Gabor Wavelet Domain
Authors: Suman Senapati, Goutam Saha
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This work presents a fusion of Log Gabor Wavelet (LGW) and Maximum a Posteriori (MAP) estimator as a speech enhancement tool for acoustical background noise reduction. The probability density function (pdf) of the speech spectral amplitude is approximated by a Generalized Laplacian Distribution (GLD). Compared to earlier estimators the proposed method estimates the underlying statistical model more accurately by appropriately choosing the model parameters of GLD. Experimental results show that the proposed estimator yields a higher improvement in Segmental Signal-to-Noise Ratio (S-SNR) and lower Log-Spectral Distortion (LSD) in two different noisy environments compared to other estimators.Keywords: Speech Enhancement, Generalized Laplacian Distribution, Log Gabor Wavelet, Bayesian MAP Marginal Estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1628595 Probability-Based Damage Detection of Structures Using Kriging Surrogates and Enhanced Ideal Gas Molecular Movement Algorithm
Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee
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Surrogate model has received increasing attention for use in detecting damage of structures based on vibration modal parameters. However, uncertainties existing in the measured vibration data may lead to false or unreliable output result from such model. In this study, an efficient approach based on Monte Carlo simulation is proposed to take into account the effect of uncertainties in developing a surrogate model. The probability of damage existence (PDE) is calculated based on the probability density function of the existence of undamaged and damaged states. The kriging technique allows one to genuinely quantify the surrogate error, therefore it is chosen as metamodeling technique. Enhanced version of ideal gas molecular movement (EIGMM) algorithm is used as main algorithm for model updating. The developed approach is applied to detect simulated damage in numerical models of 72-bar space truss and 120-bar dome truss. The simulation results show the proposed method can perform well in probability-based damage detection of structures with less computational effort compared to direct finite element model.
Keywords: Enhanced ideal gas molecular movement, Kriging, probability-based damage detection, probability of damage existence, surrogate modeling, uncertainty quantification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 948594 Stochastic Repair and Replacement with a Single Repair Channel
Authors: Mohammed A. Hajeeh
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This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.Keywords: Repairable models, imperfect, availability, exponential distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 854593 Improved Dynamic Bayesian Networks Applied to Arabic on Line Characters Recognition
Authors: Redouane Tlemsani, Abdelkader Benyettou
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Work is in on line Arabic character recognition and the principal motivation is to study the Arab manuscript with on line technology.
This system is a Markovian system, which one can see as like a Dynamic Bayesian Network (DBN). One of the major interests of these systems resides in the complete models training (topology and parameters) starting from training data.
Our approach is based on the dynamic Bayesian Networks formalism. The DBNs theory is a Bayesians networks generalization to the dynamic processes. Among our objective, amounts finding better parameters, which represent the links (dependences) between dynamic network variables.
In applications in pattern recognition, one will carry out the fixing of the structure, which obliges us to admit some strong assumptions (for example independence between some variables). Our application will relate to the Arabic isolated characters on line recognition using our laboratory database: NOUN. A neural tester proposed for DBN external optimization.
The DBN scores and DBN mixed are respectively 70.24% and 62.50%, which lets predict their further development; other approaches taking account time were considered and implemented until obtaining a significant recognition rate 94.79%.
Keywords: Arabic on line character recognition, dynamic Bayesian network, pattern recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1781