Search results for: infinite variance

Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

Abstract:

In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.

Keywords: Adaptive filter, distributed estimation, sensor network, diffusion.

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Authors: Suparat Niwitpong

Abstract:

Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.

Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.

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Authors: Rafat Alshorman, Walter Hussak

Abstract:

In mobile environments, unspecified numbers of transactions arrive in continuous streams. To prove correctness of their concurrent execution a method of modelling an infinite number of transactions is needed. Standard database techniques model fixed finite schedules of transactions. Lately, techniques based on temporal logic have been proposed as suitable for modelling infinite schedules. The drawback of these techniques is that proving the basic serializability correctness condition is impractical, as encoding (the absence of) conflict cyclicity within large sets of transactions results in prohibitively large temporal logic formulae. In this paper, we show that, under certain common assumptions on the graph structure of data items accessed by the transactions, conflict cyclicity need only be checked within all possible pairs of transactions. This results in formulae of considerably reduced size in any temporal-logic-based approach to proving serializability, and scales to arbitrary numbers of transactions.

Keywords: multi-step transactions, serializability, directed graph.

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Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

Abstract:

In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

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Authors: Gaoyong Luo

Abstract:

The approach based on the wavelet transform has been widely used for image denoising due to its multi-resolution nature, its ability to produce high levels of noise reduction and the low level of distortion introduced. However, by removing noise, high frequency components belonging to edges are also removed, which leads to blurring the signal features. This paper proposes a new method of image noise reduction based on local variance and edge analysis. The analysis is performed by dividing an image into 32 x 32 pixel blocks, and transforming the data into wavelet domain. Fast lifting wavelet spatial-frequency decomposition and reconstruction is developed with the advantages of being computationally efficient and boundary effects minimized. The adaptive thresholding by local variance estimation and edge strength measurement can effectively reduce image noise while preserve the features of the original image corresponding to the boundaries of the objects. Experimental results demonstrate that the method performs well for images contaminated by natural and artificial noise, and is suitable to be adapted for different class of images and type of noises. The proposed algorithm provides a potential solution with parallel computation for real time or embedded system application.

Keywords: Edge strength, Fast lifting wavelet, Image denoising, Local variance.

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Authors: Corina M Mateescu, Edison Muzenda, Mohamed Belaid, Saka Abdulkareem, Ayo S Afolabi

Abstract:

This work considered the thermodynamic feasibility of scrubbing volatile organic compounds into biodiesel in view of designing a gas treatment process with this absorbent. A detailed vapour – liquid equilibrium investigation was performed using the original UNIFAC group contribution method. The four biodiesels studied in this work are methyl oleate, methyl palmitate, methyl linolenate and ethyl stearate. The original UNIFAC procedure was used to estimate the infinite dilution activity coefficients of 13 selected volatile organic compounds in the biodiesels. The calculations were done at the VOC mole fraction of 9.213x10-8. Ethyl stearate gave the most favourable phase equilibrium. A close agreement was found between the infinite dilution activity coefficient of toluene found in this work and those reported in literature. Thermodynamic models can efficiently be used to calculate vast amount of phase equilibrium behaviour using limited number of experimental data.

Keywords: Biodiesel, Equilibrium, Gas treatment, Infinitedilution, Thermodynamic

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Authors: Sidhartha Panda, Narayana Prasad Padhy

Abstract:

With constraints on data availability and for study of power system stability it is adequate to model the synchronous generator with field circuit and one equivalent damper on q-axis known as the model 1.1. This paper presents a systematic procedure for modelling and simulation of a single-machine infinite-bus power system installed with a thyristor controlled series compensator (TCSC) where the synchronous generator is represented by model 1.1, so that impact of TCSC on power system stability can be more reasonably evaluated. The model of the example power system is developed using MATLAB/SIMULINK which can be can be used for teaching the power system stability phenomena, and also for research works especially to develop generator controllers using advanced technologies. Further, the parameters of the TCSC controller are optimized using genetic algorithm. The non-linear simulation results are presented to validate the effectiveness of the proposed approach.

Keywords: Genetic algorithm, MATLAB/SIMULINK, modelling and simulation, power system stability, single-machineinfinite-bus power system, thyristor controlled series compensator.

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Authors: Sa-aat Niwitpong

Abstract:

Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic expressions of the coverage probability and the expected length of confidence interval for the normal mean when the whole parameter space is bounded. We also construct the confidence interval for the normal variance with restricted parameter for the first time and its coverage probability and expected length are also mathematically derived. As a result, one can use these criteria to assess the confidence interval for the normal mean and variance when the parameter space is restricted without the back up from simulation experiments.

Keywords: Confidence interval, coverage probability, expected length, restricted parameter space.

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Authors: N. Q. Bau, N. V. Nghia

Abstract:

The acoustomagnetoelectric (AME) field in a rectangular quantum wire with an infinite potential (RQWIP) is calculated in the presence of an external magnetic field (EMF) by using the quantum kinetic equation for the distribution function of electrons system interacting with external phonons and electrons scattering with internal acoustic phonon in a RQWIP. We obtained ananalytic expression for the AME field in the RQWIP in the presence of the EMF. The dependence of AME field on the frequency of external acoustic wave, the temperature T of system, the cyclotron frequency of the EMF and the intensity of the EMF is obtained. Theoretical results for the AME field are numerically evaluated, plotted and discussed for a specific RQWIP GaAs/GaAsAl. This result has shown that the dependence of the AME field on intensity of the EMF is nonlinearly and it is many distinct maxima in the quantized magnetic region. We also compared received fields with those for normal bulk semiconductors, quantum well and quantum wire to show the difference. The influence of an EMF on AME field in a RQWIP is newly developed.

Keywords: Rectangular quantum wire, acoustomagnetoelectric field, electron-phonon interaction, kinetic equation method.

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Authors: Rajesh Mehra, Bharti Thakur

Abstract:

In this paper, an Infinite Impulse Response (IIR) filter has been designed and simulated on an Field Programmable Gate Arrays (FPGA). The implementation is based on Multiply Add and Accumulate (MAC) algorithm which uses multiply operations for design implementation. Parallel Pipelined structure is used to implement the proposed IIR Filter taking optimal advantage of the look up table of target device. The designed filter has been synthesized on Digital Signal Processor (DSP) slice based FPGA to perform multiplier function of MAC unit. The DSP slices are useful to enhance the speed performance. The proposed design is simulated with Matlab, synthesized with Xilinx Synthesis Tool, and implemented on FPGA devices. The Virtex 5 FPGA based design can operate at an estimated frequency of 81.5 MHz as compared to 40.5 MHz in case of Spartan 3 ADSP based design. The Virtex 5 based implementation also consumes less slices and slice flip flops of target FPGA in comparison to Spartan 3 ADSP based implementation to provide cost effective solution for signal processing applications.

Keywords: Butterworth, DSP, IIR, MAC, FPGA.

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Authors: N. Katemee, T. Mayureesawan

Abstract:

This paper developed the c-Chart based on a Zero- Inflated Poisson (ZIP) processes that approximated by a geometric distribution with parameter p. The p estimated that fit for ZIP distribution used in calculated the mean, median, and variance of geometric distribution for constructed the c-Chart by three difference methods. For cg-Chart, developed c-Chart by used the mean and variance of the geometric distribution constructed control limits. For cmg-Chart, the mean used for constructed the control limits. The cme- Chart, developed control limits of c-Chart from median and variance values of geometric distribution. The performance of charts considered from the Average Run Length and Average Coverage Probability. We found that for an in-control process, the cg-Chart is superior for low level of mean at all level of proportion zero. For an out-of-control process, the cmg-Chart and cme-Chart are the best for mean = 2, 3 and 4 at all level of parameter.

Keywords: average coverage probability, average run length, geometric distribution, zero-inflated poisson distribution

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Authors: Mikhail Vladimirovich Deryabin, Morten Willatzen

Abstract:

In this work, we address theoretically the influence of red and white Gaussian noise for electronic energies and eigenstates of cylindrically shaped quantum dots. The stochastic effect can be imagined as resulting from crystal-growth statistical fluctuations in the quantum-dot material composition. In particular we obtain analytical expressions for the eigenvalue shifts and electronic envelope functions in the k . p formalism due to stochastic variations in the confining band-edge potential. It is shown that white noise in the band-edge potential leaves electronic properties almost unaffected while red noise may lead to changes in state energies and envelopefunction amplitudes of several percentages. In the latter case, the ensemble-averaged envelope function decays as a function of distance. It is also shown that, in a stochastic system, constant ensembleaveraged envelope functions are the only bounded solutions for the infinite quantum-wire problem and the energy spectrum is completely discrete. In other words, the infinite stochastic quantum wire behaves, ensemble-averaged, as an atom.

Keywords: cylindrical quantum dots, electronic eigen energies, red and white Gaussian noise, ensemble averaging effects.

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Authors: Thi T. Nguyen, Lee N. Gordon-Brown

Abstract:

A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

Keywords: Fuzzy numbers, SAW, TOPSIS, portfolio optimization, higher moments, risk management.

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Authors: Alireza Azimi Sani

Abstract:

This paper discusses the design characteristics management accounting systems should have to be useful for strategic planning and control and provides brief introductions to strategic variance analysis, profit-linked performance measurement models and balanced scorecard. It shows two multi-period, multiproduct models are specified, can be related to Porter's strategy framework and cost and revenue drivers, and can be used to support strategic planning, control and cost management.

Keywords: Accounting, balanced scorecard, profit-linked, strategic management, variance analysis.

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Authors: K. Karuppasamy

Abstract:

In this paper, analysis of an infinite beam resting on multilayer tensionless extensible geosynthetic reinforced granular fill-poor soil system overlying soft soil strata under moving load with constant velocity is presented. The beam is subjected to a concentrated load moving with constant velocity. The upper reinforced granular bed is modeled by a rough membrane embedded in Pasternak shear layer overlying a series of compressible nonlinear winkler springs representing the underlying the very poor soil. The multilayer tensionless extensible geosynthetic layer has been assumed to deform such that at interface the geosynthetic and the soil have some deformation. Nonlinear behaviour of granular fill and the very poor soil has been considered in the analysis by means of hyperbolic constitutive relationships. Governing differential equations of the soil foundation system have been obtained and solved with the help of appropriate boundary conditions. The solution has been obtained by employing finite difference method by means of Gauss-Siedal iterative scheme. Detailed parametric study has been conducted to study the influence of various parameters on the response of soil–foundation system under consideration by means of deflection and bending moment in the beam and tension mobilized in the geosynthetic layer. These parameters include magnitude of applied load, velocity of load, damping, ultimate resistance of poor soil and granular fill layer. Range of values of parameters has been considered as per Indian Railway conditions. This study clearly observed that the comparisons of multilayer tensionless extensible geosynthetic reinforcement with poor foundation soil and magnitude of applied load, relative compressibility of granular fill and ultimate resistance of poor soil has significant influence on the response of soil–foundation system.

Keywords: Infinite beams, multilayer tensionless extensible geosynthetic, granular layer, moving load, nonlinear behavior of poor soil.

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

In this paper, we considered and applied parametric modeling for some experimental data of dynamical system. In this study, we investigated the different distribution of output measurement from some dynamical systems. Also, with variance processing in experimental data we obtained the region of nonlinearity in experimental data and then identification of output section is applied in different situation and data distribution. Finally, the effect of the spanning the measurement such as variance to identification and limitation of this approach is explained.

Keywords: Gaussian process, Nonlinearity distribution, Particle filter.

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, KALMAN smoother, Parameter estimation.

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Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

Abstract:

In this paper we consider the problem of distributed adaptive estimation in wireless sensor networks for two different observation noise conditions. In the first case, we assume that there are some sensors with high observation noise variance (noisy sensors) in the network. In the second case, different variance for observation noise is assumed among the sensors which is more close to real scenario. In both cases, an initial estimate of each sensor-s observation noise is obtained. For the first case, we show that when there are such sensors in the network, the performance of conventional distributed adaptive estimation algorithms such as incremental distributed least mean square (IDLMS) algorithm drastically decreases. In addition, detecting and ignoring these sensors leads to a better performance in a sense of estimation. In the next step, we propose a simple algorithm to detect theses noisy sensors and modify the IDLMS algorithm to deal with noisy sensors. For the second case, we propose a new algorithm in which the step-size parameter is adjusted for each sensor according to its observation noise variance. As the simulation results show, the proposed methods outperforms the IDLMS algorithm in the same condition.

Keywords: Distributes estimation, sensor networks, adaptive filter, IDLMS.

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Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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Authors: Tarun Kumar Rawat, Abhirup Lahiri, Ashish Gupta

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In this paper, we analyze the effect of noise in a single- ended input differential amplifier working at high frequencies. Both extrinsic and intrinsic noise are analyzed using time domain method employing techniques from stochastic calculus. Stochastic differential equations are used to obtain autocorrelation functions of the output noise voltage and other solution statistics like mean and variance. The analysis leads to important design implications and suggests changes in the device parameters for improved noise characteristics of the differential amplifier.

Keywords: Single-ended input differential amplifier, Noise, stochastic differential equation, mean and variance.

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Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.

Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.

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Authors: M. Sumana, K. S. Hareesha

Abstract:

Secure computations are essential while performing privacy preserving data mining. Distributed privacy preserving data mining involve two to more sites that cannot pool in their data to a third party due to the violation of law regarding the individual. Hence in order to model the private data without compromising privacy and information loss, secure multiparty computations are used. Secure computations of product, mean, variance, dot product, sigmoid function using the additive and multiplicative homomorphic property is discussed. The computations are performed on vertically partitioned data with a single site holding the class value.

Keywords: Homomorphic property, secure product, secure mean and variance, secure dot product, vertically partitioned data.

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Authors: Fabian Horn, Reinhard Guthke

Abstract:

In molecular biology, microarray technology is widely and successfully utilized to efficiently measure gene activity. If working with less studied organisms, methods to design custom-made microarray probes are available. One design criterion is to select probes with minimal melting temperature variances thus ensuring similar hybridization properties. If the microarray application focuses on the investigation of metabolic pathways, it is not necessary to cover the whole genome. It is more efficient to cover each metabolic pathway with a limited number of genes. Firstly, an approach is presented which minimizes the overall melting temperature variance of selected probes for all genes of interest. Secondly, the approach is extended to include the additional constraints of covering all pathways with a limited number of genes while minimizing the overall variance. The new optimization problem is solved by a bottom-up programming approach which reduces the complexity to make it computationally feasible. The new method is exemplary applied for the selection of microarray probes in order to cover all fungal secondary metabolite gene clusters for Aspergillus terreus.

Keywords: bottom-up approach, gene clusters, melting temperature, metabolic pathway, microarray probe design, probe selection

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Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

Abstract:

One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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Authors: Celso A. G. Santos, Paula K. M. M. Freire

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The urban centers within northeastern Brazil are mainly influenced by the intense rainfalls, which can occur after long periods of drought, when flood events can be observed during such events. Thus, this paper aims to study the rainfall frequencies in such region through the wavelet transform. An application of wavelet analysis is done with long time series of the total monthly rainfall amount at the capital cities of northeastern Brazil. The main frequency components in the time series are studied by the global wavelet spectrum and the modulation in separated periodicity bands were done in order to extract additional information, e.g., the 8 and 16 months band was examined by an average of all scales, giving a measure of the average annual variance versus time, where the periods with low or high variance could be identified. The important increases were identified in the average variance for some periods, e.g. 1947 to 1952 at Teresina city, which can be considered as high wet periods. Although, the precipitation in those sites showed similar global wavelet spectra, the wavelet spectra revealed particular features. This study can be considered an important tool for time series analysis, which can help the studies concerning flood control, mainly when they are applied together with rainfall-runoff simulations.

Keywords: rainfall data, urban center, wavelet transform.

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Authors: A. M. Fahim, G. Saake, A. M. Salem, F. A. Torkey, M. A. Ramadan

Abstract:

Data clustering is an important data exploration technique with many applications in data mining. The k-means algorithm is well known for its efficiency in clustering large data sets. However, this algorithm is suitable for spherical shaped clusters of similar sizes and densities. The quality of the resulting clusters decreases when the data set contains spherical shaped with large variance in sizes. In this paper, we introduce a competent procedure to overcome this problem. The proposed method is based on shifting the center of the large cluster toward the small cluster, and recomputing the membership of small cluster points, the experimental results reveal that the proposed algorithm produces satisfactory results.

Keywords: K-Means, Data Clustering, Cluster Analysis.

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Authors: Ali Bakhtiari Gharibdosti, Mohammad Hosein Bijeh Keshavarzi, Samira Alijani

Abstract:

To understand internal characteristics relationships and determine factors which explain under consideration characteristics in rapeseed varieties, 10 rapeseed genotypes were implemented in complete accidental plot with three-time repetitions under drought stress in 2009-2010 in research field of agriculture college, Islamic Azad University, Karaj branch. In this research, 11 characteristics include of characteristics related to growth, production and functions stages was considered. Variance analysis results showed that there is a significant difference among rapeseed varieties characteristics. By calculating simple correlation coefficient under both conditions, normal and drought stress indicate that seed function characteristics in plant and pod number have positive and significant correlation in 1% probable level with seed function and selection on the base of these characteristics was effective for improving this function. Under normal and drought stress, analyzing the main factors showed that numbers of factors which have more than one amount, had five factors under normal conditions which were 82.72% of total variance totally, but under drought stress four factors diagnosed which were 76.78% of total variance. By considering total results of this research and by assessing effective characteristics for factor analysis and selecting different components of these characteristics, they can be used for modifying works to select applicable and tolerant genotypes in drought stress conditions.

Keywords: Correlation, drought stress, factor analysis, rapeseed.

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Authors: Shumin Hou, Yourong Li, Sanxing Zhao

Abstract:

Much time series data is generally from continuous dynamic system. Firstly, this paper studies the detection of the nonlinearity of time series from continuous dynamics systems by applying the Phase-randomized surrogate algorithm. Then, the Delay Vector Variance (DVV) method is introduced into nonlinearity test. The results show that under the different sampling conditions, the opposite detection of nonlinearity is obtained via using traditional test statistics methods, which include the third-order autocovariance and the asymmetry due to time reversal. Whereas the DVV method can perform well on determining nonlinear of Lorenz signal. It indicates that the proposed method can describe the continuous dynamics signal effectively.

Keywords: Nonlinearity, Time series, continuous dynamics system, DVV method

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Authors: Mohamed EL Boujnouni, Mohamed Jedra, Noureddine Zahid

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Support Vector Domain Description (SVDD) is one of the best-known one-class support vector learning methods, in which one tries the strategy of using balls defined on the feature space in order to distinguish a set of normal data from all other possible abnormal objects. As all kernel-based learning algorithms its performance depends heavily on the proper choice of the kernel parameter. This paper proposes a new approach to select kernel's parameter based on maximizing the distance between both gravity centers of normal and abnormal classes, and at the same time minimizing the variance within each class. The performance of the proposed algorithm is evaluated on several benchmarks. The experimental results demonstrate the feasibility and the effectiveness of the presented method.

Keywords: Gravity centers, Kernel’s parameter, Support Vector Domain Description, Variance.

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Authors: Safaa R. Amer

Abstract:

Missing data yields many analysis challenges. In case of complex survey design, in addition to dealing with missing data, researchers need to account for the sampling design to achieve useful inferences. Methods for incorporating sampling weights in neural network imputation were investigated to account for complex survey designs. An estimate of variance to account for the imputation uncertainty as well as the sampling design using neural networks will be provided. A simulation study was conducted to compare estimation results based on complete case analysis, multiple imputation using a Markov Chain Monte Carlo, and neural network imputation. Furthermore, a public-use dataset was used as an example to illustrate neural networks imputation under a complex survey design

Keywords: Complex survey, estimate, imputation, neural networks, variance.

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