Search results for: multivariate regression
836 Performance Analysis of Adaptive LMS Filter through Regression Analysis using SystemC
Authors: Hyeong-Geon Lee, Jae-Young Park, Suk-ki Lee, Jong-Tae Kim
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The LMS adaptive filter has several parameters which can affect their performance. From among these parameters, most papers handle the step size parameter for controlling the performance. In this paper, we approach three parameters: step-size, filter tap-size and filter form. The regression analysis is used for defining the relation between parameters and performance of LMS adaptive filter with using the system level simulation results. The results present that all parameters have performance trends in each own particular form, which can be estimated from equations drawn by regression analysis.
Keywords: System level model, adaptive LMS FIR filter, regression analysis, systemC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2804835 Density Estimation using Generalized Linear Model and a Linear Combination of Gaussians
Authors: Aly Farag, Ayman El-Baz, Refaat Mohamed
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In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.
Keywords: Logistic regression model, Expectationmaximization, Segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1739834 Multiple Regression based Graphical Modeling for Images
Authors: Pavan S., Sridhar G., Sridhar V.
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Super resolution is one of the commonly referred inference problems in computer vision. In the case of images, this problem is generally addressed using a graphical model framework wherein each node represents a portion of the image and the edges between the nodes represent the statistical dependencies. However, the large dimensionality of images along with the large number of possible states for a node makes the inference problem computationally intractable. In this paper, we propose a representation wherein each node can be represented as acombination of multiple regression functions. The proposed approach achieves a tradeoff between the computational complexity and inference accuracy by varying the number of regression functions for a node.
Keywords: Belief propagation, Graphical model, Regression, Super resolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1551833 Role of Customers in Stakeholders- Approach in Company Corporate Governance
Authors: Kolis Karel, Kubicek Ales
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The purpose of this paper is to explore the relationship between the customers- issues in company corporate governance and the financial performance. At the beginning theoretical background consisting stakeholder theory and corporate governance is presented. On this theoretical background, the empirical research is built, collecting data of 60 Czech joint stock companies- boards considering their relationships with customers. Correlation analysis and multivariate regression analysis were employed to test the sample on two hypotheses. The weak positive correlation between stakeholder approach and the company size was identified. But both hypotheses were not supported, because there was no significant relation of independent variables to financial performance.Keywords: customers, stakeholder theory, corporate governance, financial performance
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4682832 Empirical Statistical Modeling of Rainfall Prediction over Myanmar
Authors: Wint Thida Zaw, Thinn Thu Naing
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One of the essential sectors of Myanmar economy is agriculture which is sensitive to climate variation. The most important climatic element which impacts on agriculture sector is rainfall. Thus rainfall prediction becomes an important issue in agriculture country. Multi variables polynomial regression (MPR) provides an effective way to describe complex nonlinear input output relationships so that an outcome variable can be predicted from the other or others. In this paper, the modeling of monthly rainfall prediction over Myanmar is described in detail by applying the polynomial regression equation. The proposed model results are compared to the results produced by multiple linear regression model (MLR). Experiments indicate that the prediction model based on MPR has higher accuracy than using MLR.Keywords: Polynomial Regression, Rainfall Forecasting, Statistical forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2637831 Diagnosing the Cause and its Timing of Changes in Multivariate Process Mean Vector from Quality Control Charts using Artificial Neural Network
Authors: Farzaneh Ahmadzadeh
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Quality control charts are very effective in detecting out of control signals but when a control chart signals an out of control condition of the process mean, searching for a special cause in the vicinity of the signal time would not always lead to prompt identification of the source(s) of the out of control condition as the change point in the process parameter(s) is usually different from the signal time. It is very important to manufacturer to determine at what point and which parameters in the past caused the signal. Early warning of process change would expedite the search for the special causes and enhance quality at lower cost. In this paper the quality variables under investigation are assumed to follow a multivariate normal distribution with known means and variance-covariance matrix and the process means after one step change remain at the new level until the special cause is being identified and removed, also it is supposed that only one variable could be changed at the same time. This research applies artificial neural network (ANN) to identify the time the change occurred and the parameter which caused the change or shift. The performance of the approach was assessed through a computer simulation experiment. The results show that neural network performs effectively and equally well for the whole shift magnitude which has been considered.Keywords: Artificial neural network, change point estimation, monte carlo simulation, multivariate exponentially weighted movingaverage
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1380830 Estimation of Time -Varying Linear Regression with Unknown Time -Volatility via Continuous Generalization of the Akaike Information Criterion
Authors: Elena Ezhova, Vadim Mottl, Olga Krasotkina
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The problem of estimating time-varying regression is inevitably concerned with the necessity to choose the appropriate level of model volatility - ranging from the full stationarity of instant regression models to their absolute independence of each other. In the stationary case the number of regression coefficients to be estimated equals that of regressors, whereas the absence of any smoothness assumptions augments the dimension of the unknown vector by the factor of the time-series length. The Akaike Information Criterion is a commonly adopted means of adjusting a model to the given data set within a succession of nested parametric model classes, but its crucial restriction is that the classes are rigidly defined by the growing integer-valued dimension of the unknown vector. To make the Kullback information maximization principle underlying the classical AIC applicable to the problem of time-varying regression estimation, we extend it onto a wider class of data models in which the dimension of the parameter is fixed, but the freedom of its values is softly constrained by a family of continuously nested a priori probability distributions.Keywords: Time varying regression, time-volatility of regression coefficients, Akaike Information Criterion (AIC), Kullback information maximization principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1536829 Comparison of Neural Network and Logistic Regression Methods to Predict Xerostomia after Radiotherapy
Authors: Hui-Min Ting, Tsair-Fwu Lee, Ming-Yuan Cho, Pei-Ju Chao, Chun-Ming Chang, Long-Chang Chen, Fu-Min Fang
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To evaluate the ability to predict xerostomia after radiotherapy, we constructed and compared neural network and logistic regression models. In this study, 61 patients who completed a questionnaire about their quality of life (QoL) before and after a full course of radiation therapy were included. Based on this questionnaire, some statistical data about the condition of the patients’ salivary glands were obtained, and these subjects were included as the inputs of the neural network and logistic regression models in order to predict the probability of xerostomia. Seven variables were then selected from the statistical data according to Cramer’s V and point-biserial correlation values and were trained by each model to obtain the respective outputs which were 0.88 and 0.89 for AUC, 9.20 and 7.65 for SSE, and 13.7% and 19.0% for MAPE, respectively. These parameters demonstrate that both neural network and logistic regression methods are effective for predicting conditions of parotid glands.
Keywords: NPC, ANN, logistic regression, xerostomia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1641828 A Multivariate Statistical Approach for Water Quality Assessment of River Hindon, India
Authors: Nida Rizvi, Deeksha Katyal, Varun Joshi
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River Hindon is an important river catering the demand of highly populated rural and industrial cluster of western Uttar Pradesh, India. Water quality of river Hindon is deteriorating at an alarming rate due to various industrial, municipal and agricultural activities. The present study aimed at identifying the pollution sources and quantifying the degree to which these sources are responsible for the deteriorating water quality of the river. Various water quality parameters, like pH, temperature, electrical conductivity, total dissolved solids, total hardness, calcium, chloride, nitrate, sulphate, biological oxygen demand, chemical oxygen demand, and total alkalinity were assessed. Water quality data obtained from eight study sites for one year has been subjected to the two multivariate techniques, namely, principal component analysis and cluster analysis. Principal component analysis was applied with the aim to find out spatial variability and to identify the sources responsible for the water quality of the river. Three Varifactors were obtained after varimax rotation of initial principal components using principal component analysis. Cluster analysis was carried out to classify sampling stations of certain similarity, which grouped eight different sites into two clusters. The study reveals that the anthropogenic influence (municipal, industrial, waste water and agricultural runoff) was the major source of river water pollution. Thus, this study illustrates the utility of multivariate statistical techniques for analysis and elucidation of multifaceted data sets, recognition of pollution sources/factors and understanding temporal/spatial variations in water quality for effective river water quality management.Keywords: Cluster analysis, multivariate statistical technique, river Hindon, water Quality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3819827 Bioprocess Optimization Based On Relevance Vector Regression Models and Evolutionary Programming Technique
Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte
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This paper proposes a bioprocess optimization procedure based on Relevance Vector Regression models and evolutionary programming technique. Relevance Vector Regression scheme allows developing a compact and stable data-based process model avoiding time-consuming modeling expenses. The model building and process optimization procedure could be done in a half-automated way and repeated after every new cultivation run. The proposed technique was tested in a simulated mammalian cell cultivation process. The obtained results are promising and could be attractive for optimization of industrial bioprocesses.
Keywords: Bioprocess optimization, Evolutionary programming, Relevance Vector Regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2201826 Performance Analysis of Proprietary and Non-Proprietary Tools for Regression Testing Using Genetic Algorithm
Authors: K. Hema Shankari, R. Thirumalaiselvi, N. V. Balasubramanian
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The present paper addresses to the research in the area of regression testing with emphasis on automated tools as well as prioritization of test cases. The uniqueness of regression testing and its cyclic nature is pointed out. The difference in approach between industry, with business model as basis, and academia, with focus on data mining, is highlighted. Test Metrics are discussed as a prelude to our formula for prioritization; a case study is further discussed to illustrate this methodology. An industrial case study is also described in the paper, where the number of test cases is so large that they have to be grouped as Test Suites. In such situations, a genetic algorithm proposed by us can be used to reconfigure these Test Suites in each cycle of regression testing. The comparison is made between a proprietary tool and an open source tool using the above-mentioned metrics. Our approach is clarified through several tables.Keywords: APFD metric, genetic algorithm, regression testing, RFT tool, test case prioritization, selenium tool.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 919825 A Fuzzy Nonlinear Regression Model for Interval Type-2 Fuzzy Sets
Authors: O. Poleshchuk, E.Komarov
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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.
Keywords: Interval type-2 fuzzy sets, fuzzy regression, weighted interval.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2224824 Electricity Generation from Renewables and Targets: An Application of Multivariate Statistical Techniques
Authors: Filiz Ersoz, Taner Ersoz, Tugrul Bayraktar
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Renewable energy is referred to as "clean energy" and common popular support for the use of renewable energy (RE) is to provide electricity with zero carbon dioxide emissions. This study provides useful insight into the European Union (EU) RE, especially, into electricity generation obtained from renewables, and their targets. The objective of this study is to identify groups of European countries, using multivariate statistical analysis and selected indicators. The hierarchical clustering method is used to decide the number of clusters for EU countries. The conducted statistical hierarchical cluster analysis is based on the Ward’s clustering method and squared Euclidean distances. Hierarchical cluster analysis identified eight distinct clusters of European countries. Then, non-hierarchical clustering (k-means) method was applied. Discriminant analysis was used to determine the validity of the results with data normalized by Z score transformation. To explore the relationship between the selected indicators, correlation coefficients were computed. The results of the study reveal the current situation of RE in European Union Member States.Keywords: Share of electricity generation, CO2 emission, targets, multivariate methods, hierarchical clustering, K-means clustering, discriminant analyzed, correlation, EU member countries.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1250823 Holistic Face Recognition using Multivariate Approximation, Genetic Algorithms and AdaBoost Classifier: Preliminary Results
Authors: C. Villegas-Quezada, J. Climent
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Several works regarding facial recognition have dealt with methods which identify isolated characteristics of the face or with templates which encompass several regions of it. In this paper a new technique which approaches the problem holistically dispensing with the need to identify geometrical characteristics or regions of the face is introduced. The characterization of a face is achieved by randomly sampling selected attributes of the pixels of its image. From this information we construct a set of data, which correspond to the values of low frequencies, gradient, entropy and another several characteristics of pixel of the image. Generating a set of “p" variables. The multivariate data set with different polynomials minimizing the data fitness error in the minimax sense (L∞ - Norm) is approximated. With the use of a Genetic Algorithm (GA) it is able to circumvent the problem of dimensionality inherent to higher degree polynomial approximations. The GA yields the degree and values of a set of coefficients of the polynomials approximating of the image of a face. By finding a family of characteristic polynomials from several variables (pixel characteristics) for each face (say Fi ) in the data base through a resampling process the system in use, is trained. A face (say F ) is recognized by finding its characteristic polynomials and using an AdaBoost Classifier from F -s polynomials to each of the Fi -s polynomials. The winner is the polynomial family closer to F -s corresponding to target face in data base.
Keywords: AdaBoost Classifier, Holistic Face Recognition, Minimax Multivariate Approximation, Genetic Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1503822 Regional Analysis of Streamflow Drought: A Case Study for Southwestern Iran
Authors: M. Byzedi, B. Saghafian
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Droughts are complex, natural hazards that, to a varying degree, affect some parts of the world every year. The range of drought impacts is related to drought occurring in different stages of the hydrological cycle and usually different types of droughts, such as meteorological, agricultural, hydrological, and socioeconomical are distinguished. Streamflow drought was analyzed by the method of truncation level (at 70% level) on daily discharges measured in 54 hydrometric stations in southwestern Iran. Frequency analysis was carried out for annual maximum series (AMS) of drought deficit volume and duration series. Some factors including physiographic, climatic, geologic, and vegetation cover were studied as influential factors in the regional analysis. According to the results of factor analysis, six most effective factors were identified as area, rainfall from December to February, the percent of area with Normalized Difference Vegetation Index (NDVI) <0.1, the percent of convex area, drainage density and the minimum of watershed elevation that explained 90.9% of variance. The homogenous regions were determined by cluster analysis and discriminate function analysis. Suitable multivariate regression models were evaluated for streamflow drought deficit volume with 2 years return period. The significance level of regression models was 0.01. The results showed that the watershed area is the most effective factor with high correlation with deficit volume. Also, drought duration was not a suitable drought index for regional analysis.Keywords: Iran, Streamflow drought, truncation level method, regional analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1747821 Predicting Bridge Pier Scour Depth with SVM
Authors: Arun Goel
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Prediction of maximum local scour is necessary for the safety and economical design of the bridges. A number of equations have been developed over the years to predict local scour depth using laboratory data and a few pier equations have also been proposed using field data. Most of these equations are empirical in nature as indicated by the past publications. In this paper attempts have been made to compute local depth of scour around bridge pier in dimensional and non-dimensional form by using linear regression, simple regression and SVM (Poly & Rbf) techniques along with few conventional empirical equations. The outcome of this study suggests that the SVM (Poly & Rbf) based modeling can be employed as an alternate to linear regression, simple regression and the conventional empirical equations in predicting scour depth of bridge piers. The results of present study on the basis of non-dimensional form of bridge pier scour indicate the improvement in the performance of SVM (Poly & Rbf) in comparison to dimensional form of scour.Keywords: Modeling, pier scour, regression, prediction, SVM (Poly & Rbf kernels).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1548820 A Comparative Study of Additive and Nonparametric Regression Estimators and Variable Selection Procedures
Authors: Adriano Z. Zambom, Preethi Ravikumar
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One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1014819 Multivariate Analytical Insights into Spatial and Temporal Variation in Water Quality of a Major Drinking Water Reservoir
Authors: Azadeh Golshan, Craig Evans, Phillip Geary, Abigail Morrow, Zoe Rogers, Marcel Maeder
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22 physicochemical variables have been determined in water samples collected weekly from January to December in 2013 from three sampling stations located within a major drinking water reservoir. Classical Multivariate Curve Resolution Alternating Least Squares (MCR-ALS) analysis was used to investigate the environmental factors associated with the physico-chemical variability of the water samples at each of the sampling stations. Matrix augmentation MCR-ALS (MA-MCR-ALS) was also applied, and the two sets of results were compared for interpretative clarity. Links between these factors, reservoir inflows and catchment land-uses were investigated and interpreted in relation to chemical composition of the water and their resolved geographical distribution profiles. The results suggested that the major factors affecting reservoir water quality were those associated with agricultural runoff, with evidence of influence on algal photosynthesis within the water column. Water quality variability within the reservoir was also found to be strongly linked to physical parameters such as water temperature and the occurrence of thermal stratification. The two methods applied (MCR-ALS and MA-MCR-ALS) led to similar conclusions; however, MA-MCR-ALS appeared to provide results more amenable to interpretation of temporal and geological variation than those obtained through classical MCR-ALS.
Keywords: Catchment management, drinking water reservoir, multivariate curve resolution alternating least squares, thermal stratification, water quality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 926818 Time Series Forecasting Using Independent Component Analysis
Authors: Theodor D. Popescu
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The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1783817 Computational Aspects of Regression Analysis of Interval Data
Authors: Michal Cerny
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We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.
Keywords: Linear regression, interval-censored data, computational complexity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1472816 A Hybrid Model of ARIMA and Multiple Polynomial Regression for Uncertainties Modeling of a Serial Production Line
Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh
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Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2203815 Arabic Character Recognition Using Regression Curves with the Expectation Maximization Algorithm
Authors: Abdullah A. AlShaher
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In this paper, we demonstrate how regression curves can be used to recognize 2D non-rigid handwritten shapes. Each shape is represented by a set of non-overlapping uniformly distributed landmarks. The underlying models utilize 2nd order of polynomials to model shapes within a training set. To estimate the regression models, we need to extract the required coefficients which describe the variations for a set of shape class. Hence, a least square method is used to estimate such modes. We then proceed by training these coefficients using the apparatus Expectation Maximization algorithm. Recognition is carried out by finding the least error landmarks displacement with respect to the model curves. Handwritten isolated Arabic characters are used to evaluate our approach.
Keywords: Shape recognition, Arabic handwritten characters, regression curves, expectation maximization algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 716814 An ensemble of Weighted Support Vector Machines for Ordinal Regression
Authors: Willem Waegeman, Luc Boullart
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Instead of traditional (nominal) classification we investigate the subject of ordinal classification or ranking. An enhanced method based on an ensemble of Support Vector Machines (SVM-s) is proposed. Each binary classifier is trained with specific weights for each object in the training data set. Experiments on benchmark datasets and synthetic data indicate that the performance of our approach is comparable to state of the art kernel methods for ordinal regression. The ensemble method, which is straightforward to implement, provides a very good sensitivity-specificity trade-off for the highest and lowest rank.Keywords: Ordinal regression, support vector machines, ensemblelearning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1647813 Economic Dispatch Fuzzy Linear Regression and Optimization
Authors: A. K. Al-Othman
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This study presents a new approach based on Tanaka's fuzzy linear regression (FLP) algorithm to solve well-known power system economic load dispatch problem (ELD). Tanaka's fuzzy linear regression (FLP) formulation will be employed to compute the optimal solution of optimization problem after linearization. The unknowns are expressed as fuzzy numbers with a triangular membership function that has middle and spread value reflected on the unknowns. The proposed fuzzy model is formulated as a linear optimization problem, where the objective is to minimize the sum of the spread of the unknowns, subject to double inequality constraints. Linear programming technique is employed to obtain the middle and the symmetric spread for every unknown (power generation level). Simulation results of the proposed approach will be compared with those reported in literature.Keywords: Economic Dispatch, Fuzzy Linear Regression (FLP)and Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2296812 Fuzzy Cost Support Vector Regression
Authors: Hadi Sadoghi Yazdi, Tahereh Royani, Mehri Sadoghi Yazdi, Sohrab Effati
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In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.
Keywords: Support vector regression, Fuzzy input, Fuzzy cost.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1374811 Clustering Multivariate Empiric Characteristic Functions for Multi-Class SVM Classification
Authors: María-Dolores Cubiles-de-la-Vega, Rafael Pino-Mejías, Esther-Lydia Silva-Ramírez
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A dissimilarity measure between the empiric characteristic functions of the subsamples associated to the different classes in a multivariate data set is proposed. This measure can be efficiently computed, and it depends on all the cases of each class. It may be used to find groups of similar classes, which could be joined for further analysis, or it could be employed to perform an agglomerative hierarchical cluster analysis of the set of classes. The final tree can serve to build a family of binary classification models, offering an alternative approach to the multi-class SVM problem. We have tested this dendrogram based SVM approach with the oneagainst- one SVM approach over four publicly available data sets, three of them being microarray data. Both performances have been found equivalent, but the first solution requires a smaller number of binary SVM models.Keywords: Cluster Analysis, Empiric Characteristic Function, Multi-class SVM, R.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1883810 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 1562809 Small Sample Bootstrap Confidence Intervals for Long-Memory Parameter
Authors: Josu Arteche, Jesus Orbe
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The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.Keywords: bootstrap, confidence interval, log periodogram regression, long memory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1745808 Spatial Distribution and Risk Assessment of As, Hg, Co and Cr in Kaveh Industrial City, using Geostatistic and GIS
Authors: Abbas Hani
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The concentrations of As, Hg, Co, Cr and Cd were tested for each soil sample, and their spatial patterns were analyzed by the semivariogram approach of geostatistics and geographical information system technology. Multivariate statistic approaches (principal component analysis and cluster analysis) were used to identify heavy metal sources and their spatial pattern. Principal component analysis coupled with correlation between heavy metals showed that primary inputs of As, Hg and Cd were due to anthropogenic while, Co, and Cr were associated with pedogenic factors. Ordinary kriging was carried out to map the spatial patters of heavy metals. The high pollution sources evaluated was related with usage of urban and industrial wastewater. The results of this study helpful for risk assessment of environmental pollution for decision making for industrial adjustment and remedy soil pollution.Keywords: Geographic Information system, Geostatistics, Kaveh, Multivariate Statistical Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1983807 Identifying Factors Contributing to the Spread of Lyme Disease: A Regression Analysis of Virginia’s Data
Authors: Fatemeh Valizadeh Gamchi, Edward L. Boone
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This research focuses on Lyme disease, a widespread infectious condition in the United States caused by the bacterium Borrelia burgdorferi sensu stricto. It is critical to identify environmental and economic elements that are contributing to the spread of the disease. This study examined data from Virginia to identify a subset of explanatory variables significant for Lyme disease case numbers. To identify relevant variables and avoid overfitting, linear poisson, and regularization regression methods such as ridge, lasso, and elastic net penalty were employed. Cross-validation was performed to acquire tuning parameters. The methods proposed can automatically identify relevant disease count covariates. The efficacy of the techniques was assessed using four criteria on three simulated datasets. Finally, using the Virginia Department of Health’s Lyme disease dataset, the study successfully identified key factors, and the results were consistent with previous studies.
Keywords: Lyme disease, Poisson generalized linear model, Ridge regression, Lasso Regression, elastic net regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 128