Search results for: sequential State estimator.

Authors: Rassoul Abdelaziz

Abstract:

We develop a new estimator of the renewal function for heavy-tailed claims amounts. Our approach is based on the peak over threshold method for estimating the tail of the distribution with a generalized Pareto distribution. The asymptotic normality of an appropriately centered and normalized estimator is established, and its performance illustrated in a simulation study.

Keywords: Renewal function, peak-over-threshold, POT method, extremes value, generalized pareto distribution, heavy-tailed distribution.

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Authors: Samson Henry Dogo, Allan Clark, Elena Kulinskaya

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The objective of meta-analysis is to combine results from several independent studies in order to create generalization and provide evidence base for decision making. But recent studies show that the magnitude of effect size estimates reported in many areas of research significantly changed over time and this can impair the results and conclusions of meta-analysis. A number of sequential methods have been proposed for monitoring the effect size estimates in meta-analysis. However they are based on statistical theory applicable only to fixed effect model (FEM) of meta-analysis. For random-effects model (REM), the analysis incorporates the heterogeneity variance, τ 2 and its estimation create complications. In this paper we study the use of a truncated CUSUM-type test with asymptotically valid critical values for sequential monitoring in REM. Simulation results show that the test does not control the Type I error well, and is not recommended. Further work required to derive an appropriate test in this important area of applications.

Keywords: Meta-analysis, random-effects model, sequential testing, temporal changes in effect sizes.

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Authors: Meng-Hui Chen, Chen-Yu Kao, Chia-Yu Hsu, Pei-Chann Chang

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The main idea in this paper is using sequential pattern mining to find the information which is helpful for finding high performance solutions. By combining this information, it is defined as blocks. Using the blocks to generate artificial chromosomes (ACs) could improve the structure of solutions. Estimation of Distribution Algorithms (EDAs) is adapted to solve the combinatorial problems. Nevertheless many of these approaches are advantageous for this application, but only some of them are used to enhance the efficiency of application. Generating ACs uses patterns and EDAs could increase the diversity. According to the experimental result, the algorithm which we proposed has a better performance to solve the permutation flow-shop problems.

Keywords: Combinatorial problems, Sequential Pattern Mining, Estimation of Distribution Algorithms, Artificial Chromosomes.

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Authors: Mahdi Esmaeili, Mansour Tarafdar

Abstract:

The goal of data mining algorithms is to discover useful information embedded in large databases. One of the most important data mining problems is discovery of frequently occurring patterns in sequential data. In a multidimensional sequence each event depends on more than one dimension. The search space is quite large and the serial algorithms are not scalable for very large datasets. To address this, it is necessary to study scalable parallel implementations of sequence mining algorithms. In this paper, we present a model for multidimensional sequence and describe a parallel algorithm based on data parallelism. Simulation experiments show good load balancing and scalable and acceptable speedup over different processors and problem sizes and demonstrate that our approach can works efficiently in a real parallel computing environment.

Keywords: Sequential Patterns, Data Mining, ParallelAlgorithm, Multidimensional Sequence Data

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Authors: Farhad Asadi, S. Hossein Sadati

Abstract:

This paper presents a prediction performance of feedforward Multilayer Perceptron (MLP) and Echo State Networks (ESN) trained with extended Kalman filter. Feedforward neural networks and ESN are powerful neural networks which can track and predict nonlinear signals. However, their tracking performance depends on the specific signals or data sets, having the risk of instability accompanied by large error. In this study we explore this process by applying different network size and leaking rate for prediction of nonlinear or chaotic signals in MLP neural networks. Major problems of ESN training such as the problem of initialization of the network and improvement in the prediction performance are tackled. The influence of coefficient of activation function in the hidden layer and other key parameters are investigated by simulation results. Extended Kalman filter is employed in order to improve the sequential and regulation learning rate of the feedforward neural networks. This training approach has vital features in the training of the network when signals have chaotic or non-stationary sequential pattern. Minimization of the variance in each step of the computation and hence smoothing of tracking were obtained by examining the results, indicating satisfactory tracking characteristics for certain conditions. In addition, simulation results confirmed satisfactory performance of both of the two neural networks with modified parameterization in tracking of the nonlinear signals.

Keywords: Feedforward neural networks, nonlinear signal prediction, echo state neural networks approach, leaking rates, capacity of neural networks.

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Authors: Asmat Nawaz, Ali Koray Erdinc, Burak Gultekin, Muhammad Tayyib, Ceylan Zafer, Kaiying Wang, M. Nadeem Akram

Abstract:

In this study, a sequential deposition process is used for the fabrication of PEDOT: PSS based inverted planar perovskite solar cell. A small amount of additive deionized water (DI-H₂O) was added into PbI₂ + Dimethyl formamide (DMF) precursor solution in order to increase the solubility of PbI₂ in DMF, and finally to manipulate the surface morphology of the perovskite films. A morphology transition from needle like structure to hexagonal plates, and then needle-like again has been observed as the DI-H2O was added continuously (0.0 wt% to 3.0wt%). The latter one leads to full surface coverage of the perovskite, which is essential for high performance solar cell.

Keywords: Charge carrier diffusion lengths, methylamonium lead iodide, precursor composition, perovskite solar cell, sequential deposition.

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Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: Variance, lower semi-variance, range-based volatility.

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Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy

Abstract:

The identification and elimination of bad measurements is one of the basic functions of a robust state estimator as bad data have the effect of corrupting the results of state estimation according to the popular weighted least squares method. However this is a difficult problem to handle especially when dealing with multiple errors from the interactive conforming type. In this paper, a self adaptive genetic based algorithm is proposed. The algorithm utilizes the results of the classical linearized normal residuals approach to tune the genetic operators thus instead of making a randomized search throughout the whole search space it is more likely to be a directed search thus the optimum solution is obtained at very early stages(maximum of 5 generations). The algorithm utilizes the accumulating databases of already computed cases to reduce the computational burden to minimum. Tests are conducted with reference to the standard IEEE test systems. Test results are very promising.

Keywords: Bad Data, Genetic Algorithms, Linearized Normal residuals, Observability, Power System State Estimation.

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Authors: R. Vishnu Priya, A. Vadivel

Abstract:

Sequential pattern mining is a challenging task in data mining area with large applications. One among those applications is mining patterns from weblog. Recent times, weblog is highly dynamic and some of them may become absolute over time. In addition, users may frequently change the threshold value during the data mining process until acquiring required output or mining interesting rules. Some of the recently proposed algorithms for mining weblog, build the tree with two scans and always consume large time and space. In this paper, we build Revised PLWAP with Non-frequent Items (RePLNI-tree) with single scan for all items. While mining sequential patterns, the links related to the nonfrequent items are not considered. Hence, it is not required to delete or maintain the information of nodes while revising the tree for mining updated transactions. The algorithm supports both incremental and interactive mining. It is not required to re-compute the patterns each time, while weblog is updated or minimum support changed. The performance of the proposed tree is better, even the size of incremental database is more than 50% of existing one. For evaluation purpose, we have used the benchmark weblog dataset and found that the performance of proposed tree is encouraging compared to some of the recently proposed approaches.

Keywords: Sequential pattern mining, weblog, frequent and non-frequent items, incremental and interactive mining.

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Authors: Suman Senapati, Goutam Saha

Abstract:

Real world Speaker Identification (SI) application differs from ideal or laboratory conditions causing perturbations that leads to a mismatch between the training and testing environment and degrade the performance drastically. Many strategies have been adopted to cope with acoustical degradation; wavelet based Bayesian marginal model is one of them. But Bayesian marginal models cannot model the inter-scale statistical dependencies of different wavelet scales. Simple nonlinear estimators for wavelet based denoising assume that the wavelet coefficients in different scales are independent in nature. However wavelet coefficients have significant inter-scale dependency. This paper enhances this inter-scale dependency property by a Circularly Symmetric Probability Density Function (CS-PDF) related to the family of Spherically Invariant Random Processes (SIRPs) in Log Gabor Wavelet (LGW) domain and corresponding joint shrinkage estimator is derived by Maximum a Posteriori (MAP) estimator. A framework is proposed based on these to denoise speech signal for automatic speaker identification problems. The robustness of the proposed framework is tested for Text Independent Speaker Identification application on 100 speakers of POLYCOST and 100 speakers of YOHO speech database in three different noise environments. Experimental results show that the proposed estimator yields a higher improvement in identification accuracy compared to other estimators on popular Gaussian Mixture Model (GMM) based speaker model and Mel-Frequency Cepstral Coefficient (MFCC) features.

Keywords: Speaker Identification, Log Gabor Wavelet, Bayesian Bivariate Estimator, Circularly Symmetric Probability Density Function, SIRP.

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Authors: Yong-An Jung, Young-Hwan You

Abstract:

This paper suggests an improved integer frequency offset (IFO) estimation scheme using P1 symbol for orthogonal frequency division multiplexing (OFDM) based the second generation terrestrial digital video broadcasting (DVB-T2) system. Proposed IFO estimator is designed by a low-complexity blind IFO estimation scheme, which is implemented with complex additions. Also, we propose active carriers (ACs) selection scheme in order to prevent performance degradation in blind IFO estimation. The simulation results show that under the AWGN and TU6 channels, the proposed method has low complexity than conventional method and almost similar performance in comparison with the conventional method.

Keywords: OFDM, DVB-T2, P1 symbol, ACs, IFO.

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Authors: D. I. De Souza, G. P. Azevedo, R. Rocha

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In this paper we will develop a sequential life test approach applied to a modified low alloy-high strength steel part used in highway overpasses in Brazil.We will consider two possible underlying sampling distributions: the Normal and theInverse Weibull models. The minimum life will be considered equal to zero. We will use the two underlying models to analyze a fatigue life test situation, comparing the results obtained from both.Since a major chemical component of this low alloy-high strength steel part has been changed, there is little information available about the possible values that the parameters of the corresponding Normal and Inverse Weibull underlying sampling distributions could have. To estimate the shape and the scale parameters of these two sampling models we will use a maximum likelihood approach for censored failure data. We will also develop a truncation mechanism for the Inverse Weibull and Normal models. We will provide rules to truncate a sequential life testing situation making one of the two possible decisions at the moment of truncation; that is, accept or reject the null hypothesis H0. An example will develop the proposed truncated sequential life testing approach for the Inverse Weibull and Normal models.

Keywords: Sequential life testing, normal and inverse Weibull models, maximum likelihood approach, truncation mechanism.

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Authors: Dhany Saputra, Dayang R. A. Rambli, Oi Mean Foong

Abstract:

In this paper, we propose an improvement of pattern growth-based PrefixSpan algorithm, called I-PrefixSpan. The general idea of I-PrefixSpan is to use sufficient data structure for Seq-Tree framework and separator database to reduce the execution time and memory usage. Thus, with I-PrefixSpan there is no in-memory database stored after index set is constructed. The experimental result shows that using Java 2, this method improves the speed of PrefixSpan up to almost two orders of magnitude as well as the memory usage to more than one order of magnitude.

Keywords: ArrayList, ArrayIntList, minimum support, sequence database, sequential patterns.

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Authors: Said Ali Al-Hadhrami

Abstract:

Ranked set sampling (RSS) was first suggested to increase the efficiency of the population mean. It has been shown that this method is highly beneficial to the estimation based on simple random sampling (SRS). There has been considerable development and many modifications were done on this method. When a concomitant variable is available, ratio estimation based on ranked set sampling was proposed. This ratio estimator is more efficient than that based on SRS. In this paper some ratio type estimators of the population mean based on RSS are suggested. These estimators are found to be more efficient than the estimators of similar form using simple random sample.

Keywords: Bias, Efficiency, Ranked Set Sampling, Ratio Type Estimator

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Authors: Soon-Hyun Park, Takami Matsuo

Abstract:

This paper presents an adaptive differentiator of sequential data based on the adaptive control theory. The algorithm is applied to detect moving objects by estimating a temporal gradient of sequential data at a specified pixel. We adopt two nonlinear intensity functions to reduce the influence of noises. The derivatives of the nonlinear intensity functions are estimated by an adaptive observer with σ-modification update law.

Keywords: Adaptive estimation, parameter adjustmentlaw, motion detection, temporal gradient, differential filter.

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Authors: Miika Toivanen, Jouko Lampinen

Abstract:

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.

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Authors: D. I. De Souza, D. R. Fonseca, G. P. Azevedo

Abstract:

Sometimes the amount of time available for testing could be considerably less than the expected lifetime of the component. To overcome such a problem, there is the accelerated life-testing alternative aimed at forcing components to fail by testing them at much higher-than-intended application conditions. These models are known as acceleration models. One possible way to translate test results obtained under accelerated conditions to normal using conditions could be through the application of the “Maxwell Distribution Law.” In this paper we will apply a combined approach of a sequential life testing and an accelerated life testing to a low alloy high-strength steel component used in the construction of overpasses in Brazil. The underlying sampling distribution will be three-parameter Inverse Weibull model. To estimate the three parameters of the Inverse Weibull model we will use a maximum likelihood approach for censored failure data. We will be assuming a linear acceleration condition. To evaluate the accuracy (significance) of the parameter values obtained under normal conditions for the underlying Inverse Weibull model we will apply to the expected normal failure times a sequential life testing using a truncation mechanism. An example will illustrate the application of this procedure.

Keywords: Sequential Life Testing, Accelerated Life Testing, Underlying Three-Parameter Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.

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Authors: F. Z. Doğru, O. Arslan

Abstract:

In general, classical methods such as maximum likelihood (ML) and least squares (LS) estimation methods are used to estimate the shape parameters of the Burr XII distribution. However, these estimators are very sensitive to the outliers. To overcome this problem we propose alternative robust estimators based on the M-estimation method for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators. The simulation results show that the proposed robust estimators generally outperform the classical estimators in terms of bias and root mean square errors when there are outliers in data.

Keywords: Burr XII distribution, robust estimator, M-estimator, maximum likelihood, least squares.

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Authors: Michal Cerny

Abstract:

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.

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Authors: Mahmoud I. Syam

Abstract:

Stratified double median ranked set sampling (SDMRSS) method is suggested for estimating the population mean. The SDMRSS is compared with the simple random sampling (SRS), stratified simple random sampling (SSRS), and stratified ranked set sampling (SRSS). It is shown that SDMRSS estimator is an unbiased of the population mean and more efficient than SRS, SSRS, and SRSS. Also, by SDMRSS, we can increase the efficiency of mean estimator for specific value of the sample size. SDMRSS is applied on real life examples, and the results of the example agreed the theoretical results.

Keywords: Efficiency, double ranked set sampling, median ranked set sampling, ranked set sampling, stratified.

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Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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Authors: N. Hataivichian, K. Suriye, S. Kunjara Na Ayudhya, P. Praserthdam, S. Phatanasri

Abstract:

The effect of transition metal doping on Pt/Al2O3 catalyst used in propane dehydrogenation reaction at 500°C was studied. The preparation methods investigated were sequential impregnation (Pt followed by the 2nd metal or the 2nd metal followed by Pt) and co-impregnation. The metal contents of these catalysts were fixed as the weight ratio of Pt per the 2nd metal of around 0.075. These catalysts were characterized by N2-physisorption, TPR, COchemisorption and NH3-TPD. It was found that the impregnated 2nd metal had an effect upon reducibility of Pt due to its interaction with transition metal-containing structure. This was in agreement with the CO-chemisorption result that the presence of Pt metal, which is a result from Pt species reduction, was decreased. The total acidity of bimetallic catalysts is decreased but the strong acidity is slightly increased. It was found that the stability of bimetallic catalysts prepared by co-impregnation and sequential impregnation where the 2nd metal was impregnated before Pt were better than that of monometallic catalyst (undoped Pt one) due to the forming of Pt sites located on the transition metal-oxide modified surface. Among all preparation methods, the sequential impregnation method- having Pt impregnated before the 2nd metal gave the worst stability because this catalyst lacked the modified Pt sites and some fraction of Pt sites was covered by the 2nd metal.

Keywords: Alumina, dehydrogenation, platinum, transition metal.

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Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

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In this paper, we consider the effect of the initial sample size on the performance of a sequential approach that used in selecting a good enough simulated system, when the number of alternatives is very large. We implement a sequential approach on M=M=1 queuing system under some parameter settings, with a different choice of the initial sample sizes to explore the impacts on the performance of this approach. The results show that the choice of the initial sample size does affect the performance of our selection approach.

Keywords: Ranking and Selection, Ordinal Optimization, Optimal Computing Budget Allocation, Subset Selection, Indifference-Zone, Initial Sample Size.

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Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: Spectral density, stable processes, aliasing, p-adic.

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Authors: Benjamin Anderson-Sackaney, Amr Abdel-Dayem

Abstract:

This paper presents a comprehensive survey of recent source camera identification (SCI) systems. Then, the performance of various sensor pattern noise (SPN) estimators was experimentally assessed, under common photo response non-uniformity (PRNU) frameworks. The experiments used 1350 natural and 900 flat-field images, captured by 18 individual cameras. 12 different experiments, grouped into three sets, were conducted. The results were analyzed using the receiver operator characteristic (ROC) curves. The experimental results demonstrated that combining the basic SPN estimator with a wavelet-based filtering scheme provides promising results. However, the phase SPN estimator fits better with both patch-based (BM3D) and anisotropic diffusion (AD) filtering schemes.

Keywords: Sensor pattern noise, source camera identification, photo response non-uniformity, anisotropic diffusion, peak to correlation energy ratio.

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Authors: A. T. Boum, L. Bitjoka, N. N. Léandre, S. Bennet

Abstract:

This paper presents the estimation of the key parameters of a double fed induction machine (DFIM) by the use of the moving horizon estimator (MHE) for control and monitoring purpose. A study was conducted on the behavior of this observer in the presence of some faults which can occur during the operation of the machine. In the first case a stator phase has been suppressed. In the second case the rotor resistance has been multiplied by a factor. The results show a good estimation of different parameters such as rotor flux, rotor speed, stator current with a very small estimation error. The robustness of the observer was also tested in the practical case of DFIM by using another model different from the real one at a constant close. The very small estimation error makes the MHE a good software sensor candidate for monitoring purpose for the DFIM. 

Keywords: Doubly fed induction machine, moving horizon estimator parameters’ estimation.

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Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

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This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.

Keywords: Central limit theorem, Fisher-Cramer Rao, gamma function, Pitman estimator.

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Authors: Jianyong Xue, Olivier L. Georgeon, Salima Hassas

Abstract:

During the initial phase of cognitive development, infants exhibit amazing abilities to generate novel behaviors in unfamiliar situations, and explore actively to learn the best while lacking extrinsic rewards from the environment. These abilities set them apart from even the most advanced autonomous robots. This work seeks to contribute to understand and replicate some of these abilities. We propose the Bottom-up hiErarchical sequential Learning algorithm with Constructivist pAradigm (BEL-CA) to design agents capable of learning autonomously and continuously through interactions. The algorithm implements no assumption about the semantics of input and output data. It does not rely upon a model of the world given a priori in the form of a set of states and transitions as well. Besides, we propose a toolkit to analyze the learning process at run time called GAIT (Generating and Analyzing Interaction Traces). We use GAIT to report and explain the detailed learning process and the structured behaviors that the agent has learned on each decision making. We report an experiment in which the agent learned to successfully interact with its environment and to avoid unfavorable interactions using regularities discovered through interaction.

Keywords: Cognitive development, constructivist learning, hierarchical sequential learning, self-adaptation.

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Authors: A. Ameur, B. Mokhtari, N. Essounbouli, L. Mokrani

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This paper presents a speed sensorless direct torque control scheme using space vector modulation (DTC-SVM) for permanent magnet synchronous motor (PMSM) drive based a Model Reference Adaptive System (MRAS) algorithm and stator resistance estimator. The MRAS is utilized to estimate speed and stator resistance and compensate the effects of parameter variation on stator resistance, which makes flux and torque estimation more accurate and insensitive to parameter variation. In other hand the use of SVM method reduces the torque ripple while achieving a good dynamic response. Simulation results are presented and show the effectiveness of the proposed method.

Keywords: MRAS, PMSM, SVM, DTC, Speed and Resistance estimation, Sensorless drive

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Authors: Christian Meinecke, Bernd Scholz-Reiter

Abstract:

The integrated problem of production and distribution scheduling is relevant in many industrial applications. Thus, many heuristics to solve this integrated problem have been developed in the last decade. Most of these heuristics use a sequential working principal or a single decomposition and integration approach to separate and solve subproblems. A heuristic using a multi step decomposition and integration approach is presented in this paper and evaluated in a case study. The result show significant improved results compared with sequential scheduling heuristics.

Keywords: Production and outbound distribution, integrated planning, heuristic, decomposition and integration.

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