Search results for: Maximum likelihood estimator
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1821

Search results for: Maximum likelihood estimator

1731 Computational Aspects of Regression Analysis of Interval Data

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1427
1730 Investigating the Efficiency of Stratified Double Median Ranked Set Sample for Estimating the Population Mean

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 924
1729 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1650
1728 Hazard Rate Estimation of Temporal Point Process, Case Study: Earthquake Hazard Rate in Nusatenggara Region

Authors: Sunusi N., Kresna A. J., Islamiyati A., Raupong

Abstract:

Hazard rate estimation is one of the important topics in forecasting earthquake occurrence. Forecasting earthquake occurrence is a part of the statistical seismology where the main subject is the point process. Generally, earthquake hazard rate is estimated based on the point process likelihood equation called the Hazard Rate Likelihood of Point Process (HRLPP). In this research, we have developed estimation method, that is hazard rate single decrement HRSD. This method was adapted from estimation method in actuarial studies. Here, one individual associated with an earthquake with inter event time is exponentially distributed. The information of epicenter and time of earthquake occurrence are used to estimate hazard rate. At the end, a case study of earthquake hazard rate will be given. Furthermore, we compare the hazard rate between HRLPP and HRSD method.

Keywords: Earthquake forecast, Hazard Rate, Likelihood point process, Point process.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1446
1727 Classification of Extreme Ground-Level Ozone Based on Generalized Extreme Value Model for Air Monitoring Station

Authors: Siti Aisyah Zakaria, Nor Azrita Mohd Amin, Noor Fadhilah Ahmad Radi, Nasrul Hamidin

Abstract:

Higher ground-level ozone (GLO) concentration adversely affects human health, vegetations as well as activities in the ecosystem. In Malaysia, most of the analysis on GLO concentration are carried out using the average value of GLO concentration, which refers to the centre of distribution to make a prediction or estimation. However, analysis which focuses on the higher value or extreme value in GLO concentration is rarely explored. Hence, the objective of this study is to classify the tail behaviour of GLO using generalized extreme value (GEV) distribution estimation the return level using the corresponding modelling (Gumbel, Weibull, and Frechet) of GEV distribution. The results show that Weibull distribution which is also known as short tail distribution and considered as having less extreme behaviour is the best-fitted distribution for four selected air monitoring stations in Peninsular Malaysia, namely Larkin, Pelabuhan Kelang, Shah Alam, and Tanjung Malim; while Gumbel distribution which is considered as a medium tail distribution is the best-fitted distribution for Nilai station. The return level of GLO concentration in Shah Alam station is comparatively higher than other stations. Overall, return levels increase with increasing return periods but the increment depends on the type of the tail of GEV distribution’s tail. We conduct this study by using maximum likelihood estimation (MLE) method to estimate the parameters at four selected stations in Peninsular Malaysia. Next, the validation for the fitted block maxima series to GEV distribution is performed using probability plot, quantile plot and likelihood ratio test. Profile likelihood confidence interval is tested to verify the type of GEV distribution. These results are important as a guide for early notification on future extreme ozone events.

Keywords: Extreme value theory, generalized extreme value distribution, ground-level ozone, return level.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 459
1726 A Modified Maximum Urgency First Scheduling Algorithm for Real-Time Tasks

Authors: Vahid Salmani, Saman Taghavi Zargar, Mahmoud Naghibzadeh

Abstract:

This paper presents a modified version of the maximum urgency first scheduling algorithm. The maximum urgency algorithm combines the advantages of fixed and dynamic scheduling to provide the dynamically changing systems with flexible scheduling. This algorithm, however, has a major shortcoming due to its scheduling mechanism which may cause a critical task to fail. The modified maximum urgency first scheduling algorithm resolves the mentioned problem. In this paper, we propose two possible implementations for this algorithm by using either earliest deadline first or modified least laxity first algorithms for calculating the dynamic priorities. These two approaches are compared together by simulating the two algorithms. The earliest deadline first algorithm as the preferred implementation is then recommended. Afterwards, we make a comparison between our proposed algorithm and maximum urgency first algorithm using simulation and results are presented. It is shown that modified maximum urgency first is superior to maximum urgency first, since it usually has less task preemption and hence, less related overhead. It also leads to less failed non-critical tasks in overloaded situations.

Keywords: Modified maximum urgency first, maximum urgency first, real-time systems, scheduling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2686
1725 Aliasing Free and Additive Error in Spectra for Alpha Stable Signals

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 535
1724 Video-Based Face Recognition Based On State-Space Model

Authors: Cheng-Chieh Chiang, Yi-Chia Chan, Greg C. Lee

Abstract:

This paper proposes a video-based framework for face recognition to identify which faces appear in a video sequence. Our basic idea is like a tracking task - to track a selection of person candidates over time according to the observing visual features of face images in video frames. Hence, we employ the state-space model to formulate video-based face recognition by dividing this problem into two parts: the likelihood and the transition measures. The likelihood measure is to recognize whose face is currently being observed in video frames, for which two-dimensional linear discriminant analysis is employed. The transition measure estimates the probability of changing from an incorrect recognition at the previous stage to the correct person at the current stage. Moreover, extra nodes associated with head nodes are incorporated into our proposed state-space model. The experimental results are also provided to demonstrate the robustness and efficiency of our proposed approach.

Keywords: 2DLDA, face recognition, state-space model, likelihood measure, transition measure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1641
1723 Evaluation of Sensor Pattern Noise Estimators for Source Camera Identification

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1094
1722 Comparing Interval Estimators for Reliability in a Dependent Set-up

Authors: Alessandro Barbiero

Abstract:

In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.

Keywords: Approximate estimators, asymptotic theory, confidence interval, Monte Carlo simulations, stress-strength, variance estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1435
1721 States Estimation and Fault Detection of a Doubly Fed Induction Machine by Moving Horizon Estimation

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 725
1720 Robust Coherent Noise Suppression by Point Estimation of the Cauchy Location Parameter

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

Abstract:

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1884
1719 Speed Sensorless Direct Torque Control of a PMSM Drive using Space Vector Modulation Based MRAS and Stator Resistance Estimator

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

Abstract:

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3814
1718 A New Maximum Power Point Tracking for Photovoltaic Systems

Authors: Mohamed Azab

Abstract:

In this paper a new maximum power point tracking algorithm for photovoltaic arrays is proposed. The algorithm detects the maximum power point of the PV. The computed maximum power is used as a reference value (set point) of the control system. ON/OFF power controller with hysteresis band is used to control the operation of a Buck chopper such that the PV module always operates at its maximum power computed from the MPPT algorithm. The major difference between the proposed algorithm and other techniques is that the proposed algorithm is used to control directly the power drawn from the PV. The proposed MPPT has several advantages: simplicity, high convergence speed, and independent on PV array characteristics. The algorithm is tested under various operating conditions. The obtained results have proven that the MPP is tracked even under sudden change of irradiation level.

Keywords: Photovoltaic, maximum power point tracking, MPPT.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3107
1717 Mathematical Programming on Multivariate Calibration Estimation in Stratified Sampling

Authors: Dinesh Rao, M.G.M. Khan, Sabiha Khan

Abstract:

Calibration estimation is a method of adjusting the original design weights to improve the survey estimates by using auxiliary information such as the known population total (or mean) of the auxiliary variables. A calibration estimator uses calibrated weights that are determined to minimize a given distance measure to the original design weights while satisfying a set of constraints related to the auxiliary information. In this paper, we propose a new multivariate calibration estimator for the population mean in the stratified sampling design, which incorporates information available for more than one auxiliary variable. The problem of determining the optimum calibrated weights is formulated as a Mathematical Programming Problem (MPP) that is solved using the Lagrange multiplier technique.

Keywords: Calibration estimation, Stratified sampling, Multivariate auxiliary information, Mathematical programming problem, Lagrange multiplier technique.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1899
1716 Classification of Health Risk Factors to Predict the Risk of Falling in Older Adults

Authors: L. Lindsay, S. A. Coleman, D. Kerr, B. J. Taylor, A. Moorhead

Abstract:

Cognitive decline and frailty is apparent in older adults leading to an increased likelihood of the risk of falling. Currently health care professionals have to make professional decisions regarding such risks, and hence make difficult decisions regarding the future welfare of the ageing population. This study uses health data from The Irish Longitudinal Study on Ageing (TILDA), focusing on adults over the age of 50 years, in order to analyse health risk factors and predict the likelihood of falls. This prediction is based on the use of machine learning algorithms whereby health risk factors are used as inputs to predict the likelihood of falling. Initial results show that health risk factors such as long-term health issues contribute to the number of falls. The identification of such health risk factors has the potential to inform health and social care professionals, older people and their family members in order to mitigate daily living risks.

Keywords: Classification, falls, health risk factors, machine learning, older adults.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 992
1715 Maximum Power Point Tracking by ANN Controller for a Standalone Photovoltaic System

Authors: K. Ranjani, M. Raja, B. Anitha

Abstract:

In this paper, ANN controller for maximum power point tracking of photovoltaic (PV) systems is proposed and PV modeling is discussed. Maximum power point tracking (MPPT) methods are used to maximize the PV array output power by tracking continuously the maximum power point. ANN controller with hill-climbing algorithm offers fast and accurate converging to the maximum operating point during steady-state and varying weather conditions compared to conventional hill-climbing. The proposed algorithm gives a good maximum power operation of the PV system. Simulation results obtained are presented and compared with the conventional hill-climbing algorithm. Simulation results show the effectiveness of the proposed technique.

Keywords: Artificial neural network (ANN), hill-climbing, maximum power-point tracking (MPPT), photovoltaic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3112
1714 Change Detection and Non Stationary Signals Tracking by Adaptive Filtering

Authors: Mounira RouaÐùnia, Noureddine Doghmane

Abstract:

In this paper we consider the problem of change detection and non stationary signals tracking. Using parametric estimation of signals based on least square lattice adaptive filters we consider for change detection statistical parametric methods using likelihood ratio and hypothesis tests. In order to track signals dynamics, we introduce a compensation procedure in the adaptive estimation. This will improve the adaptive estimation performances and fasten it-s convergence after changes detection.

Keywords: Change detection, Hypothesis test, likelihood ratioleast square lattice adaptive filters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1605
1713 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1631
1712 A Mixture Model of Two Different Distributions Approach to the Analysis of Heterogeneous Survival Data

Authors: Ülkü Erişoğlu, Murat Erişoğlu, Hamza Erol

Abstract:

In this paper we propose a mixture of two different distributions such as Exponential-Gamma, Exponential-Weibull and Gamma-Weibull to model heterogeneous survival data. Various properties of the proposed mixture of two different distributions are discussed. Maximum likelihood estimations of the parameters are obtained by using the EM algorithm. Illustrative example based on real data are also given.

Keywords: Exponential-Gamma, Exponential-Weibull, Gamma-Weibull, EM Algorithm, Survival Analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4028
1711 Power of Involvement over Rewards for Retention Likelihood in IT Professionals

Authors: Humayun Rashid, Lin Zhao

Abstract:

Retention in the IT profession is critical for organizations to stay competitive and operate reliably in the dynamic business environment. Most organizations rely on compensation and rewards as primary tools to enhance retention of employees. In this quantitative survey-based study conducted at a large global bank, we analyze the perceptions of 575 information technology (IT) software professionals in India and Malaysia and find that fairness of rewards has very little impact on retention likelihood. It is far more important to actively involve employees in organizational activities. In addition, our findings indicate that involvement is far more important than information flow: the typical organizational communication to keep employees informed.

Keywords: fairness of rewards, information flow, informationinvolvement, retention

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1400
1710 Analysis of Target Location Estimation in High Performance Radar System

Authors: Jin-Hyeok Kim, Won-Chul Choi, Seung-Ri Jin, Dong-Jo Park

Abstract:

In this paper, an analysis of a target location estimation system using the best linear unbiased estimator (BLUE) for high performance radar systems is presented. In synthetic environments, we are here concerned with three key elements of radar system modeling, which makes radar systems operates accurately in strategic situation in virtual ground. Radar Cross Section (RCS) modeling is used to determine the actual amount of electromagnetic waves that are reflected from a tactical object. Pattern Propagation Factor (PPF) is an attenuation coefficient of the radar equation that contains the reflection from the surface of the earth, the diffraction, the refraction and scattering by the atmospheric environment. Clutter is the unwanted echoes of electronic systems. For the data fusion of output results from radar detection in synthetic environment, BLUE is used and compared with the mean values of each simulation results. Simulation results demonstrate the performance of the radar system.

Keywords: Best linear unbiased estimator (BLUE) , data fusion, radar system modeling, target location estimation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2043
1709 Sensorless Sliding Power Control of Doubly Fed Induction Wind Generator Based on MRAS Observer

Authors: Hicham Serhoud, Djilani Benattous

Abstract:

In this paper present a sensorless maximum wind power extraction for variable speed constant frequency (VSCF) wind power generation systems with a doubly-fed induction generators (DFIG), to ensure stability and to impose the ideal feedback control solution despite of model uncertainties , using the principles of an active and reactive power controller (DPC) a robust sliding mode power control has been proposed to guarantees fast response times and precise control actions for control the active and reactive power independently. The simulation results in MATLAB/Simulink platform confirmed the good dynamic performance of power control approach for DFIGbased variable speed wind turbines.

Keywords: Doubly fed induction generator , sliding modecontrol, maximal wind energy capture, MRAS estimator

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1975
1708 Power Efficiency Characteristics of Magnetohydrodynamic Thermodynamic Gas Cycle

Authors: Mahmoud Huleihil

Abstract:

In this study, the performance of a thermodynamic gas cycle of magnetohydrodynamic (MHD) power generation is considered and presented in terms of power efficiency curves. The dissipation mechanisms considered include: fluid friction modeled by means of the isentropic efficiency of the compressor, heat transfer leakage directly from the hot reservoir to the cold heat reservoir, and constant velocity of the MHD generator. The study demonstrates that power and efficiency vanish at the extremes of both slow and fast operating conditions. These points are demonstrated on power efficiency curves and the locus of efficiency at maximum power and the locus of maximum efficiency. Qualitatively, the considered loss mechanisms have a similar effect on the efficiency at maximum power operation and on maximum efficiency operation, thus these efficiencies are reduced, even for small values of the loss mechanisms.

Keywords: Magnetohydrodynamic generator, electrical efficiency, maximum power, maximum efficiency, heat engine.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 674
1707 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function

Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1937
1706 Using HMM-based Classifier Adapted to Background Noises with Improved Sounds Features for Audio Surveillance Application

Authors: Asma Rabaoui, Zied Lachiri, Noureddine Ellouze

Abstract:

Discrimination between different classes of environmental sounds is the goal of our work. The use of a sound recognition system can offer concrete potentialities for surveillance and security applications. The first paper contribution to this research field is represented by a thorough investigation of the applicability of state-of-the-art audio features in the domain of environmental sound recognition. Additionally, a set of novel features obtained by combining the basic parameters is introduced. The quality of the features investigated is evaluated by a HMM-based classifier to which a great interest was done. In fact, we propose to use a Multi-Style training system based on HMMs: one recognizer is trained on a database including different levels of background noises and is used as a universal recognizer for every environment. In order to enhance the system robustness by reducing the environmental variability, we explore different adaptation algorithms including Maximum Likelihood Linear Regression (MLLR), Maximum A Posteriori (MAP) and the MAP/MLLR algorithm that combines MAP and MLLR. Experimental evaluation shows that a rather good recognition rate can be reached, even under important noise degradation conditions when the system is fed by the convenient set of features.

Keywords: Sounds recognition, HMM classifier, Multi-style training, Environmental Adaptation, Feature combinations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1594
1705 Efficiency of Different GLR Test-statistics for Spatial Signal Detection

Authors: Olesya Bolkhovskaya, Alexander Maltsev

Abstract:

In this work the characteristics of spatial signal detec¬tion from an antenna array in various sample cases are investigated. Cases for a various number of available prior information about the received signal and the background noise are considered. The spatial difference between a signal and noise is only used. The performance characteristics and detecting curves are presented. All test-statistics are obtained on the basis of the generalized likelihood ratio (GLR). The received results are correct for a short and long sample.

Keywords: GLR test-statistic, detection task, generalized likelihood ratio, antenna array, detection curves, performance characteristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1485
1704 Discrete Polyphase Matched Filtering-based Soft Timing Estimation for Mobile Wireless Systems

Authors: Thomas O. Olwal, Michael A. van Wyk, Barend J. van Wyk

Abstract:

In this paper we present a soft timing phase estimation (STPE) method for wireless mobile receivers operating in low signal to noise ratios (SNRs). Discrete Polyphase Matched (DPM) filters, a Log-maximum a posterior probability (MAP) and/or a Soft-output Viterbi algorithm (SOVA) are combined to derive a new timing recovery (TR) scheme. We apply this scheme to wireless cellular communication system model that comprises of a raised cosine filter (RCF), a bit-interleaved turbo-coded multi-level modulation (BITMM) scheme and the channel is assumed to be memory-less. Furthermore, no clock signals are transmitted to the receiver contrary to the classical data aided (DA) models. This new model ensures that both the bandwidth and power of the communication system is conserved. However, the computational complexity of ideal turbo synchronization is increased by 50%. Several simulation tests on bit error rate (BER) and block error rate (BLER) versus low SNR reveal that the proposed iterative soft timing recovery (ISTR) scheme outperforms the conventional schemes.

Keywords: discrete polyphase matched filters, maximum likelihood estimators, soft timing phase estimation, wireless mobile systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1656
1703 Improved Segmentation of Speckled Images Using an Arithmetic-to-Geometric Mean Ratio Kernel

Authors: J. Daba, J. Dubois

Abstract:

In this work, we improve a previously developed segmentation scheme aimed at extracting edge information from speckled images using a maximum likelihood edge detector. The scheme was based on finding a threshold for the probability density function of a new kernel defined as the arithmetic mean-to-geometric mean ratio field over a circular neighborhood set and, in a general context, is founded on a likelihood random field model (LRFM). The segmentation algorithm was applied to discriminated speckle areas obtained using simple elliptic discriminant functions based on measures of the signal-to-noise ratio with fractional order moments. A rigorous stochastic analysis was used to derive an exact expression for the cumulative density function of the probability density function of the random field. Based on this, an accurate probability of error was derived and the performance of the scheme was analysed. The improved segmentation scheme performed well for both simulated and real images and showed superior results to those previously obtained using the original LRFM scheme and standard edge detection methods. In particular, the false alarm probability was markedly lower than that of the original LRFM method with oversegmentation artifacts virtually eliminated. The importance of this work lies in the development of a stochastic-based segmentation, allowing an accurate quantification of the probability of false detection. Non visual quantification and misclassification in medical ultrasound speckled images is relatively new and is of interest to clinicians.

Keywords: Discriminant function, false alarm, segmentation, signal-to-noise ratio, skewness, speckle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1615
1702 Adjusted Ratio and Regression Type Estimators for Estimation of Population Mean when some Observations are missing

Authors: Nuanpan Nangsue

Abstract:

Ratio and regression type estimators have been used by previous authors to estimate a population mean for the principal variable from samples in which both auxiliary x and principal y variable data are available. However, missing data are a common problem in statistical analyses with real data. Ratio and regression type estimators have also been used for imputing values of missing y data. In this paper, six new ratio and regression type estimators are proposed for imputing values for any missing y data and estimating a population mean for y from samples with missing x and/or y data. A simulation study has been conducted to compare the six ratio and regression type estimators with a previous estimator of Rueda. Two population sizes N = 1,000 and 5,000 have been considered with sample sizes of 10% and 30% and with correlation coefficients between population variables X and Y of 0.5 and 0.8. In the simulations, 10 and 40 percent of sample y values and 10 and 40 percent of sample x values were randomly designated as missing. The new ratio and regression type estimators give similar mean absolute percentage errors that are smaller than the Rueda estimator for all cases. The new estimators give a large reduction in errors for the case of 40% missing y values and sampling fraction of 30%.

Keywords: Auxiliary variable, missing data, ratio and regression type estimators.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1693