Search results for: Maximum Likelihood estimation

Authors: Polo G. Yohn Edison, Rocha F. Pedricto

Abstract:

This work presents a study about a retaining structure designed for the duplication of the rail FEPASA on the 74th km between Santos and São Paulo. This structure, an anchored retaining wall, was instrumented in the anchors heads with strain gauges in order to monitor its loads. The load measurements occurred during the performance test, locking and also after the works were concluded. A decrease on anchors loads is noticed at the moment immediately after the locking, during construction and after the works finished. It was observed that a loss of load in the anchors occurred to a maximum of 54%.

Keywords: Anchors, Instrumentation, Retaining wall, Strain gauges.

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Authors: Samba Raju, Chiluveru, Manoj Tripathy

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Intelligibility is an essential characteristic of a speech signal, which is used to help in the understanding of information in speech signal. Background noise in the environment can deteriorate the intelligibility of a recorded speech. In this paper, we presented a simple variance subtracted - variable level discrete wavelet transform, which improve the intelligibility of speech. The proposed algorithm does not require an explicit estimation of noise, i.e., prior knowledge of the noise; hence, it is easy to implement, and it reduces the computational burden. The proposed algorithm decides a separate decomposition level for each frame based on signal dominant and dominant noise criteria. The performance of the proposed algorithm is evaluated with speech intelligibility measure (STOI), and results obtained are compared with Universal Discrete Wavelet Transform (DWT) thresholding and Minimum Mean Square Error (MMSE) methods. The experimental results revealed that the proposed scheme outperformed competing methods

Keywords: Discrete Wavelet Transform, speech intelligibility, STOI, standard deviation.

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Authors: V.Rezaie, M.Khanmohammady

Abstract:

An original DEA model is to evaluate each DMU optimistically, but the interval DEA Model proposed in this paper has been formulated to obtain an efficiency interval consisting of Evaluations from both the optimistic and the pessimistic view points. DMUs are improved so that their lower bounds become so large as to attain the maximum Value one. The points obtained by this method are called ideal points. Ideal PPS is calculated by ideal of efficiency DMUs. The purpose of this paper is to rank DMUs by this ideal PPS. Finally we extend the efficiency interval of a DMU under variable RTS technology.

Keywords: Data envelopment analysis (DEA), Decision makingunit (DMU), Interval DEA, Ideal points, Ideal PPS, Return to scale(RTS).

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Authors: Ion-Cosmin Dita, Vasile Gui, Franz Quint, Marius Otesteanu

Abstract:

In automatic manufacturing and assembling of mechanical, electrical and electronic parts one needs to reliably identify the position of components and to extract the information of these components. Data Matrix Codes (DMC) are established by these days in many areas of industrial manufacturing thanks to their concentration of information on small spaces. In today’s usually order-related industry, where increased tracing requirements prevail, they offer further advantages over other identification systems. This underlines in an impressive way the necessity of a robust code reading system for detecting DMC on the components in factories. This paper compares two methods for estimating the angle of orientation of Data Matrix Codes: one method based on the Hough Transform and the other based on the Mean Shift Algorithm. We concentrate on Data Matrix Codes in industrial environment, punched, milled, lasered or etched on different materials in arbitrary orientation.

Keywords: Industrial data matrix code, Hough transform, mean shift.

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Authors: K. Kamalanand, P. Mannar Jawahar

Abstract:

Many systems in the natural world exhibit chaos or non-linear behavior, the complexity of which is so great that they appear to be random. Identification of chaos in experimental data is essential for characterizing the system and for analyzing the predictability of the data under analysis. The Lyapunov exponents provide a quantitative measure of the sensitivity to initial conditions and are the most useful dynamical diagnostic for chaotic systems. However, it is difficult to accurately estimate the Lyapunov exponents of chaotic signals which are corrupted by a random noise. In this work, a method for estimation of Lyapunov exponents from noisy time series using unscented transformation is proposed. The proposed methodology was validated using time series obtained from known chaotic maps. In this paper, the objective of the work, the proposed methodology and validation results are discussed in detail.

Keywords: Lyapunov exponents, unscented transformation, chaos theory, neural networks.

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Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

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When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

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Authors: Haniye Dehestani, Yadollah Ordokhani

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In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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Authors: Klara Krizova, Rudolf Hela

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The topic of the article focuses on the evaluation of selected technological factors and their influence on resulting elasticity modulus of concrete. A series of various factors enter into the manufacturing process which, more or less, influences the elasticity modulus. This paper presents the results of concrete in which the influence of water coefficient and the size of maximum fraction of the aggregate on the static elasticity modulus were monitored. Part of selected results of the long-term programme was discussed in which a wide scope of various variants of proposals for the composition of concretes was evaluated.

Keywords: Mix design, water-cement ratio, aggregate, modulus of elasticity.

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Authors: S. M. Sohel Murshed, C. A. Nieto de Castro, M. J. V. Lourenço, J. França, A. P. C. Ribeiro, S. I. C.Vieira, C. S. Queirós

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Ionanofluids are a new and innovative class of heat transfer fluids which exhibit fascinating thermophysical properties compared to their base ionic liquids. This paper deals with the findings of thermal conductivity and specific heat capacity of ionanofluids as a function of a temperature and concentration of nanotubes. Simulation results using ionanofluids as coolants in heat exchanger are also used to access their feasibility and performance in heat transfer devices. Results on thermal conductivity and heat capacity of ionanofluids as well as the estimation of heat transfer areas for ionanofluids and ionic liquids in a model shell and tube heat exchanger reveal that ionanofluids possess superior thermal conductivity and heat capacity and require considerably less heat transfer areas as compared to those of their base ionic liquids. This novel class of fluids shows great potential for advanced heat transfer applications.

Keywords: Heat transfer, Ionanofluids, Ionic liquids, Nanotubes, Thermal conductivity.

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Authors: M. M. Abutaleb, A. Hamdy, M. E. Abuelwafa, E. M. Saad

Abstract:

Optical flow is a research topic of interest for many years. It has, until recently, been largely inapplicable to real-time applications due to its computationally expensive nature. This paper presents a new reliable flow technique which is combined with a motion detection algorithm, from stationary camera image streams, to allow flow-based analyses of moving entities, such as rigidity, in real-time. The combination of the optical flow analysis with motion detection technique greatly reduces the expensive computation of flow vectors as compared with standard approaches, rendering the method to be applicable in real-time implementation. This paper describes also the hardware implementation of a proposed pipelined system to estimate the flow vectors from image sequences in real time. This design can process 768 x 576 images at a very high frame rate that reaches to 156 fps in a single low cost FPGA chip, which is adequate for most real-time vision applications.

Keywords: Optical flow, motion detection, real-time systems, FPGA.

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Authors: Kun Tao Zhao, Na Wang, Jian Ping Yuan

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This paper reports our analysis of 163 ks observations of PSR J0538+2817 with the Rossi X-Ray Timing Explorer (RXTE).The pulse profiles, detected up to 60 keV, show a single peak asin the case for radio frequency. The profile is well described by one Gaussians function with full width at half maximum (FWHM) 0.04794. We compared the difference of arrival time between radio and X-ray pulse profiles for the first time. It turns out that the phase of radio emits precede the X-ray by 8.7 ± 4.5 ms. Furthermore we obtained the pulse profiles in the energy ranges of 2.29-6.18 keV, 6.18-12.63 keV and 12.63-17.36 keV. The intensity of pulses decreases with the increasing energy range. We discuss the emission geometry in our work.

Keywords: RXTE, X-ray pulsars, PSR J0538+2817.

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Authors: Venkatesh C., K. Shanti Swarup

Abstract:

This paper investigates the impact on operating time delay and relay maloperation when 1st,2nd and 3rd order analog antialiasing filters are used in numerical distance protection. RC filter with cut-off frequency 90 Hz is used. Simulations are carried out for different SIR (Source to line Impedance Ratio), load, fault type and fault conditions using SIMULINK, where the voltage and current signals are fed online to the developed numerical distance relay model. Matlab is used for plotting the impedance trajectory. Investigation results shows that, about 75 % of the simulated cases, numerical distance relay operating time is not increased even-though there is a time delay when higher order filters are used. Relay maloperation (selectivity) also reduces (increases) when higher order filters are used in numerical distance protection.

Keywords: Antialiasing, capacitive voltage transformers, delay estimation, discrete Fourier transform (DFT), distance measurement, low-pass filters, source to line impedance ratio (SIR), protective relaying.

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Authors: Eleni Aggelogiannaki, Haralambos Sarimveis

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In this work, a radial basis function (RBF) neural network is developed for the identification of hyperbolic distributed parameter systems (DPSs). This empirical model is based only on process input-output data and used for the estimation of the controlled variables at specific locations, without the need of online solution of partial differential equations (PDEs). The nonlinear model that is obtained is suitably transformed to a nonlinear state space formulation that also takes into account the model mismatch. A stable robust control law is implemented for the attenuation of external disturbances. The proposed identification and control methodology is applied on a long duct, a common component of thermal systems, for a flow based control of temperature distribution. The closed loop performance is significantly improved in comparison to existing control methodologies.

Keywords: Hyperbolic Distributed Parameter Systems, Radial Basis Function Neural Networks, H∞ control, Thermal systems.

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Authors: Oral Lacin, Turan Calban, Fatih Sevim, Taner Celik

Abstract:

In this study, Pb²⁺ uptake by the hydroxyapatite nanopowders (n-Hap) from aqueous solutions was investigated by using batch adsorption techniques. The adsorption equilibrium studies were carried out as a function of contact time, adsorbent dosage, pH, temperature, and initial Pb²⁺ concentration. The results showed that the equilibrium time of adsorption was achieved within 60 min, and the effective pH was selected to be 5 (natural pH). The maximum adsorption capacity of Pb²⁺ on n-Hap was found as 565 mg.g^-1. It is believed that the results obtained for adsorption may provide a background for the detailed mechanism investigations and the pilot and industrial scale applications.

Keywords: Nanopowders, hydroxyapatite, heavy metals, adsorption.

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Authors: M. Raciti Castelli, L. M. Moglia, E. Benini

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This paper presents an evaluation of the wind potential in the area of the Lagoon of Venice (Italy). A full anemometric campaign of 2 year measurements, performed by the "Osservatorio Bioclimatologico dell'Ospedale al Mare di Venezia" has been analyzed to obtain the Weibull wind speed distribution and the main wind directions. The annual energy outputs of two candidate horizontal-axis wind turbines (“Aventa AV-7 LoWind" and “Gaia Wind 133-11kW") have been estimated on the basis of the computed Weibull wind distribution, registering a better performance of the former turbine, due to a higher ratio between rotor swept area and rated power of the electric generator, determining a lower cut-in wind speed.

Keywords: Wind potential, Annual Energy Output (AEO), Weibull distribution, Horizontal-Axis Wind Turbine (HAWT).

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Authors: P. Varzakas

Abstract:

In this paper, the problem of estimating the optimal radio capacity of a single-cell spread spectrum (SS) multiple-inputmultiple- output (MIMO) system operating in a Rayleigh fading environment is examined. The optimisation between the radio capacity and the theoretically achievable average channel capacity (in the sense of information theory) per user of a MIMO single-cell SS system operating in a Rayleigh fading environment is presented. Then, the spectral efficiency is estimated in terms of the achievable average channel capacity per user, during the operation over a broadcast time-varying link, and leads to a simple novel-closed form expression for the optimal radio capacity value based on the maximization of the achieved spectral efficiency. Numerical results are presented to illustrate the proposed analysis.

Keywords: Channel capacity, MIMO systems, Radio capacity, Rayleigh fading, Spectral efficiency.

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Authors: S.M. Bahri, F.T. Bendimerad

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We propose a downlink multiple-input multipleoutput (MIMO) multi-carrier code division multiple access (MCCDMA) system with adaptive beamforming algorithm for smart antennas. The algorithm used in this paper is based on the Least Mean Square (LMS), with pilot channel estimation (PCE) and the zero forcing equalizer (ZFE) in the receiver, requiring reference signal and no knowledge channel. MC-CDMA is studied in a multiple antenna context in order to efficiently exploit robustness against multipath effects and multi-user flexibility of MC-CDMA and channel diversity offered by MIMO systems for radio mobile channels. Computer simulations, considering multi-path Rayleigh Fading Channel, interference inter symbol and interference are presented to verify the performance. Simulation results show that the scheme achieves good performance in a multi-user system.

Keywords: Adaptive Beamforming, LMS Algorithm, MCCDMA, MIMO System, Smart Antenna.

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Authors: C. Ganesh Babu, P. T. Vanathi

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In this paper we present an enhanced noise reduction method for robust speech recognition using Adaptive Gain Equalizer with Non linear Spectral Subtraction. In Adaptive Gain Equalizer method (AGE), the input signal is divided into a number of subbands that are individually weighed in time domain, in accordance to the short time Signal-to-Noise Ratio (SNR) in each subband estimation at every time instant. Instead of focusing on suppression the noise on speech enhancement is focused. When analysis was done under various noise conditions for speech recognition, it was found that Adaptive Gain Equalizer method algorithm has an obvious failing point for a SNR of -5 dB, with inadequate levels of noise suppression for SNR less than this point. This work proposes the implementation of AGE when coupled with Non linear Spectral Subtraction (AGE-NSS) for robust speech recognition. The experimental result shows that out AGE-NSS performs the AGE when SNR drops below -5db level.

Keywords: Adaptive Gain Equalizer, Non Linear Spectral Subtraction, Speech Enhancement, and Speech Recognition.

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Authors: Dhiflaoui Hafedh, Khlifi Kaouthar, Ben Cheikh Larbi Ahmed

Abstract:

These Monolayer and multilayer coatings of CrN and AlCrN deposited on 100Cr6 (AISI 52100) substrate by PVD magnetron sputtering system. The microstructures of the coatings were characterized using atomic force microscopy (AFM). The AFM analysis revealed the presence of domes and craters that are uniformly distributed over all surfaces of the various layers. Nanoindentation measurement of CrN coating showed maximum hardness (H) and modulus (E) of 14 GPa and 190 GPa, respectively. The measured H and E values of AlCrN coatings were found to be 30 GPa and 382 GPa, respectively. The improved hardness in both the coatings was attributed mainly to a reduction in crystallite size and decrease in surface roughness. The incorporation of Al into the CrN coatings has improved both hardness and Young’s modulus.

Keywords: CrN/AlCrN, coatings, hardness, nano-indentation.

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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.

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Authors: Sedigheh Mirzaei S., Debasis Sengupta

Abstract:

Parametric models have been quite popular for studying human growth, particularly in relation to biological parameters such as peak size velocity and age at peak size velocity. Longitudinal data are generally considered to be vital for fittinga parametric model to individual-specific data, and for studying the distribution of these biological parameters in a human population. However, cross-sectional data are easier to obtain than longitudinal data. In this paper, we present a method of combining longitudinal and cross-sectional data for the purpose of estimating the distribution of the biological parameters. We demonstrate, through simulations in the special case ofthePreece Baines model, how estimates based on longitudinal data can be improved upon by harnessing the information contained in cross-sectional data.We study the extent of improvement for different mixes of the two types of data, and finally illustrate the use of the method through data collected by the Indian Statistical Institute.

Keywords: Preece-Baines growth model, MCMC method, Mixed effect model

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Authors: Amir Hossein Ghaffari Nejad, Forouhar Ferdowsi, Reza Mashhadi

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In the interest-free banking system of Iran, the savings of society are in the form of bank deposits, and banks using the Islamic contracts, allocate the resources to applicants for obtaining facilities and credit. In the meantime, the central bank, with the aim of introducing monetary policy, determines the maximum interest rate on bank deposits in terms of macroeconomic requirements. But in recent years, the country's economic constraints with the stagflation and the consequence of the institutional weaknesses of the financial market of Iran have resulted in massive disturbances in the balance sheet of the banking system, resulting in a period of mismatch maturity in the banks' assets and liabilities and the implementation of a Ponzi game. This issue caused determination of the interest rate in long-term bank deposit contracts to be associated with non-observance of the maximum rate set by the central bank. The result of this condition was in the allocation of new sources of equipment to meet past commitments towards the old depositors and, as a result, a significant part of the supply of equipment was leaked out of the facilitating cycle and credit crunch emerged. The purpose of this study is to identify the most important factors affecting the occurrence of non-confirmatory financial banking behavior using data from 19 public and private banks of Iran. For this purpose, the causes of this non-confirmatory behavior of banks have been investigated using the panel vector autoregression method (PVAR) for the period of 2007-2015. Granger's causality test results suggest that the return of parallel markets for bank deposits, non-performing loans and the high share of the ratio of facilities to banks' deposits are all a cause of the formation of non-confirmatory behavior. Also, according to the results of impulse response functions and variance decomposition, NPL and the ratio of facilities to deposits have the highest long-term effect and also have a high contribution to explaining the changes in banks' non-confirmatory behavior in determining the interest rate on deposits.

Keywords: Non-conformity behavior, Ponzi game, panel vector autoregression, nonperforming loans.

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Authors: Hung-Wei Wu, Chien-Hsun Chu, Ru-Yuan Yang, Chin-Min Hsiung

Abstract:

In this paper, we proposed the effects of Mo thickness on the properties of AZO/Mo/AZO multilayer thin films for opto-electronics applications. The structural, optical and electrical properties of AZO/Mo/AZO thin films were investigated. Optimization of the thin films coatings resulted with low resistivity of 9.98 × 10-5 )-cm, mobility of 12.75 cm2/V-s, carrier concentration of 1.05 × 1022 cm-3, maximum transmittance of 79.13% over visible spectrum of 380 – 780 nm and Haacke figure of merit (FOM) are 5.95 × 10-2 )-1 under Mo layer thickness of 15 nm. These results indicate an alternative candidate for use as a transparent electrode in solar cells and various displays applications.

Keywords: Aluminum-doped zinc oxide, AZO, multilayer, RF magnetron sputtering, AZO/Mo/AZO, thin film, transparent conductive oxides.

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Authors: T. Khenenou, M. Melizi, H. Benzaoui

Abstract:

The study of morphometric and histologic evolutions of the Bursa of Fabricus during 27 weeks of post-hashing age, realized on 88 subjects of broiler chicken they permitted to collect information about the morpho-histological aspect according to their post-hashing age; showed the size and the weight of the Bursa of Fabricius which reach their maximum between the 10th and the 11th week of age and the physiologic involution phenomena. These variations are in close relationship to the sexual maturity. These results can be used in the diagnosis of viral disease such as the Gumboro disease, Marek disease.

Keywords: Broiler chicken, bursa of Fabricius, Morphohistology, post-hashing evolution.

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Authors: W. Wonsawat

Abstract:

Bioreduction of silver nanoparticles (AgNPs) from silver ions (Ag⁺) using water extract of Thai basil leaf was successfully carried out. The basil leaf extract provided a reducing agent and stabilizing agent for a synthesis of metal nanoparticles. Silver nanoparticles received from cut and uncut basil leaf was compared. The resulting silver nanoparticles are characterized by UV-Vis spectroscopy. The maximum intensities of silver nanoparticle from cut and uncut basil leaf were 410 and 420, respectively. The techniques involved are simple, eco-friendly and rapid.

Keywords: Basil leaves, Silver Nanoparticles, Green Synthesis, Plant Extract.

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Authors: J. K. Shrestha, A. Benta, R. B. Lopes, N. Lopes

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This work provides a practical method for the development of rural road networks in rural areas of developing countries. The proposed methodology enables to determine obligatory points in the rural road network maximizing the number of settlements that have access to basic services within a given maximum distance. The proposed methodology is simple and practical, hence, highly applicable to real-world scenarios, as demonstrated in the definition of the road network for the rural areas of Nepal.

Keywords: Minimum spanning tree, nodal points, rural road network.

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Authors: Davide Pierattoni, Ivan Macor, Pier Luca Montessoro

Abstract:

In the recent years multimedia traffic and in particular VoIP services are growing dramatically. We present a new algorithm to control the resource utilization and to optimize the voice codec selection during SIP call setup on behalf of the traffic condition estimated on the network path. The most suitable methodologies and the tools that perform realtime evaluation of the available bandwidth on a network path have been integrated with our proposed algorithm: this selects the best codec for a VoIP call in function of the instantaneous available bandwidth on the path. The algorithm does not require any explicit feedback from the network, and this makes it easily deployable over the Internet. We have also performed intensive tests on real network scenarios with a software prototype, verifying the algorithm efficiency with different network topologies and traffic patterns between two SIP PBXs. The promising results obtained during the experimental validation of the algorithm are now the basis for the extension towards a larger set of multimedia services and the integration of our methodology with existing PBX appliances.

Keywords: Integrated voice-data communication, computernetwork performance, resource optimization.

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Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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Authors: Adrian O’Hagan, Robert McLoughlin

Abstract:

Considerable focus in the world of insurance risk quantification is placed on modeling loss values from lines of business (LOBs) that possess upper tail dependence. Copulas such as the Joe, Gumbel and Student-t copula may be used for this purpose. The copula structure imparts a desired level of tail dependence on the joint distribution of claims from the different LOBs. Alternatively, practitioners may possess historical or simulated data that already exhibit upper tail dependence, through the impact of catastrophe events such as hurricanes or earthquakes. In these circumstances, it is not desirable to induce additional upper tail dependence when modeling the joint distribution of the loss values from the individual LOBs. Instead, it is of interest to accurately assess the degree of tail dependence already present in the data. The empirical copula and its associated upper tail dependence coefficient are presented in this paper as robust, efficient means of achieving this goal.

Keywords: Empirical copula, extreme events, insurance loss reserving, upper tail dependence coefficient.

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