Search results for: multiple linear models

Authors: Intan Maisarah Abd Rahim, Herlina Abdul Rahim, Rashidah Ghazali

Abstract:

Diabetes is a medical condition that can lead to various diseases such as stroke, heart disease, blindness and obesity. In clinical practice, the concern of the diabetic patients towards the blood glucose examination is rather alarming as some of the individual describing it as something painful with pinprick and pinch. As for some patient with high level of glucose level, pricking the fingers multiple times a day with the conventional glucose meter for close monitoring can be tiresome, time consuming and painful. With these concerns, several non-invasive techniques were used by researchers in measuring the glucose level in blood, including ultrasonic sensor implementation, multisensory systems, absorbance of transmittance, bio-impedance, voltage intensity, and thermography. This paper is discussing the application of the near-infrared (NIR) spectroscopy as a non-invasive method in measuring the glucose level and the implementation of the linear system identification model in predicting the output data for the NIR measurement. In this study, the wavelengths considered are at the 1450 nm and 1950 nm. Both of these wavelengths showed the most reliable information on the glucose presence in blood. Then, the linear Autoregressive Moving Average Exogenous model (ARMAX) model with both un-regularized and regularized methods was implemented in predicting the output result for the NIR measurement in order to investigate the practicality of the linear system in this study. However, the result showed only 50.11% accuracy obtained from the system which is far from the satisfying results that should be obtained.

Keywords: Diabetes, glucose level, linear, near-infrared (NIR), non-invasive, prediction system.

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Authors: Anjaneyulu M.V.L.R., Harikrishna M., Chenchuobulu S.

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Rapid urbanization, industrialization and population growth have led to an increase in number of automobiles that cause air pollution. It is estimated that road traffic contributes 60% of air pollution in urban areas. A case by case assessment is required to predict the air quality in urban situations, so as to evolve certain traffic management measures to maintain the air quality levels with in the tolerable limits. Calicut city in the state of Kerala, India has been chosen as the study area. Carbon Monoxide (CO) concentration was monitored at 15 links in Calicut city and air quality performance was evaluated over each link. The CO pollutant concentration values were compared with the National Ambient Air Quality Standards (NAAQS), and the CO values were predicted by using CALINE4 and IITLS and Linear regression models. The study has revealed that linear regression model performs better than the CALINE4 and IITLS models. The possible association between CO pollutant concentration and traffic parameters like traffic flow, type of vehicle, and traffic stream speed was also evaluated.

Keywords: CO pollution, Modelling, Traffic stream parameters.

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Authors: Sergey Kopysov, Nikita Nedozhogin, Leonid Tonkov

Abstract:

The article presents a parallel iterative solver for large sparse linear systems which can be used on a heterogeneous platform. Traditionally, the problem of solving linear systems do not scale well on cluster containing multiple Central Processing Units (multi-CPUs cluster) or cluster containing multiple Graphics Processing Units (multi-GPUs cluster). For example, most of the attempts to implement the classical conjugate gradient method were at best counted in the same amount of time as the problem was enlarged. The paper proposes the pipelined variant of the conjugate gradient method (PCG), a formulation that is potentially better suited for hybrid CPU/GPU computing since it requires only one synchronization point per one iteration, instead of two for standard CG (Conjugate Gradient). The standard and pipelined CG methods need the vector entries generated by current GPU and other GPUs for matrix-vector product. So the communication between GPUs becomes a major performance bottleneck on miltiGPU cluster. The article presents an approach to minimize the communications between parallel parts of algorithms. Additionally, computation and communication can be overlapped to reduce the impact of data exchange. Using pipelined version of the CG method with one synchronization point, the possibility of asynchronous calculations and communications, load balancing between the CPU and GPU for solving the large linear systems allows for scalability. The algorithm is implemented with the combined use of technologies: MPI, OpenMP and CUDA. We show that almost optimum speed up on 8-CPU/2GPU may be reached (relatively to a one GPU execution). The parallelized solver achieves a speedup of up to 5.49 times on 16 NVIDIA Tesla GPUs, as compared to one GPU.

Keywords: Conjugate Gradient, GPU, parallel programming, pipelined algorithm.

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Authors: Dursun M., Koc F., Ozbay H.

Abstract:

In this study, a double-sided linear switched reluctance motor (LSRM) drive was investigated as an alternative actuator for vertical linear transportation applications such as a linear elevator door, hospital and subway doors which move linearly and where accurate position control and rapid response is requested. A prototype sliding elevator door that is focused on a home elevator with LSRMs is designed. The motor has 6/4 poles, 3 phases, 8A, 24V, 250 W and 250 N pull forces. Air gap between rotor and translator poles of the designed motor and phase coil-s ideal inductance profile are obtained in compliance with the geometric dimensions. Operation and switching sections as motor and generator has been determined from the inductance profile.

Keywords: Linear switched reluctance motor, sliding door, elevator door, linear motor design.

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Authors: A. K. Al-Othman

Abstract:

This study presents a new approach based on Tanaka's fuzzy linear regression (FLP) algorithm to solve well-known power system economic load dispatch problem (ELD). Tanaka's fuzzy linear regression (FLP) formulation will be employed to compute the optimal solution of optimization problem after linearization. The unknowns are expressed as fuzzy numbers with a triangular membership function that has middle and spread value reflected on the unknowns. The proposed fuzzy model is formulated as a linear optimization problem, where the objective is to minimize the sum of the spread of the unknowns, subject to double inequality constraints. Linear programming technique is employed to obtain the middle and the symmetric spread for every unknown (power generation level). Simulation results of the proposed approach will be compared with those reported in literature.

Keywords: Economic Dispatch, Fuzzy Linear Regression (FLP)and Optimization.

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Authors: Hsuan-Ku Liu

Abstract:

A linear system is called a fully fuzzy linear system (FFLS) if quantities in this system are all fuzzy numbers. For the FFLS, we investigate its solution and develop a new approximate method for solving the FFLS. Observing the numerical results, we find that our method is accurate than the iterative Jacobi and Gauss- Seidel methods on approximating the solution of FFLS.

Keywords: Fully fuzzy linear equations, iterative method, homotopy perturbation method, approximate solutions.

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Authors: Arunesh Chandra, Pankaj Chandna, Surinder Deswal, Rajesh Kumar Mishra, Rajender Kumar

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The arm length, hand length, hand breadth and middle finger length of 1540 right-handed industrial workers of Haryana state was used to assess the relationship between the upper limb dimensions and stature. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then simple and multiple linear regression models were used to estimate stature using SPSS (version 17). There was a positive correlation between upper limb measurements (hand length, hand breadth, arm length and middle finger length) and stature (p < 0.01), which was highest for hand length. The accuracy of stature prediction ranged from ± 54.897 mm to ± 58.307 mm. The use of multiple regression equations gave better results than simple regression equations. This study provides new forensic standards for stature estimation from the upper limb measurements of male industrial workers of Haryana (India). The results of this research indicate that stature can be determined using hand dimensions with accuracy, when only upper limb is available due to any reasons likewise explosions, train/plane crashes, mutilated bodies, etc. The regression formula derived in this study will be useful for anatomists, archaeologists, anthropologists, design engineers and forensic scientists for fairly prediction of stature using regression equations.

Keywords: Anthropometric dimensions, Forensic identification, Industrial workers, Stature prediction.

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Authors: Arkady Bolotin

Abstract:

Dichotomization of the outcome by a single cut-off point is an important part of various medical studies. Usually the relationship between the resulted dichotomized dependent variable and explanatory variables is analyzed with linear regression, probit regression or logistic regression. However, in many real-life situations, a certain cut-off point dividing the outcome into two groups is unknown and can be specified only approximately, i.e. surrounded by some (small) uncertainty. It means that in order to have any practical meaning the regression model must be robust to this uncertainty. In this paper, we show that neither the beta in the linear regression model, nor its significance level is robust to the small variations in the dichotomization cut-off point. As an alternative robust approach to the problem of uncertain medical categories, we propose to use the linear regression model with the fuzzy membership function as a dependent variable. This fuzzy membership function denotes to what degree the value of the underlying (continuous) outcome falls below or above the dichotomization cut-off point. In the paper, we demonstrate that the linear regression model of the fuzzy dependent variable can be insensitive against the uncertainty in the cut-off point location. In the paper we present the modeling results from the real study of low hemoglobin levels in infants. We systematically test the robustness of the binomial regression model and the linear regression model with the fuzzy dependent variable by changing the boundary for the category Anemia and show that the behavior of the latter model persists over a quite wide interval.

Keywords: Categorization, Uncertain medical categories, Binomial regression model, Fuzzy dependent variable, Robustness.

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Authors: Hyunchul Ahn, Kyoung-Jae Kim

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Corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has been one of the attractive research topics in the literature. In recent years, multiclass classification models such as artificial neural network (ANN) or multiclass support vector machine (MSVM) have become a very appealing machine learning approaches due to their good performance. However, most of them have only focused on classifying samples into nominal categories, thus the unique characteristic of the credit rating - ordinality - has been seldom considered in their approaches. This study proposes new types of ANN and MSVM classifiers, which are named OMANN and OMSVM respectively. OMANN and OMSVM are designed to extend binary ANN or SVM classifiers by applying ordinal pairwise partitioning (OPP) strategy. These models can handle ordinal multiple classes efficiently and effectively. To validate the usefulness of these two models, we applied them to the real-world bond rating case. We compared the results of our models to those of conventional approaches. The experimental results showed that our proposed models improve classification accuracy in comparison to typical multiclass classification techniques with the reduced computation resource.

Keywords: Artificial neural network, Corporate credit rating, Support vector machines, Ordinal pairwise partitioning

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Authors: Abdolamir Nekoubin

Abstract:

One of Effective parameters on the performance of linear induction motors is number of poles which must be selected and optimized to increase power efficiency and motor performance significantly. In this paper a double-sided linear induction motor with different poles number by using MAXWELL3D software is designed and with finite element method is analyzed electromagnetically. Then for dynamic simulation, linear motor by using MATLAB software is simulated. The results show that by adding poles number, system time response is increased and motor after more time reaches to steady state. Also propulsion force of motor is increased.

Keywords: Linear motor, poles number, finite element method.

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Authors: J. P. Panda, K. Sasmal, H. V. Warrior

Abstract:

Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.

Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.

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Authors: Md. Sohidul Islam, Ahmad Fartheen Khan

Abstract:

In recent times, Non-Orthogonal Multiple Access (NOMA) has received significant attention as an upcoming candidate in the world of 5G systems. The main reason for getting NOMA in 5G is because of its capacity to provide services to many users who have the same time and frequency resources. It is best used as "multiple-input, multiple-output" (MIMO) technology. In this paper, we are going to investigate outage probability as a function of signal-to-noise ratio (SNR) and target rate user. These methods will be implemented using cooperative communication and fair power allocation, respectively.

Keywords: Non-orthogonal Multiple Access, Fair Power Allocation, Outage Probability, Target Rate User, Cooperative Communication, massive multiple input multiple output, MIMO, Successive Interference Cancellation.

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Authors: M. Sasajima, T. Yamaguchi, Y. Koike, A. Hara

Abstract:

This paper describes vibration analysis using the finite element method for a small earphone, especially for the diaphragm shape with a low-rigidity. The viscoelastic diaphragm is supported by multiple nonlinear concentrated springs with linear hysteresis damping. The restoring forces of the nonlinear springs have cubic nonlinearity. The finite elements for the nonlinear springs with hysteresis are expressed and are connected to the diaphragm that is modeled by linear solid finite elements in consideration of a complex modulus of elasticity. Further, the discretized equations in physical coordinates are transformed into the nonlinear ordinary coupled equations using normal coordinates corresponding to the linear natural modes. We computed the nonlinear stationary and non-stationary responses due to the internal resonance between modes with large amplitude in the nonlinear springs and elastic modes in the diaphragm. The non-stationary motions are confirmed as the chaos due to the maximum Lyapunov exponents with a positive number. From the time histories of the deformation distribution in the chaotic vibration, we identified nonlinear modal couplings.

Keywords: Nonlinear Vibration, Finite Element Method, Chaos , Small Earphone.

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Authors: Ivan C. Mustakerov, Daniela I. Borissova

Abstract:

The increasing competitiveness in manufacturing industry is forcing manufacturers to seek effective processing schedules. The paper presents an optimization manufacture scheduling approach for dependent details processing with given processing sequences and times on multiple machines. By defining decision variables as start and end moments of details processing it is possible to use straightforward variables restrictions to satisfy different technological requirements and to formulate easy to understand and solve optimization tasks for multiple numbers of details and machines. A case study example is solved for seven base moldings for CNC metalworking machines processed on five different machines with given processing order among details and machines and known processing time-s duration. As a result of linear optimization task solution the optimal manufacturing schedule minimizing the overall processing time is obtained. The manufacturing schedule defines the moments of moldings delivery thus minimizing storage costs and provides mounting due-time satisfaction. The proposed optimization approach is based on real manufacturing plant problem. Different processing schedules variants for different technological restrictions were defined and implemented in the practice of Bulgarian company RAIS Ltd. The proposed approach could be generalized for other job shop scheduling problems for different applications.

Keywords: Optimal manufacturing scheduling, linear programming, metalworking machines production, dependant details processing.

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Authors: Dibyendu Ghoshal, Pinaki Pratim Acharjya

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Image segmentation process based on mathematical morphology has been studied in the paper. It has been established from the first principles of the morphological process, the entire segmentation is although a nonlinear signal processing task, the constituent wise, the intermediate steps are linear, bilinear and conformal transformation and they give rise to a non linear affect in a cumulative manner.

Keywords: Image segmentation, linear transform, bilinear transform, conformal transform, mathematical morphology.

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Authors: Chun Wen, Tingzhu Huang

Abstract:

We present a new numerical method for the computation of the steady-state solution of Markov chains. Theoretical analyses show that the proposed method, with a contraction factor α, converges to the one-dimensional null space of singular linear systems of the form Ax = 0. Numerical experiments are used to illustrate the effectiveness of the proposed method, with applications to a class of interesting models in the domain of tandem queueing networks.

Keywords: Markov chains, tandem queueing networks, convergence, effectiveness.

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Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

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In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l₂-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.

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Authors: Anis Gharbi

Abstract:

This paper considers the problem of scheduling maintenance actions for identical aircraft gas turbine engines. Each one of the turbines consists of parts which frequently require replacement. A finite inventory of spare parts is available and all parts are ready for replacement at any time. The inventory consists of both new and refurbished parts. Hence, these parts have different field lives. The goal is to find a replacement part sequencing that maximizes the time that the aircraft will keep functioning before the inventory is replenished. The problem is formulated as an identical parallel machine scheduling problem where the minimum completion time has to be maximized. Two models have been developed. The first one is an optimization model which is based on a 0-1 linear programming formulation, while the second one is an approximate procedure which consists in decomposing the problem into several two-machine subproblems. Each subproblem is optimally solved using the first model. Both models have been implemented using Lingo and have been tested on two sets of randomly generated data with up to 150 parts and 10 turbines. Experimental results show that the optimization model is able to solve only instances with no more than 4 turbines, while the decomposition procedure often provides near-optimal solutions within a maximum CPU time of 3 seconds.

Keywords: Aircraft turbines, Scheduling, Identical parallel machines, 0-1 linear programming, Heuristic.

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Authors: Yanling Li, Linying Ji, Zita Oravecz, Timothy R. Brick, Michael D. Hunter, Sy-Miin Chow

Abstract:

Assessing several individuals intensively over time yields intensive longitudinal data (ILD). Even though ILD provide rich information, they also bring other data analytic challenges. One of these is the increased occurrence of missingness with increased study length, possibly under non-ignorable missingness scenarios. Multiple imputation (MI) handles missing data by creating several imputed data sets, and pooling the estimation results across imputed data sets to yield final estimates for inferential purposes. In this article, we introduce dynr.mi(), a function in the R package, Dynamic Modeling in R (dynr). The package dynr provides a suite of fast and accessible functions for estimating and visualizing the results from fitting linear and nonlinear dynamic systems models in discrete as well as continuous time. By integrating the estimation functions in dynr and the MI procedures available from the R package, Multivariate Imputation by Chained Equations (MICE), the dynr.mi() routine is designed to handle possibly non-ignorable missingness in the dependent variables and/or covariates in a user-specified dynamic systems model via MI, with convergence diagnostic check. We utilized dynr.mi() to examine, in the context of a vector autoregressive model, the relationships among individuals’ ambulatory physiological measures, and self-report affect valence and arousal. The results from MI were compared to those from listwise deletion of entries with missingness in the covariates. When we determined the number of iterations based on the convergence diagnostics available from dynr.mi(), differences in the statistical significance of the covariate parameters were observed between the listwise deletion and MI approaches. These results underscore the importance of considering diagnostic information in the implementation of MI procedures.

Keywords: Dynamic modeling, missing data, multiple imputation, physiological measures.

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Authors: A. Pedram, M. R. Jamali, T. Pedram, S. M. Fakhraie, C. Lucas

Abstract:

Local Linear Neuro-Fuzzy Models (LLNFM) like other neuro- fuzzy systems are adaptive networks and provide robust learning capabilities and are widely utilized in various applications such as pattern recognition, system identification, image processing and prediction. Local linear model tree (LOLIMOT) is a type of Takagi-Sugeno-Kang neuro fuzzy algorithm which has proven its efficiency compared with other neuro fuzzy networks in learning the nonlinear systems and pattern recognition. In this paper, a dedicated reconfigurable and parallel processing hardware for LOLIMOT algorithm and its applications are presented. This hardware realizes on-chip learning which gives it the capability to work as a standalone device in a system. The synthesis results on FPGA platforms show its potential to improve the speed at least 250 of times faster than software implemented algorithms.

Keywords: LOLIMOT, hardware, neurofuzzy systems, reconfigurable, parallel.

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Authors: S. Golmohammadi, M. Noorian Bidgoli

Abstract:

Tunneling progress is a key parameter in the blasting method of tunneling. Taking measures to enhance tunneling advance can limit the progress distance without a supporting system, subsequently reducing or eliminating the risk of damage. This paper focuses on modeling tunneling progress using three main groups of parameters (tunneling geometry, blasting pattern, and rock mass specifications) based on the Rock Engineering Systems (RES) methodology. In the proposed models, four main effective parameters on tunneling progress are considered as inputs (RMR, Q-system, Specific charge of blasting, Area), with progress as the output. Data from 86 blasts conducted at the tailrace tunnel in the Azad Dam, western Iran, were used to evaluate the progress value for each blast. The results indicated that, for the 86 blasts, the progress of the estimated model aligns mostly with the measured progress. This paper presents a method for building the interaction matrix (statistical base) of the RES model. Additionally, a comparison was made between the results of the new RES-based model and a Multi-Linear Regression (MLR) analysis model. In the RES-based model, the effective parameters are RMR (35.62%), Q (28.6%), q (specific charge of blasting) (20.35%), and A (15.42%), respectively, whereas for MLR analysis, the main parameters are RMR, Q (system), q, and A. These findings confirm the superior performance of the RES-based model over the other proposed models.

Keywords: Rock Engineering Systems, tunneling progress, Multi Linear Regression, Specific charge of blasting.

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Authors: Zhong-xi Gao, Hou-biao Li

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Recently, some convergent results of the generalized AOR iterative (GAOR) method for solving linear systems with strictly diagonally dominant matrices are presented in [Darvishi, M.T., Hessari, P.: On convergence of the generalized AOR method for linear systems with diagonally dominant cofficient matrices. Appl. Math. Comput. 176, 128-133 (2006)] and [Tian, G.X., Huang, T.Z., Cui, S.Y.: Convergence of generalized AOR iterative method for linear systems with strictly diagonally dominant cofficient matrices. J. Comp. Appl. Math. 213, 240-247 (2008)]. In this paper, we give the convergence of the GAOR method for linear systems with strictly doubly diagonally dominant matrix, which improves these corresponding results.

Keywords: Diagonally dominant matrix, GAOR method, Linear system, Convergence

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Authors: Hong Son Hoang, Remy Baraille

Abstract:

The (sub)-optimal soolution of linear filtering problem with correlated noises is considered. The special recursive form of the class of filters and criteria for selecting the best estimator are the essential elements of the design method. The properties of the proposed filter are studied. In particular, for Markovian observation noise, the approximate filter becomes an optimal Gevers-Kailath filter subject to a special choice of the parameter in the class of given linear recursive filters.

Keywords: Linear dynamical system, filtering, minimum meansquare filter, correlated noise

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Authors: L. J. de Bessa Neto, V. S. Filho, J. V. Ferreira Nunes, G. C. Bergamo

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There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.

Keywords: Chlorodifluoromethane (HCFC-142b), ozone (O3), least squares method, regression models.

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Authors: A. Elsayed Ahmed, A. Hafez, A. N. Ouda, H. Eldin Hussein Ahmed, H. Mohamed Abd-Elkader

Abstract:

Unmanned aircraft systems (UAS) are playing increasingly prominent roles in defense programs and defense strategies around the world. Technology advancements have enabled the development of it to do many excellent jobs as reconnaissance, surveillance, battle fighters, and communications relays. Simulating a small unmanned aerial vehicle (SUAV) dynamics and analyzing its behavior at the preflight stage is too important and more efficient. The first step in the UAV design is the mathematical modeling of the nonlinear equations of motion. . In this paper, a survey with a standard method to obtain the full non-linear equations of motion is utilized, and then the linearization of the equations according to a steady state flight condition (trimming) is derived. This modeling technique is applied to an Ultrastick-25e fixed wing UAV to obtain the valued linear longitudinal and lateral models. At the end the model is checked by matching between the behavior of the states of the nonlinear UAV and the resulted linear model with doublet at the control surfaces.

Keywords: Equations of motion, linearization, modeling, nonlinear model, UAV.

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Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

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In statistics parameter theory, usually the parameter estimations have two kinds, one is the least-square estimation (LSE), and the other is the best linear unbiased estimation (BLUE). Due to the determining theorem of minimum variance unbiased estimator (MVUE), the parameter estimation of BLUE in linear model is most ideal. But since the calculations are complicated or the covariance is not given, people are hardly to get the solution. Therefore, people prefer to use LSE rather than BLUE. And this substitution will take some losses. To quantize the losses, many scholars have presented many kinds of different relative efficiencies in different views. For the linear weighted regression model, this paper discusses the relative efficiencies of LSE of β to BLUE of β. It also defines two new relative efficiencies and gives their lower bounds.

Keywords: Linear weighted regression, Relative efficiency, Lower bound, Parameter estimation.

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Authors: Jin Zhang, Wing Lon Ng

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In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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Authors: Fatemeh Panjeh Ali Beik

Abstract:

In the present work, we propose a new projection method for solving the matrix equation AXB = F. For implementing our new method, generalized forms of block Krylov subspace and global Arnoldi process are presented. The new method can be considered as an extended form of the well-known global generalized minimum residual (Gl-GMRES) method for solving multiple linear systems and it will be called as the extended Gl-GMRES (EGl- GMRES). Some new theoretical results have been established for proposed method by employing Schur complement. Finally, some numerical results are given to illustrate the efficiency of our new method.

Keywords: Matrix equation, Iterative method, linear systems, block Krylov subspace method, global generalized minimum residual (Gl-GMRES).

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Authors: Kazuo Komatsu, Hitoshi Takata

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The objective of this study is to propose an observer design for nonlinear systems by using an augmented linear system derived by application of a formal linearization method. A given nonlinear differential equation is linearized by the formal linearization method which is based on Taylor expansion considering up to the higher order terms, and a measurement equation is transformed into an augmented linear one. To this augmented dimensional linear system, a linear estimation theory is applied and a nonlinear observer is derived. As an application of this method, an estimation problem of transient state of electric power systems is studied, and its numerical experiments indicate that this observer design shows remarkable performances for nonlinear systems.

Keywords: nonlinear system, augmented linear system, nonlinear observer, formal linearization, electric power system.

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Authors: Ruming Yin, Jian Yuan, Qiuhua Yang, Xiuming Shan, Xiqin Wang

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Linear cryptanalysis methods are rarely used to improve the security of chaotic stream ciphers. In this paper, we apply linear cryptanalysis to a chaotic stream cipher which was designed by strictly using the basic design criterion of cryptosystem – confusion and diffusion. We show that this well-designed chaos-based stream cipher is still insecure against distinguishing attack. This distinguishing attack promotes the further improvement of the cipher.

Keywords: Stream cipher, chaos, linear cryptanalysis, distinguishing attack.

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