Search results for: the closed form method of variance estimation
10182 Effects of Different Meteorological Variables on Reference Evapotranspiration Modeling: Application of Principal Component Analysis
Authors: Akinola Ikudayisi, Josiah Adeyemo
Abstract:
The correct estimation of reference evapotranspiration (ETₒ) is required for effective irrigation water resources planning and management. However, there are some variables that must be considered while estimating and modeling ETₒ. This study therefore determines the multivariate analysis of correlated variables involved in the estimation and modeling of ETₒ at Vaalharts irrigation scheme (VIS) in South Africa using Principal Component Analysis (PCA) technique. Weather and meteorological data between 1994 and 2014 were obtained both from South African Weather Service (SAWS) and Agricultural Research Council (ARC) in South Africa for this study. Average monthly data of minimum and maximum temperature (°C), rainfall (mm), relative humidity (%), and wind speed (m/s) were the inputs to the PCA-based model, while ETₒ is the output. PCA technique was adopted to extract the most important information from the dataset and also to analyze the relationship between the five variables and ETₒ. This is to determine the most significant variables affecting ETₒ estimation at VIS. From the model performances, two principal components with a variance of 82.7% were retained after the eigenvector extraction. The results of the two principal components were compared and the model output shows that minimum temperature, maximum temperature and windspeed are the most important variables in ETₒ estimation and modeling at VIS. In order words, ETₒ increases with temperature and windspeed. Other variables such as rainfall and relative humidity are less important and cannot be used to provide enough information about ETₒ estimation at VIS. The outcome of this study has helped to reduce input variable dimensionality from five to the three most significant variables in ETₒ modelling at VIS, South Africa.
Keywords: Irrigation, principal component analysis, reference evapotranspiration, Vaalharts.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 106110181 A Generalized Approach for State Analysis and Parameter Estimation of Bilinear Systems using Haar Connection Coefficients
Authors: Monika Garg, Lillie Dewan
Abstract:
Three novel and significant contributions are made in this paper Firstly, non-recursive formulation of Haar connection coefficients, pioneered by the present authors is presented, which can be computed very efficiently and avoid stack and memory overflows. Secondly, the generalized approach for state analysis of singular bilinear time-invariant (TI) and time-varying (TV) systems is presented; vis-˜a-vis diversified and complex works reported by different authors. Thirdly, a generalized approach for parameter estimation of bilinear TI and TV systems is also proposed. The unified framework of the proposed method is very significant in that the digital hardware once-designed can be used to perform the complex tasks of state analysis and parameter estimation of different types of bilinear systems single-handedly. The simplicity, effectiveness and generalized nature of the proposed method is established by applying it to different types of bilinear systems for the two tasks.Keywords: Bilinear Systems, Haar Wavelet, Haar ConnectionCoefficients, Parameter Estimation, Singular Bilinear Systems, StateAnalysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 157710180 A Closed-Loop Design Model for Sustainable Manufacturing by Integrating Forward Design and Reverse Design
Authors: Yuan-Jye Tseng, Yi-Shiuan Chen
Abstract:
In this paper, a new concept of closed-loop design for a product is presented. The closed-loop design model is developed by integrating forward design and reverse design. Based on this new concept, a closed-loop design model for sustainable manufacturing by integrated evaluation of forward design, reverse design, and green manufacturing using a fuzzy analytic network process is developed. In the design stage of a product, with a given product requirement and objective, there can be different ways to design the detailed components and specifications. Therefore, there can be different design cases to achieve the same product requirement and objective. Subsequently, in the design evaluation stage, it is required to analyze and evaluate the different design cases. The purpose of this research is to develop a model for evaluating the design cases by integrated evaluating the criteria in forward design, reverse design, and green manufacturing. A fuzzy analytic network process method is presented for integrated evaluation of the criteria in the three models. The comparison matrices for evaluating the criteria in the three groups are established. The total relational values among the three groups represent the total relational effects. In applications, a super matrix model is created and the total relational values can be used to evaluate the design cases for decision-making to select the final design case. An example product is demonstrated in this presentation. It shows that the model is useful for integrated evaluation of forward design, reverse design, and green manufacturing to achieve a closed-loop design for sustainable manufacturing objective.Keywords: Design evaluation, forward design, reverse design, closed-loop design, supply chain management, closed-loop supply chain, fuzzy analytic network process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 181210179 Estimation of Buffer Size of Internet Gateway Server via G/M/1 Queuing Model
Authors: Dr. L.K. Singh, Dr. R. M. L, Riktesh Srivastava
Abstract:
How to efficiently assign system resource to route the Client demand by Gateway servers is a tricky predicament. In this paper, we tender an enhanced proposal for autonomous recital of Gateway servers under highly vibrant traffic loads. We devise a methodology to calculate Queue Length and Waiting Time utilizing Gateway Server information to reduce response time variance in presence of bursty traffic. The most widespread contemplation is performance, because Gateway Servers must offer cost-effective and high-availability services in the elongated period, thus they have to be scaled to meet the expected load. Performance measurements can be the base for performance modeling and prediction. With the help of performance models, the performance metrics (like buffer estimation, waiting time) can be determined at the development process. This paper describes the possible queue models those can be applied in the estimation of queue length to estimate the final value of the memory size. Both simulation and experimental studies using synthesized workloads and analysis of real-world Gateway Servers demonstrate the effectiveness of the proposed system.Keywords: Gateway Server, G/M/1 Queuing Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 159310178 Study of Natural Convection Heat Transfer of Plate-Fin Heat Sink in a Closed Enclosure
Authors: Han-Taw Chen, Tzu-Hsiang Lin, Chung-Hou Lai
Abstract:
The present study applies the inverse method and three-dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a rectangular closed enclosure. The inverse method with the finite difference method and the experimental temperature data is applied to determine the approximate heat transfer coefficient. Later, based on the obtained results, the zero-equation turbulence model is used to obtain the heat transfer and fluid flow characteristics between two fins. T0 validate the accuracy of the results obtained, the comparison of the heat transfer coefficient is made. The obtained temperature at selected measurement locations of the fin is also compared with experimental data. The effect of the height of the rectangular enclosure on the obtained results is discussed.Keywords: Inverse method, FLUENT, Plate-fin heat sink, Heat transfer characteristics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 225110177 Estimation of Attenuation and Phase Delay in Driving Voltage Waveform of a Digital-Noiseless, Ultra-High-Speed Image Sensor
Authors: V. T. S. Dao, T. G. Etoh, C. Vo Le, H. D. Nguyen, K. Takehara, T. Akino, K. Nishi
Abstract:
Since 2004, we have been developing an in-situ storage image sensor (ISIS) that captures more than 100 consecutive images at a frame rate of 10 Mfps with ultra-high sensitivity as well as the video camera for use with this ISIS. Currently, basic research is continuing in an attempt to increase the frame rate up to 100 Mfps and above. In order to suppress electro-magnetic noise at such high frequency, a digital-noiseless imaging transfer scheme has been developed utilizing solely sinusoidal driving voltages. This paper presents highly efficient-yet-accurate expressions to estimate attenuation as well as phase delay of driving voltages through RC networks of an ultra-high-speed image sensor. Elmore metric for a fundamental RC chain is employed as the first-order approximation. By application of dimensional analysis to SPICE data, we found a simple expression that significantly improves the accuracy of the approximation. Similarly, another simple closed-form model to estimate phase delay through fundamental RC networks is also obtained. Estimation error of both expressions is much less than previous works, only less 2% for most of the cases . The framework of this analysis can be extended to address similar issues of other VLSI structures.
Keywords: Dimensional Analysis, ISIS, Digital-noiseless, RC network, Attenuation, Phase Delay, Elmore model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 145310176 Blind Source Separation based on the Estimation for the Number of the Blind Sources under a Dynamic Acoustic Environment
Authors: Takaaki Ishibashi
Abstract:
Independent component analysis can estimate unknown source signals from their mixtures under the assumption that the source signals are statistically independent. However, in a real environment, the separation performance is often deteriorated because the number of the source signals is different from that of the sensors. In this paper, we propose an estimation method for the number of the sources based on the joint distribution of the observed signals under two-sensor configuration. From several simulation results, it is found that the number of the sources is coincident to that of peaks in the histogram of the distribution. The proposed method can estimate the number of the sources even if it is larger than that of the observed signals. The proposed methods have been verified by several experiments.Keywords: blind source separation, independent component analysys, estimation for the number of the blind sources, voice activity detection, target extraction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 130110175 Designing an Irregular Tensegrity as a Monumental Object
Authors: Buntara Sthenly Gan
Abstract:
A novel and versatile numerical technique to solve a self-stress equilibrium state is adopted herein as a form-finding procedure for an irregular tensegrity structure. The numerical form-finding scheme of a tensegrity structure uses only the connectivity matrix and prototype tension coefficient vector as the initial guess solution. Any information on the symmetrical geometry or other predefined initial structural conditions is not necessary to get the solution in the form-finding process. An eight-node initial condition example is presented to demonstrate the efficiency and robustness of the proposed method in the form-finding of an irregular tensegrity structure. Based on the conception from the form-finding of an eight-node irregular tensegrity structure, a monumental object is designed by considering the real world situation such as self-weight, wind and earthquake loadings.
Keywords: Tensegrity, Form-finding, Design, Irregular, Self-stress, Force density method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 170510174 Effectiveness of Business Software Systems Development and Enhancement Projects versus Work Effort Estimation Methods
Authors: Beata Czarnacka-Chrobot
Abstract:
Execution of Business Software Systems (BSS) Development and Enhancement Projects (D&EP) is characterized by the exceptionally low effectiveness, leading to considerable financial losses. The general reason for low effectiveness of such projects is that they are inappropriately managed. One of the factors of proper BSS D&EP management is suitable (reliable and objective) method of project work effort estimation since this is what determines correct estimation of its major attributes: project cost and duration. BSS D&EP is usually considered to be accomplished effectively if product of a planned functionality is delivered without cost and time overrun. The goal of this paper is to prove that choosing approach to the BSS D&EP work effort estimation has a considerable influence on the effectiveness of such projects execution.
Keywords: Business software systems, development and enhancement projects, effectiveness, work effort estimation methods, software product size, software product functionality, project duration, project cost.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 208410173 Terrain Evaluation Method for Hexapod Robot
Authors: Tomas Luneckas, Dainius Udris
Abstract:
In this paper a simple terrain evaluation method for hexapod robot is introduced. This method is based on feet coordinate evaluation when all are on the ground. Depending on the feet coordinate differences the local terrain evaluation is possible. Terrain evaluation is necessary for right gait selection and/or body position correction. For terrain roughness evaluation three planes are plotted: two of them as definition points use opposite feet coordinates, third coincides with the robot body plane. The leaning angle of body plane is evaluated measuring gravity force using three-axis accelerometer. Terrain roughness evaluation method is based on angle estimation between normal vectors of these planes. Aim of this work is to present a simple method for embedded robot controller, allowing to find the best further movement settings.Keywords: Hexapod robot, pose estimation, terrain evaluation, terrain roughness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 180210172 Probability Density Estimation Using Advanced Support Vector Machines and the Expectation Maximization Algorithm
Authors: Refaat M Mohamed, Ayman El-Baz, Aly A. Farag
Abstract:
This paper presents a new approach for the prob-ability density function estimation using the Support Vector Ma-chines (SVM) and the Expectation Maximization (EM) algorithms.In the proposed approach, an advanced algorithm for the SVM den-sity estimation which incorporates the Mean Field theory in the learning process is used. Instead of using ad-hoc values for the para-meters of the kernel function which is used by the SVM algorithm,the proposed approach uses the EM algorithm for an automatic optimization of the kernel. Experimental evaluation using simulated data set shows encouraging results.
Keywords: Density Estimation, SVM, Learning Algorithms, Parameters Estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 250510171 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 76810170 Bootstrap Confidence Intervals and Parameter Estimation for Zero Inflated Strict Arcsine Model
Authors: Y. N. Phang, E. F. Loh
Abstract:
Zero inflated Strict Arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, maximum likelihood estimation method is used in estimating the parameters for zero inflated strict arcsine model. Bootstrapping is then employed to compute the confidence intervals for the estimated parameters.
Keywords: overdispersed count data, maximum likelihood estimation, simulated annealing, BCa confidence intervals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 228110169 An Efficient Adaptive Thresholding Technique for Wavelet Based Image Denoising
Authors: D.Gnanadurai, V.Sadasivam
Abstract:
This frame work describes a computationally more efficient and adaptive threshold estimation method for image denoising in the wavelet domain based on Generalized Gaussian Distribution (GGD) modeling of subband coefficients. In this proposed method, the choice of the threshold estimation is carried out by analysing the statistical parameters of the wavelet subband coefficients like standard deviation, arithmetic mean and geometrical mean. The noisy image is first decomposed into many levels to obtain different frequency bands. Then soft thresholding method is used to remove the noisy coefficients, by fixing the optimum thresholding value by the proposed method. Experimental results on several test images by using this method show that this method yields significantly superior image quality and better Peak Signal to Noise Ratio (PSNR). Here, to prove the efficiency of this method in image denoising, we have compared this with various denoising methods like wiener filter, Average filter, VisuShrink and BayesShrink.Keywords: Wavelet Transform, Gaussian Noise, ImageDenoising, Filter Banks and Thresholding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 290610168 Near-Field Robust Adaptive Beamforming Based on Worst-Case Performance Optimization
Authors: Jing-ran Lin, Qi-cong Peng, Huai-zong Shao
Abstract:
The performance of adaptive beamforming degrades substantially in the presence of steering vector mismatches. This degradation is especially severe in the near-field, for the 3-dimensional source location is more difficult to estimate than the 2-dimensional direction of arrival in far-field cases. As a solution, a novel approach of near-field robust adaptive beamforming (RABF) is proposed in this paper. It is a natural extension of the traditional far-field RABF and belongs to the class of diagonal loading approaches, with the loading level determined based on worst-case performance optimization. However, different from the methods solving the optimal loading by iteration, it suggests here a simple closed-form solution after some approximations, and consequently, the optimal weight vector can be expressed in a closed form. Besides simplicity and low computational cost, the proposed approach reveals how different factors affect the optimal loading as well as the weight vector. Its excellent performance in the near-field is confirmed via a number of numerical examples.Keywords: Robust adaptive beamforming (RABF), near-field, steering vector mismatches, diagonal loading, worst-case performanceoptimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 188010167 An Observer-Based Direct Adaptive Fuzzy Sliding Control with Adjustable Membership Functions
Authors: Alireza Gholami, Amir H. D. Markazi
Abstract:
In this paper, an observer-based direct adaptive fuzzy sliding mode (OAFSM) algorithm is proposed. In the proposed algorithm, the zero-input dynamics of the plant could be unknown. The input connection matrix is used to combine the sliding surfaces of individual subsystems, and an adaptive fuzzy algorithm is used to estimate an equivalent sliding mode control input directly. The fuzzy membership functions, which were determined by time consuming try and error processes in previous works, are adjusted by adaptive algorithms. The other advantage of the proposed controller is that the input gain matrix is not limited to be diagonal, i.e. the plant could be over/under actuated provided that controllability and observability are preserved. An observer is constructed to directly estimate the state tracking error, and the nonlinear part of the observer is constructed by an adaptive fuzzy algorithm. The main advantage of the proposed observer is that, the measured outputs is not limited to the first entry of a canonical-form state vector. The closed-loop stability of the proposed method is proved using a Lyapunov-based approach. The proposed method is applied numerically on a multi-link robot manipulator, which verifies the performance of the closed-loop control. Moreover, the performance of the proposed algorithm is compared with some conventional control algorithms.
Keywords: Adaptive algorithm, fuzzy systems, membership functions, observer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 77910166 Extended Constraint Mask Based One-Bit Transform for Low-Complexity Fast Motion Estimation
Authors: Oğuzhan Urhan
Abstract:
In this paper, an improved motion estimation (ME) approach based on weighted constrained one-bit transform is proposed for block-based ME employed in video encoders. Binary ME approaches utilize low bit-depth representation of the original image frames with a Boolean exclusive-OR based hardware efficient matching criterion to decrease computational burden of the ME stage. Weighted constrained one-bit transform (WC‑1BT) based approach improves the performance of conventional C-1BT based ME employing 2-bit depth constraint mask instead of a 1-bit depth mask. In this work, the range of constraint mask is further extended to increase ME performance of WC-1BT approach. Experiments reveal that the proposed method provides better ME accuracy compared existing similar ME methods in the literature.
Keywords: Fast motion estimation, low-complexity motion estimation, video coding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 85410165 Optimal Model Order Selection for Transient Error Autoregressive Moving Average (TERA) MRI Reconstruction Method
Authors: Abiodun M. Aibinu, Athaur Rahman Najeeb, Momoh J. E. Salami, Amir A. Shafie
Abstract:
An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.Keywords: Autoregressive Moving Average (ARMA), MagneticResonance Imaging (MRI), Parametric modeling, Transient Error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 161410164 The Use of the Limit Cycles of Dynamic Systems for Formation of Program Trajectories of Points Feet of the Anthropomorphous Robot
Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev
Abstract:
The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.
Keywords: Control, limits cycle, robot, stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 76810163 Long Term Examination of the Profitability Estimation Focused on Benefits
Authors: Stephan Printz, Kristina Lahl, René Vossen, Sabina Jeschke
Abstract:
Strategic investment decisions are characterized by high innovation potential and long-term effects on the competitiveness of enterprises. Due to the uncertainty and risks involved in this complex decision making process, the need arises for well-structured support activities. A method that considers cost and the long-term added value is the cost-benefit effectiveness estimation. One of those methods is the “profitability estimation focused on benefits – PEFB”-method developed at the Institute of Management Cybernetics at RWTH Aachen University. The method copes with the challenges associated with strategic investment decisions by integrating long-term non-monetary aspects whilst also mapping the chronological sequence of an investment within the organization’s target system. Thus, this method is characterized as a holistic approach for the evaluation of costs and benefits of an investment. This participation-oriented method was applied to business environments in many workshops. The results of the workshops are a library of more than 96 cost aspects, as well as 122 benefit aspects. These aspects are preprocessed and comparatively analyzed with regards to their alignment to a series of risk levels. For the first time, an accumulation and a distribution of cost and benefit aspects regarding their impact and probability of occurrence are given. The results give evidence that the PEFB-method combines precise measures of financial accounting with the incorporation of benefits. Finally, the results constitute the basics for using information technology and data science for decision support when applying within the PEFB-method.Keywords: Cost-benefit analysis, multi-criteria decision, profitability estimation focused on benefits, risk and uncertainty analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 149910162 Depth Estimation in DNN Using Stereo Thermal Image Pairs
Authors: Ahmet Faruk Akyuz, Hasan Sakir Bilge
Abstract:
Depth estimation using stereo images is a challenging problem in computer vision. Many different studies have been carried out to solve this problem. With advancing machine learning, tackling this problem is often done with neural network-based solutions. The images used in these studies are mostly in the visible spectrum. However, the need to use the Infrared (IR) spectrum for depth estimation has emerged because it gives better results than visible spectra in some conditions. At this point, we recommend using thermal-thermal (IR) image pairs for depth estimation. In this study, we used two well-known networks (PSMNet, FADNet) with minor modifications to demonstrate the viability of this idea.
Keywords: thermal stereo matching, depth estimation, deep neural networks, CNN
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 69410161 EML-Estimation of Multivariate t Copulas with Heuristic Optimization
Authors: Jin Zhang, Wing Lon Ng
Abstract:
In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 155910160 Presentation of a Mix Algorithm for Estimating the Battery State of Charge Using Kalman Filter and Neural Networks
Authors: Amin Sedighfar, M. R. Moniri
Abstract:
Determination of state of charge (SOC) in today’s world becomes an increasingly important issue in all the applications that include a battery. In fact, estimation of the SOC is a fundamental need for the battery, which is the most important energy storage in Hybrid Electric Vehicles (HEVs), smart grid systems, drones, UPS and so on. Regarding those applications, the SOC estimation algorithm is expected to be precise and easy to implement. This paper presents an online method for the estimation of the SOC of Valve-Regulated Lead Acid (VRLA) batteries. The proposed method uses the well-known Kalman Filter (KF), and Neural Networks (NNs) and all of the simulations have been done with MATLAB software. The NN is trained offline using the data collected from the battery discharging process. A generic cell model is used, and the underlying dynamic behavior of the model has used two capacitors (bulk and surface) and three resistors (terminal, surface, and end), where the SOC determined from the voltage represents the bulk capacitor. The aim of this work is to compare the performance of conventional integration-based SOC estimation methods with a mixed algorithm. Moreover, by containing the effect of temperature, the final result becomes more accurate.
Keywords: Kalman filter, neural networks, state-of-charge, VRLA battery.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 140310159 Low-Complexity Channel Estimation Algorithm for MIMO-OFDM Systems
Authors: Ali Beydoun, Hamzé H. Alaeddine
Abstract:
One of the main challenges in MIMO-OFDM system to achieve the expected performances in terms of data rate and robustness against multi-path fading channels is the channel estimation. Several methods were proposed in the literature based on either least square (LS) or minimum mean squared error (MMSE) estimators. These methods present high implementation complexity as they require the inversion of large matrices. In order to overcome this problem and to reduce the complexity, this paper presents a solution that benefits from the use of the STBC encoder and transforms the channel estimation process into a set of simple linear operations. The proposed method is evaluated via simulation in AWGN-Rayleigh fading channel. Simulation results show a maximum reduction of 6.85% of the bit error rate (BER) compared to the one obtained with the ideal case where the receiver has a perfect knowledge of the channel.Keywords: Channel estimation, MIMO, OFDM, STBC, CAZAC sequence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 88110158 Study on Status and Development of Hydraulic System Protection: Pump Combined With Air Chamber
Authors: I. Abuiziah, A. Oulhaj, K. Sebari, D. Ouazar, A. A. Saber
Abstract:
Fluid transient analysis is one of the more challenging and complicated flow problems in the design and the operation of water pipeline systems (wps). When transient conditions "water hammer" exists, the life expectancy of the wps can be adversely impacted, resulting in pump and valve failures and catastrophic pipe ruptures. Transient control has become an essential requirement for ensuring safe operation of wps. An accurate analysis and suitable protection devices should be used to protect wps. This paper presents the problem of modeling and simulation of transient phenomena in wps based on the characteristics method. Also, it provides the influence of using the protection devices to control the adverse effects due to excessive and low pressure occur in the transient. The developed model applied for main wps: pump combined with closed surge tank connected to a reservoir. The results obtained provide that the model is an efficient tool for water hammer analysis. Moreover; using the closed surge tank reduces the unfavorable effects of transients.
Keywords: Flow Transient, Water hammer, Pipeline System, Closed Surge Tank, Simulation Model, Protection Devices, Characteristics Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 221310157 Stochastic Estimation of Cavity Flowfield
Authors: Yin Yin Pey, Leok Poh Chua, Wei Long Siauw
Abstract:
Linear stochastic estimation and quadratic stochastic estimation techniques were applied to estimate the entire velocity flow-field of an open cavity with a length to depth ratio of 2. The estimations were done through the use of instantaneous velocity magnitude as estimators. These measurements were obtained by Particle Image Velocimetry. The predicted flow was compared against the original flow-field in terms of the Reynolds stresses and turbulent kinetic energy. Quadratic stochastic estimation proved to be more superior than linear stochastic estimation in resolving the shear layer flow. When the velocity fluctuations were scaled up in the quadratic estimate, both the time-averaged quantities and the instantaneous cavity flow can be predicted to a rather accurate extent.Keywords: Open cavity, Particle Image Velocimetry, Stochastic estimation, Turbulent kinetic energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 171310156 Estimating Cost of R&D Activities for Feasibility Study of Public R&D Investment
Authors: Ie-jung Choi
Abstract:
Since the feasibility study of R&D programs have been initiated for efficient public R&D investments, year 2008, feasibility studies have improved in terms of precision. Although experience related to these studies of R&D programs have increased to a certain point, still methodological improvement is required. The feasibility studies of R&D programs are consisted of various viewpoints, such as technology, policy, and economics. This research is to provide improvement methods to the economic perspective; especially the cost estimation process of R&D activities. First of all, the fundamental concept of cost estimation is reviewed. After the review, a statistical and econometric analysis method is applied as empirical analysis. Conclusively, limitations and further research directions are provided.Keywords: Cost Estimation, R&D Program, Feasibility AnalysisStudy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 163410155 Estimation of Natural Frequency of the Bearing System under Periodic Force Based on Principal of Hydrodynamic Mass of Fluid
Authors: M. H. Pol, A. Bidi, A. V. Hoseini
Abstract:
Estimation of natural frequency of structures is very important and isn-t usually calculated simply and sometimes complicated. Lack of knowledge about that caused hard damage and hazardous effects. In this paper, with using from two different models in FEM method and based on hydrodynamic mass of fluids, natural frequency of an especial bearing (Fig. 1) in an electric field (or, a periodic force) is calculated in different stiffness and different geometric. In final, the results of two models and analytical solution are compared.Keywords: Natural frequency of the bearing, Hydrodynamic mass of fluid method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 264510154 Exact Three-wave Solutions for High Nonlinear Form of Benjamin-Bona-Mahony-Burgers Equations
Authors: Mohammad Taghi Darvishi, Maliheh Najafi, Mohammad Najafi
Abstract:
By means of the idea of three-wave method, we obtain some analytic solutions for high nonlinear form of Benjamin-Bona- Mahony-Burgers (shortly BBMB) equations in its bilinear form.
Keywords: Benjamin-Bona-Mahony-Burgers equations, Hirota's bilinear form, three-wave method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 157610153 Experimental Analysis and Optimization of Process Parameters in Plasma Arc Cutting Machine of EN-45A Material Using Taguchi and ANOVA Method
Authors: Sahil Sharma, Mukesh Gupta, Raj Kumar, N. S Bindra
Abstract:
This paper presents an experimental investigation on the optimization and the effect of the cutting parameters on Material Removal Rate (MRR) in Plasma Arc Cutting (PAC) of EN-45A Material using Taguchi L 16 orthogonal array method. Four process variables viz. cutting speed, current, stand-off-distance and plasma gas pressure have been considered for this experimental work. Analysis of variance (ANOVA) has been performed to get the percentage contribution of each process parameter for the response variable i.e. MRR. Based on ANOVA, it has been observed that the cutting speed, current and the plasma gas pressure are the major influencing factors that affect the response variable. Confirmation test based on optimal setting shows the better agreement with the predicted values.Keywords: Analysis of variance, Material removal rate, plasma arc cutting, Taguchi method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1252