Search results for: Bayesian estimation theory
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2695

Search results for: Bayesian estimation theory

2515 A Metric-Set and Model Suggestion for Better Software Project Cost Estimation

Authors: Murat Ayyıldız, Oya Kalıpsız, Sırma Yavuz

Abstract:

Software project effort estimation is frequently seen as complex and expensive for individual software engineers. Software production is in a crisis. It suffers from excessive costs. Software production is often out of control. It has been suggested that software production is out of control because we do not measure. You cannot control what you cannot measure. During last decade, a number of researches on cost estimation have been conducted. The metric-set selection has a vital role in software cost estimation studies; its importance has been ignored especially in neural network based studies. In this study we have explored the reasons of those disappointing results and implemented different neural network models using augmented new metrics. The results obtained are compared with previous studies using traditional metrics. To be able to make comparisons, two types of data have been used. The first part of the data is taken from the Constructive Cost Model (COCOMO'81) which is commonly used in previous studies and the second part is collected according to new metrics in a leading international company in Turkey. The accuracy of the selected metrics and the data samples are verified using statistical techniques. The model presented here is based on Multi-Layer Perceptron (MLP). Another difficulty associated with the cost estimation studies is the fact that the data collection requires time and care. To make a more thorough use of the samples collected, k-fold, cross validation method is also implemented. It is concluded that, as long as an accurate and quantifiable set of metrics are defined and measured correctly, neural networks can be applied in software cost estimation studies with success

Keywords: Software Metrics, Software Cost Estimation, Neural Network.

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2514 On Generalizing Rough Set Theory via using a Filter

Authors: Serkan Narlı, Ahmet Z. Ozcelik

Abstract:

The theory of rough sets is generalized by using a filter. The filter is induced by binary relations and it is used to generalize the basic rough set concepts. The knowledge representations and processing of binary relations in the style of rough set theory are investigated.

Keywords: Rough set, fuzzy set, membership function, knowledge representation and processing, information theory

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2513 Unsupervised Segmentation by Hidden Markov Chain with Bi-dimensional Observed Process

Authors: Abdelali Joumad, Abdelaziz Nasroallah

Abstract:

In unsupervised segmentation context, we propose a bi-dimensional hidden Markov chain model (X,Y) that we adapt to the image segmentation problem. The bi-dimensional observed process Y = (Y 1, Y 2) is such that Y 1 represents the noisy image and Y 2 represents a noisy supplementary information on the image, for example a noisy proportion of pixels of the same type in a neighborhood of the current pixel. The proposed model can be seen as a competitive alternative to the Hilbert-Peano scan. We propose a bayesian algorithm to estimate parameters of the considered model. The performance of this algorithm is globally favorable, compared to the bi-dimensional EM algorithm through numerical and visual data.

Keywords: Image segmentation, Hidden Markov chain with a bi-dimensional observed process, Peano-Hilbert scan, Bayesian approach, MCMC methods, Bi-dimensional EM algorithm.

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2512 A Reasoning Method of Cyber-Attack Attribution Based on Threat Intelligence

Authors: Li Qiang, Yang Ze-Ming, Liu Bao-Xu, Jiang Zheng-Wei

Abstract:

With the increasing complexity of cyberspace security, the cyber-attack attribution has become an important challenge of the security protection systems. The difficult points of cyber-attack attribution were forced on the problems of huge data handling and key data missing. According to this situation, this paper presented a reasoning method of cyber-attack attribution based on threat intelligence. The method utilizes the intrusion kill chain model and Bayesian network to build attack chain and evidence chain of cyber-attack on threat intelligence platform through data calculation, analysis and reasoning. Then, we used a number of cyber-attack events which we have observed and analyzed to test the reasoning method and demo system, the result of testing indicates that the reasoning method can provide certain help in cyber-attack attribution.

Keywords: Reasoning, Bayesian networks, cyber-attack attribution, kill chain, threat intelligence.

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2511 Comparative Analysis of the Software Effort Estimation Models

Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon

Abstract:

Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.

Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

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2510 Bayes Net Classifiers for Prediction of Renal Graft Status and Survival Period

Authors: Jiakai Li, Gursel Serpen, Steven Selman, Matt Franchetti, Mike Riesen, Cynthia Schneider

Abstract:

This paper presents the development of a Bayesian belief network classifier for prediction of graft status and survival period in renal transplantation using the patient profile information prior to the transplantation. The objective was to explore feasibility of developing a decision making tool for identifying the most suitable recipient among the candidate pool members. The dataset was compiled from the University of Toledo Medical Center Hospital patients as reported to the United Network Organ Sharing, and had 1228 patient records for the period covering 1987 through 2009. The Bayes net classifiers were developed using the Weka machine learning software workbench. Two separate classifiers were induced from the data set, one to predict the status of the graft as either failed or living, and a second classifier to predict the graft survival period. The classifier for graft status prediction performed very well with a prediction accuracy of 97.8% and true positive values of 0.967 and 0.988 for the living and failed classes, respectively. The second classifier to predict the graft survival period yielded a prediction accuracy of 68.2% and a true positive rate of 0.85 for the class representing those instances with kidneys failing during the first year following transplantation. Simulation results indicated that it is feasible to develop a successful Bayesian belief network classifier for prediction of graft status, but not the graft survival period, using the information in UNOS database.

Keywords: Bayesian network classifier, renal transplantation, graft survival period, United Network for Organ Sharing

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2509 Spread Spectrum Code Estimationby Particle Swarm Algorithm

Authors: Vahid R. Asghari, Mehrdad Ardebilipour

Abstract:

In the context of spectrum surveillance, a new method to recover the code of spread spectrum signal is presented, while the receiver has no knowledge of the transmitter-s spreading sequence. In our previous paper, we used Genetic algorithm (GA), to recover spreading code. Although genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems, but nonetheless, by increasing the length of the code, we will often lead to an unacceptable slow convergence speed. To solve this problem we introduce Particle Swarm Optimization (PSO) into code estimation in spread spectrum communication system. In searching process for code estimation, the PSO algorithm has the merits of rapid convergence to the global optimum, without being trapped in local suboptimum, and good robustness to noise. In this paper we describe how to implement PSO as a component of a searching algorithm in code estimation. Swarm intelligence boasts a number of advantages due to the use of mobile agents. Some of them are: Scalability, Fault tolerance, Adaptation, Speed, Modularity, Autonomy, and Parallelism. These properties make swarm intelligence very attractive for spread spectrum code estimation. They also make swarm intelligence suitable for a variety of other kinds of channels. Our results compare between swarm-based algorithms and Genetic algorithms, and also show PSO algorithm performance in code estimation process.

Keywords: Code estimation, Particle Swarm Optimization(PSO), Spread spectrum.

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2508 Weak Measurement Theory for Discrete Scales

Authors: Jan Newmarch

Abstract:

With the increasing spread of computers and the internet among culturally, linguistically and geographically diverse communities, issues of internationalization and localization and becoming increasingly important. For some of the issues such as different scales for length and temperature, there is a well-developed measurement theory. For others such as date formats no such theory will be possible. This paper fills a gap by developing a measurement theory for a class of scales previously overlooked, based on discrete and interval-valued scales such as spanner and shoe sizes. The paper gives a theoretical foundation for a class of data representation problems.

Keywords: Data representation, internationalisation, localisation, measurement theory.

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2507 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.

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2506 An Improved Algorithm for Channel Estimations of OFDM System based Pilot Signal

Authors: Ahmed N. H. Alnuaimy, Mahamod Ismail, Mohd. A. M. Ali, Kasmiran Jumari, Ayman A. El-Saleh

Abstract:

This paper presents a new algorithm for the channel estimation of the OFDM system based on a pilot signal for the new generation of high data rate communication systems. In orthogonal frequency division multiplexing (OFDM) systems over fast-varying fading channels, channel estimation and tracking is generally carried out by transmitting known pilot symbols in given positions of the frequency-time grid. In this paper, we propose to derive an improved algorithm based on the calculation of the mean and the variance of the adjacent pilot signals for a specific distribution of the pilot signals in the OFDM frequency-time grid then calculating of the entire unknown channel coefficients from the equation of the mean and the variance. Simulation results shows that the performance of the OFDM system increase as the length of the channel increase where the accuracy of the estimated channel will be increased using this low complexity algorithm, also the number of the pilot signal needed to be inserted in the OFDM signal will be reduced which lead to increase in the throughput of the signal over the OFDM system in compared with other type of the distribution such as Comb type and Block type channel estimation.

Keywords: Channel estimation, orthogonal frequency divisionmultiplexing (OFDM), comb type channel estimation, block typechannel estimation.

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2505 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.

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2504 Assessing the Relation between Theory of Multiple Algebras and Universal Algebras

Authors: Mona Taheri

Abstract:

In this study, we examine multiple algebras and algebraic structures derived from them and by stating a theory on multiple algebras; we will show that the theory of multiple algebras is a natural extension of the theory of universal algebras. Also, we will treat equivalence relations on multiple algebras, for which the quotient constructed modulo them is a universal algebra and will study the basic relation and the fundamental algebra in question. In this study, by stating the characteristic theorem of multiple algebras, we show that the theory of multiple algebras is a natural extension of the theory of universal algebras.

Keywords: multiple algebras , universal algebras

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2503 Performances Comparison of Neural Architectures for On-Line Speed Estimation in Sensorless IM Drives

Authors: K.Sedhuraman, S.Himavathi, A.Muthuramalingam

Abstract:

The performance of sensor-less controlled induction motor drive depends on the accuracy of the estimated speed. Conventional estimation techniques being mathematically complex require more execution time resulting in poor dynamic response. The nonlinear mapping capability and powerful learning algorithms of neural network provides a promising alternative for on-line speed estimation. The on-line speed estimator requires the NN model to be accurate, simpler in design, structurally compact and computationally less complex to ensure faster execution and effective control in real time implementation. This in turn to a large extent depends on the type of Neural Architecture. This paper investigates three types of neural architectures for on-line speed estimation and their performance is compared in terms of accuracy, structural compactness, computational complexity and execution time. The suitable neural architecture for on-line speed estimation is identified and the promising results obtained are presented.

Keywords: Sensorless IM drives, rotor speed estimators, artificial neural network, feed- forward architecture, single neuron cascaded architecture.

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2502 Estimation of Component Reusability through Reusability Metrics

Authors: Aditya Pratap Singh, Pradeep Tomar

Abstract:

Software reusability is an essential characteristic of Component-Based Software (CBS). The component reusability is an important assess for the effective reuse of components in CBS. The attributes of reusability proposed by various researchers are studied and four of them are identified as potential factors affecting reusability. This paper proposes metric for reusability estimation of black-box software component along with metrics for Interface Complexity, Understandability, Customizability and Reliability. An experiment is performed for estimation of reusability through a case study on a sample web application using a real world component.

Keywords: Component-based software, component reusability, customizability, interface complexity, reliability, understandability.

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2501 Learning User Keystroke Patterns for Authentication

Authors: Ying Zhao

Abstract:

Keystroke authentication is a new access control system to identify legitimate users via their typing behavior. In this paper, machine learning techniques are adapted for keystroke authentication. Seven learning methods are used to build models to differentiate user keystroke patterns. The selected classification methods are Decision Tree, Naive Bayesian, Instance Based Learning, Decision Table, One Rule, Random Tree and K-star. Among these methods, three of them are studied in more details. The results show that machine learning is a feasible alternative for keystroke authentication. Compared to the conventional Nearest Neighbour method in the recent research, learning methods especially Decision Tree can be more accurate. In addition, the experiment results reveal that 3-Grams is more accurate than 2-Grams and 4-Grams for feature extraction. Also, combination of attributes tend to result higher accuracy.

Keywords: Keystroke Authentication, Pattern recognition, MachineLearning, Instance-based Learning, Bayesian, Decision Tree.

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2500 Distributed Estimation Using an Improved Incremental Distributed LMS Algorithm

Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

Abstract:

In this paper we consider the problem of distributed adaptive estimation in wireless sensor networks for two different observation noise conditions. In the first case, we assume that there are some sensors with high observation noise variance (noisy sensors) in the network. In the second case, different variance for observation noise is assumed among the sensors which is more close to real scenario. In both cases, an initial estimate of each sensor-s observation noise is obtained. For the first case, we show that when there are such sensors in the network, the performance of conventional distributed adaptive estimation algorithms such as incremental distributed least mean square (IDLMS) algorithm drastically decreases. In addition, detecting and ignoring these sensors leads to a better performance in a sense of estimation. In the next step, we propose a simple algorithm to detect theses noisy sensors and modify the IDLMS algorithm to deal with noisy sensors. For the second case, we propose a new algorithm in which the step-size parameter is adjusted for each sensor according to its observation noise variance. As the simulation results show, the proposed methods outperforms the IDLMS algorithm in the same condition.

Keywords: Distributes estimation, sensor networks, adaptive filter, IDLMS.

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2499 Development of Cooling Demand by Computerize

Authors: Bobby Anak John, Zamri Noranai, Md. Norrizam Mohmad Jaat, Hamidon Salleh, Mohammad Zainal Md Yusof

Abstract:

Air conditioning is mainly use as human comfort cooling medium. It use more in high temperatures are country such as Malaysia. Proper estimation of cooling load will archive ideal temperature. Without proper estimation can lead to over estimation or under estimation. The ideal temperature should be comfort enough. This study is to develop a program to calculate an ideal cooling load demand, which is match with heat gain. Through this study, it is easy to calculate cooling load estimation. Objective of this study are to develop user-friendly and easy excess cooling load program. This is to insure the cooling load can be estimate by any of the individual rather than them using rule-of-thumb. Developed software is carryout by using Matlab-GUI. These developments are only valid for common building in Malaysia only. An office building was select as case study to verify the applicable and accuracy of develop software. In conclusion, the main objective has successfully where developed software is user friendly and easily to estimate cooling load demand.

Keywords: Cooling Load, Heat Gain, Building and GUI.

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2498 Influence of Noise on the Inference of Dynamic Bayesian Networks from Short Time Series

Authors: Frank Emmert Streib, Matthias Dehmer, Gökhan H. Bakır, Max Mühlhauser

Abstract:

In this paper we investigate the influence of external noise on the inference of network structures. The purpose of our simulations is to gain insights in the experimental design of microarray experiments to infer, e.g., transcription regulatory networks from microarray experiments. Here external noise means, that the dynamics of the system under investigation, e.g., temporal changes of mRNA concentration, is affected by measurement errors. Additionally to external noise another problem occurs in the context of microarray experiments. Practically, it is not possible to monitor the mRNA concentration over an arbitrary long time period as demanded by the statistical methods used to learn the underlying network structure. For this reason, we use only short time series to make our simulations more biologically plausible.

Keywords: Dynamic Bayesian networks, structure learning, gene networks, Markov chain Monte Carlo, microarray data.

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2497 Craniometric Analysis of Foramen Magnum for Estimation of Sex

Authors: Tanuj Kanchan, Anadi Gupta, Kewal Krishan

Abstract:

Human skull is shown to exhibit numerous sexually dimorphic traits. Estimation of sex is a challenging task especially when a part of skull is brought for medicolegal investigation. The present research was planned to evaluate the sexing potential of the dimensions of foramen magnum in forensic identification by craniometric analysis. Length and breadth of the foramen magnum was measured using Vernier calipers and the area of foramen magnum was calculated. The length, breadth, and area of foramen magnum were found to be larger in males than females. Sexual dimorphism index was calculated to estimate the sexing potential of each variable. The study observations are suggestive of the limited utility of the craniometric analysis of foramen magnum during the examination of skull and its parts in estimation of sex.

Keywords: Forensic Anthropology, Skeletal remains, Identification, Sex estimation, Foramen magnum.

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2496 Change Detection and Non Stationary Signals Tracking by Adaptive Filtering

Authors: Mounira RouaÐùnia, Noureddine Doghmane

Abstract:

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

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

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2495 Multistage Data Envelopment Analysis Model for Malmquist Productivity Index Using Grey's System Theory to Evaluate Performance of Electric Power Supply Chain in Iran

Authors: Mesbaholdin Salami, Farzad Movahedi Sobhani, Mohammad Sadegh Ghazizadeh

Abstract:

Evaluation of organizational performance is among the most important measures that help organizations and entities continuously improve their efficiency. Organizations can use the existing data and results from the comparison of units under investigation to obtain an estimation of their performance. The Malmquist Productivity Index (MPI) is an important index in the evaluation of overall productivity, which considers technological developments and technical efficiency at the same time. This article proposed a model based on the multistage MPI, considering limited data (Grey’s theory). This model can evaluate the performance of units using limited and uncertain data in a multistage process. It was applied by the electricity market manager to Iran’s electric power supply chain (EPSC), which contains uncertain data, to evaluate the performance of its actors. Results from solving the model showed an improvement in the accuracy of future performance of the units under investigation, using the Grey’s system theory. This model can be used in all case studies, in which MPI is used and there are limited or uncertain data.

Keywords: Malmquist Index, Grey's Theory, Charnes Cooper & Rhodes (CCR) Model, network data envelopment analysis, Iran electricity power chain.

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2494 Performance Analysis of MUSIC, Root-MUSIC and ESPRIT DOA Estimation Algorithm

Authors: N. P. Waweru, D. B. O. Konditi, P. K. Langat

Abstract:

Direction of Arrival estimation refers to defining a mathematical function called a pseudospectrum that gives an indication of the angle a signal is impinging on the antenna array. This estimation is an efficient method of improving the quality of service in a communication system by focusing the reception and transmission only in the estimated direction thereby increasing fidelity with a provision to suppress interferers. This improvement is largely dependent on the performance of the algorithm employed in the estimation. Many DOA algorithms exists amongst which are MUSIC, Root-MUSIC and ESPRIT. In this paper, performance of these three algorithms is analyzed in terms of complexity, accuracy as assessed and characterized by the CRLB and memory requirements in various environments and array sizes. It is found that the three algorithms are high resolution and dependent on the operating environment and the array size. 

Keywords: Direction of Arrival, Autocorrelation matrix, Eigenvalue decomposition, MUSIC, ESPRIT, CRLB.

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2493 Kalman Filter Gain Elimination in Linear Estimation

Authors: Nicholas D. Assimakis

Abstract:

In linear estimation, the traditional Kalman filter uses the Kalman filter gain in order to produce estimation and prediction of the n-dimensional state vector using the m-dimensional measurement vector. The computation of the Kalman filter gain requires the inversion of an m x m matrix in every iteration. In this paper, a variation of the Kalman filter eliminating the Kalman filter gain is proposed. In the time varying case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix and the inversion of an m x m matrix in every iteration. In the time invariant case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix in every iteration. The proposed Kalman filter gain elimination algorithm may be faster than the conventional Kalman filter, depending on the model dimensions.

Keywords: Discrete time, linear estimation, Kalman filter, Kalman filter gain.

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2492 Object Speed Estimation by using Fuzzy Set

Authors: Hossein Pazhoumand-Dar, Amir Mohsen Toliyat Abolhassani, Ehsan Saeedi

Abstract:

Speed estimation is one of the important and practical tasks in machine vision, Robotic and Mechatronic. the availability of high quality and inexpensive video cameras, and the increasing need for automated video analysis has generated a great deal of interest in machine vision algorithms. Numerous approaches for speed estimation have been proposed. So classification and survey of the proposed methods can be very useful. The goal of this paper is first to review and verify these methods. Then we will propose a novel algorithm to estimate the speed of moving object by using fuzzy concept. There is a direct relation between motion blur parameters and object speed. In our new approach we will use Radon transform to find direction of blurred image, and Fuzzy sets to estimate motion blur length. The most benefit of this algorithm is its robustness and precision in noisy images. Our method was tested on many images with different range of SNR and is satisfiable.

Keywords: Blur Analysis, Fuzzy sets, Speed estimation.

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2491 Hazard Rate Estimation of Temporal Point Process, Case Study: Earthquake Hazard Rate in Nusatenggara Region

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

Abstract:

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

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

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2490 A Robust Frequency Offset Estimation Scheme for OFDM System with Cyclic Delay Diversity

Authors: Won-Jae Shin, Young-Hwan You

Abstract:

Cyclic delay diversity (CDD) is a simple technique to intentionally increase frequency selectivity of channels for orthogonal frequency division multiplexing (OFDM).This paper proposes a residual carrier frequency offset (RFO) estimation scheme for OFDMbased broadcasting system using CDD. In order to improve the RFO estimation, this paper addresses a decision scheme of the amount of cyclic delay and pilot pattern used to estimate the RFO. By computer simulation, the proposed estimator is shown to benefit form propoerly chosen delay parameter and perform robustly.

Keywords: OFDM, cyclic delay diversity, FM system, synchronization

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2489 Impact of Exchange Rate on Macroeconomic Indicators

Authors: Aleksandre Ergeshidze

Abstract:

The exchange rate is a pivotal pricing instrument that simultaneously impacts various components of the economy. Depreciation of nominal exchange rate is export promoting, which might be a desired export-led growth policy, and particularly critical to closing-down the widening current account imbalance. However, negative effects resulting from high dollarization and high share of imported intermediate inputs can outweigh positive effect. The aim of this research is to quantify impact of change in nominal exchange rate and test contractionary depreciation hypothesis on Georgian economy using structural and Bayesian vector autoregression. According to the acquired results, appreciation of nominal exchange rate is expected to decrease inflation, monetary policy rate, interest rate on domestic currency loans and economic growth in the medium run; however, impact on economic growth in the short run is statistically not significant.

Keywords: Bayesian vector autoregression, contractionary depreciation, dollarization, nominal exchange rate, structural vector autoregression.

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2488 Image Modeling Using Gibbs-Markov Random Field and Support Vector Machines Algorithm

Authors: Refaat M Mohamed, Ayman El-Baz, Aly A. Farag

Abstract:

This paper introduces a novel approach to estimate the clique potentials of Gibbs Markov random field (GMRF) models using the Support Vector Machines (SVM) algorithm and the Mean Field (MF) theory. The proposed approach is based on modeling the potential function associated with each clique shape of the GMRF model as a Gaussian-shaped kernel. In turn, the energy function of the GMRF will be in the form of a weighted sum of Gaussian kernels. This formulation of the GMRF model urges the use of the SVM with the Mean Field theory applied for its learning for estimating the energy function. The approach has been tested on synthetic texture images and is shown to provide satisfactory results in retrieving the synthesizing parameters.

Keywords: Image Modeling, MRF, Parameters Estimation, SVM Learning.

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2487 Enhancing Predictive Accuracy in Pharmaceutical Sales Through an Ensemble Kernel Gaussian Process Regression Approach

Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf

Abstract:

This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matérn, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matérn, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.

Keywords: Gaussian Process Regression, Ensemble Kernels, Bayesian Optimization, Pharmaceutical Sales Analysis, Time Series Forecasting, Data Analysis.

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2486 Likelihood Estimation for Stochastic Epidemics with Heterogeneous Mixing Populations

Authors: Yilun Shang

Abstract:

We consider a heterogeneously mixing SIR stochastic epidemic process in populations described by a general graph. Likelihood theory is developed to facilitate statistic inference for the parameters of the model under complete observation. We show that these estimators are asymptotically Gaussian unbiased estimates by using a martingale central limit theorem.

Keywords: statistic inference, maximum likelihood, epidemicmodel, heterogeneous mixing.

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