Search results for: multivariate adaptive regression spline
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1688

Search results for: multivariate adaptive regression spline

1448 Improving Performance of World Wide Web by Adaptive Web Traffic Reduction

Authors: Achuthsankar S. Nair, J. S. Jayasudha

Abstract:

The ever increasing use of World Wide Web in the existing network, results in poor performance. Several techniques have been developed for reducing web traffic by compressing the size of the file, saving the web pages at the client side, changing the burst nature of traffic into constant rate etc. No single method was adequate enough to access the document instantly through the Internet. In this paper, adaptive hybrid algorithms are developed for reducing web traffic. Intelligent agents are used for monitoring the web traffic. Depending upon the bandwidth usage, user-s preferences, server and browser capabilities, intelligent agents use the best techniques to achieve maximum traffic reduction. Web caching, compression, filtering, optimization of HTML tags, and traffic dispersion are incorporated into this adaptive selection. Using this new hybrid technique, latency is reduced to 20 – 60 % and cache hit ratio is increased 40 – 82 %.

Keywords: Bandwidth, Congestion, Intelligent Agents, Prefetching, Web Caching.

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1447 Investigation of Interference Conditions in BFWA System Applying Adaptive TDD

Authors: Gábor Szládek, Balázs Héder, János Bitó

Abstract:

In a BFWA (Broadband Fixed Wireless Access Network) the evolved SINR (Signal to Interference plus Noise Ratio) is relevant influenced by the applied duplex method. The TDD (Time Division Duplex), especially adaptive TDD method has some advantage contrary to FDD (Frequency Division Duplex), for example the spectrum efficiency and flexibility. However these methods are suffering several new interference situations that can-t occur in a FDD system. This leads to reduced SINR in the covered area what could cause some connection outages. Therefore, countermeasure techniques against interference are necessary to apply in TDD systems. Synchronization is one way to handling the interference. In this paper the TDD systems – applying different system synchronization degree - will be compared by the evolved SINR at different locations of the BFWA service area and the percentage of the covered area by the system.

Keywords: Adaptive TDD, BFWA networks, duplex methods, intra system interferences.

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1446 A New Time-Frequency Speech Analysis Approach Based On Adaptive Fourier Decomposition

Authors: Liming Zhang

Abstract:

In this paper, a new adaptive Fourier decomposition (AFD) based time-frequency speech analysis approach is proposed. Given the fact that the fundamental frequency of speech signals often undergo fluctuation, the classical short-time Fourier transform (STFT) based spectrogram analysis suffers from the difficulty of window size selection. AFD is a newly developed signal decomposition theory. It is designed to deal with time-varying non-stationary signals. Its outstanding characteristic is to provide instantaneous frequency for each decomposed component, so the time-frequency analysis becomes easier. Experiments are conducted based on the sample sentence in TIMIT Acoustic-Phonetic Continuous Speech Corpus. The results show that the AFD based time-frequency distribution outperforms the STFT based one.

Keywords: Adaptive fourier decomposition, instantaneous frequency, speech analysis, time-frequency distribution.

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1445 Educational Quiz Board Games for Adaptive E-Learning

Authors: Boyan Bontchev, Dessislava Vassileva

Abstract:

Internet computer games turn to be more and more attractive within the context of technology enhanced learning. Educational games as quizzes and quests have gained significant success in appealing and motivating learners to study in a different way and provoke steadily increasing interest in new methods of application. Board games are specific group of games where figures are manipulated in competitive play mode with race conditions on a surface according predefined rules. The article represents a new, formalized model of traditional quizzes, puzzles and quests shown as multimedia board games which facilitates the construction process of such games. Authors provide different examples of quizzes and their models in order to demonstrate the model is quite general and does support not only quizzes, mazes and quests but also any set of teaching activities. The execution process of such models is explained and, as well, how they can be useful for creation and delivery of adaptive e-learning courseware.

Keywords: Quiz, board game, e-learning, adaptive.

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1444 An Artificial Immune System for a Multi Agent Robotics System

Authors: Chingtham Tejbanta Singh, Shivashankar B. Nair

Abstract:

This paper explores an application of an adaptive learning mechanism for robots based on the natural immune system. Most of the research carried out so far are based either on the innate or adaptive characteristics of the immune system, we present a combination of these to achieve behavior arbitration wherein a robot learns to detect vulnerable areas of a track and adapts to the required speed over such portions. The test bed comprises of two Lego robots deployed simultaneously on two predefined near concentric tracks with the outer robot capable of helping the inner one when it misaligns. The helper robot works in a damage-control mode by realigning itself to guide the other robot back onto its track. The panic-stricken robot records the conditions under which it was misaligned and learns to detect and adapt under similar conditions thereby making the overall system immune to such failures.

Keywords: Adaptive, AIS, Behavior Arbitration, ClonalSelection, Immune System, Innate, Robot, Self Healing.

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1443 Quality of Service Evaluation using a Combination of Fuzzy C-Means and Regression Model

Authors: Aboagela Dogman, Reza Saatchi, Samir Al-Khayatt

Abstract:

In this study, a network quality of service (QoS) evaluation system was proposed. The system used a combination of fuzzy C-means (FCM) and regression model to analyse and assess the QoS in a simulated network. Network QoS parameters of multimedia applications were intelligently analysed by FCM clustering algorithm. The QoS parameters for each FCM cluster centre were then inputted to a regression model in order to quantify the overall QoS. The proposed QoS evaluation system provided valuable information about the network-s QoS patterns and based on this information, the overall network-s QoS was effectively quantified.

Keywords: Fuzzy C-means; regression model, network quality of service

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1442 Defect Cause Modeling with Decision Tree and Regression Analysis

Authors: B. Bakır, İ. Batmaz, F. A. Güntürkün, İ. A. İpekçi, G. Köksal, N. E. Özdemirel

Abstract:

The main aim of this study is to identify the most influential variables that cause defects on the items produced by a casting company located in Turkey. To this end, one of the items produced by the company with high defective percentage rates is selected. Two approaches-the regression analysis and decision treesare used to model the relationship between process parameters and defect types. Although logistic regression models failed, decision tree model gives meaningful results. Based on these results, it can be claimed that the decision tree approach is a promising technique for determining the most important process variables.

Keywords: Casting industry, decision tree algorithm C5.0, logistic regression, quality improvement.

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1441 Adaptive Weighted Averaging Filter Using the Appropriate Number of Consecutive Frames

Authors: Mahmoud Saeidi, Ali Nazemipour

Abstract:

In this paper, we propose a novel adaptive spatiotemporal filter that utilizes image sequences in order to remove noise. The consecutive frames include: current, previous and next noisy frames. The filter proposed in this paper is based upon the weighted averaging pixels intensity and noise variance in image sequences. It utilizes the Appropriate Number of Consecutive Frames (ANCF) based on the noisy pixels intensity among the frames. The number of consecutive frames is adaptively calculated for each region in image and its value may change from one region to another region depending on the pixels intensity within the region. The weights are determined by a well-defined mathematical criterion, which is adaptive to the feature of spatiotemporal pixels of the consecutive frames. It is experimentally shown that the proposed filter can preserve image structures and edges under motion while suppressing noise, and thus can be effectively used in image sequences filtering. In addition, the AWA filter using ANCF is particularly well suited for filtering sequences that contain segments with abruptly changing scene content due to, for example, rapid zooming and changes in the view of the camera.

Keywords: Appropriate Number of Consecutive Frames, Adaptive Weighted Averaging, Motion Estimation, Noise Variance, Motion Compensation

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1440 Analysis of Equal cost Adaptive Routing Algorithms using Connection-Oriented and Connectionless Protocols

Authors: ER. Yashpaul Singh, A. Swarup

Abstract:

This research paper evaluates and compares the performance of equal cost adaptive multi-path routing algorithms taking the transport protocols TCP (Transmission Control Protocol) and UDP (User Datagram Protocol) using network simulator ns2 and concludes which one is better.

Keywords: Multi-path routing algorithm, Datagram, Virtual Circuit, Throughput, Network services.

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1439 Adaptive Square-Rooting Companding Technique for PAPR Reduction in OFDM Systems

Authors: Wisam F. Al-Azzo, Borhanuddin Mohd. Ali

Abstract:

This paper addresses the problem of peak-to-average power ratio (PAPR) in orthogonal frequency division multiplexing (OFDM) systems. It also introduces a new PAPR reduction technique based on adaptive square-rooting (SQRT) companding process. The SQRT process of the proposed technique changes the statistical characteristics of the OFDM output signals from Rayleigh distribution to Gaussian-like distribution. This change in statistical distribution results changes of both the peak and average power values of OFDM signals, and consequently reduces significantly the PAPR. For the 64QAM OFDM system using 512 subcarriers, up to 6 dB reduction in PAPR was achieved by square-rooting technique with fixed degradation in bit error rate (BER) equal to 3 dB. However, the PAPR is reduced at the expense of only -15 dB out-ofband spectral shoulder re-growth below the in-band signal level. The proposed adaptive SQRT technique is superior in terms of BER performance than the original, non-adaptive, square-rooting technique when the required reduction in PAPR is no more than 5 dB. Also, it provides fixed amount of PAPR reduction in which it is not available in the original SQRT technique.

Keywords: complementary cumulative distribution function(CCDF), OFDM, peak-to-average power ratio (PAPR), adaptivesquare-rooting PAPR reduction technique.

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1438 Average Switching Thresholds and Average Throughput for Adaptive Modulation using Markov Model

Authors: Essam S. Altubaishi

Abstract:

The motivation for adaptive modulation and coding is to adjust the method of transmission to ensure that the maximum efficiency is achieved over the link at all times. The receiver estimates the channel quality and reports it back to the transmitter. The transmitter then maps the reported quality into a link mode. This mapping however, is not a one-to-one mapping. In this paper we investigate a method for selecting the proper modulation scheme. This method can dynamically adapt the mapping of the Signal-to- Noise Ratio (SNR) into a link mode. It enables the use of the right modulation scheme irrespective of changes in the channel conditions by incorporating errors in the received data. We propose a Markov model for this method, and use it to derive the average switching thresholds and the average throughput. We show that the average throughput of this method outperforms the conventional threshold method.

Keywords: Adaptive modulation and coding, CDMA, Markov model.

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1437 Necessary Condition to Utilize Adaptive Control in Wind Turbine Systems to Improve Power System Stability

Authors: Javad Taherahmadi, Mohammad Jafarian, Mohammad Naser Asefi

Abstract:

The global capacity of wind power has dramatically increased in recent years. Therefore, improving the technology of wind turbines to take different advantages of this enormous potential in the power grid, could be interesting subject for scientists. The doubly-fed induction generator (DFIG) wind turbine is a popular system due to its many advantages such as the improved power quality, high energy efficiency and controllability, etc. With an increase in wind power penetration in the network and with regard to the flexible control of wind turbines, the use of wind turbine systems to improve the dynamic stability of power systems has been of significance importance for researchers. Subsynchronous oscillations are one of the important issues in the stability of power systems. Damping subsynchronous oscillations by using wind turbines has been studied in various research efforts, mainly by adding an auxiliary control loop to the control structure of the wind turbine. In most of the studies, this control loop is composed of linear blocks. In this paper, simple adaptive control is used for this purpose. In order to use an adaptive controller, the convergence of the controller should be verified. Since adaptive control parameters tend to optimum values in order to obtain optimum control performance, using this controller will help the wind turbines to have positive contribution in damping the network subsynchronous oscillations at different wind speeds and system operating points. In this paper, the application of simple adaptive control in DFIG wind turbine systems to improve the dynamic stability of power systems is studied and the essential condition for using this controller is considered. It is also shown that this controller has an insignificant effect on the dynamic stability of the wind turbine, itself.

Keywords: Almost strictly positive real, doubly-fed induction generator, simple adaptive control, subsynchronous oscillations, wind turbine.

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1436 Generating Normally Distributed Clusters by Means of a Self-organizing Growing Neural Network– An Application to Market Segmentation –

Authors: Reinhold Decker, Christian Holsing, Sascha Lerke

Abstract:

This paper presents a new growing neural network for cluster analysis and market segmentation, which optimizes the size and structure of clusters by iteratively checking them for multivariate normality. We combine the recently published SGNN approach [8] with the basic principle underlying the Gaussian-means algorithm [13] and the Mardia test for multivariate normality [18, 19]. The new approach distinguishes from existing ones by its holistic design and its great autonomy regarding the clustering process as a whole. Its performance is demonstrated by means of synthetic 2D data and by real lifestyle survey data usable for market segmentation.

Keywords: Artificial neural network, clustering, multivariatenormality, market segmentation, self-organization

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1435 Elimination Noise by Adaptive Wavelet Threshold

Authors: Iman Elyasi, Sadegh Zarmehi

Abstract:

Due to some reasons, observed images are degraded which are mainly caused by noise. Recently image denoising using the wavelet transform has been attracting much attention. Waveletbased approach provides a particularly useful method for image denoising when the preservation of edges in the scene is of importance because the local adaptivity is based explicitly on the values of the wavelet detail coefficients. In this paper, we propose several methods of noise removal from degraded images with Gaussian noise by using adaptive wavelet threshold (Bayes Shrink, Modified Bayes Shrink and Normal Shrink). The proposed thresholds are simple and adaptive to each subband because the parameters required for estimating the threshold depend on subband data. Experimental results show that the proposed thresholds remove noise significantly and preserve the edges in the scene.

Keywords: Image denoising, Bayes Shrink, Modified Bayes Shrink, Normal Shrink.

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1434 Applications of Prediction and Identification Using Adaptive DCMAC Neural Networks

Authors: Yu-Lin Liao, Ya-Fu Peng

Abstract:

An adaptive dynamic cerebellar model articulation controller (DCMAC) neural network used for solving the prediction and identification problem is proposed in this paper. The proposed DCMAC has superior capability to the conventional cerebellar model articulation controller (CMAC) neural network in efficient learning mechanism, guaranteed system stability and dynamic response. The recurrent network is embedded in the DCMAC by adding feedback connections in the association memory space so that the DCMAC captures the dynamic response, where the feedback units act as memory elements. The dynamic gradient descent method is adopted to adjust DCMAC parameters on-line. Moreover, the analytical method based on a Lyapunov function is proposed to determine the learning-rates of DCMAC so that the variable optimal learning-rates are derived to achieve most rapid convergence of identifying error. Finally, the adaptive DCMAC is applied in two computer simulations. Simulation results show that accurate identifying response and superior dynamic performance can be obtained because of the powerful on-line learning capability of the proposed DCMAC.

Keywords: adaptive, cerebellar model articulation controller, CMAC, prediction, identification

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1433 The Optimal Indirect Vector Controller Design via an Adaptive Tabu Search Algorithm

Authors: P. Sawatnatee, S. Udomsuk, K-N. Areerak, K-L. Areerak, A. Srikaew

Abstract:

The paper presents how to design the indirect vector control of three-phase induction motor drive systems using the artificial intelligence technique called the adaptive tabu search. The results from the simulation and the experiment show that the drive system with the controller designed from the proposed method can provide the best output speed response compared with those of the conventional method. The controller design using the proposed technique can be used to create the software package for engineers to achieve the optimal controller design of the induction motor speed control based on the indirect vector concept.

 

Keywords: Indirect Vector Control, Induction Motor, Adaptive Tabu Search, Control Design, Artificial Intelligence.

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1432 Adaptive Group of Pictures Structure Based On the Positions of Video Cuts

Authors: Lenka Krulikovská, Jaroslav Polec, Michal Martinovič

Abstract:

In this paper we propose a method which improves the efficiency of video coding. Our method combines an adaptive GOP (group of pictures) structure and the shot cut detection. We have analyzed different approaches for shot cut detection with aim to choose the most appropriate one. The next step is to situate N frames to the positions of detected cuts during the process of video encoding. Finally the efficiency of the proposed method is confirmed by simulations and the obtained results are compared with fixed GOP structures of sizes 4, 8, 12, 16, 32, 64, 128 and GOP structure with length of entire video. Proposed method achieved the gain in bit rate from 0.37% to 50.59%, while providing PSNR (Peak Signal-to-Noise Ratio) gain from 1.33% to 0.26% in comparison to simulated fixed GOP structures.

Keywords: Adaptive GOP structure, video coding, video content, shot cut detection.

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1431 Adaptive Fuzzy Control of Stewart Platform under Actuator Saturation

Authors: Dongsu Wu, Hongbin Gu, Peng Li

Abstract:

A novel adaptive fuzzy trajectory tracking algorithm of Stewart platform based motion platform is proposed to compensate path deviation and degradation of controller-s performance due to actuator torque limit. The algorithm can be divided into two parts: the real-time trajectory shaping part and the joint space adaptive fuzzy controller part. For a reference trajectory in task space whenever any of the actuators is saturated, the desired acceleration of the reference trajectory is modified on-line by using dynamic model of motion platform. Meanwhile an additional action with respect to the difference between the nominal and modified trajectories is utilized in the non-saturated region of actuators to reduce the path error. Using modified trajectory as input, the joint space controller incorporates compute torque controller, leg velocity observer and fuzzy disturbance observer with saturation compensation. It can ensure stability and tracking performance of controller in present of external disturbance and position only measurement. Simulation results verify the effectiveness of proposed control scheme.

Keywords: Actuator saturation, adaptive fuzzy control, Stewartplatform, trajectory shaping, flight simulator

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1430 An Adaptive ARQ – HARQ Method with Two RS Codes

Authors: Michal Martinovič, Jaroslav Polec, Kvetoslava Kotuliaková

Abstract:

In this paper we proposed multistage adaptive ARQ/HARQ/HARQ scheme. This method combines pure ARQ (Automatic Repeat reQuest) mode in low channel bit error rate and hybrid ARQ method using two different Reed-Solomon codes in middle and high error rate conditions. It follows, that our scheme has three stages. The main goal is to increase number of states in adaptive HARQ methods and be able to achieve maximum throughput for every channel bit error rate. We will prove the proposal by calculation and then with simulations in land mobile satellite channel environment. Optimization of scheme system parameters is described in order to maximize the throughput in the whole defined Signal-to- Noise Ratio (SNR) range in selected channel environment.

Keywords: Signal-to-noise ratio, throughput, forward error correction (FEC), pure and hybrid automatic repeat request (ARQ).

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1429 Density Estimation using Generalized Linear Model and a Linear Combination of Gaussians

Authors: Aly Farag, Ayman El-Baz, Refaat Mohamed

Abstract:

In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.

Keywords: Logistic regression model, Expectationmaximization, Segmentation.

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1428 Energy Map Construction using Adaptive Alpha Grey Prediction Model in WSNs

Authors: Surender Kumar Soni, Dhirendra Pratap Singh

Abstract:

Wireless Sensor Networks can be used to monitor the physical phenomenon in such areas where human approach is nearly impossible. Hence the limited power supply is the major constraint of the WSNs due to the use of non-rechargeable batteries in sensor nodes. A lot of researches are going on to reduce the energy consumption of sensor nodes. Energy map can be used with clustering, data dissemination and routing techniques to reduce the power consumption of WSNs. Energy map can also be used to know which part of the network is going to fail in near future. In this paper, Energy map is constructed using the prediction based approach. Adaptive alpha GM(1,1) model is used as the prediction model. GM(1,1) is being used worldwide in many applications for predicting future values of time series using some past values due to its high computational efficiency and accuracy.

Keywords: Adaptive Alpha GM(1, 1) Model, Energy Map, Prediction Based Data Reduction, Wireless Sensor Networks

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1427 Complexity of Mathematical Expressions in Adaptive Multimodal Multimedia System Ensuring Access to Mathematics for Visually Impaired Users

Authors: Ali Awde, Yacine Bellik, Chakib Tadj

Abstract:

Our adaptive multimodal system aims at correctly presenting a mathematical expression to visually impaired users. Given an interaction context (i.e. combination of user, environment and system resources) as well as the complexity of the expression itself and the user-s preferences, the suitability scores of different presentation format are calculated. Unlike the current state-of-the art solutions, our approach takes into account the user-s situation and not imposes a solution that is not suitable to his context and capacity. In this wok, we present our methodology for calculating the mathematical expression complexity and the results of our experiment. Finally, this paper discusses the concepts and principles applied on our system as well as their validation through cases studies. This work is our original contribution to an ongoing research to make informatics more accessible to handicapped users.

Keywords: Adaptive system, intelligent multi-agent system, mathematics for visually-impaired users.

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1426 Multiple Regression based Graphical Modeling for Images

Authors: Pavan S., Sridhar G., Sridhar V.

Abstract:

Super resolution is one of the commonly referred inference problems in computer vision. In the case of images, this problem is generally addressed using a graphical model framework wherein each node represents a portion of the image and the edges between the nodes represent the statistical dependencies. However, the large dimensionality of images along with the large number of possible states for a node makes the inference problem computationally intractable. In this paper, we propose a representation wherein each node can be represented as acombination of multiple regression functions. The proposed approach achieves a tradeoff between the computational complexity and inference accuracy by varying the number of regression functions for a node.

Keywords: Belief propagation, Graphical model, Regression, Super resolution.

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1425 Role of Customers in Stakeholders- Approach in Company Corporate Governance

Authors: Kolis Karel, Kubicek Ales

Abstract:

The purpose of this paper is to explore the relationship between the customers- issues in company corporate governance and the financial performance. At the beginning theoretical background consisting stakeholder theory and corporate governance is presented. On this theoretical background, the empirical research is built, collecting data of 60 Czech joint stock companies- boards considering their relationships with customers. Correlation analysis and multivariate regression analysis were employed to test the sample on two hypotheses. The weak positive correlation between stakeholder approach and the company size was identified. But both hypotheses were not supported, because there was no significant relation of independent variables to financial performance.

Keywords: customers, stakeholder theory, corporate governance, financial performance

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1424 Empirical Statistical Modeling of Rainfall Prediction over Myanmar

Authors: Wint Thida Zaw, Thinn Thu Naing

Abstract:

One of the essential sectors of Myanmar economy is agriculture which is sensitive to climate variation. The most important climatic element which impacts on agriculture sector is rainfall. Thus rainfall prediction becomes an important issue in agriculture country. Multi variables polynomial regression (MPR) provides an effective way to describe complex nonlinear input output relationships so that an outcome variable can be predicted from the other or others. In this paper, the modeling of monthly rainfall prediction over Myanmar is described in detail by applying the polynomial regression equation. The proposed model results are compared to the results produced by multiple linear regression model (MLR). Experiments indicate that the prediction model based on MPR has higher accuracy than using MLR.

Keywords: Polynomial Regression, Rainfall Forecasting, Statistical forecasting.

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1423 The Application of Adaptive Tabu Search Algorithm and Averaging Model to the Optimal Controller Design of Buck Converters

Authors: T. Sopapirm, K-N. Areerak, K-L. Areerak, A. Srikaew

Abstract:

The paper presents the applications of artificial intelligence technique called adaptive tabu search to design the controller of a buck converter. The averaging model derived from the DQ and generalized state-space averaging methods is applied to simulate the system during a searching process. The simulations using such averaging model require the faster computational time compared with that of the full topology model from the software packages. The reported model is suitable for the work in the paper in which the repeating calculation is needed for searching the best solution. The results will show that the proposed design technique can provide the better output waveforms compared with those designed from the classical method.

Keywords: Buck converter, adaptive tabu search, DQ method, generalized state-space averaging method, modeling and simulation

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1422 Diagnosing the Cause and its Timing of Changes in Multivariate Process Mean Vector from Quality Control Charts using Artificial Neural Network

Authors: Farzaneh Ahmadzadeh

Abstract:

Quality control charts are very effective in detecting out of control signals but when a control chart signals an out of control condition of the process mean, searching for a special cause in the vicinity of the signal time would not always lead to prompt identification of the source(s) of the out of control condition as the change point in the process parameter(s) is usually different from the signal time. It is very important to manufacturer to determine at what point and which parameters in the past caused the signal. Early warning of process change would expedite the search for the special causes and enhance quality at lower cost. In this paper the quality variables under investigation are assumed to follow a multivariate normal distribution with known means and variance-covariance matrix and the process means after one step change remain at the new level until the special cause is being identified and removed, also it is supposed that only one variable could be changed at the same time. This research applies artificial neural network (ANN) to identify the time the change occurred and the parameter which caused the change or shift. The performance of the approach was assessed through a computer simulation experiment. The results show that neural network performs effectively and equally well for the whole shift magnitude which has been considered.

Keywords: Artificial neural network, change point estimation, monte carlo simulation, multivariate exponentially weighted movingaverage

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1421 Adaptive Kalman Filter for Noise Estimation and Identification with Bayesian Approach

Authors: Farhad Asadi, S. Hossein Sadati

Abstract:

Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained. 

Keywords: adaptive filtering, Bayesian approach Kalman filtering approach, variance tracking

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1420 Estimation of Time -Varying Linear Regression with Unknown Time -Volatility via Continuous Generalization of the Akaike Information Criterion

Authors: Elena Ezhova, Vadim Mottl, Olga Krasotkina

Abstract:

The problem of estimating time-varying regression is inevitably concerned with the necessity to choose the appropriate level of model volatility - ranging from the full stationarity of instant regression models to their absolute independence of each other. In the stationary case the number of regression coefficients to be estimated equals that of regressors, whereas the absence of any smoothness assumptions augments the dimension of the unknown vector by the factor of the time-series length. The Akaike Information Criterion is a commonly adopted means of adjusting a model to the given data set within a succession of nested parametric model classes, but its crucial restriction is that the classes are rigidly defined by the growing integer-valued dimension of the unknown vector. To make the Kullback information maximization principle underlying the classical AIC applicable to the problem of time-varying regression estimation, we extend it onto a wider class of data models in which the dimension of the parameter is fixed, but the freedom of its values is softly constrained by a family of continuously nested a priori probability distributions.

Keywords: Time varying regression, time-volatility of regression coefficients, Akaike Information Criterion (AIC), Kullback information maximization principle.

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1419 Comparison of Neural Network and Logistic Regression Methods to Predict Xerostomia after Radiotherapy

Authors: Hui-Min Ting, Tsair-Fwu Lee, Ming-Yuan Cho, Pei-Ju Chao, Chun-Ming Chang, Long-Chang Chen, Fu-Min Fang

Abstract:

To evaluate the ability to predict xerostomia after radiotherapy, we constructed and compared neural network and logistic regression models. In this study, 61 patients who completed a questionnaire about their quality of life (QoL) before and after a full course of radiation therapy were included. Based on this questionnaire, some statistical data about the condition of the patients’ salivary glands were obtained, and these subjects were included as the inputs of the neural network and logistic regression models in order to predict the probability of xerostomia. Seven variables were then selected from the statistical data according to Cramer’s V and point-biserial correlation values and were trained by each model to obtain the respective outputs which were 0.88 and 0.89 for AUC, 9.20 and 7.65 for SSE, and 13.7% and 19.0% for MAPE, respectively. These parameters demonstrate that both neural network and logistic regression methods are effective for predicting conditions of parotid glands.

Keywords: NPC, ANN, logistic regression, xerostomia.

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