Search results for: statistical convergence

Authors: Talaat S. El-Danaf

Abstract:

In this paper, we develop quartic nonpolynomial spline method for the numerical solution of third order two point boundary value problems. It is shown that the new method gives approximations, which are better than those produced by other spline methods. Convergence analysis of the method is discussed through standard procedures. Two numerical examples are given to illustrate the applicability and efficiency of the novel method.

Keywords: Quartic nonpolynomial spline, Two-point boundary value problem.

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Authors: Wint Thida Zaw, Thinn Thu Naing

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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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Authors: Minghui Wang, Juntao Zhang

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An inversion-free iterative algorithm is presented for solving nonlinear matrix equation with a stepsize parameter t. The existence of the maximal solution is discussed in detail, and the method for finding it is proposed. Finally, two numerical examples are reported that show the efficiency of the method.

Keywords: Inversion-free method, Hermitian positive definite solution, Maximal solution, Convergence.

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Authors: Libin Wu, Bainian Li

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In This Article We establish moment inequality of dependent random variables,furthermore some theorems of strong law of large numbers and complete convergence for sequences of dependent random variables. In particular, independent and identically distributed Marcinkiewicz Law of large numbers are generalized to the case of m0-dependent sequences.

Keywords: Lacunary System, Generalized Gaussian, NA sequences, strong law of large numbers.

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Authors: Bainian Li, Kongsheng Zhang

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Strong law of large numbers and complete convergence for sequences of *-mixing random variables are investigated. In particular, Teicher-s strong law of large numbers for independent random variables are generalized to the case of *-mixing random sequences and extended to independent and identically distributed Marcinkiewicz Law of large numbers for *-mixing.

Keywords: mixing squences, strong law of large numbers, martingale differences, Lacunary System

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Authors: Amir Abolfazl Suratgar, Mohammad Bagher Tavakoli, Abbas Hoseinabadi

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In this paper a modification on Levenberg-Marquardt algorithm for MLP neural network learning is proposed. The proposed algorithm has good convergence. This method reduces the amount of oscillation in learning procedure. An example is given to show usefulness of this method. Finally a simulation verifies the results of proposed method.

Keywords: Levenberg-Marquardt, modification, neural network, variable learning rate.

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Authors: Aneta Oblouková, Eva Vítková

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The article deals with the issue of water and sewerage charge rate prices in the Czech Republic. The research is specifically focused on the analysis of the development of the average prices of water and sewerage charge rate in the Czech Republic in 1994-2021 and on the validation of the chosen methodology relevant for the prediction of the development of the average prices of water and sewerage charge rate in the Czech Republic. The research is based on data collection. The data for this research were obtained from the Czech Statistical Office. The aim of the paper is to validate the relevance of the mathematical linear trend estimate technique for the calculation of the predicted average prices of water and sewerage charge rates. The real values of the average prices of water and sewerage charge rates in the Czech Republic in 1994-2018 were obtained from the Czech Statistical Office and were converted into a mathematical equation. The same type of real data was obtained from the Czech Statistical Office for 2019-2021. Prediction of the average prices of water and sewerage charge rates in the Czech Republic in 2019-2021 was also calculated using a chosen method – a linear trend estimation technique. The values obtained from the Czech Statistical Office and the values calculated using the chosen methodology were subsequently compared. The research result is a validation of the chosen mathematical technique to be a suitable technique for this research.

Keywords: Czech Republic, linear trend estimation, price prediction, water and sewerage charge rate.

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Authors: Chang Hsueh-Sheng, Chen Tzu-Ling

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Earthquake is an unpredictable natural disaster and intensive earthquakes have caused serious impacts on social-economic system, environmental and social resilience. Conventional ways to mitigate earthquake disaster are to enhance building codes and advance structural engineering measures. However, earthquake-induced ground damage such as liquefaction, land subsidence, landslide happen on places nearby earthquake prone or poor soil condition areas. Therefore, this study uses spatial statistical analysis to explore the spatial pattern of damaged buildings. Afterwards, principle components analysis (PCA) is applied to categorize the similar features in different kinds of clustered patterns. The results show that serious landslide prone area, close to fault, vegetated ground surface and mudslide prone area are common in those highly damaged buildings. In addition, the oldest building might not be directly referred to the most vulnerable one. In fact, it seems that buildings built between 1974 and 1989 become more fragile during the earthquake. The incorporation of both spatial statistical analyses and PCA can provide more accurate information to subsidize retrofit programs to enhance earthquake resistance in particular areas.

Keywords: Earthquake disaster, spatial statistical analysis, principle components analysis, clustered patterns.

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Authors: Jae Wook Shin, Ju-man Song, Hyun-Taek Choi, Poo Gyeon Park

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This paper introduces a new variable step-size APA with decorrelation of AR input process is based on the MSD analysis. To achieve a fast convergence rate and a small steady-state estimation error, he proposed algorithm uses variable step size that is determined by minimising the MSD. In addition, experimental results show that the proposed algorithm is achieved better performance than the other algorithms.

Keywords: adaptive filter, affine projection algorithm, variable step size.

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Authors: Gilberto Gonzalez-A , Israel Nuñez

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A bond graph model of an electrical transformer including the nonlinear saturation is presented. A nonlinear observer for the transformer based on multivariable circle criterion in the physical domain is proposed. In order to show the saturation and hysteresis effects on the electrical transformer, simulation results are obtained. Finally, the paper describes that convergence of the estimates to the true states is achieved.

Keywords: Bond graph, nonlinear observer, electrical transformer, nonlinear saturation.

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Authors: Young-Seok Choi

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We present a normalized LMS (NLMS) algorithm with robust regularization. Unlike conventional NLMS with the fixed regularization parameter, the proposed approach dynamically updates the regularization parameter. By exploiting a gradient descent direction, we derive a computationally efficient and robust update scheme for the regularization parameter. In simulation, we demonstrate the proposed algorithm outperforms conventional NLMS algorithms in terms of convergence rate and misadjustment error.

Keywords: Regularization, normalized LMS, system identification, robustness.

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Authors: Yan Su, L. C. Chan

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A novel typical day prediction model have been built and validated by the measured data of a grid-connected solar photovoltaic (PV) system in Macau. Unlike conventional statistical method used by previous study on PV systems which get results by averaging nearby continuous points, the present typical day statistical method obtain the value at every minute in a typical day by averaging discontinuous points at the same minute in different days. This typical day statistical method based on discontinuous point averaging makes it possible for us to obtain the Gaussian shape dynamical distributions for solar irradiance and output power in a yearly or monthly typical day. Based on the yearly typical day statistical analysis results, the maximum possible accumulated output energy in a year with on site climate conditions and the corresponding optimal PV system running time are obtained. Periodic Gaussian shape prediction models for solar irradiance, output energy and system energy efficiency have been built and their coefficients have been determined based on the yearly, maximum and minimum monthly typical day Gaussian distribution parameters, which are obtained from iterations for minimum Root Mean Squared Deviation (RMSD). With the present model, the dynamical effects due to time difference in a day are kept and the day to day uncertainty due to weather changing are smoothed but still included. The periodic Gaussian shape correlations for solar irradiance, output power and system energy efficiency have been compared favorably with data of the PV system in Macau and proved to be an improvement than previous models.

Keywords: Grid Connected, RMSD, Solar PV System, Typical Day.

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Authors: Tanuj Kumar, Rakesh Kumar Bajaj

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In the present paper, we analyze the vague reliability of k-out-of-n : G system (particularly, series and parallel system) with independent and non-identically distributed components, where the reliability of the components are unknown. The reliability of each component has been estimated using statistical confidence interval approach. Then we converted these statistical confidence interval into triangular intuitionistic fuzzy numbers. Based on these triangular intuitionistic fuzzy numbers, the reliability of the k-out-of-n : G system has been calculated. Further, in order to implement the proposed methodology and to analyze the results of k-out-of-n : G system, a numerical example has been provided.

Keywords: Vague set, vague reliability, triangular intuitionistic fuzzy number, k-out-of-n : G system, series and parallel system.

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Authors: Bahman Ramezani Gourabi

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Drought is one of the most important natural disasters which is probable to occur in all regions with completely different climates and in addition to causing death. It results in many economic losses and social consequences. For this reason. Studying the effects and losses caused by drought which include limitation or shortage of agricultural and drinking water resources. Decreased rainfall and increased evapotranspiration. Limited plant growth and decreased agricultural products. Especially those of dry-farming. Lower levels of surface and ground waters and increased immigrations. Etc. in the country is statistical period (1988-2007) for six stations in Roudbar town were used for statistical analysis and calculating humid and dry years. The dependable rainfall index (DRI) was the main method used in this research. Results showed that during the said statistical period and also during the years 1996-1998 and 2007. more than half of the stations had faced drought. With consideration of the conducted studies. Drawing diagrams and comparing the available data with those of dry and humid years it was found that drought affected agricultural products (e.g.olive) in a way that during the year 1996 1996 drought. Olive groves of Roudbar suffered the greatest damages. Whereupon about 70% of the crops were lost.

Keywords: Dependable rainfall, drought, annual rainfall, roudbar, olive, gilan.

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Authors: Guangbin Wang, Deyu Sun, Fuping Tan

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In this paper, we present new preconditioned modified accelerated overrelaxation (MAOR) method for solving linear systems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned MAOR method converges faster than the MAOR method whenever the MAOR method is convergent. Finally, we give one numerical example to confirm our theoretical results.

Keywords: preconditioned, MAOR method, linear system, convergence, comparison.

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Authors: E. Khorram, S.M. Mirzababaei

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Everyday the usages of the Internet increase and simply a world of the data become accessible. Network providers do not want to let the provided services to be used in harmful or terrorist affairs, so they used a variety of methods to protect the special regions from the harmful data. One of the most important methods is supposed to be the firewall. Firewall stops the transfer of such packets through several ways, but in some cases they do not use firewall because of its blind packet stopping, high process power needed and expensive prices. Here we have proposed a method to find a discriminate function to distinguish between usual packets and harmful ones by the statistical processing on the network router logs. So an administrator can alarm to the user. This method is very fast and can be used simply in adjacent with the Internet routers.

Keywords: Data Mining, Firewall, Optimization, Packetclassification, Statistical Pattern Recognition.

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Authors: Nino Abesadze, Marine Mindorashvili, Nino Paresashvili

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At present actual tourism indicators cannot be calculated in Georgia, making it impossible to perform their quantitative analysis. Therefore, the study conducted by us is highly important from a theoretical as well as practical standpoint. The main purpose of the article is to make complex statistical analysis of tourist expenses of foreign visitors and to calculate statistical attractiveness indices of the tourism potential of Georgia. During the research, the method involving random and proportional selection has been applied. Computer software SPSS was used to compute statistical data for corresponding analysis. Corresponding methodology of tourism statistics was implemented according to international standards. Important information was collected and grouped from major Georgian airports, and a representative population of foreign visitors and a rule of selection of respondents were determined. The results show a trend of growth in tourist numbers and the share of tourists from post-soviet countries are constantly increasing. The level of satisfaction with tourist facilities and quality of service has improved, but still we have a problem of disparity between the service quality and the prices. The design of tourist expenses of foreign visitors is diverse; competitiveness of tourist products of Georgian tourist companies is higher. Attractiveness of popular cities of Georgia has increased by 43%.

Keywords: Tourist, expenses, indexes, statistics, analysis.

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Authors: Alaa Al Hawari, Mohammad Khader, Tarek Zayed, Osama Moselhi

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In this paper, an effective non-destructive, noninvasive approach for leak detection was proposed. The process relies on analyzing thermal images collected by an IR viewer device that captures thermo-grams. In this study a statistical analysis of the collected thermal images of the ground surface along the expected leak location followed by a visual inspection of the thermo-grams was performed in order to locate the leak. In order to verify the applicability of the proposed approach the predicted leak location from the developed approach was compared with the real leak location. The results showed that the expected leak location was successfully identified with an accuracy of more than 95%.

Keywords: Thermography, Leakage, Water pipelines, Thermograms.

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Authors: Miklos Palfia

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An iterative definition of any n variable mean function is given in this article, which iteratively uses the two-variable form of the corresponding two-variable mean function. This extension method omits recursivity which is an important improvement compared with certain recursive formulas given before by Ando-Li-Mathias, Petz- Temesi. Furthermore it is conjectured here that this iterative algorithm coincides with the solution of the Riemann centroid minimization problem. Certain simulations are given here to compare the convergence rate of the different algorithms given in the literature. These algorithms will be the gradient and the Newton mehod for the Riemann centroid computation.

Keywords: Means, matrix means, operator means, geometric mean, Riemannian center of mass.

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Authors: Peter Baranyi, Gyorgy Persa, Adam Csapo

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Cognitive Infocommunications (CogInfoCom) is a new research direction which has emerged as the synergic convergence of infocommunications and the cognitive sciences. In this paper, we provide the definition of CogInfoCom, and propose an architectural framework for the interaction-oriented design of CogInfoCom systems. We provide the outlines of an application example of the interaction-oriented architecture, and briefly discuss its main characteristics.

Keywords: Cognitive infocommunications, CogInfoCom, Cognitive Infocommunication Channels, CogInfoCom channels

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Authors: M. K. Hasan, Y. H. Ng, J. Sulaiman

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This paper present the implementation of a new ordering strategy on Successive Overrelaxation scheme on two dimensional boundary value problems. The strategy involve two directions alternatingly; from top and bottom of the solution domain. The method shows to significantly reduce the iteration number to converge. Four numerical experiments were carried out to examine the performance of the new strategy.

Keywords: Two dimensional boundary value problems, Successive Overrelaxation scheme, Alternating Top-Bottom strategy, fast convergence

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Authors: Suman Senapati, Goutam Saha

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This work presents a fusion of Log Gabor Wavelet (LGW) and Maximum a Posteriori (MAP) estimator as a speech enhancement tool for acoustical background noise reduction. The probability density function (pdf) of the speech spectral amplitude is approximated by a Generalized Laplacian Distribution (GLD). Compared to earlier estimators the proposed method estimates the underlying statistical model more accurately by appropriately choosing the model parameters of GLD. Experimental results show that the proposed estimator yields a higher improvement in Segmental Signal-to-Noise Ratio (S-SNR) and lower Log-Spectral Distortion (LSD) in two different noisy environments compared to other estimators.

Keywords: Speech Enhancement, Generalized Laplacian Distribution, Log Gabor Wavelet, Bayesian MAP Marginal Estimator.

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Authors: Yusuke Uchiyama, Hidetoshi Konno

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We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.

Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.

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Authors: Filiz Ersoz, Taner Ersoz, Tugrul Bayraktar

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Renewable energy is referred to as "clean energy" and common popular support for the use of renewable energy (RE) is to provide electricity with zero carbon dioxide emissions. This study provides useful insight into the European Union (EU) RE, especially, into electricity generation obtained from renewables, and their targets. The objective of this study is to identify groups of European countries, using multivariate statistical analysis and selected indicators. The hierarchical clustering method is used to decide the number of clusters for EU countries. The conducted statistical hierarchical cluster analysis is based on the Ward’s clustering method and squared Euclidean distances. Hierarchical cluster analysis identified eight distinct clusters of European countries. Then, non-hierarchical clustering (k-means) method was applied. Discriminant analysis was used to determine the validity of the results with data normalized by Z score transformation. To explore the relationship between the selected indicators, correlation coefficients were computed. The results of the study reveal the current situation of RE in European Union Member States.

Keywords: Share of electricity generation, CO2 emission, targets, multivariate methods, hierarchical clustering, K-means clustering, discriminant analyzed, correlation, EU member countries.

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Authors: Seyed Habib A. Rahmati, Arash Haji Karimi, Reza Saffari, Zeeya Rashvand

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An important official knowledge in each country is to have a comprehensive knowledge about markets of each group of products. Drink markets are one the most important markets of each country as a sub-group of nourishment markets. This paper is going to study these markets in Iran. To do so, first, two drink products are selected as pilot, including milk and concentrate. Then, for each product, two groups of information are estimated for the last five years, including 1) total consumption (demand) and 2) total production. Finally, the two groups of productions are compared statistically by means of two statistical tests called t test and Mann- Whitney test. The implemented Different related tables and figures are also illustrated to show the method more explicitly.

Keywords: Market evaluation, Drink, Estimation, Mann- Whitney test

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Authors: Jana Kaděrová, Miroslav Vořechovský

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The presented paper copes with an experimental evaluation of a model based on modified Weibull size effect theory. Classical statistical Weibull theory was modified by introducing a new parameter (correlation length lp) representing the spatial autocorrelation of a random mechanical properties of material. This size effect modification was observed on two different materials used in civil engineering: unreinforced (plain) concrete and multi-filament yarns made of alkaliresistant (AR) glass which are used for textile-reinforced concrete. The behavior under flexural, resp. tensile loading was investigated by laboratory experiments. A high number of specimens of different sizes was tested to obtain statistically significant data which were subsequently corrected and statistically processed. Due to a distortion of the measured displacements caused by the unstiff experiment device, only the maximal load values were statistically evaluated. Results of the experiments showed a decreasing strength with an increasing sample length. Size effect curves were obtained and the correlation length was fitted according to measured data. Results did not exclude the existence of the proposed new parameter lp.

Keywords: Statistical size effect, concrete, multi filaments yarns, experiment, autocorrelation length.

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Authors: Ming-Ta Yang, Jin-Lung Guan, Jhy-Cherng Gu

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The purpose of this paper is to solve the problem of protecting aerial lines from high impedance faults (HIFs) in distribution systems. This investigation successfully applies 3I0 zero sequence current to solve HIF problems. The feature extraction system based on discrete wavelet transform (DWT) and the feature identification technique found on statistical confidence are then applied to discriminate effectively between the HIFs and the switch operations. Based on continuous wavelet transform (CWT) pattern recognition of HIFs is proposed, also. Staged fault testing results demonstrate that the proposed wavelet based algorithm is feasible performance well.

Keywords: Continuous wavelet transform, discrete wavelet transform, high impedance faults, statistical confidence.

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Authors: A. Sharma, R. Tewari, S. K. Soni

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Biofuels production has come forth as a future technology to combat the problem of depleting fossil fuels. Bio-based ethanol production from enzymatic lignocellulosic biomass degradation serves an efficient method and catching the eye of scientific community. High cost of the enzyme is the major obstacle in preventing the commercialization of this process. Thus main objective of the present study was to optimize composition of medium components for enhancing cellulase production by newly isolated strain of Bacillus tequilensis. Nineteen factors were taken into account using statistical Plackett-Burman Design. The significant variables influencing the cellulose production were further employed in statistical Response Surface Methodology using Central Composite Design for maximizing cellulase production. The optimum medium composition for cellulase production was: peptone (4.94 g/L), ammonium chloride (4.99 g/L), yeast extract (2.00 g/L), Tween-20 (0.53 g/L), calcium chloride (0.20 g/L) and cobalt chloride (0.60 g/L) with pH 7, agitation speed 150 rpm and 72 h incubation at 37oC. Analysis of variance (ANOVA) revealed high coefficient of determination (R2) of 0.99. Maximum cellulase productivity of 11.5 IU/ml was observed against the model predicted value of 13 IU/ml. This was found to be optimally active at 60oC and pH 5.5.

Keywords: Bacillus tequilensis, CMCase, Submerged Fermentation, Optimization, Plackett-Burman Design, Response Surface Methodology.

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Authors: M. A. Talha, M. Osman Gani, M. Ferdows

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This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number P_r, magnetic field parameter M, Peclet number P_e, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.

Keywords: Convection flow, internal heat generation, similarity, spectral method, numerical analysis, Williamson nanofluid.

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Authors: Sylvester A. Aye, Philippus S. Heyns

Abstract:

The effect of the rotational speed and axial torque on the diagnostics of tapered rolling element bearing defects was investigated. The accelerometer was mounted on the bearing housing and connected to Sound and Vibration Analyzer (SVAN 958) and was used to measure the accelerations from the bearing housing. The data obtained from the bearing was processed to detect damage of the bearing using statistical tools and the results were subsequently analyzed to see if bearing damage had been captured. From this study it can be seen that damage is more evident when the bearing is loaded. Also, at the incipient stage of damage the crest factor and kurtosis values are high but as time progresses the crest factors and kurtosis values decrease whereas the peak and RMS values are low at the incipient stage but increase with damage.

Keywords: crest factor, damage detection, kurtosis, RMS, tapered roller bearing.

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