Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12

Search results for: Gaussian process

12 Multiscale Modelization of Multilayered Bi-Dimensional Soils

Authors: I. Hosni, L. Bennaceur Farah, N. Saber, R Bennaceur


Soil moisture content is a key variable in many environmental sciences. Even though it represents a small proportion of the liquid freshwater on Earth, it modulates interactions between the land surface and the atmosphere, thereby influencing climate and weather. Accurate modeling of the above processes depends on the ability to provide a proper spatial characterization of soil moisture. The measurement of soil moisture content allows assessment of soil water resources in the field of hydrology and agronomy. The second parameter in interaction with the radar signal is the geometric structure of the soil. Most traditional electromagnetic models consider natural surfaces as single scale zero mean stationary Gaussian random processes. Roughness behavior is characterized by statistical parameters like the Root Mean Square (RMS) height and the correlation length. Then, the main problem is that the agreement between experimental measurements and theoretical values is usually poor due to the large variability of the correlation function, and as a consequence, backscattering models have often failed to predict correctly backscattering. In this study, surfaces are considered as band-limited fractal random processes corresponding to a superposition of a finite number of one-dimensional Gaussian process each one having a spatial scale. Multiscale roughness is characterized by two parameters, the first one is proportional to the RMS height, and the other one is related to the fractal dimension. Soil moisture is related to the complex dielectric constant. This multiscale description has been adapted to two-dimensional profiles using the bi-dimensional wavelet transform and the Mallat algorithm to describe more correctly natural surfaces. We characterize the soil surfaces and sub-surfaces by a three layers geo-electrical model. The upper layer is described by its dielectric constant, thickness, a multiscale bi-dimensional surface roughness model by using the wavelet transform and the Mallat algorithm, and volume scattering parameters. The lower layer is divided into three fictive layers separated by an assumed plane interface. These three layers were modeled by an effective medium characterized by an apparent effective dielectric constant taking into account the presence of air pockets in the soil. We have adopted the 2D multiscale three layers small perturbations model including, firstly air pockets in the soil sub-structure, and then a vegetable canopy in the soil surface structure, that is to simulate the radar backscattering. A sensitivity analysis of backscattering coefficient dependence on multiscale roughness and new soil moisture has been performed. Later, we proposed to change the dielectric constant of the multilayer medium because it takes into account the different moisture values of each layer in the soil. A sensitivity analysis of the backscattering coefficient, including the air pockets in the volume structure with respect to the multiscale roughness parameters and the apparent dielectric constant, was carried out. Finally, we proposed to study the behavior of the backscattering coefficient of the radar on a soil having a vegetable layer in its surface structure.

Keywords: Multiscale, bi-dimensional, wavelets, SPM, backscattering, multilayer, air pockets, vegetable.

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11 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap


Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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10 Learning the Dynamics of Articulated Tracked Vehicles

Authors: Mario Gianni, Manuel A. Ruiz Garcia, Fiora Pirri


In this work, we present a Bayesian non-parametric approach to model the motion control of ATVs. The motion control model is based on a Dirichlet Process-Gaussian Process (DP-GP) mixture model. The DP-GP mixture model provides a flexible representation of patterns of control manoeuvres along trajectories of different lengths and discretizations. The model also estimates the number of patterns, sufficient for modeling the dynamics of the ATV.

Keywords: Dirichlet processes, Gaussian processes, robot control learning, tracked vehicles.

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9 Using Gaussian Process in Wind Power Forecasting

Authors: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui


The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.

Keywords: Forecasting, Gaussian process, modeling, wind power.

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8 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park


We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: Multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, Importance sampling, approximate posterior distribution, Marginal likelihood evidence.

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7 Variational EM Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park


In this paper, we propose the variational EM inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multiclass. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.

Keywords: Bayesian rule, Gaussian process classification model with multiclass, Gaussian process prior, human action classification, laplace approximation, variational EM algorithm.

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6 The Effect of Measurement Distribution on System Identification and Detection of Behavior of Nonlinearities of Data

Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri


In this paper, we considered and applied parametric modeling for some experimental data of dynamical system. In this study, we investigated the different distribution of output measurement from some dynamical systems. Also, with variance processing in experimental data we obtained the region of nonlinearity in experimental data and then identification of output section is applied in different situation and data distribution. Finally, the effect of the spanning the measurement such as variance to identification and limitation of this approach is explained.

Keywords: Gaussian process, Nonlinearity distribution, Particle filter.

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5 Solving Single Machine Total Weighted Tardiness Problem Using Gaussian Process Regression

Authors: Wanatchapong Kongkaew


This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.


Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness.

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4 Gaussian Process Model Identification Using Artificial Bee Colony Algorithm and Its Application to Modeling of Power Systems

Authors: Tomohiro Hachino, Hitoshi Takata, Shigeru Nakayama, Ichiro Iimura, Seiji Fukushima, Yasutaka Igarashi


This paper presents a nonparametric identification of continuous-time nonlinear systems by using a Gaussian process (GP) model. The GP prior model is trained by artificial bee colony algorithm. The nonlinear function of the objective system is estimated as the predictive mean function of the GP, and the confidence measure of the estimated nonlinear function is given by the predictive covariance of the GP. The proposed identification method is applied to modeling of a simplified electric power system. Simulation results are shown to demonstrate the effectiveness of the proposed method.

Keywords: Artificial bee colony algorithm, Gaussian process model, identification, nonlinear system, electric power system.

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3 Short-Term Electric Load Forecasting Using Multiple Gaussian Process Models

Authors: Tomohiro Hachino, Hitoshi Takata, Seiji Fukushima, Yasutaka Igarashi


This paper presents a Gaussian process model-based short-term electric load forecasting. The Gaussian process model is a nonparametric model and the output of the model has Gaussian distribution with mean and variance. The multiple Gaussian process models as every hour ahead predictors are used to forecast future electric load demands up to 24 hours ahead in accordance with the direct forecasting approach. The separable least-squares approach that combines the linear least-squares method and genetic algorithm is applied to train these Gaussian process models. Simulation results are shown to demonstrate the effectiveness of the proposed electric load forecasting.

Keywords: Direct method, electric load forecasting, Gaussian process model, genetic algorithm, separable least-squares method.

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2 Modeling Oxygen-transfer by Multiple Plunging Jets using Support Vector Machines and Gaussian Process Regression Techniques

Authors: Surinder Deswal


The paper investigates the potential of support vector machines and Gaussian process based regression approaches to model the oxygen–transfer capacity from experimental data of multiple plunging jets oxygenation systems. The results suggest the utility of both the modeling techniques in the prediction of the overall volumetric oxygen transfer coefficient (KLa) from operational parameters of multiple plunging jets oxygenation system. The correlation coefficient root mean square error and coefficient of determination values of 0.971, 0.002 and 0.945 respectively were achieved by support vector machine in comparison to values of 0.960, 0.002 and 0.920 respectively achieved by Gaussian process regression. Further, the performances of both these regression approaches in predicting the overall volumetric oxygen transfer coefficient was compared with the empirical relationship for multiple plunging jets. A comparison of results suggests that support vector machines approach works well in comparison to both empirical relationship and Gaussian process approaches, and could successfully be employed in modeling oxygen-transfer.

Keywords: Oxygen-transfer, multiple plunging jets, support vector machines, Gaussian process.

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1 Simulation of Sample Paths of Non Gaussian Stationary Random Fields

Authors: Fabrice Poirion, Benedicte Puig


Mathematical justifications are given for a simulation technique of multivariate nonGaussian random processes and fields based on Rosenblatt-s transformation of Gaussian processes. Different types of convergences are given for the approaching sequence. Moreover an original numerical method is proposed in order to solve the functional equation yielding the underlying Gaussian process autocorrelation function.

Keywords: Simulation, nonGaussian, random field, multivariate, stochastic process.

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