Search results for: fluctuation in statistical characteristics
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3677

Search results for: fluctuation in statistical characteristics

3677 Investigation on Performance of Change Point Algorithm in Time Series Dynamical Regimes and Effect of Data Characteristics

Authors: Farhad Asadi, Mohammad Javad Mollakazemi

Abstract:

In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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3676 Temporal Signal Processing by Inference Bayesian Approach for Detection of Abrupt Variation of Statistical Characteristics of Noisy Signals

Authors: Farhad Asadi, Hossein Sadati

Abstract:

In fields such as neuroscience and especially in cognition modeling of mental processes, uncertainty processing in temporal zone of signal is vital. In this paper, Bayesian online inferences in estimation of change-points location in signal are constructed. This method separated the observed signal into independent series and studies the change and variation of the regime of data locally with related statistical characteristics. We give conditions on simulations of the method when the data characteristics of signals vary, and provide empirical evidence to show the performance of method. It is verified that correlation between series around the change point location and its characteristics such as Signal to Noise Ratios and mean value of signal has important factor on fluctuating in finding proper location of change point. And one of the main contributions of this study is related to representing of these influences of signal statistical characteristics for finding abrupt variation in signal. There are two different structures for simulations which in first case one abrupt change in temporal section of signal is considered with variable position and secondly multiple variations are considered. Finally, influence of statistical characteristic for changing the location of change point is explained in details in simulation results with different artificial signals.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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3675 Wall Pressure Fluctuations in Naturally Developing Boundary Layer Flows on Axisymmetric Bodies

Authors: Chinsuk Hong

Abstract:

This paper investigates the characteristics of wall pressure fluctuations in naturally developing boundary layer flows on axisymmetric bodies experimentally. The axisymmetric body has a modified ellipsoidal blunt nose. Flush-mounted microphones are used to measure the wall pressure fluctuations in the boundary layer flow over the body. The measurements are performed in a low noise wind tunnel. It is found that the correlation between the flow regime and the characteristics of the pressure fluctuations is distinct. The process from small fluctuation in laminar flow to large fluctuation in turbulent flow is investigated. Tollmien-Schlichting wave (T-S wave) is found to generate and develop in transition. Because of the T-S wave, the wall pressure fluctuations in the transition region are higher than those in the turbulent boundary layer.

Keywords: Wall Pressure Fluctuation, Boundary Layer Flow, Transition, Turbulent Flow, Axisymmetric Body, Flow Noise.

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3674 Statistical Description of Wave Interactions in 1D Defect Turbulence

Authors: Yusuke Uchiyama, Hidetoshi Konno

Abstract:

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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3673 The Relationship between Fluctuation of Biological Signal: Finger Plethysmogram in Conversation and Anthropophobic Tendency

Authors: Haruo Okabayashi

Abstract:

Human biological signals (pulse wave and brain wave, etc.) have a rhythm which shows fluctuations. This study investigates the relationship between fluctuations of biological signals which are shown by a finger plethysmogram (i.e., finger pulse wave) in conversation and anthropophobic tendency, and identifies whether the fluctuation could be an index of mental health. 32 college students participated in the experiment. The finger plethysmogram of each subject was measured in the following conversation situations: Fun memory talking/listening situation and regrettable memory talking/ listening situation for three minutes each. Lyspect 3.5 was used to collect the data of the finger plethysmogram. Since Lyspect calculates the Lyapunov spectrum, it is possible to obtain the largest Lyapunov exponent (LLE). LLE is an indicator of the fluctuation and shows the degree to which a measure is going away from close proximity to the track in a dynamical system. Before the finger plethysmogram experiment, each participant took the psychological test questionnaire “Anthropophobic Scale.” The scale measures the social phobia trend close to the consciousness of social phobia. It is revealed that there is a remarkable relationship between the fluctuation of the finger plethysmography and anthropophobic tendency scale in talking about a regrettable story in conversation: The participants (N=15) who have a low anthropophobic tendency show significantly more fluctuation of finger pulse waves than the participants (N=17) who have a high anthropophobic tendency (F (1, 31) =5.66, p<0.05). That is, the participants who have a low anthropophobic tendency make conversation flexibly using large fluctuation of biological signal; on the other hand, the participants who have a high anthropophobic tendency constrain a conversation because of small fluctuation. Therefore, fluctuation is not an error but an important drive to make better relationships with others and go towards the development of interaction. In considering mental health, the fluctuation of biological signals would be an important indicator.

Keywords: Anthropophobic tendency, finger plethymogram, fluctuation of biological signal, LLE.

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3672 Analysis of the Structural Fluctuation of the Permitted Building Areas and Housing Distribution Ratios - Focused on 5 Cities Including Bucheon

Authors: Cheon Sik Min, Hyeong Wook Song, Sook Yeon Shim, Hoon Chang

Abstract:

The purpose of this study was to analyze the correlation between permitted building areas and housing distribution ratios and their fluctuation, and test a distribution model during 3 successive governments in 5 cities including Bucheon in reference to the time series administrative data, and thereby, interpret the results of the analysis in association with the policies pursued by the successive governments to examine the structural fluctuation of permitted building areas and housing distribution ratios. In order to analyze the fluctuation of permitted building areas and housing distribution ratios during 3 successive governments and examine the cycles of the time series data, the spectral analysis was performed, and in order to analyze the correlation between permitted building areas and housing distribution ratios, the tabulation was performed to describe the correlations statistically, and in order to explain about differences of fluctuation distribution of permitted building areas and housing distribution ratios among 3 governments, the goodness of fit test was conducted.

Keywords: The Permitted Building Areas, Housing Distribution Ratios, the Structural Fluctuation.

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3671 Signal Processing Approach to Study Multifractality and Singularity of Solar Wind Speed Time Series

Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee

Abstract:

This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1st January, 1997 to 28th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.

Keywords: Detrended fluctuation analysis, generalized Hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis.

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3670 Piezoelectric Power Output Predictions Using Single-Phase Flow to Power Flow Meters

Authors: Umar Alhaji Mukhtar, Abubakar Mohammed El-jummah

Abstract:

This research involved the utilization of fluid flow energy to predict power output using Lead Zirconate Titanate (PZT) piezoelectric stacks. The aim of this work is to extract energy from a controlled level of pressure fluctuation in single-phase flow which forms a part of the energy harvesting technology that powers flow meters. A device- Perspex box was developed and fixed to 50.8 mm rig to induce pressure fluctuation in the flow. An experimental test was carried out using the single-phase water flow in the developed rig in order to measure the power output generation from the piezoelectric stacks. 16 sets of experimental tests were conducted to ensure the maximum output result. The acquired signal of the pressure fluctuation was used to simulate the expected electrical output from the piezoelectric material. The results showed a maximum output voltage of 12 V with an instantaneous output power of 1 µW generated, when the pressure amplitude is 2.6 kPa at a frequency of 2.4 Hz.

Keywords: Energy harvesting, experimental test, perspex rig, pressure fluctuation.

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3669 Statistical Characteristics of Distribution of Radiation-Induced Defects under Random Generation

Authors: Pavlo Selyshchev

Abstract:

We consider fluctuations of defects density taking into account their interaction. Stochastic field of displacement generation rate gives random defect distribution. We determinate statistical characteristics (mean and dispersion) of random field of point defect distribution as function of defect generation parameters, temperature and properties of irradiated crystal.

 

Keywords: Irradiation, Primary Defects, Interaction, Fluctuations.

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3668 Investigation on Pore Water Pressure in Core of Karkheh Dam

Authors: Bahar Razavi, Mansour Parehkar, Ali Gholami

Abstract:

Pore water pressure is normally because of consolidation, compaction and water level fluctuation on reservoir. Measuring, controlling and analyzing of pore water pressure have significant importance in both of construction and operation period. Since end of 2002, (dam start up) nature of KARKHEH dam has been analyzed by using the gathered information from instrumentation system of dam. In this lecture dam condition after start up have been analyzed by using the gathered data from located piezometers in core of dam. According to TERZAGHI equation and records of piezometers, consolidation lasted around five years during early years of construction stage, and current pore water pressure in core of dam is caused by water level fluctuation in reservoir. Although there is time lag between water level fluctuation and results of piezometers. These time lags have been checked and the results clearly show that one of the most important causes of it is distance between piezometer and reservoir.

Keywords: Earth dam, Reservoir, Piezometer, Terzaghi, Consolidation

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3667 Epileptic Seizure Prediction by Exploiting Signal Transitions Phenomena

Authors: Mohammad Zavid Parvez, Manoranjan Paul

Abstract:

A seizure prediction method is proposed by extracting global features using phase correlation between adjacent epochs for detecting relative changes and local features using fluctuation/ deviation within an epoch for determining fine changes of different EEG signals. A classifier and a regularization technique are applied for the reduction of false alarms and improvement of the overall prediction accuracy. The experiments show that the proposed method outperforms the state-of-the-art methods and provides high prediction accuracy (i.e., 97.70%) with low false alarm using EEG signals in different brain locations from a benchmark data set.

Keywords: Epilepsy, Seizure, Phase Correlation, Fluctuation, Deviation.

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3666 An Evolutionary Statistical Learning Theory

Authors: Sung-Hae Jun, Kyung-Whan Oh

Abstract:

Statistical learning theory was developed by Vapnik. It is a learning theory based on Vapnik-Chervonenkis dimension. It also has been used in learning models as good analytical tools. In general, a learning theory has had several problems. Some of them are local optima and over-fitting problems. As well, statistical learning theory has same problems because the kernel type, kernel parameters, and regularization constant C are determined subjectively by the art of researchers. So, we propose an evolutionary statistical learning theory to settle the problems of original statistical learning theory. Combining evolutionary computing into statistical learning theory, our theory is constructed. We verify improved performances of an evolutionary statistical learning theory using data sets from KDD cup.

Keywords: Evolutionary computing, Local optima, Over-fitting, Statistical learning theory

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3665 A New Performance Characterization of Transient Analysis Method

Authors: José Peralta, Gabriela Peretti, Eduardo Romero, Carlos Marqués

Abstract:

This paper proposes a new performance characterization for the test strategy intended for second order filters denominated Transient Analysis Method (TRAM). We evaluate the ability of the addressed test strategy for detecting deviation faults under simultaneous statistical fluctuation of the non-faulty parameters. For this purpose, we use Monte Carlo simulations and a fault model that considers as faulty only one component of the filter under test while the others components adopt random values (within their tolerance band) obtained from their statistical distributions. The new data reported here show (for the filters under study) the presence of hard-to-test components and relatively low fault coverage values for small deviation faults. These results suggest that the fault coverage value obtained using only nominal values for the non-faulty components (the traditional evaluation of TRAM) seem to be a poor predictor of the test performance.

Keywords: testing, fault analysis, analog filter test, parametric faults detection.

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3664 Flow Characteristics of Pulp Liquid in Straight Ducts

Authors: M. Sumida

Abstract:

An experimental investigation was performed on pulp liquid flow in straight ducts with a square cross section. Fully developed steady flow was visualized and the fiber concentration was obtained using a light-section method developed by the author et al. The obtained results reveal quantitatively, in a definite form, the distribution of the fiber concentration. From the results and measurements of pressure loss, it is found that the flow characteristics of pulp liquid in ducts can be classified into five patterns. The relationships among the distributions of mean and fluctuation of fiber concentration, the pressure loss and the flow velocity are discussed, and then the features for each pattern are extracted. The degree of nonuniformity of the fiber concentration, which is indicated by the standard deviation of its distribution, is decreased from 0.3 to 0.05 with an increase in the velocity of the tested pulp liquid from 0.4 to 0.8%.

Keywords: Fiber Concentration, Flow Characteristic, Pulp Liquid, Straight Duct.

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3663 Exploring the Spatial Characteristics of Mortality Map: A Statistical Area Perspective

Authors: Jung-Hong Hong, Jing-Cen Yang, Cai-Yu Ou

Abstract:

The analysis of geographic inequality heavily relies on the use of location-enabled statistical data and quantitative measures to present the spatial patterns of the selected phenomena and analyze their differences. To protect the privacy of individual instance and link to administrative units, point-based datasets are spatially aggregated to area-based statistical datasets, where only the overall status for the selected levels of spatial units is used for decision making. The partition of the spatial units thus has dominant influence on the outcomes of the analyzed results, well known as the Modifiable Areal Unit Problem (MAUP). A new spatial reference framework, the Taiwan Geographical Statistical Classification (TGSC), was recently introduced in Taiwan based on the spatial partition principles of homogeneous consideration of the number of population and households. Comparing to the outcomes of the traditional township units, TGSC provides additional levels of spatial units with finer granularity for presenting spatial phenomena and enables domain experts to select appropriate dissemination level for publishing statistical data. This paper compares the results of respectively using TGSC and township unit on the mortality data and examines the spatial characteristics of their outcomes. For the mortality data between the period of January 1st, 2008 and December 31st, 2010 of the Taitung County, the all-cause age-standardized death rate (ASDR) ranges from 571 to 1757 per 100,000 persons, whereas the 2nd dissemination area (TGSC) shows greater variation, ranged from 0 to 2222 per 100,000. The finer granularity of spatial units of TGSC clearly provides better outcomes for identifying and evaluating the geographic inequality and can be further analyzed with the statistical measures from other perspectives (e.g., population, area, environment.). The management and analysis of the statistical data referring to the TGSC in this research is strongly supported by the use of Geographic Information System (GIS) technology. An integrated workflow that consists of the tasks of the processing of death certificates, the geocoding of street address, the quality assurance of geocoded results, the automatic calculation of statistic measures, the standardized encoding of measures and the geo-visualization of statistical outcomes is developed. This paper also introduces a set of auxiliary measures from a geographic distribution perspective to further examine the hidden spatial characteristics of mortality data and justify the analyzed results. With the common statistical area framework like TGSC, the preliminary results demonstrate promising potential for developing a web-based statistical service that can effectively access domain statistical data and present the analyzed outcomes in meaningful ways to avoid wrong decision making.

Keywords: Mortality map, spatial patterns, statistical area, variation.

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3662 Exchange Rate Volatility, Its Determinants and Effects on the Manufacturing Sector in Nigeria

Authors: Chimaobi V. Okolo, Onyinye S. Ugwuanyi, Kenneth A. Okpala

Abstract:

This study evaluated the effect of exchange rate volatility on the manufacturing sector of Nigeria. The flow and stock market theories of exchange rate determination was adopted considering macroeconomic determinants such as balance of trade, trade openness, and net international investment. Furthermore, the influence of changes in parallel exchange rate, official exchange rate and real effective exchange rate was modeled on the manufacturing sector output. Vector autoregression techniques and vector error correction mechanism were adopted to explore the macroeconomic determinants of exchange rate fluctuation in Nigeria and to examine the influence of exchange rate volatility on the manufacturing sector output in Nigeria. The exchange rate showed an unstable and volatile movement in Nigeria. Official exchange rate significantly impacted on the manufacturing sector of Nigeria and shock to previous manufacturing sector output caused 60.76% of the fluctuation in the manufacturing sector output in Nigeria. Trade balance, trade openness and net international investments did not significantly determine exchange rate in Nigeria. However, own shock accounted for about 95% of the variation of exchange rate fluctuation in the short-run and long-run. Among other macroeconomic variables, net international investment accounted for about 2.85% variation of the real effective exchange rate fluctuation in the short-run and in the long-run. Monetary authorities should maintain stability of the exchange rates through proper management so as to encourage local production and government should formulate and implement policies that will develop other sectors of the economy as this will widen the country’s revenue base, reduce our over reliance on oil sector for our foreign exchange earnings and in turn reduce the shocks on our domestic economy.

Keywords: Exchange rate volatility, exchange rate determinants, manufacturing sector, official exchange rate, parallel exchange rate, real effective exchange rate.

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3661 The Effect of Harmonic Power Fluctuation for Estimating Flicker

Authors: Jin-Lung Guan, Ming-Ta Yang, Jhy-Cherng Gu, Hsin-Hung Chang, Chin-Lung Huang

Abstract:

Voltage flicker problems have long existed in several of the distribution areas served by the Taiwan Power Company. In the past, those research results indicating that the estimated ΔV10 value based on the conventional method is significantly smaller than the survey value. This paper is used to study the relationship between the voltage flicker problems and harmonic power variation for the power system with electric arc furnaces. This investigation discussed thought the effect of harmonic power fluctuation with flicker estimate value. The method of field measurement, statistics and simulation is used. The survey results demonstrate that 10 ΔV estimate must account for the effect of harmonic power variation.

Keywords: Voltage Flicker, Harmonic Power, EAF.

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3660 Recent Trends in Nonlinear Methods of HRV Analysis: A Review

Authors: Ramesh K. Sunkaria

Abstract:

The linear methods of heart rate variability analysis such as non-parametric (e.g. fast Fourier transform analysis) and parametric methods (e.g. autoregressive modeling) has become an established non-invasive tool for marking the cardiac health, but their sensitivity and specificity were found to be lower than expected with positive predictive value <30%. This may be due to considering the RR-interval series as stationary and re-sampling them prior to their use for analysis, whereas actually it is not. This paper reviews the non-linear methods of HRV analysis such as correlation dimension, largest Lyupnov exponent, power law slope, fractal analysis, detrended fluctuation analysis, complexity measure etc. which are currently becoming popular as these uses the actual RR-interval series. These methods are expected to highly accurate cardiac health prognosis.

Keywords: chaos, nonlinear dynamics, sample entropy, approximate entropy, detrended fluctuation analysis.

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3659 A Cross-Gender Statistical Analysis of Tuvinian Intonation Features in Comparison With Uzbek and Azerbaijani

Authors: D. Beziakina, E. Bulgakova

Abstract:

The paper deals with cross-gender and cross-linguistic comparison of pitch characteristics for Tuvinian with two other Turkic languages - Uzbek and Azerbaijani, based on the results of statistical analysis of pitch parameter values and intonation patterns used by male and female speakers.

The main goal of our work is to obtain the ranges of pitch parameter values typical for Tuvinian speakers for the purpose of automatic language identification. We also propose a cross-gender analysis of declarative intonation in the poorly studied Tuvinian language.

The ranges of pitch parameter values were obtained by means of specially developed software that deals with the distribution of pitch values and allows us to obtain statistical language-specific pitch intervals.

Keywords: Speech analysis, Statistical analysis, Speaker recognition, Identification of person.

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3658 A Thought on Exotic Statistical Distributions

Authors: R K Sinha

Abstract:

The statistical distributions are modeled in explaining nature of various types of data sets. Although these distributions are mostly uni-modal, it is quite common to see multiple modes in the observed distribution of the underlying variables, which make the precise modeling unrealistic. The observed data do not exhibit smoothness not necessarily due to randomness, but could also be due to non-randomness resulting in zigzag curves, oscillations, humps etc. The present paper argues that trigonometric functions, which have not been used in probability functions of distributions so far, have the potential to take care of this, if incorporated in the distribution appropriately. A simple distribution (named as, Sinoform Distribution), involving trigonometric functions, is illustrated in the paper with a data set. The importance of trigonometric functions is demonstrated in the paper, which have the characteristics to make statistical distributions exotic. It is possible to have multiple modes, oscillations and zigzag curves in the density, which could be suitable to explain the underlying nature of select data set.

Keywords: Exotic Statistical Distributions, Kurtosis, Mixture Distributions, Multi-modal

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3657 Interest Rate Fluctuation Effect on Commercial Bank’s Fixed Fund Deposit in Nigeria

Authors: Okolo Chimaobi Valentine

Abstract:

Commercial banks in Nigeria adopted many strategies to attract fresh deposits including the use of high deposit rate. However, pricing of banking services moved in favor of the banks at the expense of customers, resulting in their seeking other investment alternatives rather than saving their money in the bank. Both deposit and lending rates were greatly influenced by the Central Bank of Nigeria (CBN) decision on interest rate. Therefore, commercial bank effort to attract deposits via manipulation of her rates was greatly limited, otherwise the banks will be giving out more than it earned. The study aimed at examining the relationship between interest rate and fixed fund deposit of commercial banks, how policy-controlled interest rate affected commercial bank’s fixed fund deposit The researcher employed ordinary least square technique, using, multiple linear regression, unrestricted vector auto-regression, correlation matrix test, granger causality and impulse response graph in the analysis. Commercial bank’s interest rates affected commercial bank’s fixed fund deposit significantly while policy-controlled interest rate did not significantly transmit through the commercial bank’s interest rates to affect fixed fund deposit. While commercial banks seek creative ways to expand their fixed fund deposit, policy authorities in Nigeria should better coordinate interest rate fluctuation and induce competition in the entire financial sector.

Keywords: Commercial bank, fixed fund deposit, fluctuation effects, interest rate.

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3656 The Recreation Technique Model from the Perspective of Environmental Quality Elements

Authors: G. Gradinaru, S. Olteanu

Abstract:

The quality improvements of the environmental elements could increase the recreational opportunities in a certain area (destination). The technique of the need for recreation focuses on choosing certain destinations for recreational purposes. The basic exchange taken into consideration is the one between the satisfaction gained after staying in that area and the value expressed in money and time allocated. The number of tourists in the respective area, the duration of staying and the money spent including transportation provide information on how individuals rank the place or certain aspects of the area (such as the quality of the environmental elements). For the statistical analysis of the environmental benefits offered by an area through the need of recreation technique, the following stages are suggested: - characterization of the reference area based on the statistical variables considered; - estimation of the environmental benefit through comparing the reference area with other similar areas (having the same environmental characteristics), from the perspective of the statistical variables considered. The model compared in recreation technique faced with a series of difficulties which refers to the reference area and correct transformation of time in money.

Keywords: Comparison in recreation technique, the quality of the environmental elements, statistical analysis model.

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3655 Error-Robust Nature of Genome Profiling Applied for Clustering of Species Demonstrated by Computer Simulation

Authors: Shamim Ahmed Koichi Nishigaki

Abstract:

Genome profiling (GP), a genotype based technology, which exploits random PCR and temperature gradient gel electrophoresis, has been successful in identification/classification of organisms. In this technology, spiddos (Species identification dots) and PaSS (Pattern similarity score) were employed for measuring the closeness (or distance) between genomes. Based on the closeness (PaSS), we can buildup phylogenetic trees of the organisms. We noticed that the topology of the tree is rather robust against the experimental fluctuation conveyed by spiddos. This fact was confirmed quantitatively in this study by computer-simulation, providing the limit of the reliability of this highly powerful methodology. As a result, we could demonstrate the effectiveness of the GP approach for identification/classification of organisms.

Keywords: Fluctuation, Genome profiling (GP), Pattern similarity score (PaSS), Robustness, Spiddos-shift.

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3654 Simultaneous Term Structure Estimation of Hazard and Loss Given Default with a Statistical Model using Credit Rating and Financial Information

Authors: Tomohiro Ando, Satoshi Yamashita

Abstract:

The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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3653 Detecting Circles in Image Using Statistical Image Analysis

Authors: Fathi M. O. Hamed, Salma F. Elkofhaifee

Abstract:

The aim of this work is to detect geometrical shape objects in an image. In this paper, the object is considered to be as a circle shape. The identification requires find three characteristics, which are number, size, and location of the object. To achieve the goal of this work, this paper presents an algorithm that combines from some of statistical approaches and image analysis techniques. This algorithm has been implemented to arrive at the major objectives in this paper. The algorithm has been evaluated by using simulated data, and yields good results, and then it has been applied to real data.

Keywords: Image processing, median filter, projection, scalespace, segmentation, threshold.

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3652 Probability Distribution of Rainfall Depth at Hourly Time-Scale

Authors: S. Dan'azumi, S. Shamsudin, A. A. Rahman

Abstract:

Rainfall data at fine resolution and knowledge of its characteristics plays a major role in the efficient design and operation of agricultural, telecommunication, runoff and erosion control as well as water quality control systems. The paper is aimed to study the statistical distribution of hourly rainfall depth for 12 representative stations spread across Peninsular Malaysia. Hourly rainfall data of 10 to 22 years period were collected and its statistical characteristics were estimated. Three probability distributions namely, Generalized Pareto, Exponential and Gamma distributions were proposed to model the hourly rainfall depth, and three goodness-of-fit tests, namely, Kolmogorov-Sminov, Anderson-Darling and Chi-Squared tests were used to evaluate their fitness. Result indicates that the east cost of the Peninsular receives higher depth of rainfall as compared to west coast. However, the rainfall frequency is found to be irregular. Also result from the goodness-of-fit tests show that all the three models fit the rainfall data at 1% level of significance. However, Generalized Pareto fits better than Exponential and Gamma distributions and is therefore recommended as the best fit.

Keywords: Goodness-of-fit test, Hourly rainfall, Malaysia, Probability distribution.

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3651 Metal Streak Analysis with different Acquisition Settings in Postoperative Spine Imaging: A Phantom Study

Authors: N. D. Osman, M. S. Salikin, M. I. Saripan

Abstract:

CT assessment of postoperative spine is challenging in the presence of metal streak artifacts that could deteriorate the quality of CT images. In this paper, we studied the influence of different acquisition parameters on the magnitude of metal streaking. A water-bath phantom was constructed with metal insertion similar with postoperative spine assessment. The phantom was scanned with different acquisition settings and acquired data were reconstructed using various reconstruction settings. Standardized ROIs were defined within streaking region for image analysis. The result shows increased kVp and mAs enhanced SNR values by reducing image noise. Sharper kernel enhanced image quality compared to smooth kernel, but produced more noise in the images with higher CT fluctuation. The noise between both kernels were significantly different (P <0.05) with increment of noise in the bone kernel images (mean difference = 54.78). The technical settings should be selected appropriately to attain the acceptable image quality with the best diagnostic value.

Keywords: Computed tomography, metal streak, noise, CT fluctuation.

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3650 Statistical Genetic Algorithm

Authors: Mohammad Ali Tabarzad, Caro Lucas, Ali Hamzeh

Abstract:

Adaptive Genetic Algorithms extend the Standard Gas to use dynamic procedures to apply evolutionary operators such as crossover, mutation and selection. In this paper, we try to propose a new adaptive genetic algorithm, which is based on the statistical information of the population as a guideline to tune its crossover, selection and mutation operators. This algorithms is called Statistical Genetic Algorithm and is compared with traditional GA in some benchmark problems.

Keywords: Genetic Algorithms, Statistical Information ofthe Population, PAUX, SSO.

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3649 Texture Feature Extraction of Infrared River Ice Images using Second-Order Spatial Statistics

Authors: Bharathi P. T, P. Subashini

Abstract:

Ice cover County has a significant impact on rivers as it affects with the ice melting capacity which results in flooding, restrict navigation, modify the ecosystem and microclimate. River ices are made up of different ice types with varying ice thickness, so surveillance of river ice plays an important role. River ice types are captured using infrared imaging camera which captures the images even during the night times. In this paper the river ice infrared texture images are analysed using first-order statistical methods and secondorder statistical methods. The second order statistical methods considered are spatial gray level dependence method, gray level run length method and gray level difference method. The performance of the feature extraction methods are evaluated by using Probabilistic Neural Network classifier and it is found that the first-order statistical method and second-order statistical method yields low accuracy. So the features extracted from the first-order statistical method and second-order statistical method are combined and it is observed that the result of these combined features (First order statistical method + gray level run length method) provides higher accuracy when compared with the features from the first-order statistical method and second-order statistical method alone.

Keywords: Gray Level Difference Method, Gray Level Run Length Method, Kurtosis, Probabilistic Neural Network, Skewness, Spatial Gray Level Dependence Method.

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3648 Clustering Mixed Data Using Non-normal Regression Tree for Process Monitoring

Authors: Youngji Yoo, Cheong-Sool Park, Jun Seok Kim, Young-Hak Lee, Sung-Shick Kim, Jun-Geol Baek

Abstract:

In the semiconductor manufacturing process, large amounts of data are collected from various sensors of multiple facilities. The collected data from sensors have several different characteristics due to variables such as types of products, former processes and recipes. In general, Statistical Quality Control (SQC) methods assume the normality of the data to detect out-of-control states of processes. Although the collected data have different characteristics, using the data as inputs of SQC will increase variations of data, require wide control limits, and decrease performance to detect outof- control. Therefore, it is necessary to separate similar data groups from mixed data for more accurate process control. In the paper, we propose a regression tree using split algorithm based on Pearson distribution to handle non-normal distribution in parametric method. The regression tree finds similar properties of data from different variables. The experiments using real semiconductor manufacturing process data show improved performance in fault detecting ability.

Keywords: Semiconductor, non-normal mixed process data, clustering, Statistical Quality Control (SQC), regression tree, Pearson distribution system.

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