Search results for: Bayesian MAP Marginal Estimator.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 333

Search results for: Bayesian MAP Marginal Estimator.

213 Mining Network Data for Intrusion Detection through Naïve Bayesian with Clustering

Authors: Dewan Md. Farid, Nouria Harbi, Suman Ahmmed, Md. Zahidur Rahman, Chowdhury Mofizur Rahman

Abstract:

Network security attacks are the violation of information security policy that received much attention to the computational intelligence society in the last decades. Data mining has become a very useful technique for detecting network intrusions by extracting useful knowledge from large number of network data or logs. Naïve Bayesian classifier is one of the most popular data mining algorithm for classification, which provides an optimal way to predict the class of an unknown example. It has been tested that one set of probability derived from data is not good enough to have good classification rate. In this paper, we proposed a new learning algorithm for mining network logs to detect network intrusions through naïve Bayesian classifier, which first clusters the network logs into several groups based on similarity of logs, and then calculates the prior and conditional probabilities for each group of logs. For classifying a new log, the algorithm checks in which cluster the log belongs and then use that cluster-s probability set to classify the new log. We tested the performance of our proposed algorithm by employing KDD99 benchmark network intrusion detection dataset, and the experimental results proved that it improves detection rates as well as reduces false positives for different types of network intrusions.

Keywords: Clustering, detection rate, false positive, naïveBayesian classifier, network intrusion detection.

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212 Evaluation of Sensor Pattern Noise Estimators for Source Camera Identification

Authors: Benjamin Anderson-Sackaney, Amr Abdel-Dayem

Abstract:

This paper presents a comprehensive survey of recent source camera identification (SCI) systems. Then, the performance of various sensor pattern noise (SPN) estimators was experimentally assessed, under common photo response non-uniformity (PRNU) frameworks. The experiments used 1350 natural and 900 flat-field images, captured by 18 individual cameras. 12 different experiments, grouped into three sets, were conducted. The results were analyzed using the receiver operator characteristic (ROC) curves. The experimental results demonstrated that combining the basic SPN estimator with a wavelet-based filtering scheme provides promising results. However, the phase SPN estimator fits better with both patch-based (BM3D) and anisotropic diffusion (AD) filtering schemes.

Keywords: Sensor pattern noise, source camera identification, photo response non-uniformity, anisotropic diffusion, peak to correlation energy ratio.

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211 States Estimation and Fault Detection of a Doubly Fed Induction Machine by Moving Horizon Estimation

Authors: A. T. Boum, L. Bitjoka, N. N. Léandre, S. Bennet

Abstract:

This paper presents the estimation of the key parameters of a double fed induction machine (DFIM) by the use of the moving horizon estimator (MHE) for control and monitoring purpose. A study was conducted on the behavior of this observer in the presence of some faults which can occur during the operation of the machine. In the first case a stator phase has been suppressed. In the second case the rotor resistance has been multiplied by a factor. The results show a good estimation of different parameters such as rotor flux, rotor speed, stator current with a very small estimation error. The robustness of the observer was also tested in the practical case of DFIM by using another model different from the real one at a constant close. The very small estimation error makes the MHE a good software sensor candidate for monitoring purpose for the DFIM. 

Keywords: Doubly fed induction machine, moving horizon estimator parameters’ estimation.

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210 Effect of Progressive Type-I Right Censoring on Bayesian Statistical Inference of Simple Step–Stress Acceleration Life Testing Plan under Weibull Life Distribution

Authors: Saleem Z. Ramadan

Abstract:

This paper discusses the effects of using progressive Type-I right censoring on the design of the Simple Step Accelerated Life testing using Bayesian approach for Weibull life products under the assumption of cumulative exposure model. The optimization criterion used in this paper is to minimize the expected pre-posterior variance of the Pth percentile time of failures. The model variables are the stress changing time and the stress value for the first step. A comparison between the conventional and the progressive Type-I right censoring is provided. The results have shown that the progressive Type-I right censoring reduces the cost of testing on the expense of the test precision when the sample size is small. Moreover, the results have shown that using strong priors or large sample size reduces the sensitivity of the test precision to the censoring proportion. Hence, the progressive Type-I right censoring is recommended in these cases as progressive Type-I right censoring reduces the cost of the test and doesn't affect the precision of the test a lot. Moreover, the results have shown that using direct or indirect priors affects the precision of the test.

Keywords: Reliability, Accelerated life testing, Cumulative exposure model, Bayesian estimation, Progressive Type-I censoring, Weibull distribution.

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209 Robust Coherent Noise Suppression by Point Estimation of the Cauchy Location Parameter

Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

Abstract:

This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.

Keywords: Central limit theorem, Fisher-Cramer Rao, gamma function, Pitman estimator.

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208 Speed Sensorless Direct Torque Control of a PMSM Drive using Space Vector Modulation Based MRAS and Stator Resistance Estimator

Authors: A. Ameur, B. Mokhtari, N. Essounbouli, L. Mokrani

Abstract:

This paper presents a speed sensorless direct torque control scheme using space vector modulation (DTC-SVM) for permanent magnet synchronous motor (PMSM) drive based a Model Reference Adaptive System (MRAS) algorithm and stator resistance estimator. The MRAS is utilized to estimate speed and stator resistance and compensate the effects of parameter variation on stator resistance, which makes flux and torque estimation more accurate and insensitive to parameter variation. In other hand the use of SVM method reduces the torque ripple while achieving a good dynamic response. Simulation results are presented and show the effectiveness of the proposed method.

Keywords: MRAS, PMSM, SVM, DTC, Speed and Resistance estimation, Sensorless drive

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207 Integrating E-learning Environments with Computational Intelligence Assessment Agents

Authors: Christos E. Alexakos, Konstantinos C. Giotopoulos, Eleni J. Thermogianni, Grigorios N. Beligiannis, Spiridon D. Likothanassis

Abstract:

In this contribution an innovative platform is being presented that integrates intelligent agents in legacy e-learning environments. It introduces the design and development of a scalable and interoperable integration platform supporting various assessment agents for e-learning environments. The agents are implemented in order to provide intelligent assessment services to computational intelligent techniques such as Bayesian Networks and Genetic Algorithms. The utilization of new and emerging technologies like web services allows integrating the provided services to any web based legacy e-learning environment.

Keywords: Bayesian Networks, Computational Intelligence techniques, E-learning legacy systems, Service Oriented Integration, Intelligent Agents

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206 Mathematical Programming on Multivariate Calibration Estimation in Stratified Sampling

Authors: Dinesh Rao, M.G.M. Khan, Sabiha Khan

Abstract:

Calibration estimation is a method of adjusting the original design weights to improve the survey estimates by using auxiliary information such as the known population total (or mean) of the auxiliary variables. A calibration estimator uses calibrated weights that are determined to minimize a given distance measure to the original design weights while satisfying a set of constraints related to the auxiliary information. In this paper, we propose a new multivariate calibration estimator for the population mean in the stratified sampling design, which incorporates information available for more than one auxiliary variable. The problem of determining the optimum calibrated weights is formulated as a Mathematical Programming Problem (MPP) that is solved using the Lagrange multiplier technique.

Keywords: Calibration estimation, Stratified sampling, Multivariate auxiliary information, Mathematical programming problem, Lagrange multiplier technique.

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205 Real Time Speed Estimation of Vehicles

Authors: Azhar Hussain, Kashif Shahzad, Chunming Tang

Abstract:

this paper gives a novel approach towards real-time speed estimation of multiple traffic vehicles using fuzzy logic and image processing techniques with proper arrangement of camera parameters. The described algorithm consists of several important steps. First, the background is estimated by computing median over time window of specific frames. Second, the foreground is extracted using fuzzy similarity approach (FSA) between estimated background pixels and the current frame pixels containing foreground and background. Third, the traffic lanes are divided into two parts for both direction vehicles for parallel processing. Finally, the speeds of vehicles are estimated by Maximum a Posterior Probability (MAP) estimator. True ground speed is determined by utilizing infrared sensors for three different vehicles and the results are compared to the proposed algorithm with an accuracy of ± 0.74 kmph.

Keywords: Defuzzification, Fuzzy similarity approach, lane cropping, Maximum a Posterior Probability (MAP) estimator, Speed estimation

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204 Multi-Agent Searching Adaptation Using Levy Flight and Inferential Reasoning

Authors: Sagir M. Yusuf, Chris Baber

Abstract:

In this paper, we describe how to achieve knowledge understanding and prediction (Situation Awareness (SA)) for multiple-agents conducting searching activity using Bayesian inferential reasoning and learning. Bayesian Belief Network was used to monitor agents' knowledge about their environment, and cases are recorded for the network training using expectation-maximisation or gradient descent algorithm. The well trained network will be used for decision making and environmental situation prediction. Forest fire searching by multiple UAVs was the use case. UAVs are tasked to explore a forest and find a fire for urgent actions by the fire wardens. The paper focused on two problems: (i) effective agents’ path planning strategy and (ii) knowledge understanding and prediction (SA). The path planning problem by inspiring animal mode of foraging using Lévy distribution augmented with Bayesian reasoning was fully described in this paper. Results proof that the Lévy flight strategy performs better than the previous fixed-pattern (e.g., parallel sweeps) approaches in terms of energy and time utilisation. We also introduced a waypoint assessment strategy called k-previous waypoints assessment. It improves the performance of the ordinary levy flight by saving agent’s resources and mission time through redundant search avoidance. The agents (UAVs) are to report their mission knowledge at the central server for interpretation and prediction purposes. Bayesian reasoning and learning were used for the SA and results proof effectiveness in different environments scenario in terms of prediction and effective knowledge representation. The prediction accuracy was measured using learning error rate, logarithm loss, and Brier score and the result proves that little agents mission that can be used for prediction within the same or different environment. Finally, we described a situation-based knowledge visualization and prediction technique for heterogeneous multi-UAV mission. While this paper proves linkage of Bayesian reasoning and learning with SA and effective searching strategy, future works is focusing on simplifying the architecture.

Keywords: Lèvy flight, situation awareness, multi-agent system, multi-robot coordination, autonomous system, swarm intelligence.

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203 On Bayesian Analysis of Failure Rate under Topp Leone Distribution using Complete and Censored Samples

Authors: N. Feroze, M. Aslam

Abstract:

The article is concerned with analysis of failure rate (shape parameter) under the Topp Leone distribution using a Bayesian framework. Different loss functions and a couple of noninformative priors have been assumed for posterior estimation. The posterior predictive distributions have also been derived. A simulation study has been carried to compare the performance of different estimators. A real life example has been used to illustrate the applicability of the results obtained. The findings of the study suggest  that the precautionary loss function based on Jeffreys prior and singly type II censored samples can effectively be employed to obtain the Bayes estimate of the failure rate under Topp Leone distribution.

Keywords: loss functions, type II censoring, posterior distribution, Bayes estimators.

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202 Bayesian Network Based Intelligent Pediatric System

Authors: Jagmohan Mago, Parvinder S. Sandhu, Neeru Chawla

Abstract:

In this paper, a Bayesian Network (BN) based system is presented for providing clinical decision support to healthcare practitioners in rural or remote areas of India for young infants or children up to the age of 5 years. The government is unable to appoint child specialists in rural areas because of inadequate number of available pediatricians. It leads to a high Infant Mortality Rate (IMR). In such a scenario, Intelligent Pediatric System provides a realistic solution. The prototype of an intelligent system has been developed that involves a knowledge component called an Intelligent Pediatric Assistant (IPA); and User Agents (UA) along with their Graphical User Interfaces (GUI). The GUI of UA provides the interface to the healthcare practitioner for submitting sign-symptoms and displaying the expert opinion as suggested by IPA. Depending upon the observations, the IPA decides the diagnosis and the treatment plan. The UA and IPA form client-server architecture for knowledge sharing.

Keywords: Network, Based Intelligent, Pediatric System

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201 Dynamic Bayesian Networks Modeling for Inferring Genetic Regulatory Networks by Search Strategy: Comparison between Greedy Hill Climbing and MCMC Methods

Authors: Huihai Wu, Xiaohui Liu

Abstract:

Using Dynamic Bayesian Networks (DBN) to model genetic regulatory networks from gene expression data is one of the major paradigms for inferring the interactions among genes. Averaging a collection of models for predicting network is desired, rather than relying on a single high scoring model. In this paper, two kinds of model searching approaches are compared, which are Greedy hill-climbing Search with Restarts (GSR) and Markov Chain Monte Carlo (MCMC) methods. The GSR is preferred in many papers, but there is no such comparison study about which one is better for DBN models. Different types of experiments have been carried out to try to give a benchmark test to these approaches. Our experimental results demonstrated that on average the MCMC methods outperform the GSR in accuracy of predicted network, and having the comparable performance in time efficiency. By proposing the different variations of MCMC and employing simulated annealing strategy, the MCMC methods become more efficient and stable. Apart from comparisons between these approaches, another objective of this study is to investigate the feasibility of using DBN modeling approaches for inferring gene networks from few snapshots of high dimensional gene profiles. Through synthetic data experiments as well as systematic data experiments, the experimental results revealed how the performances of these approaches can be influenced as the target gene network varies in the network size, data size, as well as system complexity.

Keywords: Genetic regulatory network, Dynamic Bayesian network, GSR, MCMC.

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200 Optical Coherence Tomography Combined with the Confocal Microscopy Method and Fluorescence for Class V Cavities Investigations

Authors: M. Rominu, C. Sinescu, A.G. Podoleanu

Abstract:

The purpose of this study is to present a non invasive method for the marginal adaptation evaluation in class V composite restorations. Standardized class V cavities, prepared in human extracted teeth, were filled with Premise (Kerr) composite. The specimens were thermo cycled. The interfaces were examined by Optical Coherence Tomography method (OCT) combined with the confocal microscopy and fluorescence. The optical configuration uses two single mode directional couplers with a superluminiscent diode as the source at 1300 nm. The scanning procedure is similar to that used in any confocal microscope, where the fast scanning is enface (line rate) and the depth scanning is much slower (at the frame rate). Gaps at the interfaces as well as inside the composite resin materials were identified. OCT has numerous advantages which justify its use in vivo as well as in vitro in comparison with conventional techniques.

Keywords: Class V Cavities, Marginal Adaptation, Optical Coherence Tomography Fluorescence, Confocal Microscopy

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199 Faults Forecasting System

Authors: Hanaa E.Sayed, Hossam A. Gabbar, Shigeji Miyazaki

Abstract:

This paper presents Faults Forecasting System (FFS) that utilizes statistical forecasting techniques in analyzing process variables data in order to forecast faults occurrences. FFS is proposing new idea in detecting faults. Current techniques used in faults detection are based on analyzing the current status of the system variables in order to check if the current status is fault or not. FFS is using forecasting techniques to predict future timing for faults before it happens. Proposed model is applying subset modeling strategy and Bayesian approach in order to decrease dimensionality of the process variables and improve faults forecasting accuracy. A practical experiment, designed and implemented in Okayama University, Japan, is implemented, and the comparison shows that our proposed model is showing high forecasting accuracy and BEFORE-TIME.

Keywords: Bayesian Techniques, Faults Detection, Forecasting techniques, Multivariate Analysis.

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

Authors: Abdelali Joumad, Abdelaziz Nasroallah

Abstract:

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

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

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

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

Abstract:

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

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

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

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

Abstract:

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

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

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195 Analysis of Target Location Estimation in High Performance Radar System

Authors: Jin-Hyeok Kim, Won-Chul Choi, Seung-Ri Jin, Dong-Jo Park

Abstract:

In this paper, an analysis of a target location estimation system using the best linear unbiased estimator (BLUE) for high performance radar systems is presented. In synthetic environments, we are here concerned with three key elements of radar system modeling, which makes radar systems operates accurately in strategic situation in virtual ground. Radar Cross Section (RCS) modeling is used to determine the actual amount of electromagnetic waves that are reflected from a tactical object. Pattern Propagation Factor (PPF) is an attenuation coefficient of the radar equation that contains the reflection from the surface of the earth, the diffraction, the refraction and scattering by the atmospheric environment. Clutter is the unwanted echoes of electronic systems. For the data fusion of output results from radar detection in synthetic environment, BLUE is used and compared with the mean values of each simulation results. Simulation results demonstrate the performance of the radar system.

Keywords: Best linear unbiased estimator (BLUE) , data fusion, radar system modeling, target location estimation

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194 Learning User Keystroke Patterns for Authentication

Authors: Ying Zhao

Abstract:

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

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

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

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

Abstract:

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

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

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192 Laboratory Evaluation of Asphalt Concrete Prepared with Over Burnt Brick Aggregate Treated by Zycosoil

Authors: D. Sarkar, M. Pal, A. K. Sarkar

Abstract:

Asphaltic concrete for pavement construction in India are produced by using crushed stone, gravels etc. as aggregate. In north-Eastern region of India, there is a scarcity of stone aggregate. Therefore the road engineers are always in search of an optional material as aggregate which can replace the regularly used material. The purpose of this work was to evaluate the utilization of substandard or marginal aggregates in flexible pavement construction. The investigation was undertaken to evaluate the effects of using lower quality aggregates such as over burnt brick aggregate on the preparation of asphalt concrete for flexible pavements. The scope of this work included a review of available literature and existing data, a laboratory evaluation organized to determine the effects of marginal aggregates and potential techniques to upgrade these substandard materials, and a laboratory evaluation of these upgraded marginal aggregate asphalt mixtures. Over burnt brick aggregates are water susceptible and can leads to moisture damage. Moisture damage is the progressive loss of functionality of the material owing to loss of the adhesion bond between the asphalt binder and the aggregate surface. Hence zycosoil as an anti striping additive were evaluated in this study. This study summarizes the results of the laboratory evaluation carried out to investigate the properties of asphalt concrete prepared with zycosoil modified over burnt brick aggregate. Marshall specimen were prepared with stone aggregate, zycosoil modified stone aggregate, over burnt brick aggregate and zycosoil modified over burnt brick aggregate. Results show that addition of zycosoil with stone aggregate increased stability by 6% and addition of zycosoil with over burnt brick aggregate increased stability by 30%.

Keywords: Asphalt Concrete, Over Burnt Brick Aggregate, Marshall Stability, Zycosoil.

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191 A New Hybrid RMN Image Segmentation Algorithm

Authors: Abdelouahab Moussaoui, Nabila Ferahta, Victor Chen

Abstract:

The development of aid's systems for the medical diagnosis is not easy thing because of presence of inhomogeneities in the MRI, the variability of the data from a sequence to the other as well as of other different source distortions that accentuate this difficulty. A new automatic, contextual, adaptive and robust segmentation procedure by MRI brain tissue classification is described in this article. A first phase consists in estimating the density of probability of the data by the Parzen-Rozenblatt method. The classification procedure is completely automatic and doesn't make any assumptions nor on the clusters number nor on the prototypes of these clusters since these last are detected in an automatic manner by an operator of mathematical morphology called skeleton by influence zones detection (SKIZ). The problem of initialization of the prototypes as well as their number is transformed in an optimization problem; in more the procedure is adaptive since it takes in consideration the contextual information presents in every voxel by an adaptive and robust non parametric model by the Markov fields (MF). The number of bad classifications is reduced by the use of the criteria of MPM minimization (Maximum Posterior Marginal).

Keywords: Clustering, Automatic Classification, SKIZ, MarkovFields, Image segmentation, Maximum Posterior Marginal (MPM).

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190 Impact of Exchange Rate on Macroeconomic Indicators

Authors: Aleksandre Ergeshidze

Abstract:

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

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

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189 Real-Time Testing of Steel Strip Welds based on Bayesian Decision Theory

Authors: Julio Molleda, Daniel F. García, Juan C. Granda, Francisco J. Suárez

Abstract:

One of the main trouble in a steel strip manufacturing line is the breakage of whatever weld carried out between steel coils, that are used to produce the continuous strip to be processed. A weld breakage results in a several hours stop of the manufacturing line. In this process the damages caused by the breakage must be repaired. After the reparation and in order to go on with the production it will be necessary a restarting process of the line. For minimizing this problem, a human operator must inspect visually and manually each weld in order to avoid its breakage during the manufacturing process. The work presented in this paper is based on the Bayesian decision theory and it presents an approach to detect, on real-time, steel strip defective welds. This approach is based on quantifying the tradeoffs between various classification decisions using probability and the costs that accompany such decisions.

Keywords: Classification, Pattern Recognition, ProbabilisticReasoning, Statistical Data Analysis.

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188 Adjusted Ratio and Regression Type Estimators for Estimation of Population Mean when some Observations are missing

Authors: Nuanpan Nangsue

Abstract:

Ratio and regression type estimators have been used by previous authors to estimate a population mean for the principal variable from samples in which both auxiliary x and principal y variable data are available. However, missing data are a common problem in statistical analyses with real data. Ratio and regression type estimators have also been used for imputing values of missing y data. In this paper, six new ratio and regression type estimators are proposed for imputing values for any missing y data and estimating a population mean for y from samples with missing x and/or y data. A simulation study has been conducted to compare the six ratio and regression type estimators with a previous estimator of Rueda. Two population sizes N = 1,000 and 5,000 have been considered with sample sizes of 10% and 30% and with correlation coefficients between population variables X and Y of 0.5 and 0.8. In the simulations, 10 and 40 percent of sample y values and 10 and 40 percent of sample x values were randomly designated as missing. The new ratio and regression type estimators give similar mean absolute percentage errors that are smaller than the Rueda estimator for all cases. The new estimators give a large reduction in errors for the case of 40% missing y values and sampling fraction of 30%.

Keywords: Auxiliary variable, missing data, ratio and regression type estimators.

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187 Spatio-Temporal Analysis and Mapping of Malaria in Thailand

Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

Abstract:

This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation.

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186 Development of an Automatic Calibration Framework for Hydrologic Modelling Using Approximate Bayesian Computation

Authors: A. Chowdhury, P. Egodawatta, J. M. McGree, A. Goonetilleke

Abstract:

Hydrologic models are increasingly used as tools to predict stormwater quantity and quality from urban catchments. However, due to a range of practical issues, most models produce gross errors in simulating complex hydraulic and hydrologic systems. Difficulty in finding a robust approach for model calibration is one of the main issues. Though automatic calibration techniques are available, they are rarely used in common commercial hydraulic and hydrologic modelling software e.g. MIKE URBAN. This is partly due to the need for a large number of parameters and large datasets in the calibration process. To overcome this practical issue, a framework for automatic calibration of a hydrologic model was developed in R platform and presented in this paper. The model was developed based on the time-area conceptualization. Four calibration parameters, including initial loss, reduction factor, time of concentration and time-lag were considered as the primary set of parameters. Using these parameters, automatic calibration was performed using Approximate Bayesian Computation (ABC). ABC is a simulation-based technique for performing Bayesian inference when the likelihood is intractable or computationally expensive to compute. To test the performance and usefulness, the technique was used to simulate three small catchments in Gold Coast. For comparison, simulation outcomes from the same three catchments using commercial modelling software, MIKE URBAN were used. The graphical comparison shows strong agreement of MIKE URBAN result within the upper and lower 95% credible intervals of posterior predictions as obtained via ABC. Statistical validation for posterior predictions of runoff result using coefficient of determination (CD), root mean square error (RMSE) and maximum error (ME) was found reasonable for three study catchments. The main benefit of using ABC over MIKE URBAN is that ABC provides a posterior distribution for runoff flow prediction, and therefore associated uncertainty in predictions can be obtained. In contrast, MIKE URBAN just provides a point estimate. Based on the results of the analysis, it appears as though ABC the developed framework performs well for automatic calibration.

Keywords: Automatic calibration framework, approximate Bayesian computation, hydrologic and hydraulic modelling, MIKE URBAN software, R platform.

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185 Web Personalization to Build Trust in E-Commerce: A Design Science Approach

Authors: Choon Ling Sia, Yani Shi, Jiaqi Yan, Huaping Chen

Abstract:

With the development of the Internet, E-commerce is growing at an exponential rate, and lots of online stores are built up to sell their goods online. A major factor influencing the successful adoption of E-commerce is consumer-s trust. For new or unknown Internet business, consumers- lack of trust has been cited as a major barrier to its proliferation. As web sites provide key interface for consumer use of E-Commerce, we investigate the design of web site to build trust in E-Commerce from a design science approach. A conceptual model is proposed in this paper to describe the ontology of online transaction and human-computer interaction. Based on this conceptual model, we provide a personalized webpage design approach using Bayesian networks learning method. Experimental evaluation are designed to show the effectiveness of web personalization in improving consumer-s trust in new or unknown online store.

Keywords: Trust, Web site design, Human-ComputerInteraction, E-Commerce, Design science, Bayesian network.

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184 Environmentally Adaptive Acoustic Echo Suppression for Barge-in Speech Recognition

Authors: Jong Han Joo, Jeong Hun Lee, Young Sun Kim, Jae Young Kang, Seung Ho Choi

Abstract:

In this study, we propose a novel technique for acoustic echo suppression (AES) during speech recognition under barge-in conditions. Conventional AES methods based on spectral subtraction apply fixed weights to the estimated echo path transfer function (EPTF) at the current signal segment and to the EPTF estimated until the previous time interval. However, the effects of echo path changes should be considered for eliminating the undesired echoes. We describe a new approach that adaptively updates weight parameters in response to abrupt changes in the acoustic environment due to background noises or double-talk. Furthermore, we devised a voice activity detector and an initial time-delay estimator for barge-in speech recognition in communication networks. The initial time delay is estimated using log-spectral distance measure, as well as cross-correlation coefficients. The experimental results show that the developed techniques can be successfully applied in barge-in speech recognition systems.

Keywords: Acoustic echo suppression, barge-in, speech recognition, echo path transfer function, initial delay estimator, voice activity detector.

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