Search results for: Effort Estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1431

Search results for: Effort Estimation

1191 Enhancing the Performance of H.264/AVC in Adaptive Group of Pictures Mode Using Octagon and Square Search Pattern

Authors: S. Sowmyayani, P. Arockia Jansi Rani

Abstract:

This paper integrates Octagon and Square Search pattern (OCTSS) motion estimation algorithm into H.264/AVC (Advanced Video Coding) video codec in Adaptive Group of Pictures (AGOP) mode. AGOP structure is computed based on scene change in the video sequence. Octagon and square search pattern block-based motion estimation method is implemented in inter-prediction process of H.264/AVC. Both these methods reduce bit rate and computational complexity while maintaining the quality of the video sequence respectively. Experiments are conducted for different types of video sequence. The results substantially proved that the bit rate, computation time and PSNR gain achieved by the proposed method is better than the existing H.264/AVC with fixed GOP and AGOP. With a marginal gain in quality of 0.28dB and average gain in bitrate of 132.87kbps, the proposed method reduces the average computation time by 27.31 minutes when compared to the existing state-of-art H.264/AVC video codec.

Keywords: Block Distortion Measure, Block Matching Algorithms, H.264/AVC, Motion estimation, Search patterns, Shot cut detection.

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1190 Development of a Speed Sensorless IM Drives

Authors: Dj. Cherifi, Y. Miloud, A. Tahri

Abstract:

The primary objective of this paper is to elimination of the problem of sensitivity to parameter variation of induction motor drive. The proposed sensorless strategy is based on an algorithm permitting a better simultaneous estimation of the rotor speed and the stator resistance including an adaptive mechanism based on the lyaponov theory. To study the reliability and the robustness of the sensorless technique to abnormal operations, some simulation tests have been performed under several cases.

The proposed sensorless vector control scheme showed a good performance behavior in the transient and steady states, with an excellent disturbance rejection of the load torque.

Keywords: Induction Motor Drive, field-oriented control, adaptive speed observer, stator resistance estimation.

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1189 Maximum Likelihood Estimation of Burr Type V Distribution under Left Censored Samples

Authors: N. Feroze, M. Aslam

Abstract:

The paper deals with the maximum likelihood estimation of the parameters of the Burr type V distribution based on left censored samples. The maximum likelihood estimators (MLE) of the parameters have been derived and the Fisher information matrix for the parameters of the said distribution has been obtained explicitly. The confidence intervals for the parameters have also been discussed. A simulation study has been conducted to investigate the performance of the point and interval estimates.

Keywords: Fisher information matrix, confidence intervals, censoring.

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1188 Building Information Modeling-Based Approach for Automatic Quantity Take-off and Cost Estimation

Authors: Lo Kar Yin, Law Ka Mei

Abstract:

Architectural, engineering, construction and operations (AECO) industry practitioners have been well adapting to the dynamic construction market from the fundamental training of its disciplines. As further triggered by the pandemic since 2019, great steps are taken in virtual environment and the best collaboration is strived with project teams without boundaries. With adoption of Building Information Modeling-based approach and qualitative analysis, this paper is to review quantity take-off (QTO) and cost estimation process through modeling techniques in liaison with suppliers, fabricators, subcontractors, contractors, designers, consultants and services providers in the construction industry value chain for automatic project cost budgeting, project cost control and cost evaluation on design options of in-situ reinforced-concrete construction and Modular Integrated Construction (MiC) at design stage, variation of works and cash flow/spending analysis at construction stage as far as practicable, with a view to sharing the findings for enhancing mutual trust and co-operation among AECO industry practitioners. It is to foster development through a common prototype of design and build project delivery method in NEC4 Engineering and Construction Contract (ECC) Options A and C.

Keywords: Building Information Modeling, cost estimation, quantity take-off, modeling techniques.

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1187 Fast Algorithm of Infrared Point Target Detection in Fluctuant Background

Authors: Yang Weiping, Zhang Zhilong, Li Jicheng, Chen Zengping, He Jun

Abstract:

The background estimation approach using a small window median filter is presented on the bases of analyzing IR point target, noise and clutter model. After simplifying the two-dimensional filter, a simple method of adopting one-dimensional median filter is illustrated to make estimations of background according to the characteristics of IR scanning system. The adaptive threshold is used to segment canceled image in the background. Experimental results show that the algorithm achieved good performance and satisfy the requirement of big size image-s real-time processing.

Keywords: Point target, background estimation, median filter, adaptive threshold, target detection.

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1186 Long Term Examination of the Profitability Estimation Focused on Benefits

Authors: Stephan Printz, Kristina Lahl, René Vossen, Sabina Jeschke

Abstract:

Strategic investment decisions are characterized by high innovation potential and long-term effects on the competitiveness of enterprises. Due to the uncertainty and risks involved in this complex decision making process, the need arises for well-structured support activities. A method that considers cost and the long-term added value is the cost-benefit effectiveness estimation. One of those methods is the “profitability estimation focused on benefits – PEFB”-method developed at the Institute of Management Cybernetics at RWTH Aachen University. The method copes with the challenges associated with strategic investment decisions by integrating long-term non-monetary aspects whilst also mapping the chronological sequence of an investment within the organization’s target system. Thus, this method is characterized as a holistic approach for the evaluation of costs and benefits of an investment. This participation-oriented method was applied to business environments in many workshops. The results of the workshops are a library of more than 96 cost aspects, as well as 122 benefit aspects. These aspects are preprocessed and comparatively analyzed with regards to their alignment to a series of risk levels. For the first time, an accumulation and a distribution of cost and benefit aspects regarding their impact and probability of occurrence are given. The results give evidence that the PEFB-method combines precise measures of financial accounting with the incorporation of benefits. Finally, the results constitute the basics for using information technology and data science for decision support when applying within the PEFB-method.

Keywords: Cost-benefit analysis, multi-criteria decision, profitability estimation focused on benefits, risk and uncertainty analysis.

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1185 A Self Configuring System for Object Recognition in Color Images

Authors: Michela Lecca

Abstract:

System MEMORI automatically detects and recognizes rotated and/or rescaled versions of the objects of a database within digital color images with cluttered background. This task is accomplished by means of a region grouping algorithm guided by heuristic rules, whose parameters concern some geometrical properties and the recognition score of the database objects. This paper focuses on the strategies implemented in MEMORI for the estimation of the heuristic rule parameters. This estimation, being automatic, makes the system a highly user-friendly tool.

Keywords: Automatic object recognition, clustering, content based image retrieval system, image segmentation, region adjacency graph, region grouping.

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1184 Distributed Frequency Synchronization for Global Synchronization in Wireless Mesh Networks

Authors: Jung-Hyun Kim, Jihyung Kim, Kwangjae Lim, Dong Seung Kwon

Abstract:

In this paper, our focus is to assure a global frequency synchronization in OFDMA-based wireless mesh networks with local information. To acquire the global synchronization in distributed manner, we propose a novel distributed frequency synchronization (DFS) method. DFS is a method that carrier frequencies of distributed nodes converge to a common value by repetitive estimation and averaging step and sharing step. Experimental results show that DFS achieves noteworthy better synchronization success probability than existing schemes in OFDMA-based mesh networks where the estimation error is presented.

Keywords: OFDMA systems, Frequency synchronization, Distributed networks, Multiple groups.

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1183 Reliability of Digital FSO Links in Europe

Authors: Zdenek Kolka, Otakar Wilfert, Viera Biolkova

Abstract:

The paper deals with an analysis of visibility records collected from 210 European airports to obtain a realistic estimation of the availability of Free Space Optical (FSO) data links. Commercially available optical links usually operate in the 850nm waveband. Thus the influence of the atmosphere on the optical beam and on the visible light is similar. Long-term visibility records represent an invaluable source of data for the estimation of the quality of service of FSO links. The model used characterizes both the statistical properties of fade depths and the statistical properties of individual fade durations. Results are presented for Italy, France, and Germany.

Keywords: Computer networks, free-space optical links, meteorology, quality of service.

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1182 Color Constancy using Superpixel

Authors: Xingsheng Yuan, Zhengzhi Wang

Abstract:

Color constancy algorithms are generally based on the simplified assumption about the spectral distribution or the reflection attributes of the scene surface. However, in reality, these assumptions are too restrictive. The methodology is proposed to extend existing algorithm to applying color constancy locally to image patches rather than globally to the entire images. In this paper, a method based on low-level image features using superpixels is proposed. Superpixel segmentation partition an image into regions that are approximately uniform in size and shape. Instead of using entire pixel set for estimating the illuminant, only superpixels with the most valuable information are used. Based on large scale experiments on real-world scenes, it can be derived that the estimation is more accurate using superpixels than when using the entire image.

Keywords: color constancy, illuminant estimation, superpixel

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1181 Estimating Development Time of Software Projects Using a Neuro Fuzzy Approach

Authors: Venus Marza, Amin Seyyedi, Luiz Fernando Capretz

Abstract:

Software estimation accuracy is among the greatest challenges for software developers. This study aimed at building and evaluating a neuro-fuzzy model to estimate software projects development time. The forty-one modules developed from ten programs were used as dataset. Our proposed approach is compared with fuzzy logic and neural network model and Results show that the value of MMRE (Mean of Magnitude of Relative Error) applying neuro-fuzzy was substantially lower than MMRE applying fuzzy logic and neural network.

Keywords: Artificial Neural Network, Fuzzy Logic, Neuro-Fuzzy, Software Estimation

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1180 Estimation of Train Operation Using an Exponential Smoothing Method

Authors: Taiyo Matsumura, Kuninori Takahashi, Takashi Ono

Abstract:

The purpose of this research is to improve the convenience of waiting for trains at level crossings and stations and to prevent accidents resulting from forcible entry into level crossings, by providing level crossing users and passengers with information that tells them when the next train will pass through or arrive. For this paper, we proposed methods for estimating operation by means of an average value method, variable response smoothing method, and exponential smoothing method, on the basis of open data, which has low accuracy, but for which performance schedules are distributed in real time. We then examined the accuracy of the estimations. The results showed that the application of an exponential smoothing method is valid.

Keywords: Exponential smoothing method, open data, operation estimation, train schedule.

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1179 Robust Adaptive Observer Design for Lipschitz Class of Nonlinear Systems

Authors: M. Pourgholi, V.J.Majd

Abstract:

This paper addresses parameter and state estimation problem in the presence of the perturbation of observer gain bounded input disturbances for the Lipschitz systems that are linear in unknown parameters and nonlinear in states. A new nonlinear adaptive resilient observer is designed, and its stability conditions based on Lyapunov technique are derived. The gain for this observer is derived systematically using linear matrix inequality approach. A numerical example is provided in which the nonlinear terms depend on unmeasured states. The simulation results are presented to show the effectiveness of the proposed method.

Keywords: Adaptive observer, linear matrix inequality, nonlinear systems, nonlinear observer, resilient observer, robust estimation.

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1178 Zero Truncated Strict Arcsine Model

Authors: Y. N. Phang, E. F. Loh

Abstract:

The zero truncated model is usually used in modeling count data without zero. It is the opposite of zero inflated model. Zero truncated Poisson and zero truncated negative binomial models are discussed and used by some researchers in analyzing the abundance of rare species and hospital stay. Zero truncated models are used as the base in developing hurdle models. In this study, we developed a new model, the zero truncated strict arcsine model, which can be used as an alternative model in modeling count data without zero and with extra variation. Two simulated and one real life data sets are used and fitted into this developed model. The results show that the model provides a good fit to the data. Maximum likelihood estimation method is used in estimating the parameters.

Keywords: Hurdle models, maximum likelihood estimation method, positive count data.

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1177 Globalisation, ICTs and National Identity: The Consequences of ICT Policy in Malaysia

Authors: Abd Rasid Abd Rahman

Abstract:

For the past thirty years the Malaysian economy has been said to contribute well to the progress of the nations. However, the intensification of global economy activity and the extensive use of Information Communication Technologies (ICTs) in recent years are challenging government-s effort to further develop Malaysian society. The competition posed by the low wage economies such as China and Vietnam have made the government realise the importance of engaging in high-skill and high technology industries. It is hoped this will be the basis of attracting more foreign direct investment (FDI) in order to help the country to compete in globalised world. Using Vision 2020 as it targeted vision, the government has decided to engage in the use of ICTs and introduce many policies pertaining to it. Mainly based on the secondary analysis approach, the findings show that policy pertaining to ICTs in Malaysia contributes to economic growth, but the consequences of this have resulted in greater division within society. Although some of the divisions such as gender and ethnicity are narrowing down, the gap in important areas such as regions and class differences is becoming wider. The widespread use of ICTs might contribute to the further establishment of democracy in Malaysia, but the increasing number of foreign entities such as FDI and foreign workers, cultural hybridisation and to some extent cultural domination are contributing to neocolonialism in Malaysia. This has obvious consequences for the government-s effort to create a Malaysian national identity. An important finding of this work is that there are contradictions within ICT policy between the effort to develop the economy and society.

Keywords: Globalisation, ICTs, ICT Policy, Malaysia, National Identity, Vision 2020

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1176 Deep Learning Based 6D Pose Estimation for Bin-Picking Using 3D Point Clouds

Authors: Hesheng Wang, Haoyu Wang, Chungang Zhuang

Abstract:

Estimating the 6D pose of objects is a core step for robot bin-picking tasks. The problem is that various objects are usually randomly stacked with heavy occlusion in real applications. In this work, we propose a method to regress 6D poses by predicting three points for each object in the 3D point cloud through deep learning. To solve the ambiguity of symmetric pose, we propose a labeling method to help the network converge better. Based on the predicted pose, an iterative method is employed for pose optimization. In real-world experiments, our method outperforms the classical approach in both precision and recall.

Keywords: Pose estimation, deep learning, point cloud, bin-picking, 3D computer vision.

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1175 Discrete Polyphase Matched Filtering-based Soft Timing Estimation for Mobile Wireless Systems

Authors: Thomas O. Olwal, Michael A. van Wyk, Barend J. van Wyk

Abstract:

In this paper we present a soft timing phase estimation (STPE) method for wireless mobile receivers operating in low signal to noise ratios (SNRs). Discrete Polyphase Matched (DPM) filters, a Log-maximum a posterior probability (MAP) and/or a Soft-output Viterbi algorithm (SOVA) are combined to derive a new timing recovery (TR) scheme. We apply this scheme to wireless cellular communication system model that comprises of a raised cosine filter (RCF), a bit-interleaved turbo-coded multi-level modulation (BITMM) scheme and the channel is assumed to be memory-less. Furthermore, no clock signals are transmitted to the receiver contrary to the classical data aided (DA) models. This new model ensures that both the bandwidth and power of the communication system is conserved. However, the computational complexity of ideal turbo synchronization is increased by 50%. Several simulation tests on bit error rate (BER) and block error rate (BLER) versus low SNR reveal that the proposed iterative soft timing recovery (ISTR) scheme outperforms the conventional schemes.

Keywords: discrete polyphase matched filters, maximum likelihood estimators, soft timing phase estimation, wireless mobile systems.

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1174 Application of an Analytical Model to Obtain Daily Flow Duration Curves for Different Hydrological Regimes in Switzerland

Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

Abstract:

This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: Analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges.

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1173 Object Recognition in Color Images by the Self Configuring System MEMORI

Authors: Michela Lecca

Abstract:

System MEMORI automatically detects and recognizes rotated and/or rescaled versions of the objects of a database within digital color images with cluttered background. This task is accomplished by means of a region grouping algorithm guided by heuristic rules, whose parameters concern some geometrical properties and the recognition score of the database objects. This paper focuses on the strategies implemented in MEMORI for the estimation of the heuristic rule parameters. This estimation, being automatic, makes the system a self configuring and highly user-friendly tool.

Keywords: Automatic Object Recognition, Clustering, Contentbased Image Retrieval System, Image Segmentation, Region Adjacency Graph, Region Grouping.

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1172 A Comparison of Marginal and Joint Generalized Quasi-likelihood Estimating Equations Based On the Com-Poisson GLM: Application to Car Breakdowns Data

Authors: N. Mamode Khan, V. Jowaheer

Abstract:

In this paper, we apply and compare two generalized estimating equation approaches to the analysis of car breakdowns data in Mauritius. Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observation as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use the two types of quasi-likelihood estimation approaches to estimate the parameters of the model: marginal and joint generalized quasi-likelihood estimating equation approaches. Under-dispersion parameter is estimated to be around 2.14 justifying the appropriateness of Com-Poisson distribution in modelling underdispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, marginal quasi-likelihood estimation, joint quasi-likelihood estimation.

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1171 Electromagnetic Source Direction of Arrival Estimation via Virtual Antenna Array

Authors: Meiling Yang, Shuguo Xie, Yilong Zhu

Abstract:

Nowadays, due to diverse electric products and complex electromagnetic environment, the localization and troubleshooting of the electromagnetic radiation source is urgent and necessary especially on the condition of far field. However, based on the existing DOA positioning method, the system or devices are complex, bulky and expensive. To address this issue, this paper proposes a single antenna radiation source localization method. A single antenna moves to form a virtual antenna array combined with DOA and MUSIC algorithm to position accurately, meanwhile reducing the cost and simplify the equipment. As shown in the results of simulations and experiments, the virtual antenna array DOA estimation modeling is correct and its positioning is credible.

Keywords: Virtual antenna array, DOA, localization, far field.

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1170 Ratio Type Estimators of the Population Mean Based on Ranked Set Sampling

Authors: Said Ali Al-Hadhrami

Abstract:

Ranked set sampling (RSS) was first suggested to increase the efficiency of the population mean. It has been shown that this method is highly beneficial to the estimation based on simple random sampling (SRS). There has been considerable development and many modifications were done on this method. When a concomitant variable is available, ratio estimation based on ranked set sampling was proposed. This ratio estimator is more efficient than that based on SRS. In this paper some ratio type estimators of the population mean based on RSS are suggested. These estimators are found to be more efficient than the estimators of similar form using simple random sample.

Keywords: Bias, Efficiency, Ranked Set Sampling, Ratio Type Estimator

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1169 Root Growth of Morus alba as Affected by Size of Cuttings and Polythene Low Tunnel

Authors: Irfan Ahmad, Tahir Siddiqui, Rashid Ahmad Khan, Tahir Munir Butt

Abstract:

An effort to find out the smaller size of cuttings for propagation of Morus alba was made in experimental area Department of Forestry, Range Management and Wildlife, University of Agriculture, Faisalabad, Pakistan. Different size of cuttings i.e. 2", 4", 6" and 8" were planted in polythene tubes of 3.5"x7". The effort was also made to compare the performance of cuttings in open air and in polythene low tunnel. Root length, number of root branches, root diameter and root fresh and dry weight were found maximum in two inches cuttings while minimum in four inches cuttings. Root growth was found maximum in open air as compared to under polythene sheet.

Keywords: cutting sizes Morus alba, Open air and polythene sheet, root growth

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1168 Application of the Total Least Squares Estimation Method for an Aircraft Aerodynamic Model Identification

Authors: Zaouche Mohamed, Amini Mohamed, Foughali Khaled, Aitkaid Souhila, Bouchiha Nihad Sarah

Abstract:

The aerodynamic coefficients are important in the evaluation of an aircraft performance and stability-control characteristics. These coefficients also can be used in the automatic flight control systems and mathematical model of flight simulator. The study of the aerodynamic aspect of flying systems is a reserved domain and inaccessible for the developers. Doing tests in a wind tunnel to extract aerodynamic forces and moments requires a specific and expensive means. Besides, the glaring lack of published documentation in this field of study makes the aerodynamic coefficients determination complicated. This work is devoted to the identification of an aerodynamic model, by using an aircraft in virtual simulated environment. We deal with the identification of the system, we present an environment framework based on Software In the Loop (SIL) methodology and we use MicrosoftTM Flight Simulator (FS-2004) as the environment for plane simulation. We propose The Total Least Squares Estimation technique (TLSE) to identify the aerodynamic parameters, which are unknown, variable, classified and used in the expression of the piloting law. In this paper, we define each aerodynamic coefficient as the mean of its numerical values. All other variations are considered as modeling uncertainties that will be compensated by the robustness of the piloting control.

Keywords: Aircraft aerodynamic model, Microsoft flight simulator, MQ-1 Predator, total least squares estimation, piloting the aircraft.

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1167 Artificial Neural Network Model Based Setup Period Estimation for Polymer Cutting

Authors: Zsolt János Viharos, Krisztián Balázs Kis, Imre Paniti, Gábor Belső, Péter Németh, János Farkas

Abstract:

The paper presents the results and industrial applications in the production setup period estimation based on industrial data inherited from the field of polymer cutting. The literature of polymer cutting is very limited considering the number of publications. The first polymer cutting machine is known since the second half of the 20th century; however, the production of polymer parts with this kind of technology is still a challenging research topic. The products of the applying industrial partner must met high technical requirements, as they are used in medical, measurement instrumentation and painting industry branches. Typically, 20% of these parts are new work, which means every five years almost the entire product portfolio is replaced in their low series manufacturing environment. Consequently, it requires a flexible production system, where the estimation of the frequent setup periods' lengths is one of the key success factors. In the investigation, several (input) parameters have been studied and grouped to create an adequate training information set for an artificial neural network as a base for the estimation of the individual setup periods. In the first group, product information is collected such as the product name and number of items. The second group contains material data like material type and colour. In the third group, surface quality and tolerance information are collected including the finest surface and tightest (or narrowest) tolerance. The fourth group contains the setup data like machine type and work shift. One source of these parameters is the Manufacturing Execution System (MES) but some data were also collected from Computer Aided Design (CAD) drawings. The number of the applied tools is one of the key factors on which the industrial partners’ estimations were based previously. The artificial neural network model was trained on several thousands of real industrial data. The mean estimation accuracy of the setup periods' lengths was improved by 30%, and in the same time the deviation of the prognosis was also improved by 50%. Furthermore, an investigation on the mentioned parameter groups considering the manufacturing order was also researched. The paper also highlights the manufacturing introduction experiences and further improvements of the proposed methods, both on the shop floor and on the quotation preparation fields. Every week more than 100 real industrial setup events are given and the related data are collected.

Keywords: Artificial neural network, low series manufacturing, polymer cutting, setup period estimation.

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1166 Angles of Arrival Estimation with Unitary Partial Propagator

Authors: Youssef Khmou, Said Safi

Abstract:

In this paper, we investigated the effect of real valued transformation of the spectral matrix of the received data for Angles Of Arrival estimation problem.  Indeed, the unitary transformation of Partial Propagator (UPP) for narrowband sources is proposed and applied on Uniform Linear Array (ULA).

Monte Carlo simulations proved the performance of the UPP spectrum comparatively with Forward Backward Partial Propagator (FBPP) and Unitary Propagator (UP). The results demonstrates that when some of the sources are fully correlated and closer than the Rayleigh angular limit resolution of the broadside array, the UPP method outperforms the FBPP in both of spatial resolution and complexity.

Keywords: DOA, Uniform Linear Array, Narrowband, Propagator, Real valued transformation, Subspace, Unitary Operator.

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1165 Numerical Optimization within Vector of Parameters Estimation in Volatility Models

Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

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1164 Friction Estimation and Compensation for Steering Angle Control for Highly Automated Driving

Authors: Marcus Walter, Norbert Nitzsche, Dirk Odenthal, Steffen M¨uller

Abstract:

This contribution presents a friction estimator for industrial purposes which identifies Coulomb friction in a steering system. The estimator only needs a few, usually known, steering system parameters. Friction occurs on almost every mechanical system and has a negative influence on high-precision position control. This is demonstrated on a steering angle controller for highly automated driving. In this steering system the friction induces limit cycles which cause oscillating vehicle movement when the vehicle follows a given reference trajectory. When compensating the friction with the introduced estimator, limit cycles can be suppressed. This is demonstrated by measurements in a series vehicle.

Keywords: Friction estimation, friction compensation, steering system, lateral vehicle guidance.

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1163 Application of Build-up and Wash-off Models for an East-Australian Catchment

Authors: Iqbal Hossain, Monzur Alam Imteaz, Mohammed Iqbal Hossain

Abstract:

Estimation of stormwater pollutants is a pre-requisite for the protection and improvement of the aquatic environment and for appropriate management options. The usual practice for the stormwater quality prediction is performed through water quality modeling. However, the accuracy of the prediction by the models depends on the proper estimation of model parameters. This paper presents the estimation of model parameters for a catchment water quality model developed for the continuous simulation of stormwater pollutants from a catchment to the catchment outlet. The model is capable of simulating the accumulation and transportation of the stormwater pollutants; suspended solids (SS), total nitrogen (TN) and total phosphorus (TP) from a particular catchment. Rainfall and water quality data were collected for the Hotham Creek Catchment (HTCC), Gold Coast, Australia. Runoff calculations from the developed model were compared with the calculated discharges from the widely used hydrological models, WBNM and DRAINS. Based on the measured water quality data, model water quality parameters were calibrated for the above-mentioned catchment. The calibrated parameters are expected to be helpful for the best management practices (BMPs) of the region. Sensitivity analyses of the estimated parameters were performed to assess the impacts of the model parameters on overall model estimations of runoff water quality.

Keywords: Calibration, Model Parameters, Suspended Solids, TotalNitrogen, Total Phosphorus.

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1162 VFAST TCP: A delay-based enhanced version of FAST TCP

Authors: Salem Belhaj, Moncef Tagina

Abstract:

This paper is aimed at describing a delay-based endto- end (e2e) congestion control algorithm, called Very FAST TCP (VFAST), which is an enhanced version of FAST TCP. The main idea behind this enhancement is to smoothly estimate the Round-Trip Time (RTT) based on a nonlinear filter, which eliminates throughput and queue oscillation when RTT fluctuates. In this context, an evaluation of the suggested scheme through simulation is introduced, by comparing our VFAST prototype with FAST in terms of throughput, queue behavior, fairness, stability, RTT and adaptivity to changes in network. The achieved simulation results indicate that the suggested protocol offer better performance than FAST TCP in terms of RTT estimation and throughput.

Keywords: Fast tcp, RTT, delay estimation, delay-based congestion control, high speed TCP, large bandwidth delay product.

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