Search results for: bivariate AR spectral estimation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1356

Search results for: bivariate AR spectral estimation.

1116 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model

Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3192
1115 Solar Cell Parameters Estimation Using Simulated Annealing Algorithm

Authors: M. R. AlRashidi, K. M. El-Naggar, M. F. AlHajri

Abstract:

This paper presents Simulated Annealing based approach to estimate solar cell model parameters. Single diode solar cell model is used in this study to validate the proposed approach outcomes. The developed technique is used to estimate different model parameters such as generated photocurrent, saturation current, series resistance, shunt resistance, and ideality factor that govern the current-voltage relationship of a solar cell. A practical case study is used to test and verify the consistency of accurately estimating various parameters of single diode solar cell model. Comparative study among different parameter estimation techniques is presented to show the effectiveness of the developed approach.

Keywords: Simulated Annealing, Parameter Estimation, Solar Cell.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2504
1114 An Approach for Vocal Register Recognition Based on Spectral Analysis of Singing

Authors: Aleksandra Zysk, Pawel Badura

Abstract:

Recognizing and controlling vocal registers during singing is a difficult task for beginner vocalist. It requires among others identifying which part of natural resonators is being used when a sound propagates through the body. Thus, an application has been designed allowing for sound recording, automatic vocal register recognition (VRR), and a graphical user interface providing real-time visualization of the signal and recognition results. Six spectral features are determined for each time frame and passed to the support vector machine classifier yielding a binary decision on the head or chest register assignment of the segment. The classification training and testing data have been recorded by ten professional female singers (soprano, aged 19-29) performing sounds for both chest and head register. The classification accuracy exceeded 93% in each of various validation schemes. Apart from a hard two-class clustering, the support vector classifier returns also information on the distance between particular feature vector and the discrimination hyperplane in a feature space. Such an information reflects the level of certainty of the vocal register classification in a fuzzy way. Thus, the designed recognition and training application is able to assess and visualize the continuous trend in singing in a user-friendly graphical mode providing an easy way to control the vocal emission.

Keywords: Classification, singing, spectral analysis, vocal emission, vocal register.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1266
1113 A Pipelined FSBM Hardware Architecture for HTDV-H.26x

Authors: H. Loukil, A. Ben Atitallah, F. Ghozzi, M. A. Ben Ayed, N. Masmoudi

Abstract:

In MPEG and H.26x standards, to eliminate the temporal redundancy we use motion estimation. Given that the motion estimation stage is very complex in terms of computational effort, a hardware implementation on a re-configurable circuit is crucial for the requirements of different real time multimedia applications. In this paper, we present hardware architecture for motion estimation based on "Full Search Block Matching" (FSBM) algorithm. This architecture presents minimum latency, maximum throughput, full utilization of hardware resources such as embedded memory blocks, and combining both pipelining and parallel processing techniques. Our design is described in VHDL language, verified by simulation and implemented in a Stratix II EP2S130F1020C4 FPGA circuit. The experiment result show that the optimum operating clock frequency of the proposed design is 89MHz which achieves 160M pixels/sec.

Keywords: SAD, FSBM, Hardware Implementation, FPGA.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1600
1112 Automatic Extraction of Water Bodies Using Whole-R Method

Authors: Nikhat Nawaz, S. Srinivasulu, P. Kesava Rao

Abstract:

Feature extraction plays an important role in many remote sensing applications. Automatic extraction of water bodies is of great significance in many remote sensing applications like change detection, image retrieval etc. This paper presents a procedure for automatic extraction of water information from remote sensing images. The algorithm uses the relative location of R color component of the chromaticity diagram. This method is then integrated with the effectiveness of the spatial scale transformation of whole method. The whole method is based on water index fitted from spectral library. Experimental results demonstrate the improved accuracy and effectiveness of the integrated method for automatic extraction of water bodies.

Keywords: Chromaticity, Feature Extraction, Remote Sensing, Spectral library, Water Index.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3314
1111 Algebraic Approach for the Reconstruction of Linear and Convolutional Error Correcting Codes

Authors: Johann Barbier, Guillaume Sicot, Sebastien Houcke

Abstract:

In this paper we present a generic approach for the problem of the blind estimation of the parameters of linear and convolutional error correcting codes. In a non-cooperative context, an adversary has only access to the noised transmission he has intercepted. The intercepter has no knowledge about the parameters used by the legal users. So, before having acess to the information he has first to blindly estimate the parameters of the error correcting code of the communication. The presented approach has the main advantage that the problem of reconstruction of such codes can be expressed in a very simple way. This allows us to evaluate theorical bounds on the complexity of the reconstruction process but also bounds on the estimation rate. We show that some classical reconstruction techniques are optimal and also explain why some of them have theorical complexities greater than these experimentally observed.

Keywords: Blind estimation parameters, error correcting codes, non-cooperative context, reconstruction algorithm

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2124
1110 Bangla Vowel Characterization Based on Analysis by Synthesis

Authors: Syed Akhter Hossain, M. Lutfar Rahman, Farruk Ahmed

Abstract:

Bangla Vowel characterization determines the spectral properties of Bangla vowels for efficient synthesis as well as recognition of Bangla vowels. In this paper, Bangla vowels in isolated word have been analyzed based on speech production model within the framework of Analysis-by-Synthesis. This has led to the extraction of spectral parameters for the production model in order to produce different Bangla vowel sounds. The real and synthetic spectra are compared and a weighted square error has been computed along with the error in the formant bandwidths for efficient representation of Bangla vowels. The extracted features produced good representation of targeted Bangla vowel. Such a representation also plays essential role in low bit rate speech coding and vocoders.

Keywords: Speech, vowel, formant, synthesis, spectrum, LPC.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2329
1109 Blind Source Separation based on the Estimation for the Number of the Blind Sources under a Dynamic Acoustic Environment

Authors: Takaaki Ishibashi

Abstract:

Independent component analysis can estimate unknown source signals from their mixtures under the assumption that the source signals are statistically independent. However, in a real environment, the separation performance is often deteriorated because the number of the source signals is different from that of the sensors. In this paper, we propose an estimation method for the number of the sources based on the joint distribution of the observed signals under two-sensor configuration. From several simulation results, it is found that the number of the sources is coincident to that of peaks in the histogram of the distribution. The proposed method can estimate the number of the sources even if it is larger than that of the observed signals. The proposed methods have been verified by several experiments.

Keywords: blind source separation, independent component analysys, estimation for the number of the blind sources, voice activity detection, target extraction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1256
1108 Long-Range Dependence of Financial Time Series Data

Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1838
1107 Reasons for the Slow Uptake of Embodied Carbon Estimation in the Sri Lankan Building Sector

Authors: Amalka Nawarathna, Nirodha Fernando, Zaid Alwan

Abstract:

Global carbon reduction is not merely a responsibility of environmentally advanced developed countries, but also a responsibility of developing countries regardless of their less impact on global carbon emissions. In recognition of that, Sri Lanka as a developing country has initiated promoting green building construction as one reduction strategy. However, notwithstanding the increasing attention on Embodied Carbon (EC) reduction in the global building sector, they still mostly focus on Operational Carbon (OC) reduction (through improving operational energy). An adequate attention has not yet been given on EC estimation and reduction. Therefore, this study aims to identify the reasons for the slow uptake of EC estimation in the Sri Lankan building sector. To achieve this aim, 16 numbers of global barriers to estimate EC were identified through existing literature. They were then subjected to a pilot survey to identify the significant reasons for the slow uptake of EC estimation in the Sri Lankan building sector. A questionnaire with a three-point Likert scale was used to this end. The collected data were analysed using descriptive statistics. The findings revealed that 11 out of 16 challenges/ barriers are highly relevant as reasons for the slow uptake in estimating EC in buildings in Sri Lanka while the other five challenges/ barriers remain as moderately relevant reasons. Further, the findings revealed that there are no low relevant reasons. Eventually, the paper concluded that all the known reasons are significant to the Sri Lankan building sector and it is necessary to address them in order to upturn the attention on EC reduction.

Keywords: Embodied carbon emissions, embodied carbon estimation, global carbon reduction, Sri Lankan building sector.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 787
1106 Rolling Element Bearing Diagnosis by Improved Envelope Spectrum: Optimal Frequency Band Selection

Authors: Juan David Arango, Alejandro Restrepo-Martinez

Abstract:

The Rolling Element Bearing (REB) vibration diagnosis is worth of special interest by the variety of REB and the wide necessity of those elements in industrial applications. The presence of a localized fault in a REB gives rise to a vibrational response, characterized by the modulation of a carrier signal. Frequency content of carrier signal (Spectral Frequency –f) is mainly related to resonance frequencies of the REB. This carrier signal is modulated by another signal, governed by the periodicity of the fault impact (Cyclic Frequency –α). In this sense, REB fault vibration response gives rise to a second-order cyclostationary signal. Second order cyclostationary signals could be represented in a bi-spectral map, where Spectral Coherence –SCoh are plotted against f and α. The Improved Envelope Spectrum –IES, is a useful approach to execute REB fault diagnosis. IES could be applied by the integration of SCoh over a predefined bandwidth on the f axis. Approaches to select f-bandwidth have been recently exposed by the definition of a metric which intends to evaluate the magnitude of the IES at the fault characteristics frequencies. This metric is represented in a 1/3-binary tree as a function of the frequency bandwidth and centre. Based on this binary tree the optimal frequency band is selected. However, some advantages have been seen if the metric is changed, which in fact tends to dictate different optimal f-bandwidth and so improve the IES representation. This paper evaluates the behaviour of the IES from a different metric optimization. This metric is based on the sample correlation coefficient, detecting high peaks in the selected frequencies while penalizing high peaks in the neighbours of the selected frequencies. Prior results indicate an improvement on the signal-noise ratio (SNR) on around 86% of samples analysed, which belong to IMS database.

Keywords: Sample Correlation IESFOgram, cyclostationary analysis, improved envelope spectrum, IES, rolling element bearing diagnosis, spectral coherence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 666
1105 Thermal Modeling of Dry-Transformers and Estimating Temperature Rise

Authors: M. Ghareh, L. Sepahi

Abstract:

Temperature rise in a transformer depends on variety of parameters such as ambient temperature, output current and type of the core. Considering these parameters, temperature rise estimation is still complicated procedure. In this paper, we present a new model based on simple electrical equivalent circuit. This method avoids the complication associated to accurate estimation and is in very good agreement with practice.

Keywords: Thermal modeling, temperature rise, equivalent thermal circuit.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3758
1104 Memory Estimation of Internet Server Using Queuing Theory: Comparative Study between M/G/1, G/M/1 and G/G/1 Queuing Model

Authors: L. K. Singh, Riktesh Srivastava

Abstract:

How to effectively allocate system resource to process the Client request by Gateway servers is a challenging problem. In this paper, we propose an improved scheme for autonomous performance of Gateway servers under highly dynamic traffic loads. We devise a methodology to calculate Queue Length and Waiting Time utilizing Gateway Server information to reduce response time variance in presence of bursty traffic. The most widespread contemplation is performance, because Gateway Servers must offer cost-effective and high-availability services in the elongated period, thus they have to be scaled to meet the expected load. Performance measurements can be the base for performance modeling and prediction. With the help of performance models, the performance metrics (like buffer estimation, waiting time) can be determined at the development process. This paper describes the possible queue models those can be applied in the estimation of queue length to estimate the final value of the memory size. Both simulation and experimental studies using synthesized workloads and analysis of real-world Gateway Servers demonstrate the effectiveness of the proposed system.

Keywords: M/M/1, M/G/1, G/M/1, G/G/1, Gateway Servers, Buffer Estimation, Waiting Time, Queuing Process.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1894
1103 Effect of Channel Estimation on Capacity of MIMO System Employing Circular or Linear Receiving Array Antennas

Authors: Xia Liu, Marek E. Bialkowski

Abstract:

This paper reports on investigations into capacity of a Multiple Input Multiple Output (MIMO) wireless communication system employing a uniform linear array (ULA) at the transmitter and either a uniform linear array (ULA) or a uniform circular array (UCA) antenna at the receiver. The transmitter is assumed to be surrounded by scattering objects while the receiver is postulated to be free from scattering objects. The Laplacian distribution of angle of arrival (AOA) of a signal reaching the receiver is postulated. Calculations of the MIMO system capacity are performed for two cases without and with the channel estimation errors. For estimating the MIMO channel, the scaled least square (SLS) and minimum mean square error (MMSE) methods are considered.

Keywords: MIMO, channel capacity, channel estimation, ULA, UCA, spatial correlation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1321
1102 Detection and Pose Estimation of People in Images

Authors: Mousa Mojarrad, Amir Masoud Rahmani, Mehrab Mohebi

Abstract:

Detection, feature extraction and pose estimation of people in images and video is made challenging by the variability of human appearance, the complexity of natural scenes and the high dimensionality of articulated body models and also the important field in Image, Signal and Vision Computing in recent years. In this paper, four types of people in 2D dimension image will be tested and proposed. The system will extract the size and the advantage of them (such as: tall fat, short fat, tall thin and short thin) from image. Fat and thin, according to their result from the human body that has been extract from image, will be obtained. Also the system extract every size of human body such as length, width and shown them in output.

Keywords: Analysis of Image Processing, Canny Edge Detection, Human Body Recognition, Measurement, Pose Estimation, 2D Human Dimension.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2250
1101 Optical Parametric Oscillators Lidar Sounding of Trace Atmospheric Gases in the 3-4 µm Spectral Range

Authors: Olga V. Kharchenko

Abstract:

Applicability of a KTA crystal-based laser system with optical parametric oscillators (OPO) generation to lidar sounding of the atmosphere in the spectral range 3–4 µm is studied in this work. A technique based on differential absorption lidar (DIAL) method and differential optical absorption spectroscopy (DOAS) is developed for lidar sounding of trace atmospheric gases (TAG). The DIAL-DOAS technique is tested to estimate its efficiency for lidar sounding of atmospheric trace gases.

Keywords: Atmosphere, lidar sounding, DIAL, DOAS, trace gases, nonlinear crystal.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2129
1100 Empirical Mode Decomposition Based Multiscale Analysis of Physiological Signal

Authors: Young-Seok Choi

Abstract:

We present a refined multiscale Shannon entropy for analyzing electroencephalogram (EEG), which reflects the underlying dynamics of EEG over multiple scales. The rationale behind this method is that neurological signals such as EEG possess distinct dynamics over different spectral modes. To deal with the nonlinear and nonstationary nature of EEG, the recently developed empirical mode decomposition (EMD) is incorporated, allowing a decomposition of EEG into its inherent spectral components, referred to as intrinsic mode functions (IMFs). By calculating the Shannon entropy of IMFs in a time-dependent manner and summing them over adaptive multiple scales, it results in an adaptive subscale entropy measure of EEG. Simulation and experimental results show that the proposed entropy properly reveals the dynamical changes over multiple scales.

Keywords: EEG, subscale entropy, Empirical mode decomposition, Intrinsic mode function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1671
1099 Random Access in IoT Using Naïve Bayes Classification

Authors: Alhusein Almahjoub, Dongyu Qiu

Abstract:

This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: Random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 384
1098 Real Time Video Based Smoke Detection Using Double Optical Flow Estimation

Authors: Anton Stadler, Thorsten Ike

Abstract:

In this paper, we present a video based smoke detection algorithm based on TVL1 optical flow estimation. The main part of the algorithm is an accumulating system for motion angles and upward motion speed of the flow field. We optimized the usage of TVL1 flow estimation for the detection of smoke with very low smoke density. Therefore, we use adapted flow parameters and estimate the flow field on difference images. We show in theory and in evaluation that this improves the performance of smoke detection significantly. We evaluate the smoke algorithm using videos with different smoke densities and different backgrounds. We show that smoke detection is very reliable in varying scenarios. Further we verify that our algorithm is very robust towards crowded scenes disturbance videos.

Keywords: Low density, optical flow, upward smoke motion, video based smoke detection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1363
1097 Direction of Arrival Estimation Based on a Single Port Smart Antenna Using MUSIC Algorithm with Periodic Signals

Authors: Chen Sun, Nemai Chandra Karmakar

Abstract:

A novel direction-of-arrival (DOA) estimation technique, which uses a conventional multiple signal classification (MUSIC) algorithm with periodic signals, is applied to a single RF-port parasitic array antenna for direction finding. Simulation results show that the proposed method gives high resolution (1 degree) DOA estimation in an uncorrelated signal environment. The novelty lies in that the MUSIC algorithm is applied to a simplified antenna configuration. Only one RF port and one analogue-to-digital converter (ADC) are used in this antenna, which features low DC power consumption, low cost, and ease of fabrication. Modifications to the conventional MUSIC algorithm do not bring much additional complexity. The proposed technique is also free from the negative influence by the mutual coupling between elements. Therefore, the technique has great potential to be implemented into the existing wireless mobile communications systems, especially at the power consumption limited mobile terminals, to provide additional position location (PL) services.

Keywords: Direction-of-arrival (DOA) estimation, electronically steerable parasitic array radiator (ESPAR), multiple single classifications (MUSIC), position location.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2945
1096 A Modified Spiral Search Algorithm and Its Embedded System Architecture Design

Authors: Nikolaos Kroupis, Minas Dasygenis, Dimitrios Soudris, Antonios Thanailakis

Abstract:

One of the most growing areas in the embedded community is multimedia devices. Multimedia devices incorporate a number of complicated functions for their operation, like motion estimation. A multitude of different implementations have been proposed to reduce motion estimation complexity, such as spiral search. We have studied the implementations of spiral search and identified areas of improvement. We propose a modified spiral search algorithm, with lower computational complexity compared to the original spiral search. We have implemented our algorithm on an embedded ARM based architecture, with custom memory hierarchy. The resulting system yields energy consumption reduction up to 64% and performance increase up to 77%, with a small penalty of 2.3 dB, in average, of video quality compared with the original spiral search algorithm.

Keywords: Spiral Search, Motion Estimation, Embedded Systems, Low Power

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1720
1095 Model-Based Small Area Estimation with Application to Unemployment Estimates

Authors: Hichem Omrani, Philippe Gerber, Patrick Bousch

Abstract:

The problem of Small Area Estimation (SAE) is complex because of various information sources and insufficient data. In this paper, an approach for SAE is presented for decision-making at national, regional and local level. We propose an Empirical Best Linear Unbiased Predictor (EBLUP) as an estimator in order to combine several information sources to evaluate various indicators. First, we present the urban audit project and its environmental, social and economic indicators. Secondly, we propose an approach for decision making in order to estimate indicators. An application is used to validate the theoretical proposal. Finally, a decision support system is presented based on open-source environment.

Keywords: Small area estimation, statistical method, sampling, empirical best linear unbiased predictor (EBLUP), decision-making.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1667
1094 Motion Estimator Architecture with Optimized Number of Processing Elements for High Efficiency Video Coding

Authors: Seongsoo Lee

Abstract:

Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: Motion estimation, test zone search, high efficiency video coding, processing element, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1511
1093 Evaluating Spectral Relationships between Signals by Removing the Contribution of a Common, Periodic Source A Partial Coherence-based Approach

Authors: Antonio Mauricio F. L. Miranda de Sá

Abstract:

Partial coherence between two signals removing the contribution of a periodic, deterministic signal is proposed for evaluating the interrelationship in multivariate systems. The estimator expression was derived and shown to be independent of such periodic signal. Simulations were used for obtaining its critical value, which were found to be the same as those for Gaussian signals, as well as for evaluating the technique. An Illustration with eletroencephalografic (EEG) signals during photic stimulation is also provided. The application of the proposed technique in both simulation and real EEG data indicate that it seems to be very specific in removing the contribution of periodic sources. The estimate independence of the periodic signal may widen partial coherence application to signal analysis, since it could be used together with simple coherence to test for contamination in signals by a common, periodic noise source.

Keywords: Partial coherence, periodic input, spectral analysis, statistical signal processing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1416
1092 The Effect of Global Solar Variations on the Performance of n-AlGaAs/p-GaAs Solar Cells

Authors: A. Guechi, M. Chegaar

Abstract:

This study investigates how AlGaAs/GaAs thin film solar cells perform under varying global solar spectrum due to the changes of environmental parameters such as the air mass and the atmospheric turbidity. The solar irradiance striking the solar cell is simulated using the spectral irradiance model SMARTS2 (Simple Model of the Atmospheric Radiative Transfer of Sunshine) for clear skies on the site of Setif (Algeria). The results show a reduction in the short circuit current due to increasing atmospheric turbidity, it is 63.09% under global radiation. However increasing air mass leads to a reduction in the short circuit current of 81.73%. The efficiency decreases with increasing atmospheric turbidity and air mass.

Keywords: AlGaAs/GaAs, Solar Cells, Environmental parameters, Spectral Variation, SMARTS.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2162
1091 A Diffusion Least-Mean Square Algorithm for Distributed Estimation over Sensor Networks

Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

Abstract:

In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.

Keywords: Adaptive filter, distributed estimation, sensor network, diffusion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1825
1090 Recursive Wiener-Khintchine Theorem

Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

Power Spectral Density (PSD) computed by taking the Fourier transform of auto-correlation functions (Wiener-Khintchine Theorem) gives better result, in case of noisy data, as compared to the Periodogram approach. However, the computational complexity of Wiener-Khintchine approach is more than that of the Periodogram approach. For the computation of short time Fourier transform (STFT), this problem becomes even more prominent where computation of PSD is required after every shift in the window under analysis. In this paper, recursive version of the Wiener-Khintchine theorem has been derived by using the sliding DFT approach meant for computation of STFT. The computational complexity of the proposed recursive Wiener-Khintchine algorithm, for a window size of N, is O(N).

Keywords: Power Spectral Density (PSD), Wiener-KhintchineTheorem, Periodogram, Short Time Fourier Transform (STFT), TheSliding DFT.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2434
1089 Confidence Intervals for the Difference of Two Normal Population Variances

Authors: Suparat Niwitpong

Abstract:

Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.

Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2731
1088 Comparison of Methods of Estimation for Use in Goodness of Fit Tests for Binary Multilevel Models

Authors: I. V. Pinto, M. R. Sooriyarachchi

Abstract:

It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.

Keywords: Goodness-of-fit test, marginal quasi-likelihood, multilevel modelling, type-I error, penalized quasi-likelihood, power, quasi-likelihood.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 697
1087 A Quantification Method of Attractiveness of Stations and an Estimation Method of Number of Passengers Taking into Consideration the Attractiveness of the Station

Authors: Naoya Ozaki, Takuya Watanabe, Ryosuke Matsumoto, Noriko Fukasawa

Abstract:

In the metropolitan areas in Japan, in many stations, shopping areas are set up, and escalators and elevators are installed to make the stations be barrier-free. Further, many areas around the stations are being redeveloped. Railway business operators want to know how much effect these circumstances have on attractiveness of the station or number of passengers using the station. So, we performed a questionnaire survey of the station users in the metropolitan areas for finding factors to affect the attractiveness of stations. Then, based on the analysis of the survey, we developed a method to quantitatively evaluate attractiveness of the stations. We also developed an estimation method for number of passengers based on combination of attractiveness of the station quantitatively evaluated and the residential and labor population around the station. Then, we derived precise linear regression models estimating the attractiveness of the station and number of passengers of the station.

Keywords: Attractiveness of the station, estimation method, number of passengers of the station, redevelopment around the station, renovation of the station.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 849