Search results for: generalized willenborg model
7680 The New Relative Efficiency Based on the Least Eigenvalue in Generalized Linear Model
Authors: Chao Yuan, Bao Guang Tian
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A new relative efficiency is defined as LSE and BLUE in the generalized linear model. The relative efficiency is based on the ratio of the least eigenvalues. In this paper, we discuss about its lower bound and the relationship between it and generalized relative coefficient. Finally, this paper proves that the new estimation is better under Stein function and special condition in some degree.Keywords: Generalized linear model, generalized relative coefficient, least eigenvalue, relative efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11847679 Effect of Single Overload Ratio and Stress Ratio on Fatigue Crack Growth
Authors: M. Benachour, N. Benachour, M. Benguediab
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In this investigation variation of cyclic loading effect on fatigue crack growth is the studied. This study is performed on 2024 T351 and 7050-T74 aluminum alloys, used in aeronautical structures. The propagation model used in this study is NASGRO model. In constant amplitude loading (CA), effect of stress ratio has been investigated. Fatigue life and fatigue crack growth rate were affected by this factor. Results showed an increasing in fatigue crack growth rates (FCGRs) with increasing stress ratio. Variable amplitude loading (VAL) can take many forms i.e. with a single overload, overload band… etc. The shape of these loads affects strongly the fracture life and FCGRs. The application of a single overload (ORL) decrease the FCGR and increase the delay crack length caused by the formation of a larger plastic zone compared to the plastic zone due without VAL. The fatigue behavior of the both material under single overload has been compared.
Keywords: Fatigue crack growth, overload ratio, stress ratio, generalized willenborg model, retardation, Al-alloys.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35927678 Implementation of Generalized Plasticity in Load-Deformation Behavior of Foundation with Emphasis on Localization Problem
Authors: A. H. Akhaveissy
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Nonlinear finite element method with eight noded isoparametric quadrilateral element is used for prediction of loaddeformation behavior including bearing capacity of foundations. Modified generalized plasticity model with non-associated flow rule is applied for analysis of soil-footing system. Also Von Mises and Tresca criterions are used for simulation of soil behavior. Modified generalized plasticity model is able to simulate load-deformation including softening behavior. Localization phenomena are considered by different meshes. Localization phenomena have not been seen in the examples. Predictions by modified generalized plasticity model show good agreement with laboratory data and theoretical prediction in comparison the other models.Keywords: Localization phenomena, Generalized plasticity, Non-associated Flow Rule
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15867677 2D Numerical Analysis of Sao Paulo Tunnel
Authors: A.H. Akhaveissy
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Nonlinear finite element method and Serendipity eight nodes element are used for determining of ground surface settlement due to tunneling. Linear element with elastic behavior is used for modeling of lining. Modified Generalized plasticity model with nonassociated flow rule is applied for analysis of a tunnel in Sao Paulo – Brazil. The tunnel had analyzed by Lades- model with 16 parameters. In this work modified Generalized Plasticity is used with 10 parameters, also Mohr-Coulomb model is used to analysis the tunnel. The results show good agreement with observed results of field data by modified Generalized Plasticity model than other models. The obtained result by Mohr-Coulomb model shows less settlement than other model due to excavation.Keywords: Non-associated flow rule, Generalized plasticity, tunnel excavation, Excavation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26177676 Complex-Valued Neural Network in Signal Processing: A Study on the Effectiveness of Complex Valued Generalized Mean Neuron Model
Authors: Anupama Pande, Ashok Kumar Thakur, Swapnoneel Roy
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A complex valued neural network is a neural network which consists of complex valued input and/or weights and/or thresholds and/or activation functions. Complex-valued neural networks have been widening the scope of applications not only in electronics and informatics, but also in social systems. One of the most important applications of the complex valued neural network is in signal processing. In Neural networks, generalized mean neuron model (GMN) is often discussed and studied. The GMN includes a new aggregation function based on the concept of generalized mean of all the inputs to the neuron. This paper aims to present exhaustive results of using Generalized Mean Neuron model in a complex-valued neural network model that uses the back-propagation algorithm (called -Complex-BP-) for learning. Our experiments results demonstrate the effectiveness of a Generalized Mean Neuron Model in a complex plane for signal processing over a real valued neural network. We have studied and stated various observations like effect of learning rates, ranges of the initial weights randomly selected, error functions used and number of iterations for the convergence of error required on a Generalized Mean neural network model. Some inherent properties of this complex back propagation algorithm are also studied and discussed.Keywords: Complex valued neural network, Generalized Meanneuron model, Signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17257675 Generalized Fuzzy Subalgebras and Fuzzy Ideals of BCI-Algebras with Operators
Authors: Yuli Hu, Shaoquan Sun
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The aim of this paper is to introduce the concepts of generalized fuzzy subalgebras, generalized fuzzy ideals and generalized fuzzy quotient algebras of BCI-algebras with operators, and to investigate their basic properties.Keywords: BCI-algebras with operators, generalized fuzzy subalgebras, generalized fuzzy ideals, generalized fuzzy quotient algebras.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8097674 Investigation on Machine Tools Energy Consumptions
Authors: Shiva Abdoli, Daniel T. Semere
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Several researches have been conducted to study consumption of energy in cutting process. Most of these researches are focusing to measure the consumption and propose consumption reduction methods. In this work, the relation between the cutting parameters and the consumption is investigated in order to establish a generalized energy consumption model that can be used for process and production planning in real production lines. Using the generalized model, the process planning will be carried out by taking into account the energy as a function of the selected process parameters. Similarly, the generalized model can be used in production planning to select the right operational parameters like batch sizes, routing, buffer size, etc. in a production line. The description and derivation of the model as well as a case study are given in this paper to illustrate the applicability and validity of the model.
Keywords: Process parameters, cutting process, energy efficiency, Material Removal Rate (MRR).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33987673 Generalized Chaplygin Gas and Varying Bulk Viscosity in Lyra Geometry
Authors: A. K. Sethi, R. N. Patra, B. Nayak
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In this paper, we have considered Friedmann-Robertson-Walker (FRW) metric with generalized Chaplygin gas which has viscosity in the context of Lyra geometry. The viscosity is considered in two different ways (i.e. zero viscosity, non-constant r (rho)-dependent bulk viscosity) using constant deceleration parameter which concluded that, for a special case, the viscous generalized Chaplygin gas reduces to modified Chaplygin gas. The represented model indicates on the presence of Chaplygin gas in the Universe. Observational constraints are applied and discussed on the physical and geometrical nature of the Universe.
Keywords: Bulk viscosity, Lyra geometry, generalized Chaplygin gas, cosmology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7877672 Application of a Generalized Additive Model to Reveal the Relations between the Density of Zooplankton with Other Variables in the West Daya Bay, China
Authors: Weiwen Li, Hao Huang, Chengmao You, Jianji Liao, Lei Wang, Lina An
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Zooplankton are a central issue in the ecology which makes a great contribution to maintaining the balance of an ecosystem. It is critical in promoting the material cycle and energy flow within the ecosystems. A generalized additive model (GAM) was applied to analyze the relationships between the density (individuals per m³) of zooplankton and other variables in West Daya Bay. All data used in this analysis (the survey month, survey station (longitude and latitude), the depth of the water column, the superficial concentration of chlorophyll a, the benthonic concentration of chlorophyll a, the number of zooplankton species and the number of zooplankton species) were collected through monthly scientific surveys during January to December 2016. GLM model (generalized linear model) was used to choose the significant variables’ impact on the density of zooplankton, and the GAM was employed to analyze the relationship between the density of zooplankton and the significant variables. The results showed that the density of zooplankton increased with an increase of the benthonic concentration of chlorophyll a, but decreased with a decrease in the depth of the water column. Both high numbers of zooplankton species and the overall total number of zooplankton individuals led to a higher density of zooplankton.
Keywords: Density, generalized linear model, generalized additive model, the West Daya Bay, zooplankton.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10287671 An Iterative Algorithm to Compute the Generalized Inverse A(2) T,S Under the Restricted Inner Product
Authors: Xingping Sheng
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Let T and S be a subspace of Cn and Cm, respectively. Then for A ∈ Cm×n satisfied AT ⊕ S = Cm, the generalized inverse A(2) T,S is given by A(2) T,S = (PS⊥APT )†. In this paper, a finite formulae is presented to compute generalized inverse A(2) T,S under the concept of restricted inner product, which defined as < A,B >T,S=< PS⊥APT,B > for the A,B ∈ Cm×n. By this iterative method, when taken the initial matrix X0 = PTA∗PS⊥, the generalized inverse A(2) T,S can be obtained within at most mn iteration steps in absence of roundoff errors. Finally given numerical example is shown that the iterative formulae is quite efficient.Keywords: Generalized inverse A(2) T, S, Restricted inner product, Iterative method, Orthogonal projection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12517670 Dynamic Model of a Buck Converter with a Sliding Mode Control
Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak
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This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29807669 Generalized Chebyshev Collocation Method
Authors: Junghan Kim, Wonkyu Chung, Sunyoung Bu, Philsu Kim
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In this paper, we introduce a generalized Chebyshev collocation method (GCCM) based on the generalized Chebyshev polynomials for solving stiff systems. For employing a technique of the embedded Runge-Kutta method used in explicit schemes, the property of the generalized Chebyshev polynomials is used, in which the nodes for the higher degree polynomial are overlapped with those for the lower degree polynomial. The constructed algorithm controls both the error and the time step size simultaneously and further the errors at each integration step are embedded in the algorithm itself, which provides the efficiency of the computational cost. For the assessment of the effectiveness, numerical results obtained by the proposed method and the Radau IIA are presented and compared.
Keywords: Generalized Chebyshev Collocation method, Generalized Chebyshev Polynomial, Initial value problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26277668 (T1, T2)*- Semi Star Generalized Locally Closed Sets
Authors: M. Sundararaman, K. Chandrasekhara Rao
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The aim of this paper is to continue the study of (T1, T2)-semi star generalized closed sets by introducing the concepts of (T1, T2)-semi star generalized locally closed sets and study their basic properties in bitopological spaces.
Keywords: (T1, T2)*-semi star generalized locally closed sets, T1T2-semi star generalized closed sets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14657667 The Baer Radical of Rings in Term of Prime and Semiprime Generalized Bi-ideals
Authors: Rattiya Boonruang, Aiyared Iampan
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Using the idea of prime and semiprime bi-ideals of rings, the concept of prime and semiprime generalized bi-ideals of rings is introduced, which is an extension of the concept of prime and semiprime bi-ideals of rings and some interesting characterizations of prime and semiprime generalized bi-ideals are obtained. Also, we give the relationship between the Baer radical and prime and semiprime generalized bi-ideals of rings in the same way as of biideals of rings which was studied by Roux.Keywords: ring, prime and semiprime (generalized) bi-ideal, Baer radical.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12897666 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network
Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem
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This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9877665 Convergence Analysis of the Generalized Alternating Two-Stage Method
Authors: Guangbin Wang, Liangliang Li, Fuping Tan
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In this paper, we give the generalized alternating twostage method in which the inner iterations are accomplished by a generalized alternating method. And we present convergence results of the method for solving nonsingular linear systems when the coefficient matrix of the linear system is a monotone matrix or an H-matrix.
Keywords: Generalized alternating two-stage method, linear system, convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12527664 The Gerber-Shiu Functions of a Risk Model with Two Classes of Claims and Random Income
Authors: Shan Gao
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In this paper, we consider a risk model involving two independent classes of insurance risks and random premium income. We assume that the premium income process is a Poisson Process, and the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. Both of the Gerber- Shiu functions with zero initial surplus and the probability generating functions (p.g.f.) of the Gerber-Shiu functions are obtained.
Keywords: Poisson process, generalized Erlang risk process, Gerber-Shiu function, generating function, generalized Lundberg equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13087663 Regular Generalized Star Star closed sets in Bitopological Spaces
Authors: K. Kannan, D. Narasimhan, K. Chandrasekhara Rao, R. Ravikumar
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The aim of this paper is to introduce the concepts of τ1τ2-regular generalized star star closed sets , τ1τ2-regular generalized star star open sets and study their basic properties in bitopological spaces.
Keywords: τ1τ2-regular closed sets, τ1τ2-regular open sets, τ1τ2-regular generalized closed sets, τ1τ2-regular generalized star closed sets, τ1τ2-regular generalized star star closed sets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22037662 Generalized d-q Model of n-Phase Induction Motor Drive
Authors: G. Renukadevi, K. Rajambal
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This paper presents a generalized d-q model of n- phase induction motor drive. Multi -phase (n-phase) induction motor (more than three phases) drives possess several advantages over conventional three-phase drives, such as reduced current/phase without increasing voltage/phase, lower torque pulsation, higher torque density, fault tolerance, stability, high efficiency and lower current ripple. When the number of phases increases, it is also possible to increase the power in the same frame. In this paper, a generalized dq-axis model is developed in Matlab/Simulink for an n-phase induction motor. The simulation results are presented for 5, 6, 7, 9 and 12 phase induction motor under varying load conditions. Transient response of the multi-phase induction motors are given for different number of phases. Fault tolerant feature is also analyzed for 5-phase induction motor drive.
Keywords: d-q model, dynamic Response, fault tolerant feature, Matlab/Simulink, multi-phase induction motor, transient response.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 105487661 A Generalized Framework for Working with Multiagent Systems
Authors: Debal Saha, NirmalBaranHui
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The present paper discusses the basic concepts and the underlying principles of Multi-Agent Systems (MAS) along with an interdisciplinary exploitation of these principles. It has been found that they have been utilized for lots of research and studies on various systems spanning across diverse engineering and scientific realms showing the need of development of a proper generalized framework. Such framework has been developed for the Multi-Agent Systems and it has been generalized keeping in mind the diverse areas where they find application. All the related aspects have been categorized and a general definition has been given where ever possible.
Keywords: Generalized framework, multiagent systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17797660 On Properties of Generalized Bi-Γ-Ideals of Γ-Semirings
Authors: Teerayut Chomchuen, Aiyared Iampan
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The notion of Γ-semirings was introduced by Murali Krishna Rao as a generalization of the notion of Γ-rings as well as of semirings. We have known that the notion of Γ-semirings is a generalization of the notion of semirings. In this paper, extending Kaushik, Moin and Khan’s work, we generalize the notion of generalized bi-Γ-ideals of Γ-semirings and investigate some related properties of generalized bi-Γ-ideals.
Keywords: Γ-semiring, bi-Γ-ideal, generalized bi-Γ-ideal.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22867659 Modelling Extreme Temperature in Malaysia Using Generalized Extreme Value Distribution
Authors: Husna Hasan, Norfatin Salam, Mohd Bakri Adam
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Extreme temperature of several stations in Malaysia is modelled by fitting the monthly maximum to the Generalized Extreme Value (GEV) distribution. The Mann-Kendall (MK) test suggests a non-stationary model. Two models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. Results show that half of the stations favour a model which is linear for the location parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.Keywords: Extreme temperature, extreme value, return level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28267658 Solving Linear Matrix Equations by Matrix Decompositions
Authors: Yongxin Yuan, Kezheng Zuo
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In this paper, a system of linear matrix equations is considered. A new necessary and sufficient condition for the consistency of the equations is derived by means of the generalized singular-value decomposition, and the explicit representation of the general solution is provided.
Keywords: Matrix equation, Generalized inverse, Generalized singular-value decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20527657 Restarted Generalized Second-Order Krylov Subspace Methods for Solving Quadratic Eigenvalue Problems
Authors: Liping Zhou, Liang Bao, Yiqin Lin, Yimin Wei, Qinghua Wu
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This article is devoted to the numerical solution of large-scale quadratic eigenvalue problems. Such problems arise in a wide variety of applications, such as the dynamic analysis of structural mechanical systems, acoustic systems, fluid mechanics, and signal processing. We first introduce a generalized second-order Krylov subspace based on a pair of square matrices and two initial vectors and present a generalized second-order Arnoldi process for constructing an orthonormal basis of the generalized second-order Krylov subspace. Then, by using the projection technique and the refined projection technique, we propose a restarted generalized second-order Arnoldi method and a restarted refined generalized second-order Arnoldi method for computing some eigenpairs of largescale quadratic eigenvalue problems. Some theoretical results are also presented. Some numerical examples are presented to illustrate the effectiveness of the proposed methods.Keywords: Quadratic eigenvalue problem, Generalized secondorder Krylov subspace, Generalized second-order Arnoldi process, Projection technique, Refined technique, Restarting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18567656 Minimization Problems for Generalized Reflexive and Generalized Anti-Reflexive Matrices
Authors: Yongxin Yuan
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Let R ∈ Cm×m and S ∈ Cn×n be nontrivial unitary involutions, i.e., RH = R = R−1 = ±Im and SH = S = S−1 = ±In. A ∈ Cm×n is said to be a generalized reflexive (anti-reflexive) matrix if RAS = A (RAS = −A). Let ρ be the set of m × n generalized reflexive (anti-reflexive) matrices. Given X ∈ Cn×p, Z ∈ Cm×p, Y ∈ Cm×q and W ∈ Cn×q, we characterize the matrices A in ρ that minimize AX−Z2+Y HA−WH2, and, given an arbitrary A˜ ∈ Cm×n, we find a unique matrix among the minimizers of AX − Z2 + Y HA − WH2 in ρ that minimizes A − A˜. We also obtain sufficient and necessary conditions for existence of A ∈ ρ such that AX = Z, Y HA = WH, and characterize the set of all such matrices A if the conditions are satisfied. These results are applied to solve a class of left and right inverse eigenproblems for generalized reflexive (anti-reflexive) matrices.
Keywords: approximation, generalized reflexive matrix, generalized anti-reflexive matrix, inverse eigenvalue problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11017655 Comparison of different Channel Modeling Techniques used in the BPLC Systems
Authors: Justinian Anatory, Nelson Theethayi
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The paper compares different channel models used for modeling Broadband Power-Line Communication (BPLC) system. The models compared are Zimmermann and Dostert, Philipps, Anatory et al and Anatory et al generalized Transmission Line (TL) model. The validity of each model was compared in time domain with ATP-EMTP software which uses transmission line approach. It is found that for a power-line network with minimum number of branches all the models give similar signal/pulse time responses compared with ATP-EMTP software; however, Zimmermann and Dostert model indicates the same amplitude but different time delay. It is observed that when the numbers of branches are increased only generalized TL theory approach results are comparable with ATPEMTP results. Also the Multi-Carrier Spread Spectrum (MC-SS) system was applied to check the implication of such behavior on the modulation schemes. It is observed that using Philipps on the underground cable can predict the performance up to 25dB better than other channel models which can misread the actual performance of the system. Also modified Zimmermann and Dostert under multipath can predict a better performance of about 5dB better than the actual predicted by Generalized TL theory. It is therefore suggested for a realistic BPLC system design and analyses the model based on generalized TL theory be used.Keywords: Broadband Power line Channel Models, loadimpedance, Branched network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18157654 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
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14607653 Risk Factors for Defective Autoparts Products Using Bayesian Method in Poisson Generalized Linear Mixed Model
Authors: Pitsanu Tongkhow, Pichet Jiraprasertwong
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This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6.
Keywords: Defective autoparts products, Bayesian framework, Generalized linear mixed model (GLMM), Risk factors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19057652 Application of Generalized Autoregressive Score Model to Stock Returns
Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke
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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.
Keywords: Generalized autoregressive score model, stock returns, time-varying.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10287651 Weyl Type Theorem and the Fuglede Property
Authors: M. H. M. Rashid
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Given H a Hilbert space and B(H) the algebra of bounded linear operator in H, let δAB denote the generalized derivation defined by A and B. The main objective of this article is to study Weyl type theorems for generalized derivation for (A,B) satisfying a couple of Fuglede.Keywords: Fuglede Property, Weyl’s theorem, generalized derivation, Aluthge Transformation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 546