Search results for: multivariate statistical modeling.

Authors: Fatimah Almah Saaid, Darfiana Nur, Robert King

Abstract:

This paper presents a procedure for estimating VAR using Sequential Discounting VAR (SDVAR) algorithm for online model learning to detect fraudulent acts using the telecommunications call detailed records (CDR). The volatility of the VAR is observed allowing for non-linearity, outliers and change points based on the works of [1]. This paper extends their procedure from univariate to multivariate time series. A simulation and a case study for detecting telecommunications fraud using CDR illustrate the use of the algorithm in the bivariate setting.

Keywords: Telecommunications Fraud, SDVAR Algorithm, Multivariate time series, Vector Autoregressive, Change points.

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Authors: Seong-Su Jeon, Seong-Jin Kim, Goon-Cherl Park

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In this study, direct numerical simulation for the bubble condensation in the subcooled boiling flow was performed. The main goal was to develop the CFD modeling for the bubble condensation and to evaluate the accuracy of the VOF model with the developed CFD modeling. CFD modeling for the bubble condensation was developed by modeling the source terms in the governing equations of VOF model using UDF. In the modeling, the amount of condensation was determined using the interfacial heat transfer coefficient obtained from the bubble velocity, liquid temperature and bubble diameter every time step. To evaluate the VOF model using the CFD modeling for the bubble condensation, CFD simulation results were compared with SNU experimental results such as bubble volume and shape, interfacial area, bubble diameter and bubble velocity. Simulation results predicted well the behavior of the actual condensing bubble. Therefore, it can be concluded that the VOF model using the CFD modeling for the bubble condensation will be a useful computational fluid dynamics tool for analyzing the behavior of the condensing bubble in a wide range of the subcooled boiling flow.

Keywords: Bubble condensation, CFD modeling, Subcooled boiling flow, VOF model.

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Authors: Wei Lei, Hui Chen, Lin Lu

Abstract:

Microscopic emission and fuel consumption models have been widely recognized as an effective method to quantify real traffic emission and energy consumption when they are applied with microscopic traffic simulation models. This paper presents a framework for developing the Microscopic Emission (HC, CO, NOx, and CO2) and Fuel consumption (MEF) models for light-duty vehicles. The variable of composite acceleration is introduced into the MEF model with the purpose of capturing the effects of historical accelerations interacting with current speed on emission and fuel consumption. The MEF model is calibrated by multivariate least-squares method for two types of light-duty vehicle using on-board data collected in Beijing, China by a Portable Emission Measurement System (PEMS). The instantaneous validation results shows the MEF model performs better with lower Mean Absolute Percentage Error (MAPE) compared to other two models. Moreover, the aggregate validation results tells the MEF model produces reasonable estimations compared to actual measurements with prediction errors within 12%, 10%, 19%, and 9% for HC, CO, NOx emissions and fuel consumption, respectively.

Keywords: Emission, Fuel consumption, Light-duty vehicle, Microscopic, Modeling.

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Authors: Chaw Su Mon

Abstract:

Abstract— The paper presents a preliminary study on modeling and estimation of basic wind speed ( extreme wind gusts ) for the consideration of vulnerability and design of building in Ayeyarwady Region. The establishment of appropriate design wind speeds is a critical step towards the calculation of design wind loads for structures. In this paper the extreme value analysis of this prediction work is based on the anemometer data (1970-2009) maintained by the department of meteorology and hydrology of Pathein. Statistical and probabilistic approaches are used to derive formulas for estimating 3-second gusts from recorded data (10-minute sustained mean wind speeds).

Keywords: Basic Wind Speed, Building, Gusts, Statistical and probabilistic approaches

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Authors: Song Meng, Dianfu Ma, Yongwang Zhao, Jianxin Li

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Cooperative visual modeling is more and more necessary in our complicated world. A collaborative environment which supports interactive operation and communication is required to increase work efficiency. We present a collaborative visual modeling framework which collaborative platform could be built on. On this platform, cooperation and communication is available for designers from different regions. This framework, which is different from other collaborative frameworks, contains a uniform message format, a message handling mechanism and other functions such as message pretreatment and Role-Communication-Token Access Control (RCTAC). We also show our implementation of this framework called Orchestra Designer, which support BPLE workflow modeling cooperatively online.

Keywords: colllaborative framework; visual modeling; message handling mechanism

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Authors: Hyun-Woo Cho

Abstract:

Detection of incipient abnormal events is important to improve safety and reliability of machine operations and reduce losses caused by failures. Improper set-ups or aligning of parts often leads to severe problems in many machines. The construction of prediction models for predicting faulty conditions is quite essential in making decisions on when to perform machine maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of machine measurement data. The calibration model is used to predict two faulty conditions from historical reference data. This approach utilizes genetic algorithms (GA) based variable selection, and we evaluate the predictive performance of several prediction methods using real data. The results shows that the calibration model based on supervised probabilistic principal component analysis (SPPCA) yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: Prediction, operation monitoring, on-line data, nonlinear statistical methods, empirical model.

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Authors: Zoltan Theisz, Gergely Mezei

Abstract:

Modern industrial automation relies on service oriented concepts of Internet of Things (IoT) device modeling in order to provide a flexible and extendable environment for service meta-repository. However, state-of-the-art meta-modeling techniques prefer design-time modeling, which results in a heavy usage of class sometimes unnecessary static subtyping. Although this approach benefits from clear-cut object-oriented design principles, it also seals the model repository for further dynamic extensions. In this paper, a dynamic multi-level modeling approach is introduced that enables dynamic subtyping through a more relaxed partial instantiation mechanism. The approach is demonstrated on a simple sensor network example.

Keywords: Meta-modeling, dynamic subtyping, DMLA, industrial automation, arrowhead.

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Authors: N. Gigauri, V. Kukhalashvili, V. Sesadze, A. Surmava, L. Intskirveli

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Pollution of the Tbilisi atmospheric air with PM2.5 and PM10 in usual and pandemic situations by using the data of 5 stationary observation points is investigated. The values of the statistical characteristic parameters of PM in the atmosphere of Tbilisi are analyzed and trend graphs are constructed. By means of analysis of pollution levels in the quarantine and usual periods the proportion of vehicle traffic in pollution of city is estimated. Experimental measurements of PM2.5, PM10 in the atmosphere have been carried out in different districts of the city and map of the distribution of their concentrations were constructed. It is shown that maximum pollution values are recorded in the city center and along major motorways. It is shown that the average monthly concentrations vary in the range of 0.6-1.6 Maximum Permissible Concentration (MPC). Average daily values of concentration vary at 2-4 days intervals. The distribution of PM10 generated as a result of traffic is numerical modeled. The modeling results are compared with the observation data.

Keywords: Air pollution, numerical modeling, PM2.5, PM10.

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Authors: Hidetoshi Nonaka

Abstract:

This paper presents an interactive modeling system of uniform polyhedra using the isomorphic graphs. Especially, Kepler-Poinsot solids are formed by modifications of dodecahedron and icosahedron.

Keywords: Kepler-Poinsot solid, Shape modeling, Polyhedralgraph, Graph drawing.

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Authors: S. Barbosa, M. Pinto, J. A. Almeida, E. Carvalho, C. Diamantino

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The aim of this work was to test a methodology able to generate spatial-temporal maps that can synthesize simultaneously the trends of distinct hydrochemical indicators in an old radium-uranium tailings dam deposit. Multidimensionality reduction derived from principal component analysis and subsequent data aggregation derived from clustering analysis allow to identify distinct hydrochemical behavioral profiles and generate synthetic evolutionary hydrochemical maps.

Keywords: Contamination plume migration, K-means of PCA scores, groundwater and mine water monitoring, spatial-temporal hydrochemical trends.

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Authors: A. Retbi, M. Khalidi Idrissi, S. Bennani

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The success of an e-learning system is highly dependent on the quality of its educational content and how effective, complete, and simple the design tool can be for teachers. Educational modeling languages (EMLs) are proposed as design languages intended to teachers for modeling diverse teaching-learning experiences, independently of the pedagogical approach and in different contexts. However, most existing EMLs are criticized for being too abstract and too complex to be understood and manipulated by teachers. In this paper, we present a visual EML that simplifies the process of designing learning scenarios for teachers with no programming background. Based on the conceptual framework of the activity theory, our resulting visual EML focuses on using Domainspecific modeling techniques to provide a pedagogical level of abstraction in the design process.

Keywords: Educational modeling language, Domain Specific Modeling, authoring systems, learning scenario.

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

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Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: Local nonlinear estimation, LWPR algorithm, Online training method.

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Authors: Girija Chetty, Monica Singh

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In this paper we propose a novel approach for ascertaining human identity based on fusion of profile face and gait biometric cues The identification approach based on feature learning in PCA-LDA subspace, and classification using multivariate Bayesian classifiers allows significant improvement in recognition accuracy for low resolution surveillance video scenarios. The experimental evaluation of the proposed identification scheme on a publicly available database [2] showed that the fusion of face and gait cues in joint PCA-LDA space turns out to be a powerful method for capturing the inherent multimodality in walking gait patterns, and at the same time discriminating the person identity..

Keywords: Biometrics, gait recognition, PCA, LDA, Eigenface, Fisherface, Multivariate Gaussian Classifier

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Authors: Bassam Atieh Rajabi, Sai Peck Lee

Abstract:

Business Process Modeling (BPM) is the first and most important step in business process management lifecycle. Graph based formalism and rule based formalism are the two most predominant formalisms on which process modeling languages are developed. BPM technology continues to face challenges in coping with dynamic business environments where requirements and goals are constantly changing at the execution time. Graph based formalisms incur problems to react to dynamic changes in Business Process (BP) at the runtime instances. In this research, an adaptive and flexible framework based on the integration between Object Oriented diagramming technique and Petri Net modeling language is proposed in order to support change management techniques for BPM and increase the representation capability for Object Oriented modeling for the dynamic changes in the runtime instances. The proposed framework is applied in a higher education environment to achieve flexible, updatable and dynamic BP.

Keywords: Business Process Modeling, Change Management, Graph Based Modeling, Rule Based Modeling, Object Oriented PetriNet.

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Authors: Mohammad Ali Tabarzad, Caro Lucas, Ali Hamzeh

Abstract:

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

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

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Authors: S. Aouabdi, M. Taibi

Abstract:

This paper presents powerful techniques for the development of a new monitoring method based on multi-scale entropy (MSE) in order to characterize the behaviour of the concentrations of different gases present in the synthesis of Ammonia and soft-sensor based on Principal Component Analysis (PCA).

Keywords: Ammonia synthesis, concentrations of different gases, soft sensor, multi-scale entropy, multivariate statistics.

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Authors: Kyong-min Lee, Moon Soo Chang, PooGyeon Park

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In this paper, we propose a geometric modeling of illumination on the patterned image containing etching transistor. This image is captured by a commercial camera during the inspection of a TFT-LCD panel. Inspection of defect is an important process in the production of LCD panel, but the regional difference in brightness, which has a negative effect on the inspection, is due to the uneven illumination environment. In order to solve this problem, we present a geometric modeling of illumination consisting of an interpolation using the least squares method and 3D modeling using bezier surface. Our computational time, by using the sampling method, is shorter than the previous methods. Moreover, it can be further used to correct brightness in every patterned image.

Keywords: Bezier, defect, geometric modeling, illumination, inspection, LCD, panel.

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Authors: Rana Khalid Naeem, Asif Mansoor

Abstract:

The hydrologic time series data display periodic structure and periodic autoregressive process receives considerable attention in modeling of such series. In this communication long term record of monthly waste flow of Lyari river is utilized to quantify by using PAR modeling technique. The parameters of model are estimated by using Frances & Paap methodology. This study shows that periodic autoregressive model of order 2 is the most parsimonious model for assessing periodicity in waste flow of the river. A careful statistical analysis of residuals of PAR (2) model is used for establishing goodness of fit. The forecast by using proposed model confirms significance and effectiveness of the model.

Keywords: Diagnostic checks, Lyari river, Model selection, Monthly waste flow, Periodicity, Periodic autoregressive model.

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Authors: Bharathi P. T, P. Subashini

Abstract:

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

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

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Authors: K. M. Tan, A. Anvar, T.F. Lu

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A sophisticated simulator provides a cost-effective measure to carry out preliminary mission testing and diagnostic while reducing potential failures for real life at sea trials. The presented simulation framework covers three key areas: AUV modeling, sensor modeling, and environment modeling. AUV modeling mainly covers the area of AUV dynamics. Sensor modeling deals with physics and mathematical models that govern each sensor installed onto the AUV. Environment model incorporates the hydrostatic, hydrodynamics, and ocean currents that will affect the AUV in a real-time mission. Based on this designed simulation framework, custom scenarios provided by the user can be modeled and its corresponding behaviors can be observed. This paper focuses on the accuracy of the simulated data from AUV model and environmental model derived from a developed AUV test-bed which was jointly upgraded by DSTO and the University of Adelaide. The main contribution of this paper is to experimentally verify the accuracy of the proposed simulation framework.

Keywords: Autonomous Underwater Vehicle (AUV), simulator, framework, robotics, maritime robot, modeling.

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Authors: Aouattou Nabila, Saighi Mohamed, Fekih Malika

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The modeling of water transfer in the unsaturated zone uses techniques and methods of the soil physics to solve the Richards-s equation. However, there is a disaccord between the size of the measurements provided by the soil physics and the size of the fields of hydrological modeling problem, to which is added the strong spatial variability of soil hydraulic properties. The objective of this work was to develop a methodology to estimate the hydrodynamic parameters for modeling water transfers at different hydrological scales in the soil-plant atmosphere systems.

Keywords: Hydraulic properties, Modeling, Unsaturated zone, Transfer, Water

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Authors: Jacek Kuraś, Jacek Lembas, Marek Skomorowski

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In this paper, we introduce GODYS-PC software package for modeling, simulating and analyzing dynamic systems. To illustrate the use of GODYS-PC we present a few examples which concern modeling and simulating of engineering systems. In order to compare GODYS-PC with widely used in academia and industry Simulink®, the same examples are provided both in GODYS-PC and Simulink®.

Keywords: Modeling, simulating and analyzing dynamicsystems.

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Authors: Himanshu Payal, Sachin Maheshwari, Pushpendra S. Bharti

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Electrical discharge machining (EDM), a non-conventional machining process, finds wide applications for shaping difficult-to-cut alloys. Process modeling of EDM is required to exploit the process to the fullest. Process modeling of EDM is a challenging task owing to involvement of so many electrical and non-electrical parameters. This work is an attempt to model the EDM process using artificial neural network (ANN). Experiments were carried out on die-sinking EDM taking Inconel 825 as work material. ANN modeling has been performed using experimental data. The prediction ability of trained network has been verified experimentally. Results indicate that ANN can predict the values of performance measures of EDM satisfactorily.

Keywords: Artificial neural network, EDM, metal removal rate, modeling, surface roughness.

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Authors: Mohammad Ahmed Rehmatullah

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The aim of this paper is to discuss a low-cost methodology that can predict traffic flow conflicts and quantitatively rank crash expectancies (based on relative probability) for various traffic facilities. This paper focuses on the application of statistical distributions to model traffic flow and Monte Carlo techniques to simulate traffic and discusses how to create a tool in order to predict the possibility of a traffic crash. A low-cost data collection methodology has been discussed for the heterogeneous traffic flow that exists and a GIS platform has been proposed to thematically represent traffic flow from simulations and the probability of a crash. Furthermore, discussions have been made to reflect the dynamism of the model in reference to its adaptability, adequacy, economy, and efficiency to ensure adoption.

Keywords: Heterogeneous traffic data collection, Monte CarloSimulation, Traffic Flow Modeling, GIS.

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Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

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Authors: M. Giannopoulou, I. Roukounis, A. Roukouni.

Abstract:

Geographical Information Systems are an integral part of planning in modern technical systems. Nowadays referred to as Spatial Decision Support Systems, as they allow synergy database management systems and models within a single user interface machine and they are important tools in spatial design for evaluating policies and programs at all levels of administration. This work refers to the creation of a Geographical Information System in the context of a broader research in the area of influence of an under construction station of the new metro in the Greek city of Thessaloniki, which included statistical and multivariate data analysis and diagrammatic representation, mapping and interpretation of the results.

Keywords: Databases, Geographical information systems (GIS), Land-use planning, Metro stations

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Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

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This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: Counterpoise, Grounding conductor, Effective length, Lightning, Monte Carlo method, Statistical distribution.

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Authors: Reinhold Decker, Christian Holsing, Sascha Lerke

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This paper presents a new growing neural network for cluster analysis and market segmentation, which optimizes the size and structure of clusters by iteratively checking them for multivariate normality. We combine the recently published SGNN approach [8] with the basic principle underlying the Gaussian-means algorithm [13] and the Mardia test for multivariate normality [18, 19]. The new approach distinguishes from existing ones by its holistic design and its great autonomy regarding the clustering process as a whole. Its performance is demonstrated by means of synthetic 2D data and by real lifestyle survey data usable for market segmentation.

Keywords: Artificial neural network, clustering, multivariatenormality, market segmentation, self-organization

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Authors: Cheima Ben Soltane, Ittansa Yonas Kelbesa

Abstract:

Speaker Identification (SI) is the task of establishing identity of an individual based on his/her voice characteristics. The SI task is typically achieved by two-stage signal processing: training and testing. The training process calculates speaker specific feature parameters from the speech and generates speaker models accordingly. In the testing phase, speech samples from unknown speakers are compared with the models and classified. Even though performance of speaker identification systems has improved due to recent advances in speech processing techniques, there is still need of improvement. In this paper, a Closed-Set Tex-Independent Speaker Identification System (CISI) based on a Multiple Classifier System (MCS) is proposed, using Mel Frequency Cepstrum Coefficient (MFCC) as feature extraction and suitable combination of vector quantization (VQ) and Gaussian Mixture Model (GMM) together with Expectation Maximization algorithm (EM) for speaker modeling. The use of Voice Activity Detector (VAD) with a hybrid approach based on Short Time Energy (STE) and Statistical Modeling of Background Noise in the pre-processing step of the feature extraction yields a better and more robust automatic speaker identification system. Also investigation of Linde-Buzo-Gray (LBG) clustering algorithm for initialization of GMM, for estimating the underlying parameters, in the EM step improved the convergence rate and systems performance. It also uses relative index as confidence measures in case of contradiction in identification process by GMM and VQ as well. Simulation results carried out on voxforge.org speech database using MATLAB highlight the efficacy of the proposed method compared to earlier work.

Keywords: Feature Extraction, Speaker Modeling, Feature Matching, Mel Frequency Cepstrum Coefficient (MFCC), Gaussian mixture model (GMM), Vector Quantization (VQ), Linde-Buzo-Gray (LBG), Expectation Maximization (EM), pre-processing, Voice Activity Detection (VAD), Short Time Energy (STE), Background Noise Statistical Modeling, Closed-Set Tex-Independent Speaker Identification System (CISI).

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Authors: Radek Němec

Abstract:

Today's business environment requires that companies have access to highly relevant information in a matter of seconds. Modern Business Intelligence tools rely on data structured mostly in traditional dimensional database schemas, typically represented by star schemas. Dimensional modeling is already recognized as a leading industry standard in the field of data warehousing although several drawbacks and pitfalls were reported. This paper focuses on the analysis of another data warehouse modeling technique - the anchor modeling, and its characteristics in context with the standardized dimensional modeling technique from a query performance perspective. The results of the analysis show information about performance of queries executed on database schemas structured according to principles of each database modeling technique.

Keywords: Data warehousing, anchor modeling, star schema, anchor schema, query performance.

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