Search results for: multivariate Bayesian control.

Authors: Steffen C. Eickemeyer, Tim Borcherding, Peter Nyhuis, Hannover

Abstract:

Planning capacities when regenerating complex investment goods involves particular challenges in that the planning is subject to a large degree of uncertainty regarding load information. Using information fusion – by applying Bayesian Networks – a method is being developed for forecasting the anticipated expenditures (human labor, tool and machinery utilization, time etc.) for regenerating a good. The generated forecasts then later serve as a tool for planning capacities and ensure a greater stability in the planning processes.

Keywords: Bayesian networks, capacity planning, complex investment goods, damages library, forecasting, information fusion, regeneration.

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Authors: Yohei Saika

Abstract:

On the basis of Bayesian inference using the maximizer of the posterior marginal estimate, we carry out phase unwrapping using multiple interferograms via generalized mean-field theory. Numerical calculations for a typical wave-front in remote sensing using the synthetic aperture radar interferometry, phase diagram in hyper-parameter space clarifies that the present method succeeds in phase unwrapping perfectly under the constraint of surface- consistency condition, if the interferograms are not corrupted by any noises. Also, we find that prior is useful for extending a phase in which phase unwrapping under the constraint of the surface-consistency condition. These results are quantitatively confirmed by the Monte Carlo simulation.

Keywords: Bayesian inference, generalized mean-field theory, phase unwrapping, statistical mechanics.

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Authors: Yayun Hsu, Henry Horng-Shing Lu

Abstract:

This paper proposes a data-driven, biology-inspired neural segmentation method of 3D drosophila Brainbow images. We use Bayesian Sequential Partitioning algorithm for probabilistic modeling, which can be used to detect somas and to eliminate crosstalk effects. This work attempts to develop an automatic methodology for neuron image segmentation, which nowadays still lacks a complete solution due to the complexity of the image. The proposed method does not need any predetermined, risk-prone thresholds, since biological information is inherently included inside the image processing procedure. Therefore, it is less sensitive to variations in neuron morphology; meanwhile, its flexibility would be beneficial for tracing the intertwining structure of neurons.

Keywords: Brainbow, 3D imaging, image segmentation, neuron morphology, biological data mining, non-parametric learning.

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

Abstract:

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

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

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Authors: Le Linh, Truong Nguyen Luan Vu, Le Hieu Giang

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In this work, the IMC-PID controller cascaded filter based on Internal Model Control (IMC) scheme is systematically proposed for the simplified decoupling control system. The simplified decoupling is firstly introduced for multivariable processes by using coefficient matching to obtain a stable, proper, and causal simplified decoupler. Accordingly, transfer functions of decoupled apparent processes can be expressed as a set of n equivalent independent processes and then derived as a ratio of the original open-loop transfer function to the diagonal element of the dynamic relative gain array. The IMC-PID controller in series with filter is then directly employed to enhance the overall performance of the decoupling control system while avoiding difficulties arising from properties inherent to simplified decoupling. Some simulation studies are considered to demonstrate the simplicity and effectiveness of the proposed method. Simulations were conducted by tuning various controllers of the multivariate processes with multiple time delays. The results indicate that the proposed method consistently performs well with fast and well-balanced closed-loop time responses.

Keywords: Coefficient matching method, internal model control scheme, PID controller cascaded filter, simplified decoupler.

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Authors: Saleem Z. Ramadan

Abstract:

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

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

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

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

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

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Authors: Lina Wu, Wenyi Lu, Ye Li

Abstract:

Regarding heavy video game players for boys and super online chat lovers for girls as a symbolic phrase in the current adolescent culture, this project of data analysis verifies the displacement effect on deteriorating mathematics performance. To evaluate correlation or regression coefficients between a factor of playing video games or chatting online and mathematics performance compared with other factors, we use multivariate analysis technique and take gender difference into account. We find the most important reason for the negative sign of the displacement effect on mathematics performance due to students’ poor academic background. Statistical analysis methods in this project could be applied to study internet users’ academic performance from the high school education to the college education.

Keywords: Correlation coefficients, displacement effect, gender difference, multivariate analysis technique, regression coefficients.

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Authors: Hyun-Woo Cho

Abstract:

The fault detection and diagnosis of complicated production processes is one of essential tasks needed to run the process safely with good final product quality. Unexpected events occurred in the process may have a serious impact on the process. In this work, triangular representation of process measurement data obtained in an on-line basis is evaluated using simulation process. The effect of using linear and nonlinear reduced spaces is also tested. Their diagnosis performance was demonstrated using multivariate fault data. It has shown that the nonlinear technique based diagnosis method produced more reliable results and outperforms linear method. The use of appropriate reduced space yielded better diagnosis performance. The presented diagnosis framework is different from existing ones in that it attempts to extract the fault pattern in the reduced space, not in the original process variable space. The use of reduced model space helps to mitigate the sensitivity of the fault pattern to noise.

Keywords: Real-time Fault diagnosis, triangular representation of patterns in reduced spaces, Nonlinear kernel technique, multivariate statistical modeling.

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Authors: Tahseen A. Jilani, S. M. Aqil Burney, C. Ardil

Abstract:

In this paper, we have presented a new multivariate fuzzy time series forecasting method. This method assumes mfactors with one main factor of interest. History of past three years is used for making new forecasts. This new method is applied in forecasting total number of car accidents in Belgium using four secondary factors. We also make comparison of our proposed method with existing methods of fuzzy time series forecasting. Experimentally, it is shown that our proposed method perform better than existing fuzzy time series forecasting methods. Practically, actuaries are interested in analysis of the patterns of causalities in road accidents. Thus using fuzzy time series, actuaries can define fuzzy premium and fuzzy underwriting of car insurance and life insurance for car insurance. National Institute of Statistics, Belgium provides region of risk classification for each road. Thus using this risk classification, we can predict premium rate and underwriting of insurance policy holders.

Keywords: Average forecasting error rate (AFER), Fuzziness offuzzy sets Fuzzy, If-Then rules, Multivariate fuzzy time series.

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Authors: Fatimah Almah Saaid, Darfiana Nur, Robert King

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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: Sagir M. Yusuf, Chris Baber

Abstract:

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

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

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Authors: N. Feroze, M. Aslam

Abstract:

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

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

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

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

Keywords: Network, Based Intelligent, Pediatric System

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Authors: Huihai Wu, Xiaohui Liu

Abstract:

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

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

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Authors: S. Aouabdi, M. Taibi

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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: Abdelali Joumad, Abdelaziz Nasroallah

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

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

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

Abstract:

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

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

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Authors: Panpan Xu, Qiying Zhang, Hui Qian

Abstract:

Groundwater is main source of water supply in the Guanzhong Basin, China. To investigate the quality of groundwater for agricultural purposes in Jiaokou Irrigation District located in the east of the Guanzhong Basin, 141 groundwater samples were collected for analysis of major ions (K⁺, Na⁺, Mg²⁺, Ca²⁺, SO₄^2-, Cl^-, HCO₃^-, and CO₃^2-), pH, and total dissolved solids (TDS). Sodium percentage (Na%), residual sodium carbonate (RSC), magnesium hazard (MH), and potential salinity (PS) were applied for irrigation water quality assessment. In addition, multivariate statistical techniques were used to identify the underlying hydrogeochemical processes. Results show that the content of TDS mainly depends on Cl^-, Na⁺, Mg²⁺, and SO₄^2-, and the HCO₃^- content is generally high except for the eastern sand area. These are responsible for complex hydrogeochemical processes, such as dissolution of carbonate minerals (dolomite and calcite), gypsum, halite, and silicate minerals, the cation exchange, as well as evaporation and concentration. The average evaluation levels of Na%, RSC, MH, and PS for irrigation water quality are doubtful, good, unsuitable, and injurious to unsatisfactory, respectively. Therefore, it is necessary for decision makers to comprehensively consider the indicators and thus reasonably evaluate the irrigation water quality.

Keywords: Irrigation water quality, multivariate statistical analysis, groundwater, hydrogeochemical process.

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

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

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

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Authors: Andrés Carrión García, Aura López de Murillo, José Jabaloyes Vivas, Angela Grisales del Río

Abstract:

Some quality control tools use non metric subjective information coming from experts, who qualify the intensity of relations existing inside processes, but without quantifying them. In this paper we have developed a quality control analytic tool, measuring the impact or strength of the relationship between process operations and product characteristics. The tool includes two models: a qualitative model, allowing relationships description and analysis; and a formal quantitative model, by means of which relationship quantification is achieved. In the first one, concepts from the Graphs Theory were applied to identify those process elements which can be sources of variation, that is, those quality characteristics or operations that have some sort of prelacy over the others and that should become control items. Also the most dependent elements can be identified, that is those elements receiving the effects of elements identified as variation sources. If controls are focused in those dependent elements, efficiency of control is compromised by the fact that we are controlling effects, not causes. The second model applied adapts the multivariate statistical technique of Covariance Structural Analysis. This approach allowed us to quantify the relationships. The computer package LISREL was used to obtain statistics and to validate the model.

Keywords: Characteristics matrix, covariance structure analysis, LISREL.

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

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

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

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Authors: Achut Manandhar, Kenneth D. Morton, Peter A. Torrione, Leslie M. Collins

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The current trends in affect recognition research are to consider continuous observations from spontaneous natural interactions in people using multiple feature modalities, and to represent affect in terms of continuous dimensions, incorporate spatio-temporal correlation among affect dimensions, and provide fast affect predictions. These research efforts have been propelled by a growing effort to develop affect recognition system that can be implemented to enable seamless real-time human-computer interaction in a wide variety of applications. Motivated by these desired attributes of an affect recognition system, in this work a multi-dimensional affect prediction approach is proposed by integrating multivariate Relevance Vector Machine (MVRVM) with a recently developed Output-associative Relevance Vector Machine (OARVM) approach. The resulting approach can provide fast continuous affect predictions by jointly modeling the multiple affect dimensions and their correlations. Experiments on the RECOLA database show that the proposed approach performs competitively with the OARVM while providing faster predictions during testing.

Keywords: Dimensional affect prediction, Output-associative RVM, Multivariate regression.

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Authors: Reinhold Decker, Christian Holsing, Sascha Lerke

Abstract:

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: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui

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The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Keywords: Landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate, Morocco.

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Authors: A. Denker, U. Akıncıoğlu

Abstract:

In this paper a neural adaptive control method has been developed and applied to robot control. Simulation results are presented to verify the effectiveness of the controller. These results show that the performance by using this controller is better than those which just use either direct inverse control or predictive control. In addition, they show that the resulting is a useful method which combines the advantages of both direct inverse control and predictive control.

Keywords: Neural networks, robotics, direct inverse control, predictive control.

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Authors: Aleksandre Ergeshidze

Abstract:

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

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

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

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

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

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Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

Abstract:

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

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

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

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

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

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