Search results for: multivariate adaptive regression spline

Authors: Jesus Orbe, Vicente Nunez-Anton

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In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the effect the covariates have on the censored response variable. Proposals in this paper are in the second class of models and, more specifically, on least squares based model approach. Thus, using the bootstrap estimate of the bias, we try to improve the estimation of the regression parameters by reducing their bias, for small sample sizes. Simulation results presented in the paper show that, for reasonable sample sizes and censoring levels, the bias is always smaller for the new proposals.

Keywords: Censored response variable, regression, bias.

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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: Z. Zainuddin, N. Mahat, Y. Abu Hassan

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Since the presentation of the backpropagation algorithm, a vast variety of improvements of the technique for training a feed forward neural networks have been proposed. This article focuses on two classes of acceleration techniques, one is known as Local Adaptive Techniques that are based on weightspecific only, such as the temporal behavior of the partial derivative of the current weight. The other, known as Dynamic Adaptation Methods, which dynamically adapts the momentum factors, α, and learning rate, η, with respect to the iteration number or gradient. Some of most popular learning algorithms are described. These techniques have been implemented and tested on several problems and measured in terms of gradient and error function evaluation, and percentage of success. Numerical evidence shows that these techniques improve the convergence of the Backpropagation algorithm.

Keywords: Backpropagation, Dynamic Adaptation Methods, Local Adaptive Techniques, Neural networks.

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Authors: Nuanpan Nangsue

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Ratio and regression type estimators have been used by previous authors to estimate a population mean for the principal variable from samples in which both auxiliary x and principal y variable data are available. However, missing data are a common problem in statistical analyses with real data. Ratio and regression type estimators have also been used for imputing values of missing y data. In this paper, six new ratio and regression type estimators are proposed for imputing values for any missing y data and estimating a population mean for y from samples with missing x and/or y data. A simulation study has been conducted to compare the six ratio and regression type estimators with a previous estimator of Rueda. Two population sizes N = 1,000 and 5,000 have been considered with sample sizes of 10% and 30% and with correlation coefficients between population variables X and Y of 0.5 and 0.8. In the simulations, 10 and 40 percent of sample y values and 10 and 40 percent of sample x values were randomly designated as missing. The new ratio and regression type estimators give similar mean absolute percentage errors that are smaller than the Rueda estimator for all cases. The new estimators give a large reduction in errors for the case of 40% missing y values and sampling fraction of 30%.

Keywords: Auxiliary variable, missing data, ratio and regression type estimators.

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Authors: Ravit Gautam, Dipen A. Mistry, Manmohan Singh Meena, Bhupelly Dheeraj, Suresh Mikkili

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Due to the increased use of the power electronic equipment, harmonics in the power system has increased to a greater extent. These harmonics results a poor power quality causing a major effect on the customers. Shunt active filters (SHAF) are used for the mitigations of the current harmonics and to maintain constant DC link voltage. PI and Fuzzy logic controllers (FLC) were used to control the performance of the shunt active filter under both balance and unbalance source voltage condition. The results found were not satisfying the IEEE-519 standards of THD to be less than 5%. Hysteresis band current control was used to obtain the gating signals for SHAF, though it has some drawbacks and thus to obtain a better performance of the SHAF to mitigate the harmonics, adaptive hysteresis band current control scheme is implemented. Adaptive hysteresis based SHAF is used to obtain better compensation of current harmonics and to regulate the DC link voltage in a better way.

Keywords: DC Link Voltage, Fuzzy Logic Controller, Adaptive Hysteresis, Harmonics, Shunt Active Filter.

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Authors: Mehdi Ghayoumi

Abstract:

We have applied new accelerated algorithm for linear discriminate analysis (LDA) in face recognition with support vector machine. The new algorithm has the advantage of optimal selection of the step size. The gradient descent method and new algorithm has been implemented in software and evaluated on the Yale face database B. The eigenfaces of these approaches have been used to training a KNN. Recognition rate with new algorithm is compared with gradient.

Keywords: lda, adaptive, svm, face recognition.

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Authors: Alina Mirza, Sumrin M. Kabir, Shahzad A. Sheikh

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The Orthogonal Frequency Division Multiplexing (OFDM) with high data rate, high spectral efficiency and its ability to mitigate the effects of multipath makes them most suitable in wireless application. Impulsive noise distorts the OFDM transmission and therefore methods must be investigated to suppress this noise. In this paper, a State Space Recursive Least Square (SSRLS) algorithm based adaptive impulsive noise suppressor for OFDM communication system is proposed. And a comparison with another adaptive algorithm is conducted. The state space model-dependent recursive parameters of proposed scheme enables to achieve steady state mean squared error (MSE), low bit error rate (BER), and faster convergence than that of some of existing algorithm.

Keywords: OFDM, Impulsive Noise, SSRLS, BER.

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Authors: Parisa Shooshtari, Gelareh Mohamadi, Behnam Molaee Ardekani, Mohammad Bagher Shamsollahi

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EEG signal is one of the oldest measures of brain activity that has been used vastly for clinical diagnoses and biomedical researches. However, EEG signals are highly contaminated with various artifacts, both from the subject and from equipment interferences. Among these various kinds of artifacts, ocular noise is the most important one. Since many applications such as BCI require online and real-time processing of EEG signal, it is ideal if the removal of artifacts is performed in an online fashion. Recently, some methods for online ocular artifact removing have been proposed. One of these methods is ARMAX modeling of EEG signal. This method assumes that the recorded EEG signal is a combination of EOG artifacts and the background EEG. Then the background EEG is estimated via estimation of ARMAX parameters. The other recently proposed method is based on adaptive filtering. This method uses EOG signal as the reference input and subtracts EOG artifacts from recorded EEG signals. In this paper we investigate the efficiency of each method for removing of EOG artifacts. A comparison is made between these two methods. Our undertaken conclusion from this comparison is that adaptive filtering method has better results compared with the results achieved by ARMAX modeling.

Keywords: Ocular Artifacts, EEG, Adaptive Filtering, ARMAX

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Authors: M. De la Sen, O. Barambones

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This paper presents an indirect adaptive stabilization scheme for first-order continuous-time systems under saturated input which is described by a sigmoidal function. The singularities are avoided through a modification scheme for the estimated plant parameter vector so that its associated Sylvester matrix is guaranteed to be non-singular and then the estimated plant model is controllable. The modification mechanism involves the use of a hysteresis switching function. An alternative hybrid scheme, whose estimated parameters are updated at sampling instants is also given to solve a similar adaptive stabilization problem. Such a scheme also uses hysteresis switching for modification of the parameter estimates so as to ensure the controllability of the estimated plant model.

Keywords: Hybrid dynamic systems, discrete systems, saturated input, control, stabilization.

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Authors: D. S. Gomes, A. T. Silva

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Analysis of the uncertainty quantification related to nuclear safety margins applied to the nuclear reactor is an important concept to prevent future radioactive accidents. The nuclear fuel performance code may involve the tolerance level determined by traditional deterministic models producing acceptable results at burn cycles under 62 GWd/MTU. The behavior of nuclear fuel can simulate applying a series of material properties under irradiation and physics models to calculate the safety limits. In this study, theoretical predictions of nuclear fuel failure under transient conditions investigate extended radiation cycles at 75 GWd/MTU, considering the behavior of fuel rods in light-water reactors under reactivity accident conditions. The fuel pellet can melt due to the quick increase of reactivity during a transient. Large power excursions in the reactor are the subject of interest bringing to a treatment that is known as the Fuchs-Hansen model. The point kinetic neutron equations show similar characteristics of non-linear differential equations. In this investigation, the multivariate logistic regression is employed to a probabilistic forecast of fuel failure. A comparison of computational simulation and experimental results was acceptable. The experiments carried out use the pre-irradiated fuels rods subjected to a rapid energy pulse which exhibits the same behavior during a nuclear accident. The propagation of uncertainty utilizes the Wilk's formulation. The variables chosen as essential to failure prediction were the fuel burnup, the applied peak power, the pulse width, the oxidation layer thickness, and the cladding type.

Keywords: Logistic regression, reactivity-initiated accident, safety margins, uncertainty propagation.

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Authors: Ardeshir Karami Mohammadi, Mohammadreza Saee

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A variable structure model reference adaptive control (VS-MRAC) strategy for active steering assistance of a two wheel steering car is proposed. An ideal steering system with fixed properties and moving on an ideal road is used as the reference model, and the active steering assistance system is forced to attain the same behavior as the reference model. The proposed system can treat the nonlinear relationships between the side slip angles and lateral forces on tire, and the uncertainties on friction of the road surface, whose compensation are very important under critical situations. Simulation results show improvements on yaw rate and side slip.

Keywords: Variable Structure, Adaptive Control, Model reference, Active steering assistance.

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Authors: Jan Sindelar

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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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Authors: Myungraee Cha, Jun Seok Kim, Seung Hwan Park, Jun-Geol Baek

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In manufacturing industries, development of measurement leads to increase the number of monitoring variables and eventually the importance of multivariate control comes to the fore. Statistical process control (SPC) is one of the most widely used as multivariate control chart. Nevertheless, SPC is restricted to apply in processes because its assumption of data as following specific distribution. Unfortunately, process data are composed by the mixture of several processes and it is hard to estimate as one certain distribution. To alternative conventional SPC, therefore, nonparametric control chart come into the picture because of the strength of nonparametric control chart, the absence of parameter estimation. SVDD based control chart is one of the nonparametric control charts having the advantage of flexible control boundary. However,basic concept of SVDD has been an oversight to the important of data characteristic, density distribution. Therefore, we proposed DW-SVDD (Density Weighted SVDD) to cover up the weakness of conventional SVDD. DW-SVDD makes a new attempt to consider dense of data as introducing the notion of density Weight. We extend as control chart using new proposed SVDD and a simulation study of various distributional data is conducted to demonstrate the improvement of performance.

Keywords: Density estimation, Multivariate control chart, Oneclass classification, Support vector data description (SVDD)

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Authors: N. Z. Azlan, H. Yamaura

Abstract:

This paper presents the Function Approximation Technique (FAT) based adaptive impedance control for a robotic finger. The force based impedance control is developed so that the robotic finger tracks the desired force while following the reference position trajectory, under unknown environment position and uncertainties in finger parameters. The control strategy is divided into two phases, which are the free and contact phases. Force error feedback is utilized in updating the uncertain environment position during contact phase. Computer simulations results are presented to demonstrate the effectiveness of the proposed technique.

Keywords: Adaptive impedance control, force based impedance control, force control, Function Approximation Technique (FAT), unknown environment position.

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Authors: Eleftherios Giovanis

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In this paper discrete choice models, Logit and Probit are examined in order to predict the economic recession or expansion periods in USA. Additionally we propose an adaptive neuro-fuzzy inference system with triangular membership function. We examine the in-sample period 1947-2005 and we test the models in the out-of sample period 2006-2009. The forecasting results indicate that the Adaptive Neuro-fuzzy Inference System (ANFIS) model outperforms significant the Logit and Probit models in the out-of sample period. This indicates that neuro-fuzzy model provides a better and more reliable signal on whether or not a financial crisis will take place.

Keywords: ANFIS, discrete choice models, financial crisis, USeconomy

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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: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

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The frequency contents of the non-stationary signals vary with time. For proper characterization of such signals, a smart time-frequency representation is necessary. Classically, the STFT (short-time Fourier transform) is employed for this purpose. Its limitation is the fixed timefrequency resolution. To overcome this drawback an enhanced STFT version is devised. It is based on the signal driven sampling scheme, which is named as the cross-level sampling. It can adapt the sampling frequency and the window function (length plus shape) by following the input signal local variations. This adaptation results into the proposed technique appealing features, which are the adaptive time-frequency resolution and the computational efficiency.

Keywords: Level Crossing Sampling, Activity Selection, Adaptive Resolution Analysis, Computational Complexity.

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Authors: Habibollah Javanmard

Abstract:

In order to reduce cost, increase quality, and for timely supplying production systems has considerably taken the advantages of supply chain management and these advantages are also competitive. Selection of appropriate supplier has an important role in improvement and efficiency of systems. The models of supplier selection which have already been used by researchers have considered selection one or more suppliers from potential suppliers but in this paper selecting one supplier as partner from one supplier that have minimum one period supplying to buyer is considered. This paper presents a conceptual model for partner selection and application of Degree of Adoptive (DOA) model for final selection. The attributes weight in this model is prepared through AHP model. After making the descriptive model, determining the attributes and measuring the parameters of the adaptive is examined in an auto industry of Iran(Zagross Khodro co.) and results are presented.

Keywords: Partnership, Degree of Adaptive, AHP, SupplyChain.

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Authors: Jing-ran Lin, Qi-cong Peng, Huai-zong Shao

Abstract:

The performance of adaptive beamforming degrades substantially in the presence of steering vector mismatches. This degradation is especially severe in the near-field, for the 3-dimensional source location is more difficult to estimate than the 2-dimensional direction of arrival in far-field cases. As a solution, a novel approach of near-field robust adaptive beamforming (RABF) is proposed in this paper. It is a natural extension of the traditional far-field RABF and belongs to the class of diagonal loading approaches, with the loading level determined based on worst-case performance optimization. However, different from the methods solving the optimal loading by iteration, it suggests here a simple closed-form solution after some approximations, and consequently, the optimal weight vector can be expressed in a closed form. Besides simplicity and low computational cost, the proposed approach reveals how different factors affect the optimal loading as well as the weight vector. Its excellent performance in the near-field is confirmed via a number of numerical examples.

Keywords: Robust adaptive beamforming (RABF), near-field, steering vector mismatches, diagonal loading, worst-case performanceoptimization.

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Authors: Ibrahim Ozkan

Abstract:

In this study, a cross-layer design which combines adaptive modulation and coding (AMC) and hybrid automatic repeat request (HARQ) techniques for a cooperative wireless network is investigated analytically. Previous analyses of such systems in the literature are confined to the case where the fading channel is independent at each retransmission, which can be unrealistic unless the channel is varying very fast. On the other hand, temporal channel correlation can have a significant impact on the performance of HARQ systems. In this study, utilizing a Markov channel model which accounts for the temporal correlation, the performance of non-cooperative and cooperative networks are investigated in terms of packet loss rate and throughput metrics for Chase combining HARQ strategy.

Keywords: Cooperative network, adaptive modulation and coding, hybrid ARQ, correlated fading.

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Authors: Magdi M. Nabi, Ding-Li Yu

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Control of a semi-batch polymerization reactor using an adaptive radial basis function (RBF) neural network method is investigated in this paper. A neural network inverse model is used to estimate the valve position of the reactor; this method can identify the controlled system with the RBF neural network identifier. The weights of the adaptive PID controller are timely adjusted based on the identification of the plant and self-learning capability of RBFNN. A PID controller is used in the feedback control to regulate the actual temperature by compensating the neural network inverse model output. Simulation results show that the proposed control has strong adaptability, robustness and satisfactory control performance and the nonlinear system is achieved.

Keywords: Chylla-Haase polymerization reactor, RBF neural networks, feed-forward and feedback control.

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Authors: Ibrahim F. Jasim, Najah F. Jasim

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The problem of controlling a two link robotic manipulator, consisting of a rotating and a prismatic links, is addressed. The actuations of both links are assumed to have unknown dead zone nonlinearities and friction torques modeled by LuGre friction model. Because of the existence of the unknown dead zone and friction torque at the actuations, unknown parameters and unmeasured states would appear to be part of the overall system dynamics that need for estimation. Unmeasured states observer, unknown parameters estimators, and robust adaptive control laws have been derived such that closed loop global stability is achieved. Simulation results have been performed to show the efficacy of the suggested approach.

Keywords: Adaptive Robust Control, Dead Zone, Friction Torques, Robotic Manipulators.

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Authors: Nadia Bensiali, Erik Etien, Amar Omeiri, Gerard Champenois

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Adaptive observers used in sensorless control of induction motors suffer from instability especally in regenerating mode. In this paper, an optimal feed back gain design is proposed, it can reduce the instability region in the torque speed plane .

Keywords: Induction motor drive, adaptive observer, regenerating mode, stabilizing design.

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Authors: Wang Zhan-Xi, Zhang Yi-Ming, Chen Hang, Wang Gang

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Manual polishing has problems such as high labor intensity, low production efficiency and difficulty in guaranteeing the consistency of polishing quality. The use of robot polishing instead of manual polishing can effectively avoid these problems. Polishing force directly affects the quality of polishing, so accurate tracking and control of polishing force is one of the most important conditions for improving the accuracy of robot polishing. The traditional force control strategy is difficult to adapt to the strong coupling of force control and position control during the robot polishing process. Therefore, based on the analysis of force-based impedance control and position-based impedance control, this paper proposed a type of adaptive controller. Based on force feedback control of active compliance control, the controller can adaptively estimate the stiffness and position of the external environment and eliminate the steady-state force error produced by traditional impedance control. The simulation results of the model show that the adaptive controller has good adaptability to changing environmental positions and environmental stiffness, and can accurately track and control polishing force.

Keywords: robot polishing, force feedback, impedance control, adaptive control

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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: Aboagela Dogman, Reza Saatchi, Samir Al-Khayatt

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In this study, a network quality of service (QoS) evaluation system was proposed. The system used a combination of fuzzy C-means (FCM) and regression model to analyse and assess the QoS in a simulated network. Network QoS parameters of multimedia applications were intelligently analysed by FCM clustering algorithm. The QoS parameters for each FCM cluster centre were then inputted to a regression model in order to quantify the overall QoS. The proposed QoS evaluation system provided valuable information about the network-s QoS patterns and based on this information, the overall network-s QoS was effectively quantified.

Keywords: Fuzzy C-means; regression model, network quality of service

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Authors: O. P. Sharma, V. Janyani, S. Sancheti

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Inter-symbol interference if not taken care off may cause severe error at the receiver and the detection of signal becomes difficult. An adaptive equalizer employing Recursive Least Squares algorithm can be a good compensation for the ISI problem. In this paper performance of communication link in presence of Least Mean Square and Recursive Least Squares equalizer algorithm is analyzed. A Model of communication system having Quadrature amplitude modulation and Rician fading channel is implemented using MATLAB communication block set. Bit error rate and number of errors is evaluated for RLS and LMS equalizer algorithm, due to change in Signal to Noise Ratio (SNR) and fading component gain in Rician fading Channel.

Keywords: Least mean square (LMS), Recursive least squares(RLS), Adaptive equalization, Bit error rate (BER), Rician fading channel, Quadrature Amplitude Modulation (QAM), Signal to noiseratio (SNR).

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Authors: Pavel Turcaj, Yuri I. Abramovich, Gordon J. Frazer

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We introduce an adaptive technique for the joint mitigation of transients and continuous-wave radio-frequency co-channel interference (CW RFI) in high-frequency (HF) over-the-horizon radars (OTHRs). The performance of this technique is illustrated using data from an operational surface-wave radar (SECAR) and from recent experimental trials with sky-wave (SW) and sky-wave–line-of-sight (SKYLOS) HF OTHRs.

Keywords:

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Authors: B. Bakır, İ. Batmaz, F. A. Güntürkün, İ. A. İpekçi, G. Köksal, N. E. Özdemirel

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The main aim of this study is to identify the most influential variables that cause defects on the items produced by a casting company located in Turkey. To this end, one of the items produced by the company with high defective percentage rates is selected. Two approaches-the regression analysis and decision treesare used to model the relationship between process parameters and defect types. Although logistic regression models failed, decision tree model gives meaningful results. Based on these results, it can be claimed that the decision tree approach is a promising technique for determining the most important process variables.

Keywords: Casting industry, decision tree algorithm C5.0, logistic regression, quality improvement.

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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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