Search results for: parametric estimators

Authors: Amer Ibrahim Falah Al-Omari

Abstract:

In this paper, we suggest new product-type estimators for the population mean of the variable of interest exploiting the first or the third quartile of the auxiliary variable. We obtain mean square error equations and the bias for the estimators. We study the properties of these estimators using simple random sampling (SRS) and ranked set sampling (RSS) methods. It is found that, SRS and RSS produce approximately unbiased estimators of the population mean. However, the RSS estimators are more efficient than those obtained using SRS based on the same number of measured units for all values of the correlation coefficient.

Keywords: Product estimator, auxiliary variable, simple random sampling, extreme ranked set sampling

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Authors: F. Z. Doğru, O. Arslan

Abstract:

In general, classical methods such as maximum likelihood (ML) and least squares (LS) estimation methods are used to estimate the shape parameters of the Burr XII distribution. However, these estimators are very sensitive to the outliers. To overcome this problem we propose alternative robust estimators based on the M-estimation method for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators. The simulation results show that the proposed robust estimators generally outperform the classical estimators in terms of bias and root mean square errors when there are outliers in data.

Keywords: Burr XII distribution, robust estimator, M-estimator, maximum likelihood, least squares.

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Authors: Nuanpan Nangsue

Abstract:

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: Said Ali Al-Hadhrami

Abstract:

Ranked set sampling (RSS) was first suggested to increase the efficiency of the population mean. It has been shown that this method is highly beneficial to the estimation based on simple random sampling (SRS). There has been considerable development and many modifications were done on this method. When a concomitant variable is available, ratio estimation based on ranked set sampling was proposed. This ratio estimator is more efficient than that based on SRS. In this paper some ratio type estimators of the population mean based on RSS are suggested. These estimators are found to be more efficient than the estimators of similar form using simple random sample.

Keywords: Bias, Efficiency, Ranked Set Sampling, Ratio Type Estimator

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Authors: Alessandro Barbiero

Abstract:

In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.

Keywords: Approximate estimators, asymptotic theory, confidence interval, Monte Carlo simulations, stress-strength, variance estimation.

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Authors: Dursun Aydın, Bilgin Senel

Abstract:

In this paper, the sum of squares in linear regression is reduced to sum of squares in semi-parametric regression. We indicated that different sums of squares in the linear regression are similar to various deviance statements in semi-parametric regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the semi-parametric regression model. Then, it is made an application in order to support the theory of the linear regression and semi-parametric regression. In this way, study is supported with a simulated data example.

Keywords: Semi-parametric regression, Penalized LeastSquares, Residuals, Deviance, Smoothing Spline.

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Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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Authors: Adriano Z. Zambom, Preethi Ravikumar

Abstract:

One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.

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Authors: Ikbal Zammouri, Béchir Ayeb

Abstract:

In this paper, we propose a new method to describe fractal shapes using parametric l-systems. First we introduce scaling factors in the production rules of the parametric l-systems grammars. Then we decorticate these grammars with scaling factors using turtle algebra to show the mathematical relation between l-systems and iterated function systems (IFS). We demonstrate that with specific values of the scaling factors, we find the exact relationship established by Prusinkiewicz and Hammel between l-systems and IFS.

Keywords: Fractal shapes, IFS, parametric l-systems, turtlealgebra.

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Authors: Ahmed Ashraf Khamis, Sherif A. Ibrahim, Mahmoud ElKhatieb, Mohamed A. Barakat

Abstract:

Parametric design deemed to be one of icons of the modern architectural trends that facilitates taking complex design decisions counting on altering various design parameters. Double skin façades are one of the parametric applications that are used in parametric designs. This paper opts to enhance different daylight parameters of a selected case study office building in Cairo using a parametric double skin façade. First, the design and optimization process was executed utilizing Grasshopper parametric design software package, in which the daylighting performance of the base case building model was compared with the one used in the double façade showing an enhancement in task plane illuminance by 180%. Second, execution drawings are made for the optimized design using Revit software. Finally, computerized digital fabrication stages of the designed model with various scales are demonstrated to reach the final design decisions using Simplify 3D for mock-up digital fabrication.

Keywords: Parametric design, Double skin façades, Digital Fabrication, Grasshopper, Simplify 3D.

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Authors: A. Falsafain, S. M. Taheri, M. Mashinchi

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Using a set of confidence intervals, we develop a common approach, to construct a fuzzy set as an estimator for unknown parameters in statistical models. We investigate a method to derive the explicit and unique membership function of such fuzzy estimators. The proposed method has been used to derive the fuzzy estimators of the parameters of a Normal distribution and some functions of parameters of two Normal distributions, as well as the parameters of the Exponential and Poisson distributions.

Keywords: Confidence interval. Fuzzy number. Fuzzy estimation.

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Authors: J.Dinesh Peter

Abstract:

This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.

Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators

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Authors: Yang Zhang, Yuncai Liu

Abstract:

Accurately predicting non-peak traffic is crucial to daily traffic for all forecasting models. In the paper, least squares support vector machines (LS-SVMs) are investigated to solve such a practical problem. It is the first time to apply the approach and analyze the forecast performance in the domain. For comparison purpose, two parametric and two non-parametric techniques are selected because of their effectiveness proved in past research. Having good generalization ability and guaranteeing global minima, LS-SVMs perform better than the others. Providing sufficient improvement in stability and robustness reveals that the approach is practically promising.

Keywords: Parametric and Nonparametric Techniques, Non-peak Traffic Forecasting

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Authors: Aree A. Mohammed

Abstract:

In this work we develop an object extraction method and propose efficient algorithms for object motion characterization. The set of proposed tools serves as a basis for development of objectbased functionalities for manipulation of video content. The estimators by different algorithms are compared in terms of quality and performance and tested on real video sequences. The proposed method will be useful for the latest standards of encoding and description of multimedia content – MPEG4 and MPEG7.

Keywords: Object extraction, Video indexing, Segmentation, Optical flow, Motion estimators.

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Authors: Chunling Cong, Chris.P.Tsokos

Abstract:

The objective of the present research manuscript is to perform parametric, nonparametric, and decision tree analysis to evaluate two treatments that are being used for breast cancer patients. Our study is based on utilizing real data which was initially used in “Tamoxifen with or without breast irradiation in women of 50 years of age or older with early breast cancer" [1], and the data is supplied to us by N.A. Ibrahim “Decision tree for competing risks survival probability in breast cancer study" [2]. We agree upon certain aspects of our findings with the published results. However, in this manuscript, we focus on relapse time of breast cancer patients instead of survival time and parametric analysis instead of semi-parametric decision tree analysis is applied to provide more precise recommendations of effectiveness of the two treatments with respect to reoccurrence of breast cancer.

Keywords: decision tree, breast cancer treatments, parametricanalysis, non-parametric analysis

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Authors: Sepideh Jabbari Behnam, Zahrasadat Saide Zarabadi

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A city is an intertwined texture from the relationship of different components in a whole which is united in a one, so designing the whole complex and its planning is not an easy matter. By considering that a city is a complex system with infinite components and communications, providing flexible layouts that can respond to the unpredictable character of the city, which is a result of its complexity, is inevitable. Parametric design approach as a new approach can produce flexible and transformative layouts in any stage of design. This study aimed to introduce parametric design as a modern approach to respond to complex urban issues by using descriptive and analytical methods. This paper firstly introduces complex systems and then giving a brief characteristic of complex systems. The flexible design and layout flexibility is another matter in response and simulation of complex urban systems that should be considered in design, which is discussed in this study. In this regard, after describing the nature of the parametric approach as a flexible approach, as well as a tool and appropriate way to respond to features such as limited predictability, reciprocating nature, complex communications, and being sensitive to initial conditions and hierarchy, this paper introduces parametric design.

Keywords: Complexity theory, complex system, flexibility, parametric design.

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Authors: Saleem Z. Ramadan

Abstract:

In this paper, a model is proposed to determine the life distribution parameters of the useful life region for the PV system utilizing a combination of non-parametric and linear regression analysis for the failure data of these systems. Results showed that this method is dependable for analyzing failure time data for such reliable systems when the data is scarce.

Keywords: Masking, Bathtub model, reliability, non-parametric analysis, useful life.

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Authors: Ł. Januszkiewicz, G. Bacci, H. Gierszal, M. Luise

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In this paper channel estimation techniques are considered as the support methods for OFDM transmission systems based on Non Binary LDPC (Low Density Parity Check) codes. Standard frequency domain pilot aided LS (Least Squares) and LMMSE (Linear Minimum Mean Square Error) estimators are investigated. Furthermore, an iterative algorithm is proposed as a solution exploiting the NB-LDPC channel decoder to improve the performance of the LMMSE estimator. Simulation results of signals transmitted through fading mobile channels are presented to compare the performance of the proposed channel estimators.

Keywords: LDPC codes, LMMSE, OFDM, turbo channelestimation.

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Authors: B. Tomczyk, R. Mania

Abstract:

Thin linear-elastic cylindrical circular shells having a micro-periodic structure along two directions tangent to the shell midsurface (biperiodic shells) are object of considerations. The aim of this paper is twofold. First, we formulate an averaged nonasymptotic model for the analysis of parametric vibrations or dynamical stability of periodic shells under consideration, which has constant coefficients and takes into account the effect of a cell size on the overall shell behavior (a length-scale effect). This model is derived employing the tolerance modeling procedure. Second we apply the obtained model to derivation of frequency equation being a starting point in the analysis of parametric vibrations. The effect of the microstructure length oh this frequency equation is discussed.

Keywords: Micro-periodic shells, mathematical modeling, length-scale effect, parametric vibrations

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Authors: Mohamed M. Saleh, Khalid S. Al-Hagla

Abstract:

By taking advantage of computer-s processing power, an unlimited number of variations and parameters in both spatial and environmental can be provided while following the same set of rules and constraints. This paper focuses on using the tools of parametric urbanism towards a more responsive environmental and sustainable urban morphology. It presents an understanding to Parametric Urban Comfort Envelope (PUCE) as an interactive computational assessment urban model. In addition, it investigates the applicability potentials of this model to generate an optimized urban form to Borg El Arab city (a new Egyptian Community) concerning the human comfort values specially wind and solar envelopes. Finally, this paper utilizes its application outcomes -both visual and numerical- to extend the designer-s limitations by decrease the concern of controlling and manipulation of geometry, and increase the designer-s awareness about the various potentials of using the parametric tools to create relationships that generate multiple geometric alternatives.

Keywords: Assessment model, human comfort, parametric urbanism, sustainable urban morphology.

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Authors: Youssef Khmou, Said Safi

Abstract:

In this paper, a fifth order propagator operators are proposed for estimating the Angles Of Arrival (AOA) of narrowband electromagnetic waves impinging on antenna array when its number of sensors is larger than the number of radiating sources.

The array response matrix is partitioned into five linearly dependent phases to construct the noise projector using five different propagators from non diagonal blocks of the spectral matrice of the received data; hence, five different estimators are proposed to estimate the angles of the sources. The simulation results proved the performance of the proposed estimators in the presence of white noise comparatively to high resolution eigen based spectra.

Keywords: DOA, narrowband, antenna, propagator, high resolution. Array, operator, angular, spectrum, goniometry.

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Authors: M. K. Holst, P. H. Kirkegaard, L. D. Christoffersen

Abstract:

Present paper presents a parametric performancebased design model for optimizing hospital design. The design model operates with geometric input parameters defining the functional requirements of the hospital and input parameters in terms of performance objectives defining the design requirements and preferences of the hospital with respect to performances. The design model takes point of departure in the hospital functionalities as a set of defined parameters and rules describing the design requirements and preferences.

Keywords: Architectural Layout Design, Hospital Design, Parametric design, Performance-based models.

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Authors: Suman Senapati, Goutam Saha

Abstract:

This work presents a fusion of Log Gabor Wavelet (LGW) and Maximum a Posteriori (MAP) estimator as a speech enhancement tool for acoustical background noise reduction. The probability density function (pdf) of the speech spectral amplitude is approximated by a Generalized Laplacian Distribution (GLD). Compared to earlier estimators the proposed method estimates the underlying statistical model more accurately by appropriately choosing the model parameters of GLD. Experimental results show that the proposed estimator yields a higher improvement in Segmental Signal-to-Noise Ratio (S-SNR) and lower Log-Spectral Distortion (LSD) in two different noisy environments compared to other estimators.

Keywords: Speech Enhancement, Generalized Laplacian Distribution, Log Gabor Wavelet, Bayesian MAP Marginal Estimator.

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Authors: M. Kulesza, G. Szwoch, A. Czyżewski

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A novel approach to speech coding using the hybrid architecture is presented. Advantages of parametric and perceptual coding methods are utilized together in order to create a speech coding algorithm assuring better signal quality than in traditional CELP parametric codec. Two approaches are discussed. One is based on selection of voiced signal components that are encoded using parametric algorithm, unvoiced components that are encoded perceptually and transients that remain unencoded. The second approach uses perceptual encoding of the residual signal in CELP codec. The algorithm applied for precise transient selection is described. Signal quality achieved using the proposed hybrid codec is compared to quality of some standard speech codecs.

Keywords: CELP residual coding, hybrid codec architecture, perceptual speech coding, speech codecs comparison.

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Authors: Réka Sárközi, Péter Iványi, Attila B. Széll

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The aim of this paper is to present the adaptation of the dome construction tool for formex algebra to the parametric design software Grasshopper. Formex algebra is a mathematical system, primarily used for planning structural systems such like truss-grid domes and vaults, together with the programming language Formian. The goal of the research is to allow architects to plan truss-grid structures easily with parametric design tools based on the versatile formex algebra mathematical system. To produce regular structures, coordinate system transformations are used and the dome structures are defined in spherical coordinate system. Owing to the abilities of the parametric design software, it is possible to apply further modifications on the structures and gain special forms. The paper covers the basic dome types, and also additional dome-based structures using special coordinate-system solutions based on spherical coordinate systems. It also contains additional structural possibilities like making double layer grids in all geometry forms. The adaptation of formex algebra and the parametric workflow of Grasshopper together give the possibility of quick and easy design and optimization of special truss-grid domes.

Keywords: Parametric design, structural morphology, space structures, spherical coordinate system.

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Authors: Anésio de Leles F. Filho, Wesley R. de Oliveira, Jéssica S. G. Pena, Jorge A. C. Angarita

Abstract:

The increase in electric power demand in face of environmental issues has intensified the participation of renewable energy sources such as photovoltaics, in the energy matrix of various countries. Due to their operational characteristics, they can generate time-varying harmonic and inter-harmonic distortions. For this reason, the application of methods of measurement based on traditional Fourier analysis, as proposed by IEC 61000-4-7, can provide inaccurate results. Considering the aspects mentioned herein, came the idea of the development of this work which aims to present the results of a comparative evaluation between a methodology arising from the combination of the Prony method with the Kalman filter and another method based on the IEC 61000-4-30 and IEC 61000-4-7 standards. Employed in this study were synthetic signals and data acquired through measurements in a 50kWp photovoltaic installation.

Keywords: Harmonics, inter-harmonics, IEC61000-4-7, parametric estimators, photovoltaic generation.

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Authors: S. Atabay, T. A. Ali, Md. M. Mortula

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This paper presents the results and findings from a parametric study on the water surface elevation at upstream of bridge constriction for subcritical flow. In this study, the influence of Manning's Roughness Coefficient of main channel (nmc) and floodplain (nfp), and bridge opening (b) flow rate (Q), contraction (kcon) and expansion coefficients (kexp) were investigated on backwater level. The DECK bridge models with different span widths and without any pier were investigated within the two stage channel having various roughness conditions. One of the most commonly used commercial one-dimensional HEC-RAS model was used in this parametric study. This study showed that the effects of main channel roughness (nmc) and flow rate (Q) on the backwater level are much higher than those of the floodplain roughness (nfp). Bridge opening (b) with contraction (kcon) and expansion coefficients (kexp) have very little effect on the backwater level within this range of parameters.

Keywords: Bridge backwater, parametric study and waterways.

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Authors: N. Nacereddine, L. Hamami, M. Tridi, N. Oucief

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In non destructive testing by radiography, a perfect knowledge of the weld defect shape is an essential step to appreciate the quality of the weld and make decision on its acceptability or rejection. Because of the complex nature of the considered images, and in order that the detected defect region represents the most accurately possible the real defect, the choice of thresholding methods must be done judiciously. In this paper, performance criteria are used to conduct a comparative study of four non parametric histogram thresholding methods for automatic extraction of weld defect in radiographic images.

Keywords: Radiographic images, non parametric methods, histogram thresholding, performance criteria.

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Authors: Al Jefferson J. Pabelic, Dennis A. Tarepe

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Bootstrapping has gained popularity in different tests of hypotheses as an alternative in using asymptotic distribution if one is not sure of the distribution of the test statistic under a null hypothesis. This method, in general, has two variants – the parametric and the nonparametric approaches. However, issues on reliability of this method always arise in many applications. This paper addresses the issue on reliability by establishing a reliability measure in terms of quantiles with respect to asymptotic distribution, when this is approximately correct. The test of hypotheses used is Ftest. The simulated results show that using nonparametric bootstrapping in F-test gives better reliability than parametric bootstrapping with relatively higher degrees of freedom.

Keywords: F-test, nonparametric bootstrapping, parametric bootstrapping, reliability measure, tests of hypotheses.

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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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