Abstract: This paper presents a Gaussian process model-based
short-term electric load forecasting. The Gaussian process model is
a nonparametric model and the output of the model has Gaussian
distribution with mean and variance. The multiple Gaussian process
models as every hour ahead predictors are used to forecast future
electric load demands up to 24 hours ahead in accordance with the
direct forecasting approach. The separable least-squares approach that
combines the linear least-squares method and genetic algorithm is
applied to train these Gaussian process models. Simulation results
are shown to demonstrate the effectiveness of the proposed electric
load forecasting.
Abstract: This paper presents a nonparametric identification of
continuous-time nonlinear systems by using a Gaussian process
(GP) model. The GP prior model is trained by artificial bee colony
algorithm. The nonlinear function of the objective system is estimated
as the predictive mean function of the GP, and the confidence
measure of the estimated nonlinear function is given by the predictive
covariance of the GP. The proposed identification method is applied
to modeling of a simplified electric power system. Simulation results
are shown to demonstrate the effectiveness of the proposed method.
Abstract: GMDH algorithm can well describe the internal structure of objects. In the process of modeling, automatic screening of model structure and variables ensure the convergence rate.This paper studied a new GMDH model based on polynomial spline stimation. The polynomial spline function was used to instead of the transfer function of GMDH to characterize the relationship between the input variables and output variables. It has proved that the algorithm has the optimal convergence rate under some conditions. The empirical results show that the algorithm can well forecast Consumer Price Index (CPI).
Abstract: This paper examines the available experiment data for a copper bromide vapor laser (CuBr laser), emitting at two wavelengths - 510.6 and 578.2nm. Laser output power is estimated based on 10 independent input physical parameters. A classification and regression tree (CART) model is obtained which describes 97% of data. The resulting binary CART tree specifies which input parameters influence considerably each of the classification groups. This allows for a technical assessment that indicates which of these are the most significant for the manufacture and operation of the type of laser under consideration. The predicted values of the laser output power are also obtained depending on classification. This aids the design and development processes considerably.
Abstract: The log periodogram regression is widely used in empirical
applications because of its simplicity, since only a least squares
regression is required to estimate the memory parameter, d, its good
asymptotic properties and its robustness to misspecification of the
short term behavior of the series. However, the asymptotic distribution
is a poor approximation of the (unknown) finite sample distribution
if the sample size is small. Here the finite sample performance of different
nonparametric residual bootstrap procedures is analyzed when
applied to construct confidence intervals. In particular, in addition to
the basic residual bootstrap, the local and block bootstrap that might
adequately replicate the structure that may arise in the errors of the
regression are considered when the series shows weak dependence in
addition to the long memory component. Bias correcting bootstrap
to adjust the bias caused by that structure is also considered. Finally,
the performance of the bootstrap in log periodogram regression based
confidence intervals is assessed in different type of models and how
its performance changes as sample size increases.
Abstract: The issue of classifying objects into one of predefined
groups when the measured variables are mixed with different types
of variables has been part of interest among statisticians in many
years. Some methods for dealing with such situation have been
introduced that include parametric, semi-parametric and nonparametric
approaches. This paper attempts to discuss on a problem
in classifying a data when the number of measured mixed variables is
larger than the size of the sample. A propose idea that integrates a
dimensionality reduction technique via principal component analysis
and a discriminant function based on the location model is discussed.
The study aims in offering practitioners another potential tool in a
classification problem that is possible to be considered when the
observed variables are mixed and too large.
Abstract: Classification of Persian printed numeral characters
has been considered and a proposed system has been introduced. In
representation stage, for the first time in Persian optical character
recognition, extended moment invariants has been utilized as
characters image descriptor. In classification stage, four different
classifiers namely minimum mean distance, nearest neighbor rule,
multi layer perceptron, and fuzzy min-max neural network has been
used, which first and second are traditional nonparametric statistical
classifier. Third is a well-known neural network and forth is a kind of
fuzzy neural network that is based on utilizing hyperbox fuzzy sets.
Set of different experiments has been done and variety of results has
been presented. The results showed that extended moment invariants
are qualified as features to classify Persian printed numeral
characters.
Abstract: A strategy is implemented to find the improved configuration design of an existing aircraft structure by executing topology and shape optimizations. Structural analysis of the Initial Design Space is performed in ANSYS under the loads pertinent to operating and ground conditions. By using the FEA results and data, an initial optimized layout configuration is attained by exploiting nonparametric topology optimization in TOSCA software. Topological optimized surfaces are then smoothened and imported in ANSYS to develop the geometrical features. Nodes at the critical locations of resulting voids are selected for sketching rough profiles. Rough profiles are further refined and CAD feasible geometric features are generated. The modified model is then analyzed under the same loadings and constraints as defined for topology optimization. Shape at the peak stress concentration areas are further optimized by exploiting the shape optimization in TOSCA.shape module. The harmonized stressed model with the modified surfaces is then imported in CATIA to develop the final design.
Abstract: Taking the provincial capital, labor and energy as
inputs, regional GDP as output from 1995 to 2007, the paper
quantifies the vertical and lateral energy saving potential by
introducing the radial adjustment and slack adjustment of DEA. The
results show that by the vertical, the achievement of energy saving in
2007 is better than their respective historical performances. By
horizontal, in 2007 it can be found that Tianjin, Liaoning, Shanghai
and Yunnan do better in energy saving than other provinces. In
national wide, the higher of energy efficiency, the larger of per capita
GDP and the proportion of the tertiary industry in the national
economy, the more open to the outside, the lower the energy saving
potential demonstrates, while the energy endowment has negative
effect on energy saving potential.
Abstract: Importance of environmental efficiency of electric power industry stems from high demand for energy combined with global warming concerns. It is especially essential for the world largest economies like that of the United States. The paper introduces a Data Envelopment Analysis (DEA) model of environmental efficiency using indicators of fossil fuels utilization, emissions rate, and electric power losses. Using DEA is advantageous in this situation over other approaches due to its nonparametric nature. The paper analyzes data for the period of 1990 - 2006 by comparing actual yearly levels in each dimension with the best values of partial indicators for the period. As positive factors of efficiency, tendency to the decline in emissions rates starting 2000, and in electric power losses starting 2004 may be mentioned together with increasing trend of fuel utilization starting 1999. As a result, dynamics of environmental efficiency is positive starting 2002. The main concern is the decline in fossil fuels utilization in 2006. This negative change should be reversed to comply with ecological and economic requirements.
Abstract: 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.
Abstract: 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.
Abstract: In general, image-based 3D scenes can now be found in many popular vision systems, computer games and virtual reality tours. So, It is important to segment ROI (region of interest) from input scenes as a preprocessing step for geometric stricture detection in 3D scene. In this paper, we propose a method for segmenting ROI based on tensor voting and Dirichlet process mixture model. In particular, to estimate geometric structure information for 3D scene from a single outdoor image, we apply the tensor voting and Dirichlet process mixture model to a image segmentation. The tensor voting is used based on the fact that homogeneous region in an image are usually close together on a smooth region and therefore the tokens corresponding to centers of these regions have high saliency values. The proposed approach is a novel nonparametric Bayesian segmentation method using Gaussian Dirichlet process mixture model to automatically segment various natural scenes. Finally, our method can label regions of the input image into coarse categories: “ground", “sky", and “vertical" for 3D application. The experimental results show that our method successfully segments coarse regions in many complex natural scene images for 3D.
Abstract: This paper deals with the application for contentbased
image retrieval to extract color feature from natural images
stored in the image database by segmenting the image through
clustering. We employ a class of nonparametric techniques in which
the data points are regarded as samples from an unknown probability
density. Explicit computation of the density is avoided by using the
mean shift procedure, a robust clustering technique, which does not
require prior knowledge of the number of clusters, and does not
constrain the shape of the clusters. A non-parametric technique for
the recovery of significant image features is presented and
segmentation module is developed using the mean shift algorithm to
segment each image. In these algorithms, the only user set parameter
is the resolution of the analysis and either gray level or color images
are accepted as inputs. Extensive experimental results illustrate
excellent performance.
Abstract: Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.
Abstract: This paper study about using of nonparametric
models for Gross National Product data in Turkey and Stanford heart
transplant data. It is discussed two nonparametric techniques called
smoothing spline and kernel regression. The main goal is to compare
the techniques used for prediction of the nonparametric regression
models. According to the results of numerical studies, it is concluded
that smoothing spline regression estimators are better than those of
the kernel regression.
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.
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.
Abstract: In this paper we present an efficient system for
independent speaker speech recognition based on neural network
approach. The proposed architecture comprises two phases: a
preprocessing phase which consists in segmental normalization and
features extraction and a classification phase which uses neural
networks based on nonparametric density estimation namely the
general regression neural network (GRNN). The relative
performances of the proposed model are compared to the similar
recognition systems based on the Multilayer Perceptron (MLP), the
Recurrent Neural Network (RNN) and the well known Discrete
Hidden Markov Model (HMM-VQ) that we have achieved also.
Experimental results obtained with Arabic digits have shown that the
use of nonparametric density estimation with an appropriate
smoothing factor (spread) improves the generalization power of the
neural network. The word error rate (WER) is reduced significantly
over the baseline HMM method. GRNN computation is a successful
alternative to the other neural network and DHMM.