Abstract: This paper considers the modelling of a non-stationary
bivariate integer-valued autoregressive moving average of order
one (BINARMA(1,1)) with correlated Poisson innovations. The
BINARMA(1,1) model is specified using the binomial thinning
operator and by assuming that the cross-correlation between the
two series is induced by the innovation terms only. Based on
these assumptions, the non-stationary marginal and joint moments
of the BINARMA(1,1) are derived iteratively by using some initial
stationary moments. As regards to the estimation of parameters of
the proposed model, the conditional maximum likelihood (CML)
estimation method is derived based on thinning and convolution
properties. The forecasting equations of the BINARMA(1,1) model
are also derived. A simulation study is also proposed where
BINARMA(1,1) count data are generated using a multivariate
Poisson R code for the innovation terms. The performance of
the BINARMA(1,1) model is then assessed through a simulation
experiment and the mean estimates of the model parameters obtained
are all efficient, based on their standard errors. The proposed model
is then used to analyse a real-life accident data on the motorway in
Mauritius, based on some covariates: policemen, daily patrol, speed
cameras, traffic lights and roundabouts. The BINARMA(1,1) model
is applied on the accident data and the CML estimates clearly indicate
a significant impact of the covariates on the number of accidents on
the motorway in Mauritius. The forecasting equations also provide
reliable one-step ahead forecasts.
Abstract: In this paper, we propose a method to model the
relationship between failure time and degradation for a simple step
stress test where underlying degradation path is linear and different
causes of failure are possible. It is assumed that the intensity function
depends only on the degradation value. No assumptions are made
about the distribution of the failure times. A simple step-stress test
is used to shorten failure time of products and a tampered failure
rate (TFR) model is proposed to describe the effect of the changing
stress on the intensities. We assume that some of the products that
fail during the test have a cause of failure that is only known to
belong to a certain subset of all possible failures. This case is known
as masking. In the presence of masking, the maximum likelihood
estimates (MLEs) of the model parameters are obtained through an
expectation-maximization (EM) algorithm by treating the causes of
failure as missing values. The effect of incomplete information on the
estimation of parameters is studied through a Monte-Carlo simulation.
Finally, a real example is analyzed to illustrate the application of the
proposed methods.
Abstract: Tumor is an uncontrolled growth of tissues in any part
of the body. Tumors are of different types and they have different
characteristics and treatments. Brain tumor is inherently serious and
life-threatening because of its character in the limited space of the
intracranial cavity (space formed inside the skull). Locating the tumor
within MR (magnetic resonance) image of brain is integral part of the
treatment of brain tumor. This segmentation task requires
classification of each voxel as either tumor or non-tumor, based on
the description of the voxel under consideration. Many studies are
going on in the medical field using Markov Random Fields (MRF) in
segmentation of MR images. Even though the segmentation process
is better, computing the probability and estimation of parameters is
difficult. In order to overcome the aforementioned issues, Conditional
Random Field (CRF) is used in this paper for segmentation, along
with the modified artificial bee colony optimization and modified
fuzzy possibility c-means (MFPCM) algorithm. This work is mainly
focused to reduce the computational complexities, which are found in
existing methods and aimed at getting higher accuracy. The
efficiency of this work is evaluated using the parameters such as
region non-uniformity, correlation and computation time. The
experimental results are compared with the existing methods such as
MRF with improved Genetic Algorithm (GA) and MRF-Artificial
Bee Colony (MRF-ABC) algorithm.
Abstract: 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.
Abstract: The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.
Abstract: This paper discusses two observers, which are used
for the estimation of parameters of PMSM. Former one, reduced
order observer, which is used to estimate the inaccessible parameters
of PMSM. Later one, full order observer, which is used to estimate
all the parameters of PMSM even though some of the parameters are
directly available for measurement, so as to meet with the
insensitivity to the parameter variation. However, the state space
model contains some nonlinear terms i.e. the product of different
state variables. The asymptotic state observer, which approximately
reconstructs the state vector for linear systems without uncertainties,
was presented by Luenberger. In this work, a modified form of such
an observer is used by including a non-linear term involving the
speed. So, both the observers are designed in the framework of
nonlinear control; their stability and rate of convergence is discussed.
Abstract: Software Reliability is one of the key factors in the software development process. Software Reliability is estimated using reliability models based on Non Homogenous Poisson Process. In most of the literature the Software Reliability is predicted only in testing phase. So it leads to wrong decision-making concept. In this paper, two Software Reliability concepts, testing and operational phase are studied in detail. Using S-Shaped Software Reliability Growth Model (SRGM) and Exponential SRGM, the testing and operational reliability values are obtained. Finally two reliability values are compared and optimal release time is investigated.
Abstract: The paper presents the modeling of nonlinear
longitudinal aerodynamics using flight data of Hansa-3 aircraft at
high angles of attack near stall. The Kirchhoff-s quasi-steady stall
model has been used to incorporate nonlinear aerodynamic effects in
the aerodynamic model used to estimate the parameters, thereby,
making the aerodynamic model nonlinear. The Maximum Likelihood
method has been applied to the flight data (at high angles of attack)
for the estimation of parameters (aerodynamic and stall
characteristics) using the nonlinear aerodynamic model. To improve
the accuracy level of the estimates, an approach of fixing the strong
parameters has also been presented.