Abstract: This paper presents the IP traffic analysis. The traffic
was collected from the network of Suranaree University of
Technology using the software based on the Simple Network
Management Protocol (SNMP). In particular, we analyze the
distribution of the aggregated traffic during the hours of peak load
and light load. The traffic profiles including the parameters described
the traffic distributions were derived. From the statistical analysis
applying three different methods, including the Kolmogorov Smirnov
test, Anderson Darling test, and Chi-Squared test, we found that the
IP traffic distribution is a non-normal distribution and the
distributions during the peak load and the light load are different. The
experimental study and analysis show high uncertainty of the IP
traffic.
Abstract: Design and implementation of a novel B-ACOSD CFAR algorithm is presented in this paper. It is proposed for detecting radar target in log-normal distribution environment. The BACOSD detector is capable to detect automatically the number interference target in the reference cells and detect the real target by an adaptive threshold. The detector is implemented as a System on Chip on FPGA Altera Stratix II using parallelism and pipelining technique. For a reference window of length 16 cells, the experimental results showed that the processor works properly with a processing speed up to 115.13MHz and processing time0.29 ┬Ás, thus meets real-time requirement for a typical radar system.
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 aim of this paper is to introduce a parametric
distribution model in fatigue life reliability analysis dealing with
variation in material properties. Service loads in terms of responsetime
history signal of Belgian pave were replicated on a multi-axial
spindle coupled road simulator and stress-life method was used to
estimate the fatigue life of automotive stub axle. A PSN curve was
obtained by monotonic tension test and two-parameter Weibull
distribution function was used to acquire the mean life of the
component. A Pearson system was developed to evaluate the fatigue
life reliability by considering stress range intercept and slope of the
PSN curve as random variables. Considering normal distribution of
fatigue strength, it is found that the fatigue life of the stub axle to
have the highest reliability between 10000 – 15000 cycles. Taking
into account the variation of material properties associated with the
size effect, machining and manufacturing conditions, the method
described in this study can be effectively applied in determination of
probability of failure of mass-produced parts.
Abstract: Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic expressions of the coverage probability and the expected length of confidence interval for the normal mean when the whole parameter space is bounded. We also construct the confidence interval for the normal variance with restricted parameter for the first time and its coverage probability and expected length are also mathematically derived. As a result, one can use these criteria to assess the confidence interval for the normal mean and variance when the parameter space is restricted without the back up from simulation experiments.
Abstract: The double exponential model (DEM), or Laplace
distribution, is used in various disciplines. However, there are issues
related to the construction of confidence intervals (CI), when using
the distribution.In this paper, the properties of DEM are considered
with intention of constructing CI based on simulated data. The
analysis of pivotal equations for the models here in comparisons with
pivotal equations for normal distribution are performed, and the
results obtained from simulation data are presented.
Abstract: Spare parts inventory management is one of the major
areas of inventory research. Analysis of recent literature showed that
an approach integrating spare parts classification, demand
forecasting, and stock control policies is essential; however, adapting
this integrated approach is limited. This work presents an integrated
framework for spare part inventory management and an Excel based
application developed for the implementation of the proposed
framework. A multi-criteria analysis has been used for spare
classification. Forecasting of spare parts- intermittent demand has
been incorporated into the application using three different
forecasting models; namely, normal distribution, exponential
smoothing, and Croston method. The application is also capable of
running with different inventory control policies. To illustrate the
performance of the proposed framework and the developed
application; the framework is applied to different items at a service
organization. The results achieved are presented and possible areas
for future work are highlighted.
Abstract: In this paper usefulness of quasi-Newton iteration
procedure in parameters estimation of the conditional variance
equation within BHHH algorithm is presented. Analytical solution of
maximization of the likelihood function using first and second
derivatives is too complex when the variance is time-varying. The
advantage of BHHH algorithm in comparison to the other
optimization algorithms is that requires no third derivatives with
assured convergence. To simplify optimization procedure BHHH
algorithm uses the approximation of the matrix of second derivatives
according to information identity. However, parameters estimation in
a/symmetric GARCH(1,1) model assuming normal distribution of
returns is not that simple, i.e. it is difficult to solve it analytically.
Maximum of the likelihood function can be founded by iteration
procedure until no further increase can be found. Because the
solutions of the numerical optimization are very sensitive to the
initial values, GARCH(1,1) model starting parameters are defined.
The number of iterations can be reduced using starting values close
to the global maximum. Optimization procedure will be illustrated in
framework of modeling volatility on daily basis of the most liquid
stocks on Croatian capital market: Podravka stocks (food industry),
Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla
stocks (information-s-communications industry).
Abstract: In the recent works related with mixture discriminant
analysis (MDA), expectation and maximization (EM) algorithm is
used to estimate parameters of Gaussian mixtures. But, initial values
of EM algorithm affect the final parameters- estimates. Also, when
EM algorithm is applied two times, for the same data set, it can be
give different results for the estimate of parameters and this affect the
classification accuracy of MDA. Forthcoming this problem, we use
Self Organizing Mixture Network (SOMN) algorithm to estimate
parameters of Gaussians mixtures in MDA that SOMN is more robust
when random the initial values of the parameters are used [5]. We
show effectiveness of this method on popular simulated waveform
datasets and real glass data set.
Abstract: This paper presents parametric probability density
models for call holding times (CHTs) into emergency call center
based on the actual data collected for over a week in the public
Emergency Information Network (EIN) in Mongolia. When the set of
chosen candidates of Gamma distribution family is fitted to the call
holding time data, it is observed that the whole area in the CHT
empirical histogram is underestimated due to spikes of higher
probability and long tails of lower probability in the histogram.
Therefore, we provide the Gaussian parametric model of a mixture of
lognormal distributions with explicit analytical expressions for the
modeling of CHTs of PSNs. Finally, we show that the CHTs for
PSNs are fitted reasonably by a mixture of lognormal distributions
via the simulation of expectation maximization algorithm. This result
is significant as it expresses a useful mathematical tool in an explicit
manner of a mixture of lognormal distributions.
Abstract: This paper proposes, implements and evaluates an original discretization method for continuous random variables, in order to estimate the reliability of systems for which stress and strength are defined as complex functions, and whose reliability is not derivable through analytic techniques. This method is compared to other two discretizing approaches appeared in literature, also through a comparative study involving four engineering applications. The results show that the proposal is very efficient in terms of closeness of the estimates to the true (simulated) reliability. In the study we analyzed both a normal and a non-normal distribution for the random variables: this method is theoretically suitable for each parametric family.
Abstract: Traditional multivariate control charts assume that measurement from manufacturing processes follows a multivariate normal distribution. However, this assumption may not hold or may be difficult to verify because not all the measurement from manufacturing processes are normal distributed in practice. This study develops a new multivariate control chart for monitoring the processes with non-normal data. We propose a mechanism based on integrating the one-class classification method and the adaptive technique. The adaptive technique is used to improve the sensitivity to small shift on one-class classification in statistical process control. In addition, this design provides an easy way to allocate the value of type I error so it is easier to be implemented. Finally, the simulation study and the real data from industry are used to demonstrate the effectiveness of the propose control charts.
Abstract: Numerous concrete structures projects are currently running in Libya as part of a US$50 billion government funding. The
quality of concrete used in 20 different construction projects were assessed based mainly on the concrete compressive strength achieved. The projects are scattered all over the country and are at
various levels of completeness. For most of these projects, the
concrete compressive strength was obtained from test results of a
150mm standard cube mold. Statistical analysis of collected concrete
compressive strengths reveals that the data in general followed a
normal distribution pattern. The study covers comparison and assessment of concrete quality aspects such as: quality control, strength range, data standard deviation, data scatter, and ratio of minimum strength to design strength. Site quality control for these projects ranged from very good to poor according to ACI214 criteria [1]. The ranges (Rg) of the strength (max. strength – min. strength) divided by average strength are from (34% to 160%). Data scatter is
measured as the range (Rg) divided by standard deviation () and is
found to be (1.82 to 11.04), indicating that the range is ±3σ.
International construction companies working in Libya follow
different assessment criteria for concrete compressive strength in lieu
of national unified procedure. The study reveals that assessments of
concrete quality conducted by these construction companies usually
meet their adopted (internal) standards, but sometimes fail to meet
internationally known standard requirements. The assessment of
concrete presented in this paper is based on ACI, British standards
and proposed Libyan concrete strength assessment criteria.
Abstract: Quality control charts are very effective in detecting
out of control signals but when a control chart signals an out of
control condition of the process mean, searching for a special cause
in the vicinity of the signal time would not always lead to prompt
identification of the source(s) of the out of control condition as the
change point in the process parameter(s) is usually different from the
signal time. It is very important to manufacturer to determine at what
point and which parameters in the past caused the signal. Early
warning of process change would expedite the search for the special
causes and enhance quality at lower cost. In this paper the quality
variables under investigation are assumed to follow a multivariate
normal distribution with known means and variance-covariance
matrix and the process means after one step change remain at the new
level until the special cause is being identified and removed, also it is
supposed that only one variable could be changed at the same time.
This research applies artificial neural network (ANN) to identify the
time the change occurred and the parameter which caused the change
or shift. The performance of the approach was assessed through a
computer simulation experiment. The results show that neural
network performs effectively and equally well for the whole shift
magnitude which has been considered.
Abstract: This research is aimed to compare the percentages of correct classification of Empirical Bayes method (EB) to Classical method when data are constructed as near normal, short-tailed and long-tailed symmetric, short-tailed and long-tailed asymmetric. The study is performed using conjugate prior, normal distribution with known mean and unknown variance. The estimated hyper-parameters obtained from EB method are replaced in the posterior predictive probability and used to predict new observations. Data are generated, consisting of training set and test set with the sample sizes 100, 200 and 500 for the binary classification. The results showed that EB method exhibited an improved performance over Classical method in all situations under study.
Abstract: The empirical mode decomposition (EMD) represents any time series into a finite set of basis functions. The bases are termed as intrinsic mode functions (IMFs) which are mutually orthogonal containing minimum amount of cross-information. The EMD successively extracts the IMFs with the highest local frequencies in a recursive way, which yields effectively a set low-pass filters based entirely on the properties exhibited by the data. In this paper, EMD is applied to explore the properties of the multi-year air temperature and to observe its effects on climate change under global warming. This method decomposes the original time-series into intrinsic time scale. It is capable of analyzing nonlinear, non-stationary climatic time series that cause problems to many linear statistical methods and their users. The analysis results show that the mode of EMD presents seasonal variability. The most of the IMFs have normal distribution and the energy density distribution of the IMFs satisfies Chi-square distribution. The IMFs are more effective in isolating physical processes of various time-scales and also statistically significant. The analysis results also show that the EMD method provides a good job to find many characteristics on inter annual climate. The results suggest that climate fluctuations of every single element such as temperature are the results of variations in the global atmospheric circulation.
Abstract: 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.
Abstract: In order to monitor for traffic traversal, sensors can be
deployed to perform collaborative target detection. Such a sensor
network achieves a certain level of detection performance with the
associated costs of deployment and routing protocol. This paper
addresses these two points of sensor deployment and routing algorithm
in the situation where the absolute quantity of sensors or total energy
becomes insufficient. This discussion on the best deployment system
concluded that two kinds of deployments; Normal and Power law
distributions, show 6 and 3 times longer than Random distribution in
the duration of coverage, respectively. The other discussion on routing
algorithm to achieve good performance in each deployment system
was also addressed. This discussion concluded that, in place of the
traditional algorithm, a new algorithm can extend the time of coverage
duration by 4 times in a Normal distribution, and in the circumstance
where every deployed sensor operates as a binary model.
Abstract: In the semiconductor manufacturing process, large
amounts of data are collected from various sensors of multiple
facilities. The collected data from sensors have several different characteristics
due to variables such as types of products, former processes
and recipes. In general, Statistical Quality Control (SQC) methods
assume the normality of the data to detect out-of-control states of
processes. Although the collected data have different characteristics,
using the data as inputs of SQC will increase variations of data,
require wide control limits, and decrease performance to detect outof-
control. Therefore, it is necessary to separate similar data groups
from mixed data for more accurate process control. In the paper,
we propose a regression tree using split algorithm based on Pearson
distribution to handle non-normal distribution in parametric method.
The regression tree finds similar properties of data from different
variables. The experiments using real semiconductor manufacturing
process data show improved performance in fault detecting ability.
Abstract: Soil chemical and physical properties have important
roles in compartment of the environment and agricultural
sustainability and human health. The objectives of this research is
determination of spatial distribution patterns of Cd, Zn, K, pH, TNV,
organic material and electrical conductivity (EC) in agricultural soils
of Natanz region in Esfehan province. In this study geostatistic and
non-geostatistic methods were used for prediction of spatial
distribution of these parameters. 64 composite soils samples were
taken at 0-20 cm depth. The study area is located in south of
NATANZ agricultural lands with area of 21660 hectares. Spatial
distribution of Cd, Zn, K, pH, TNV, organic material and electrical
conductivity (EC) was determined using geostatistic and geographic
information system. Results showed that Cd, pH, TNV and K data
has normal distribution and Zn, OC and EC data had not normal
distribution. Kriging, Inverse Distance Weighting (IDW), Local
Polynomial Interpolation (LPI) and Redial Basis functions (RBF)
methods were used to interpolation. Trend analysis showed that
organic carbon in north-south and east to west did not have trend
while K and TNV had second degree trend. We used some error
measurements include, mean absolute error(MAE), mean squared
error (MSE) and mean biased error(MBE). Ordinary
kriging(exponential model), LPI(Local polynomial interpolation),
RBF(radial basis functions) and IDW methods have been chosen as
the best methods to interpolating of the soil parameters. Prediction
maps by disjunctive kriging was shown that in whole study area was
intensive shortage of organic matter and more than 63.4 percent of
study area had shortage of K amount.