Abstract: We apply the non-parametric, unconditional,
hyperbolic order-α quantile estimator to appraise the relative
efficiency of Microfinance Institutions in Africa in terms of outreach.
Our purpose is to verify if these institutions, which must constantly
try to strike a compromise between their social role and financial
sustainability are operationally efficient.
Using data on African MFIs extracted from the Microfinance
Information eXchange (MIX) database and covering the 2004 to
2006 periods, we find that more efficient MFIs are also the most
profitable. This result is in line with the view that social performance
is not in contradiction with the pursuit of excellent financial
performance. Our results also show that large MFIs in terms of asset
and those charging the highest fees are not necessarily the most
efficient.
Abstract: Residential buildings consume significant amounts of
energy and produce large amount of emissions and waste. However,
there is a substantial potential for energy savings in this sector which
needs to be evaluated over the life cycle of residential buildings. Life
Cycle Assessment (LCA) methodology has been employed to study
the primary energy uses and associated environmental impacts of
different phases (i.e., product, construction, use, end of life, and
beyond building life) for residential buildings. Four different
alternatives of residential buildings in Vancouver (BC, Canada) with
a 50-year lifespan have been evaluated, including High Rise
Apartment (HRA), Low Rise Apartment (LRA), Single family
Attached House (SAH), and Single family Detached House (SDH).
Life cycle performance of the buildings is evaluated for embodied
energy, embodied environmental impacts, operational energy,
operational environmental impacts, total life-cycle energy, and total
life cycle environmental impacts. Estimation of operational energy
and LCA are performed using DesignBuilder software and Athena
Impact estimator software respectively.
The study results revealed that over the life span of the buildings,
the relationship between the energy use and the environmental
impacts are identical. LRA is found to be the best alternative in terms
of embodied energy use and embodied environmental impacts; while,
HRA showed the best life-cycle performance in terms of minimum
energy use and environmental impacts. Sensitivity analysis has also
been carried out to study the influence of building service lifespan
over 50, 75, and 100 years on the relative significance of embodied
energy and total life cycle energy. The life-cycle energy requirements
for SDH are found to be a significant component among the four
types of residential buildings. The overall disclose that the primary
operations of these buildings accounts for 90% of the total life cycle
energy which far outweighs minor differences in embodied effects
between the buildings.
Abstract: In statistics parameter theory, usually the
parameter estimations have two kinds, one is the least-square
estimation (LSE), and the other is the best linear unbiased
estimation (BLUE). Due to the determining theorem of
minimum variance unbiased estimator (MVUE), the parameter
estimation of BLUE in linear model is most ideal. But since
the calculations are complicated or the covariance is not
given, people are hardly to get the solution. Therefore, people
prefer to use LSE rather than BLUE. And this substitution
will take some losses. To quantize the losses, many scholars
have presented many kinds of different relative efficiencies in
different views. For the linear weighted regression model, this
paper discusses the relative efficiencies of LSE of β to BLUE
of β. It also defines two new relative efficiencies and gives
their lower bounds.
Abstract: Reliability of long-term storage products is related to
the availability of the whole system, and the evaluation of storage life
is of great necessity. These products are usually highly reliable and
little failure information can be collected. In this paper, an analytical
method based on data from accelerated storage life test is proposed to
evaluate the reliability index of the long-term storage products. Firstly,
singularities are eliminated by data normalization and residual
analysis. Secondly, with the preprocessed data, the degradation path
model is built to obtain the pseudo life values. Then by life distribution
hypothesis, we can get the estimator of parameters in high stress levels
and verify failure mechanism consistency. Finally, the life distribution
under the normal stress level is extrapolated via the acceleration model
and evaluation of the actual average life is available. An application
example with the camera stabilization device is provided to illustrate
the methodology we proposed.
Abstract: This paper presents a novel integrated hybrid
approach for fault diagnosis (FD) of nonlinear systems. Unlike most
FD techniques, the proposed solution simultaneously accomplishes
fault detection, isolation, and identification (FDII) within a unified
diagnostic module. At the core of this solution is a bank of adaptive
neural parameter estimators (NPE) associated with a set of singleparameter
fault models. The NPEs continuously estimate unknown
fault parameters (FP) that are indicators of faults in the system. Two
NPE structures including series-parallel and parallel are developed
with their exclusive set of desirable attributes. The parallel scheme is
extremely robust to measurement noise and possesses a simpler, yet
more solid, fault isolation logic. On the contrary, the series-parallel
scheme displays short FD delays and is robust to closed-loop system
transients due to changes in control commands. Finally, a fault
tolerant observer (FTO) is designed to extend the capability of the
NPEs to systems with partial-state measurement.
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.
Abstract: Stratified double extreme ranked set sampling
(SDERSS) method is introduced and considered for estimating the
population mean. The SDERSS is compared with the simple random
sampling (SRS), stratified ranked set sampling (SRSS) and stratified
simple set sampling (SSRS). It is shown that the SDERSS estimator
is an unbiased of the population mean and more efficient than the
estimators using SRS, SRSS and SSRS when the underlying
distribution of the variable of interest is symmetric or asymmetric.
Abstract: Modern Portfolio Theory (MPT) according to
Markowitz states that investors form mean-variance efficient
portfolios which maximizes their utility. Markowitz proposed the
standard deviation as a simple measure for portfolio risk and the
lower semi-variance as the only risk measure of interest to rational
investors. This paper uses a third volatility estimator based on
intraday data and compares three efficient frontiers on the Croatian
Stock Market. The results show that range-based volatility estimator
outperforms both mean-variance and lower semi-variance model.
Abstract: We address the integer frequency offset (IFO)
estimation under the influence of the timing offset (TO) in orthogonal
frequency division multiplexing (OFDM) systems. Incorporating the
IFO and TO into the symbol set used to represent the received
OFDM symbol, we investigate the influence of the TO on the IFO,
and then, propose a combining method between two consecutive
OFDM correlations, reducing the influence. The proposed scheme
has almost the same complexity as that of the conventional
schemes, whereas it does not need the TO knowledge contrary to
the conventional schemes. From numerical results it is confirmed
that the proposed scheme is insensitive to the TO, consequently,
yielding an improvement of the IFO estimation performance over
the conventional schemes when the TO exists.
Abstract: Motion Tracking and Stereo Vision are complicated,
albeit well-understood problems in computer vision. Existing
softwares that combine the two approaches to perform stereo motion
tracking typically employ complicated and computationally expensive
procedures. The purpose of this study is to create a simple and
effective solution capable of combining the two approaches. The
study aims to explore a strategy to combine the two techniques
of two-dimensional motion tracking using Kalman Filter; and depth
detection of object using Stereo Vision. In conventional approaches
objects in the scene of interest are observed using a single camera.
However for Stereo Motion Tracking; the scene of interest is
observed using video feeds from two calibrated cameras. Using two
simultaneous measurements from the two cameras a calculation for
the depth of the object from the plane containing the cameras is made.
The approach attempts to capture the entire three-dimensional spatial
information of each object at the scene and represent it through a
software estimator object. In discrete intervals, the estimator tracks
object motion in the plane parallel to plane containing cameras and
updates the perpendicular distance value of the object from the plane
containing the cameras as depth. The ability to efficiently track
the motion of objects in three-dimensional space using a simplified
approach could prove to be an indispensable tool in a variety of
surveillance scenarios. The approach may find application from high
security surveillance scenes such as premises of bank vaults, prisons
or other detention facilities; to low cost applications in supermarkets
and car parking lots.
Abstract: We present a solution to the Maxmin u/E parameters
estimation problem of possibility distributions in m-dimensional
case. Our method is based on geometrical approach, where minimal
area enclosing ellipsoid is constructed around the sample. Also we
demonstrate that one can improve results of well-known algorithms
in fuzzy model identification task using Maxmin u/E parameters
estimation.
Abstract: In this study, we propose a novel technique for acoustic
echo suppression (AES) during speech recognition under barge-in
conditions. Conventional AES methods based on spectral subtraction
apply fixed weights to the estimated echo path transfer function
(EPTF) at the current signal segment and to the EPTF estimated until
the previous time interval. However, the effects of echo path changes
should be considered for eliminating the undesired echoes. We
describe a new approach that adaptively updates weight parameters in
response to abrupt changes in the acoustic environment due to
background noises or double-talk. Furthermore, we devised a voice
activity detector and an initial time-delay estimator for barge-in speech
recognition in communication networks. The initial time delay is
estimated using log-spectral distance measure, as well as
cross-correlation coefficients. The experimental results show that the
developed techniques can be successfully applied in barge-in speech
recognition systems.
Abstract: Estimation of a proportion has many applications in
economics and social studies. A common application is the estimation
of the low income proportion, which gives the proportion of people
classified as poor into a population. In this paper, we present this
poverty indicator and propose to use the logistic regression estimator
for the problem of estimating the low income proportion. Various
sampling designs are presented. Assuming a real data set obtained
from the European Survey on Income and Living Conditions, Monte
Carlo simulation studies are carried out to analyze the empirical
performance of the logistic regression estimator under the various
sampling designs considered in this paper. Results derived from
Monte Carlo simulation studies indicate that the logistic regression
estimator can be more accurate than the customary estimator under
the various sampling designs considered in this paper. The stratified
sampling design can also provide more accurate results.
Abstract: This paper deals with advanced state estimation algorithms for estimation of biomass concentration and specific growth rate in a typical fed-batch biotechnological process. This biotechnological process was represented by a nonlinear mass-balance based process model. Extended Kalman Filter (EKF) and Particle Filter (PF) was used to estimate the unmeasured state variables from oxygen uptake rate (OUR) and base consumption (BC) measurements. To obtain more general results, a simplified process model was involved in EKF and PF estimation algorithms. This model doesn’t require any special growth kinetic equations and could be applied for state estimation in various bioprocesses. The focus of this investigation was concentrated on the comparison of the estimation quality of the EKF and PF estimators by applying different measurement noises. The simulation results show that Particle Filter algorithm requires significantly more computation time for state estimation but gives lower estimation errors both for biomass concentration and specific growth rate. Also the tuning procedure for Particle Filter is simpler than for EKF. Consequently, Particle Filter should be preferred in real applications, especially for monitoring of industrial bioprocesses where the simplified implementation procedures are always desirable.
Abstract: In this paper, the design problem of state estimator for
neural networks with the mixed time-varying delays are investigated
by constructing appropriate Lyapunov-Krasovskii functionals and
using some effective mathematical techniques. In order to derive
several conditions to guarantee the estimation error systems to be
globally exponential stable, we transform the considered systems
into the neural-type time-delay systems. Then with a set of linear
inequalities(LMIs), we can obtain the stable criteria. Finally, three
numerical examples are given to show the effectiveness and less
conservatism of the proposed criterion.
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.
Abstract: The problem of estimating a proportion has important
applications in the field of economics, and in general, in many areas
such as social sciences. A common application in economics is
the estimation of the headcount index. In this paper, we define the
general headcount index as a proportion. Furthermore, we introduce
a new quantitative method for estimating the headcount index. In
particular, we suggest to use the logistic regression estimator for the
problem of estimating the headcount index. Assuming a real data set,
results derived from Monte Carlo simulation studies indicate that the
logistic regression estimator can be more accurate than the traditional
estimator of the headcount index.
Abstract: Standard Hammerstein-Wiener models consist of a linear subsystem sandwiched by two memoryless nonlinearities. The problem of identifying Hammerstein-Wiener systems is addressed in the presence of linear subsystem of structure totally unknown and polynomial input and output nonlinearities. Presently, the system nonlinearities are allowed to be noninvertible. The system identification problem is dealt by developing a two-stage frequency identification method. First, the parameters of system nonlinearities are identified. In the second stage, a frequency approach is designed to estimate the linear subsystem frequency gain. All involved estimators are proved to be consistent.
Abstract: The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.
Abstract: In this paper, together with some improved
Lyapunov-Krasovskii functional and effective mathematical
techniques, several sufficient conditions are derived to guarantee the
error system is globally asymptotically stable with H∞
performance, in which both the time-delay and its time variation
can be fully considered. In order to get less conservative results of
the state estimation condition, zero equalities and reciprocally
convex approach are employed. The estimator gain matrix can be
obtained in terms of the solution to linear matrix inequalities. A
numerical example is provided to illustrate the usefulness and
effectiveness of the obtained results.