Abstract: We develop a new estimator of the renewal function for heavy-tailed claims amounts. Our approach is based on the peak over threshold method for estimating the tail of the distribution with a generalized Pareto distribution. The asymptotic normality of an appropriately centered and normalized estimator is established, and its performance illustrated in a simulation study.
Abstract: Partial coherence between two signals removing the contribution of a periodic, deterministic signal is proposed for evaluating the interrelationship in multivariate systems. The estimator expression was derived and shown to be independent of such periodic signal. Simulations were used for obtaining its critical value, which were found to be the same as those for Gaussian signals, as well as for evaluating the technique. An Illustration with eletroencephalografic (EEG) signals during photic stimulation is also provided. The application of the proposed technique in both simulation and real EEG data indicate that it seems to be very specific in removing the contribution of periodic sources. The estimate independence of the periodic signal may widen partial coherence application to signal analysis, since it could be used together with simple coherence to test for contamination in signals by a common, periodic noise source.
Abstract: Effective estimation of just noticeable distortion (JND) for images is helpful to increase the efficiency of a compression algorithm in which both the statistical redundancy and the perceptual redundancy should be accurately removed. In this paper, we design a DCT-based model for estimating JND profiles of color images. Based on a mathematical model of measuring the base detection threshold for each DCT coefficient in the color component of color images, the luminance masking adjustment, the contrast masking adjustment, and the cross masking adjustment are utilized for luminance component, and the variance-based masking adjustment based on the coefficient variation in the block is proposed for chrominance components. In order to verify the proposed model, the JND estimator is incorporated into the conventional JPEG coder to improve the compression performance. A subjective and fair viewing test is designed to evaluate the visual quality of the coding image under the specified viewing condition. The simulation results show that the JPEG coder integrated with the proposed DCT-based JND model gives better coding bit rates at visually lossless quality for a variety of color images.
Abstract: A new estimator for evolutionary spectrum (ES) based
on short time Fourier transform (STFT) and modified group delay
function (MGDF) by signal decomposition (SD) is proposed. The
STFT due to its built-in averaging, suppresses the cross terms and the
MGDF preserves the frequency resolution of the rectangular window
with the reduction in the Gibbs ripple. The present work overcomes
the magnitude distortion observed in multi-component non-stationary
signals with STFT and MGDF estimation of ES using SD. The SD is
achieved either through discrete cosine transform based harmonic
wavelet transform (DCTHWT) or perfect reconstruction filter banks
(PRFB). The MGDF also improves the signal to noise ratio by
removing associated noise. The performance of the present method is
illustrated for cross chirp and frequency shift keying (FSK) signals,
which indicates that its performance is better than STFT-MGDF
(STFT-GD) alone. Further its noise immunity is better than STFT.
The SD based methods, however cannot bring out the frequency
transition path from band to band clearly, as there will be gap in the
contour plot at the transition. The PRFB based STFT-SD shows good
performance than DCTHWT decomposition method for STFT-GD.
Abstract: The growth and interconnection of power networks in many regions has invited complicated techniques for energy management services (EMS). State estimation techniques become a powerful tool in power system control centers, and that more information is required to achieve the objective of EMS. For the online state estimator, assuming the continuous time is equidistantly sampled with period Δt, processing events must be finished within this period. Advantage of Kalman Filtering (KF) algorithm in using system information to improve the estimation precision is utilized. Computational power is a major issue responsible for the achievement of the objective, i.e. estimators- solution at a small sampled period. This paper presents the optimum utilization of processors in a state estimator based on KF. The model used is presented using Petri net (PN) theory.
Abstract: The problem of controlling a two link robotic manipulator, consisting of a rotating and a prismatic links, is addressed. The actuations of both links are assumed to have unknown dead zone nonlinearities and friction torques modeled by LuGre friction model. Because of the existence of the unknown dead zone and friction torque at the actuations, unknown parameters and unmeasured states would appear to be part of the overall system dynamics that need for estimation. Unmeasured states observer, unknown parameters estimators, and robust adaptive control laws have been derived such that closed loop global stability is achieved. Simulation results have been performed to show the efficacy of the suggested approach.
Abstract: In this paper present a sensorless maximum wind power extraction for variable speed constant frequency (VSCF) wind power generation systems with a doubly-fed induction generators (DFIG), to ensure stability and to impose the ideal feedback control solution despite of model uncertainties , using the principles of an active and reactive power controller (DPC) a robust sliding mode power control has been proposed to guarantees fast response times and precise control actions for control the active and reactive power independently. The simulation results in MATLAB/Simulink platform confirmed the good dynamic performance of power control approach for DFIGbased variable speed wind turbines.
Abstract: This paper presents a speed sensorless direct torque
control scheme using space vector modulation (DTC-SVM) for
permanent magnet synchronous motor (PMSM) drive based a Model
Reference Adaptive System (MRAS) algorithm and stator resistance
estimator. The MRAS is utilized to estimate speed and stator
resistance and compensate the effects of parameter variation on stator
resistance, which makes flux and torque estimation more accurate
and insensitive to parameter variation. In other hand the use of SVM
method reduces the torque ripple while achieving a good dynamic
response. Simulation results are presented and show the effectiveness
of the proposed method.
Abstract: An algorithm for learning an overcomplete dictionary
using a Cauchy mixture model for sparse decomposition of an underdetermined
mixing system is introduced. The mixture density
function is derived from a ratio sample of the observed mixture
signals where 1) there are at least two but not necessarily more
mixture signals observed, 2) the source signals are statistically
independent and 3) the sources are sparse. The basis vectors of the
dictionary are learned via the optimization of the location parameters
of the Cauchy mixture components, which is shown to be more
accurate and robust than the conventional data mining methods
usually employed for this task. Using a well known sparse
decomposition algorithm, we extract three speech signals from two
mixtures based on the estimated dictionary. Further tests with
additive Gaussian noise are used to demonstrate the proposed
algorithm-s robustness to outliers.
Abstract: Calibration estimation is a method of adjusting the
original design weights to improve the survey estimates by using
auxiliary information such as the known population total (or mean)
of the auxiliary variables. A calibration estimator uses calibrated
weights that are determined to minimize a given distance measure to
the original design weights while satisfying a set of constraints
related to the auxiliary information. In this paper, we propose a new
multivariate calibration estimator for the population mean in the
stratified sampling design, which incorporates information available
for more than one auxiliary variable. The problem of determining the
optimum calibrated weights is formulated as a Mathematical
Programming Problem (MPP) that is solved using the Lagrange
multiplier technique.
Abstract: There have been various methods created based on the regression ideas to resolve the problem of data set containing censored observations, i.e. the Buckley-James method, Miller-s method, Cox method, and Koul-Susarla-Van Ryzin estimators. Even though comparison studies show the Buckley-James method performs better than some other methods, it is still rarely used by researchers mainly because of the limited diagnostics analysis developed for the Buckley-James method thus far. Therefore, a diagnostic tool for the Buckley-James method is proposed in this paper. It is called the renovated Cook-s Distance, (RD* i ) and has been developed based on the Cook-s idea. The renovated Cook-s Distance (RD* i ) has advantages (depending on the analyst demand) over (i) the change in the fitted value for a single case, DFIT* i as it measures the influence of case i on all n fitted values Yˆ∗ (not just the fitted value for case i as DFIT* i) (ii) the change in the estimate of the coefficient when the ith case is deleted, DBETA* i since DBETA* i corresponds to the number of variables p so it is usually easier to look at a diagnostic measure such as RD* i since information from p variables can be considered simultaneously. Finally, an example using Stanford Heart Transplant data is provided to illustrate the proposed diagnostic tool.
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.
Abstract: One of the purposes of the robust method of
estimation is to reduce the influence of outliers in the data, on the
estimates. The outliers arise from gross errors or contamination from
distributions with long tails. The trimmed mean is a robust estimate.
This means that it is not sensitive to violation of distributional
assumptions of the data. It is called an adaptive estimate when the
trimming proportion is determined from the data rather than being
fixed a “priori-.
The main objective of this study is to find out the robustness
properties of the adaptive trimmed means in terms of efficiency, high
breakdown point and influence function. Specifically, it seeks to find
out the magnitude of the trimming proportion of the adaptive
trimmed mean which will yield efficient and robust estimates of the
parameter for data which follow a modified Weibull distribution with
parameter λ = 1/2 , where the trimming proportion is determined by a
ratio of two trimmed means defined as the tail length. Secondly, the
asymptotic properties of the tail length and the trimmed means are
also investigated. Finally, a comparison is made on the efficiency of
the adaptive trimmed means in terms of the standard deviation for the
trimming proportions and when these were fixed a “priori".
The asymptotic tail lengths defined as the ratio of two trimmed
means and the asymptotic variances were computed by using the
formulas derived. While the values of the standard deviations for the
derived tail lengths for data of size 40 simulated from a Weibull
distribution were computed for 100 iterations using a computer
program written in Pascal language.
The findings of the study revealed that the tail lengths of the
Weibull distribution increase in magnitudes as the trimming
proportions increase, the measure of the tail length and the adaptive
trimmed mean are asymptotically independent as the number of
observations n becomes very large or approaching infinity, the tail
length is asymptotically distributed as the ratio of two independent
normal random variables, and the asymptotic variances decrease as
the trimming proportions increase. The simulation study revealed
empirically that the standard error of the adaptive trimmed mean
using the ratio of tail lengths is relatively smaller for different values
of trimming proportions than its counterpart when the trimming
proportions were fixed a 'priori'.
Abstract: This paper examines predictability in stock return in
developed and emergingmarkets by testing long memory in stock
returns using wavelet approach. Wavelet-based maximum likelihood
estimator of the fractional integration estimator is superior to the
conventional Hurst exponent and Geweke and Porter-Hudak
estimator in terms of asymptotic properties and mean squared error.
We use 4-year moving windows to estimate the fractional integration
parameter. Evidence suggests that stock return may not be predictable
indeveloped countries of the Asia-Pacificregion. However,
predictability of stock return insome developing countries in this
region such as Indonesia, Malaysia and Philippines may not be ruled
out. Stock return in the Thailand stock market appears to be not
predictable after the political crisis in 2008.
Abstract: The detection of outliers is very essential because of
their responsibility for producing huge interpretative problem in
linear as well as in nonlinear regression analysis. Much work has
been accomplished on the identification of outlier in linear
regression, but not in nonlinear regression. In this article we propose
several outlier detection techniques for nonlinear regression. The
main idea is to use the linear approximation of a nonlinear model and
consider the gradient as the design matrix. Subsequently, the
detection techniques are formulated. Six detection measures are
developed that combined with three estimation techniques such as the
Least-Squares, M and MM-estimators. The study shows that among
the six measures, only the studentized residual and Cook Distance
which combined with the MM estimator, consistently capable of
identifying the correct outliers.
Abstract: The use of the mechanical simulation (in particular the finite element analysis) requires the management of assumptions in order to analyse a real complex system. In finite element analysis (FEA), two modeling steps require assumptions to be able to carry out the computations and to obtain some results: the building of the physical model and the building of the simulation model. The simplification assumptions made on the analysed system in these two steps can generate two kinds of errors: the physical modeling errors (mathematical model, domain simplifications, materials properties, boundary conditions and loads) and the mesh discretization errors. This paper proposes a mesh adaptive method based on the use of an h-adaptive scheme in combination with an error estimator in order to choose the mesh of the simulation model. This method allows us to choose the mesh of the simulation model in order to control the cost and the quality of the finite element analysis.
Abstract: Recent developments in Soft computing techniques,
power electronic switches and low-cost computational hardware have
made it possible to design and implement sophisticated control
strategies for sensorless speed control of AC motor drives. Such an
attempt has been made in this work, for Sensorless Speed Control of
Induction Motor (IM) by means of Direct Torque Fuzzy Control
(DTFC), PI-type fuzzy speed regulator and MRAS speed estimator
strategy, which is absolutely nonlinear in its nature. Direct torque
control is known to produce quick and robust response in AC drive
system. However, during steady state, torque, flux and current ripple
occurs. So, the performance of conventional DTC with PI speed
regulator can be improved by implementing fuzzy logic techniques.
Certain important issues in design including the space vector
modulated (SVM) 3-Ф voltage source inverter, DTFC design,
generation of reference torque using PI-type fuzzy speed regulator
and sensor less speed estimator have been resolved. The proposed
scheme is validated through extensive numerical simulations on
MATLAB. The simulated results indicate the sensor less speed
control of IM with DTFC and PI-type fuzzy speed regulator provides
satisfactory high dynamic and static performance compare to
conventional DTC with PI speed regulator.
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.
Abstract: Biological reactions of individuals of a testing animal
to toxic substance are unique and can be used as an indication of the
existing of toxic substance. However, to distinguish such phenomenon
need a very complicate system and even more complicate to analyze
data in 3 dimensional. In this paper, a system to evaluate in vitro
biological activities to acute toxicity of stochastic self-affine
non-stationary signal of 3D goldfish swimming by using fractal
analysis is introduced. Regular digital camcorders are utilized by
proposed algorithm 3DCCPC to effectively capture and construct 3D
movements of the fish. A Critical Exponent Method (CEM) has been
adopted as a fractal estimator. The hypothesis was that the swimming
of goldfish to acute toxic would show the fractal property which
related to the toxic concentration. The experimental results supported
the hypothesis by showing that the swimming of goldfish under the
different toxic concentration has fractal properties. It also shows that
the fractal dimension of the swimming related to the pH value of FD Ôëê
0.26pH + 0.05. With the proposed system, the fish is allowed to swim
freely in all direction to react to the toxic. In addition, the trajectories
are precisely evaluated by fractal analysis with critical exponent
method and hence the results exhibit with much higher degree of
confidence.
Abstract: Saddlepoint approximations is one of the tools to obtain
an expressions for densities and distribution functions. We approximate
the densities of the observed gaps between the hypopnea events
using the Huzurbazar saddlepoint approximation. We demonstrate the
density of a maximum likelihood estimator in exponential families.