Abstract: Higher ground-level ozone (GLO) concentration adversely affects human health, vegetations as well as activities in the ecosystem. In Malaysia, most of the analysis on GLO concentration are carried out using the average value of GLO concentration, which refers to the centre of distribution to make a prediction or estimation. However, analysis which focuses on the higher value or extreme value in GLO concentration is rarely explored. Hence, the objective of this study is to classify the tail behaviour of GLO using generalized extreme value (GEV) distribution estimation the return level using the corresponding modelling (Gumbel, Weibull, and Frechet) of GEV distribution. The results show that Weibull distribution which is also known as short tail distribution and considered as having less extreme behaviour is the best-fitted distribution for four selected air monitoring stations in Peninsular Malaysia, namely Larkin, Pelabuhan Kelang, Shah Alam, and Tanjung Malim; while Gumbel distribution which is considered as a medium tail distribution is the best-fitted distribution for Nilai station. The return level of GLO concentration in Shah Alam station is comparatively higher than other stations. Overall, return levels increase with increasing return periods but the increment depends on the type of the tail of GEV distribution’s tail. We conduct this study by using maximum likelihood estimation (MLE) method to estimate the parameters at four selected stations in Peninsular Malaysia. Next, the validation for the fitted block maxima series to GEV distribution is performed using probability plot, quantile plot and likelihood ratio test. Profile likelihood confidence interval is tested to verify the type of GEV distribution. These results are important as a guide for early notification on future extreme ozone events.
Abstract: Waste reduction is a fundamental problem for sustainability. Methods for waste reduction with point-of-sales (POS) data are proposed, utilizing the knowledge of a recent econophysics study on a statistical property of POS data. Concretely, the non-stationary time series analysis method based on the Particle Filter is developed, which considers abnormal fluctuation scaling known as Taylor's law. This method is extended for handling incomplete sales data because of stock-outs by introducing maximum likelihood estimation for censored data. The way for optimal stock determination with pricing the cost of waste reduction is also proposed. This study focuses on the examination of the methods for large sales numbers where Taylor's law is obvious. Numerical analysis using aggregated POS data shows the effectiveness of the methods to reduce food waste maintaining a high profit for large sales numbers. Moreover, the way of pricing the cost of waste reduction reveals that a small profit loss realizes substantial waste reduction, especially in the case that the proportionality constant of Taylor’s law is small. Specifically, around 1% profit loss realizes half disposal at =0.12, which is the actual value of processed food items used in this research. The methods provide practical and effective solutions for waste reduction keeping a high profit, especially with large sales numbers.
Abstract: Construction industry, as one of the main contributor in depletion of natural resources, influences climate change. This paper discusses incremental and evolutionary development of the proposed models for optimization of a life-cycle analysis to explicit strategy for evaluation systems. The main categories are virtually irresistible for introducing uncertainties, uptake composite structure model (CSM) as environmental management systems (EMSs) in a practice science of evaluation small and medium-sized enterprises (SMEs). The model simplified complex systems to reflect nature systems’ input, output and outcomes mode influence “framework measures” and give a maximum likelihood estimation of how elements are simulated over the composite structure. The traditional knowledge of modeling is based on physical dynamic and static patterns regarding parameters influence environment. It unified methods to demonstrate how construction systems ecology interrelated from management prospective in procedure reflects the effect of the effects of engineering systems to ecology as ultimately unified technologies in extensive range beyond constructions impact so as, - energy systems. Sustainability broadens socioeconomic parameters to practice science that meets recovery performance, engineering reflects the generic control of protective systems. When the environmental model employed properly, management decision process in governments or corporations could address policy for accomplishment strategic plans precisely. The management and engineering limitation focuses on autocatalytic control as a close cellular system to naturally balance anthropogenic insertions or aggregation structure systems to pound equilibrium as steady stable conditions. Thereby, construction systems ecology incorporates engineering and management scheme, as a midpoint stage between biotic and abiotic components to predict constructions impact. The later outcomes’ theory of environmental obligation suggests either a procedures of method or technique that is achieved in sustainability impact of construction system ecology (SICSE), as a relative mitigation measure of deviation control, ultimately.
Abstract: This work is devoted to the study of modeling
geophysical time series. A stochastic technique with time-varying
parameters is used to forecast the volatility of data arising in
geophysics. In this study, the volatility is defined as a logarithmic
first-order autoregressive process. We observe that the inclusion of
log-volatility into the time-varying parameter estimation significantly
improves forecasting which is facilitated via maximum likelihood
estimation. This allows us to conclude that the estimation algorithm
for the corresponding one-step-ahead suggested volatility (with ±2
standard prediction errors) is very feasible since it possesses good
convergence properties.
Abstract: The purpose of this study is providing an improved mode choice model considering parameters including age grouping of prime-aged and old age. In this study, 2010 Household Travel Survey data were used and improper samples were removed through the analysis. Chosen alternative, date of birth, mode, origin code, destination code, departure time, and arrival time are considered from Household Travel Survey. By preprocessing data, travel time, travel cost, mode, and ratio of people aged 45 to 55 years, 55 to 65 years and over 65 years were calculated. After the manipulation, the mode choice model was constructed using LIMDEP by maximum likelihood estimation. A significance test was conducted for nine parameters, three age groups for three modes. Then the test was conducted again for the mode choice model with significant parameters, travel cost variable and travel time variable. As a result of the model estimation, as the age increases, the preference for the car decreases and the preference for the bus increases. This study is meaningful in that the individual and households characteristics are applied to the aggregate model.
Abstract: This paper introduces a new generalization of the two parameter Weibull distribution. To this end, the quadratic rank transmutation map has been used. This new distribution is named exponentiated transmuted Weibull (ETW) distribution. The ETW distribution has the advantage of being capable of modeling various shapes of aging and failure criteria. Furthermore, eleven lifetime distributions such as the Weibull, exponentiated Weibull, Rayleigh and exponential distributions, among others follow as special cases. The properties of the new model are discussed and the maximum likelihood estimation is used to estimate the parameters. Explicit expressions are derived for the quantiles. The moments of the distribution are derived, and the order statistics are examined.
Abstract: The paper deals with the maximum likelihood estimation of the parameters of the Burr type V distribution based on left censored samples. The maximum likelihood estimators (MLE) of the parameters have been derived and the Fisher information matrix for the parameters of the said distribution has been obtained explicitly. The confidence intervals for the parameters have also been discussed. A simulation study has been conducted to investigate the performance of the point and interval estimates.
Abstract: This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.
Abstract: There is a world-wide need for the development of sustainable management strategies to control pest infestation and the development of phosphine (PH3) resistance in lesser grain borer (Rhyzopertha dominica). Computer simulation models can provide a relatively fast, safe and inexpensive way to weigh the merits of various management options. However, the usefulness of simulation models relies on the accurate estimation of important model parameters, such as mortality. Concentration and time of exposure are both important in determining mortality in response to a toxic agent. Recent research indicated the existence of two resistance phenotypes in R. dominica in Australia, weak and strong, and revealed that the presence of resistance alleles at two loci confers strong resistance, thus motivating the construction of a two-locus model of resistance. Experimental data sets on purified pest strains, each corresponding to a single genotype of our two-locus model, were also available. Hence it became possible to explicitly include mortalities of the different genotypes in the model. In this paper we described how we used two generalized linear models (GLM), probit and logistic models, to fit the available experimental data sets. We used a direct algebraic approach generalized inverse matrix technique, rather than the traditional maximum likelihood estimation, to estimate the model parameters. The results show that both probit and logistic models fit the data sets well but the former is much better in terms of small least squares (numerical) errors. Meanwhile, the generalized inverse matrix technique achieved similar accuracy results to those from the maximum likelihood estimation, but is less time consuming and computationally demanding.
Abstract: In this report we present a rule-based approach to
detect anomalous telephone calls. The method described here uses
subscriber usage CDR (call detail record) data sampled over two
observation periods: study period and test period. The study period
contains call records of customers- non-anomalous behaviour.
Customers are first grouped according to their similar usage
behaviour (like, average number of local calls per week, etc). For
customers in each group, we develop a probabilistic model to describe
their usage. Next, we use maximum likelihood estimation (MLE) to
estimate the parameters of the calling behaviour. Then we determine
thresholds by calculating acceptable change within a group. MLE is
used on the data in the test period to estimate the parameters of the
calling behaviour. These parameters are compared against thresholds.
Any deviation beyond the threshold is used to raise an alarm. This
method has the advantage of identifying local anomalies as compared
to techniques which identify global anomalies. The method is tested
for 90 days of study data and 10 days of test data of telecom
customers. For medium to large deviations in the data in test window,
the method is able to identify 90% of anomalous usage with less than
1% false alarm rate.
Abstract: Zero inflated Strict Arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, maximum likelihood estimation method is used in estimating the parameters for zero inflated strict arcsine model. Bootstrapping is then employed to compute the confidence intervals for the estimated parameters.
Abstract: This paper develops an unscented grid-based filter
and a smoother for accurate nonlinear modeling and analysis
of time series. The filter uses unscented deterministic sampling
during both the time and measurement updating phases, to approximate
directly the distributions of the latent state variable. A
complementary grid smoother is also made to enable computing
of the likelihood. This helps us to formulate an expectation
maximisation algorithm for maximum likelihood estimation of
the state noise and the observation noise. Empirical investigations
show that the proposed unscented grid filter/smoother compares
favourably to other similar filters on nonlinear estimation tasks.
Abstract: The accuracy of estimated stability and control
derivatives of a light aircraft from flight test data were evaluated. The light aircraft, named ChangGong-91, is the first certified aircraft from
the Korean government. The output error method, which is a maximum likelihood estimation technique and considers measurement
noise only, was used to analyze the aircraft responses measures. The
multi-step control inputs were applied in order to excite the short period mode for the longitudinal and Dutch-roll mode for the lateral-directional motion. The estimated stability/control derivatives of Chan Gong-91 were analyzed for the assessment of handling
qualities comparing them with those of similar aircraft. The accuracy of the flight derivative estimates derived from flight test measurement
was examined in engineering judgment, scatter and Cramer-Rao bound, which turned out to be satisfactory with minor defects..
Abstract: The objective of this study is to introduce estimators to the parameters and survival function for Weibull distribution using three different methods, Maximum Likelihood estimation, Standard Bayes estimation and Modified Bayes estimation. We will then compared the three methods using simulation study to find the best one base on MPE and MSE.
Abstract: The zero truncated model is usually used in modeling
count data without zero. It is the opposite of zero inflated model.
Zero truncated Poisson and zero truncated negative binomial models
are discussed and used by some researchers in analyzing the
abundance of rare species and hospital stay. Zero truncated models
are used as the base in developing hurdle models. In this study, we
developed a new model, the zero truncated strict arcsine model,
which can be used as an alternative model in modeling count data
without zero and with extra variation. Two simulated and one real
life data sets are used and fitted into this developed model. The
results show that the model provides a good fit to the data. Maximum
likelihood estimation method is used in estimating the parameters.
Abstract: Zero inflated strict arcsine model is a newly developed
model which is found to be appropriate in modeling overdispersed
count data. In this study, we extend zero inflated strict arcsine model
to zero inflated strict arcsine regression model by taking into
consideration the extra variability caused by extra zeros and
covariates in count data. Maximum likelihood estimation method is
used in estimating the parameters for this zero inflated strict arcsine
regression model.
Abstract: In this paper we propose a mixture of two different
distributions such as Exponential-Gamma, Exponential-Weibull and
Gamma-Weibull to model heterogeneous survival data. Various
properties of the proposed mixture of two different distributions are
discussed. Maximum likelihood estimations of the parameters are
obtained by using the EM algorithm. Illustrative example based on
real data are also given.
Abstract: In this study, we present an advanced detection
technique for mass type breast cancer based on texture information
of organs. The proposed method detects the cancer areas in three
stages. In the first stage, the midpoints of mass area are determined
based on AHE (Adaptive Histogram Equalization). In the second
stage, we set the threshold coefficient of homogeneity by using
MLE (Maximum Likelihood Estimation) to compute the uniformity
of texture. Finally, mass type cancer tissues are extracted from the
original image. As a result, it was observed that the proposed
method shows an improved detection performance on dense breast
tissues of Korean women compared with the existing methods. It is
expected that the proposed method may provide additional
diagnostic information for detection of mass-type breast cancer.