Abstract: A new relative efficiency in linear model in reference is
instructed into the linear weighted regression, and its upper and lower
bound are proposed. In the linear weighted regression model, for the
best linear unbiased estimation of mean matrix respect to the
least-squares estimation, two new relative efficiencies are given, and
their upper and lower bounds are also studied.
Abstract: At-site flood frequency analysis is used to estimate
flood quantiles when at-site record length is reasonably long. In
Australia, FLIKE software has been introduced for at-site flood
frequency analysis. The advantage of FLIKE is that, for a given
application, the user can compare a number of most commonly
adopted probability distributions and parameter estimation methods
relatively quickly using a windows interface. The new version of
FLIKE has been incorporated with the multiple Grubbs and Beck test
which can identify multiple numbers of potentially influential low
flows. This paper presents a case study considering six catchments in
eastern Australia which compares two outlier identification tests
(original Grubbs and Beck test and multiple Grubbs and Beck test)
and two commonly applied probability distributions (Generalized
Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE
software. It has been found that the multiple Grubbs and Beck test
when used with LP3 distribution provides more accurate flood
quantile estimates than when LP3 distribution is used with the
original Grubbs and Beck test. Between these two methods, the
differences in flood quantile estimates have been found to be up to
61% for the six study catchments. It has also been found that GEV
distribution (with L moments) and LP3 distribution with the multiple
Grubbs and Beck test provide quite similar results in most of the
cases; however, a difference up to 38% has been noted for flood
quantiles for annual exceedance probability (AEP) of 1 in 100 for one
catchment. This finding needs to be confirmed with a greater number
of stations across other Australian states.
Abstract: In this paper two approaches to joint signal detection,
time of arrival (ToA) and angle of arrival (AoA) estimation in
multi-element antenna array are investigated. Two scenarios were
considered: first one, when the waveform of the useful signal
is known a priori and, second one, when the waveform of the
desired signal is unknown. For first scenario, the antenna array
signal processing based on multi-element matched filtering (MF)
with the following non-coherent detection scheme and maximum
likelihood (ML) parameter estimation blocks is exploited. For second
scenario, the signal processing based on the antenna array elements
covariance matrix estimation with the following eigenvector analysis
and ML parameter estimation blocks is applied. The performance
characteristics of both signal processing schemes are thoroughly
investigated and compared for different useful signals and noise
parameters.
Abstract: This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.
Abstract: A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.
Abstract: This paper proposes a GLMM with spatial and
temporal effects for malaria data in Thailand. A Bayesian method is
used for parameter estimation via Gibbs sampling MCMC. A
conditional autoregressive (CAR) model is assumed to present the
spatial effects. The temporal correlation is presented through the
covariance matrix of the random effects. The malaria quarterly data
have been extracted from the Bureau of Epidemiology, Ministry of
Public Health of Thailand. The factors considered are rainfall and
temperature. The result shows that rainfall and temperature are
positively related to the malaria morbidity rate. The posterior means
of the estimated morbidity rates are used to construct the malaria
maps. The top 5 highest morbidity rates (per 100,000 population) are
in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4,
97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82).
According to the DIC criterion, the proposed model has a better
performance than the GLMM with spatial effects but without
temporal terms.
Abstract: In this paper, we investigate the residual life prediction
problem for a partially observable system subject to two failure
modes, namely a catastrophic failure and a failure due to the system
degradation. The system is subject to condition monitoring and the
degradation process is described by a hidden Markov model with
unknown parameters. The parameter estimation procedure based on
an EM algorithm is developed and the formulas for the conditional
reliability function and the mean residual life are derived, illustrated
by a numerical example.
Abstract: Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.
Abstract: This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.
Abstract: In this work, a method of time delay estimation for
dual-channel acoustic signals (speech, music, etc.) recorded under
reverberant conditions is investigated. Standard methods based on
cross-correlation of the signals show poor results in cases involving
strong reverberation, large distances between microphones and
asynchronous recordings. Under similar conditions, a method based
on cross-correlation of temporal envelopes of the signals delivers a
delay estimation of acceptable quality. This method and its properties
are described and investigated in detail, including its limits of
applicability. The method’s optimal parameter estimation and a
comparison with other known methods of time delay estimation are
also provided.
Abstract: Transient storage zones along the flow paths of rivers have great influence on the dispersion of pollutants that are either accidentally or otherwise led into them. The speed with which these pollution clouds get transported and dispersed downstream is, to a large extent, explained by the longitudinal dispersion coefficients in the free-flowing zones of rivers (Kf). In the present work, a new empirical expression for Kf has been derived employing genetic programming (GP) on published dispersion data. The proposed expression uses few hydraulic and geometric characteristics of a river that are readily available to field engineers. Based on various performance indices, the proposed expression is found superior to other existing expression for Kf.
Abstract: In this paper a comprehensive algorithm is presented to alleviate the undesired simultaneous effects of target maneuvering, observed glint noise distribution, and colored noise spectrum using online colored glint noise parameter estimation. The simulation results illustrate a significant reduction in the root mean square error (RMSE) produced by the proposed algorithm compared to the algorithms that do not compensate all the above effects simultaneously.
Abstract: This paper deals with modeling and parameter
identification of nonlinear systems described by Hammerstein model
having Piecewise nonlinear characteristics such as Dead-zone
nonlinearity characteristic. The simultaneous use of both an easy
decomposition technique and the triangular basis functions leads to a
particular form of Hammerstein model. The approximation by using
Triangular basis functions for the description of the static nonlinear
block conducts to a linear regressor model, so that least squares
techniques can be used for the parameter estimation. Singular Values
Decomposition (SVD) technique has been applied to separate the
coupled parameters. The proposed approach has been efficiently
tested on academic examples of simulation.
Abstract: Three novel and significant contributions are made in
this paper Firstly, non-recursive formulation of Haar connection
coefficients, pioneered by the present authors is presented, which
can be computed very efficiently and avoid stack and memory
overflows. Secondly, the generalized approach for state analysis of
singular bilinear time-invariant (TI) and time-varying (TV) systems
is presented; vis-˜a-vis diversified and complex works reported by
different authors. Thirdly, a generalized approach for parameter
estimation of bilinear TI and TV systems is also proposed. The unified
framework of the proposed method is very significant in that the
digital hardware once-designed can be used to perform the complex
tasks of state analysis and parameter estimation of different types
of bilinear systems single-handedly. The simplicity, effectiveness and
generalized nature of the proposed method is established by applying
it to different types of bilinear systems for the two tasks.
Abstract: The objective of this study is to propose a statistical
modeling method which enables simultaneous term structure
estimation of the risk-free interest rate, hazard and loss given default,
incorporating the characteristics of the bond issuing company such as
credit rating and financial information. A reduced form model is used
for this purpose. Statistical techniques such as spline estimation and
Bayesian information criterion are employed for parameter estimation
and model selection. An empirical analysis is conducted using the
information on the Japanese bond market data. Results of the
empirical analysis confirm the usefulness of the proposed method.
Abstract: This paper describes a new method for affine parameter
estimation between image sequences. Usually, the parameter
estimation techniques can be done by least squares in a quadratic
way. However, this technique can be sensitive to the presence
of outliers. Therefore, parameter estimation techniques for various
image processing applications are robust enough to withstand the
influence of outliers. Progressively, some robust estimation functions
demanding non-quadratic and perhaps non-convex potentials adopted
from statistics literature have been used for solving these. Addressing
the optimization of the error function in a factual framework for
finding a global optimal solution, the minimization can begin with
the convex estimator at the coarser level and gradually introduce nonconvexity
i.e., from soft to hard redescending non-convex estimators
when the iteration reaches finer level of multiresolution pyramid.
Comparison has been made to find the performance of the results
of proposed method with the results found individually using two
different estimators.
Abstract: In this paper the gradient based iterative algorithm is
presented to solve the linear matrix equation AXB +CXTD = E,
where X is unknown matrix, A,B,C,D,E are the given constant
matrices. It is proved that if the equation has a solution, then the
unique minimum norm solution can be obtained by choosing a special
kind of initial matrices. Two numerical examples show that the
introduced iterative algorithm is quite efficient.
Abstract: This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.
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: Among various HLM techniques, the Multivariate Hierarchical Linear Model (MHLM) is desirable to use, particularly when multivariate criterion variables are collected and the covariance structure has information valuable for data analysis. In order to reflect prior information or to obtain stable results when the sample size and the number of groups are not sufficiently large, the Bayes method has often been employed in hierarchical data analysis. In these cases, although the Markov Chain Monte Carlo (MCMC) method is a rather powerful tool for parameter estimation, Procedures regarding MCMC have not been formulated for MHLM. For this reason, this research presents concrete procedures for parameter estimation through the use of the Gibbs samplers. Lastly, several future topics for the use of MCMC approach for HLM is discussed.