Abstract: Ratio and regression type estimators have been used by previous authors to estimate a population mean for the principal variable from samples in which both auxiliary x and principal y variable data are available. However, missing data are a common problem in statistical analyses with real data. Ratio and regression type estimators have also been used for imputing values of missing y data. In this paper, six new ratio and regression type estimators are proposed for imputing values for any missing y data and estimating a population mean for y from samples with missing x and/or y data. A simulation study has been conducted to compare the six ratio and regression type estimators with a previous estimator of Rueda. Two population sizes N = 1,000 and 5,000 have been considered with sample sizes of 10% and 30% and with correlation coefficients between population variables X and Y of 0.5 and 0.8. In the simulations, 10 and 40 percent of sample y values and 10 and 40 percent of sample x values were randomly designated as missing. The new ratio and regression type estimators give similar mean absolute percentage errors that are smaller than the Rueda estimator for all cases. The new estimators give a large reduction in errors for the case of 40% missing y values and sampling fraction of 30%.
Abstract: The paper evaluates several hundred one-day-ahead
VaR forecasting models in the time period between the years 2004
and 2009 on data from six world stock indices - DJI, GSPC, IXIC,
FTSE, GDAXI and N225. The models model mean using the ARMA
processes with up to two lags and variance with one of GARCH,
EGARCH or TARCH processes with up to two lags. The models are
estimated on the data from the in-sample period and their forecasting
accuracy is evaluated on the out-of-sample data, which are more
volatile. The main aim of the paper is to test whether a model
estimated on data with lower volatility can be used in periods with
higher volatility. The evaluation is based on the conditional coverage
test and is performed on each stock index separately. The primary
result of the paper is that the volatility is best modelled using a
GARCH process and that an ARMA process pattern cannot be found
in analyzed time series.
Abstract: This paper presents an evaluation for a wavelet-based
digital watermarking technique used in estimating the quality of
video sequences transmitted over Additive White Gaussian Noise
(AWGN) channel in terms of a classical objective metric, such as
Peak Signal-to-Noise Ratio (PSNR) without the need of the original
video. In this method, a watermark is embedded into the Discrete
Wavelet Transform (DWT) domain of the original video frames
using a quantization method. The degradation of the extracted
watermark can be used to estimate the video quality in terms of
PSNR with good accuracy. We calculated PSNR for video frames
contaminated with AWGN and compared the values with those
estimated using the Watermarking-DWT based approach. It is found
that the calculated and estimated quality measures of the video
frames are highly correlated, suggesting that this method can provide
a good quality measure for video frames transmitted over AWGN
channel without the need of the original video.
Abstract: This paper suggests a new Affine Projection (AP) algorithm with variable data-reuse factor using the condition number as a decision factor. To reduce computational burden, we adopt a recently reported technique which estimates the condition number of an input data matrix. Several simulations show that the new algorithm has better performance than that of the conventional AP algorithm.
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: Fossil fuels are the major source to meet the world
energy requirements but its rapidly diminishing rate and adverse
effects on our ecological system are of major concern. Renewable
energy utilization is the need of time to meet the future challenges.
Ocean energy is the one of these promising energy resources. Threefourths
of the earth-s surface is covered by the oceans. This enormous
energy resource is contained in the oceans- waters, the air above the
oceans, and the land beneath them. The renewable energy source of
ocean mainly is contained in waves, ocean current and offshore solar
energy. Very fewer efforts have been made to harness this reliable
and predictable resource. Harnessing of ocean energy needs detail
knowledge of underlying mathematical governing equation and their
analysis. With the advent of extra ordinary computational resources
it is now possible to predict the wave climatology in lab simulation.
Several techniques have been developed mostly stem from numerical
analysis of Navier Stokes equations. This paper presents a brief over
view of such mathematical model and tools to understand and
analyze the wave climatology. Models of 1st, 2nd and 3rd generations
have been developed to estimate the wave characteristics to assess the
power potential. A brief overview of available wave energy
technologies is also given. A novel concept of on-shore wave energy
extraction method is also presented at the end. The concept is based
upon total energy conservation, where energy of wave is transferred
to the flexible converter to increase its kinetic energy. Squeezing
action by the external pressure on the converter body results in
increase velocities at discharge section. High velocity head then can
be used for energy storage or for direct utility of power generation.
This converter utilizes the both potential and kinetic energy of the
waves and designed for on-shore or near-shore application. Increased
wave height at the shore due to shoaling effects increases the
potential energy of the waves which is converted to renewable
energy. This approach will result in economic wave energy
converter due to near shore installation and more dense waves due to
shoaling. Method will be more efficient because of tapping both
potential and kinetic energy of the waves.
Abstract: Text Mining is around applying knowledge discovery
techniques to unstructured text is termed knowledge discovery in text
(KDT), or Text data mining or Text Mining. In decision tree
approach is most useful in classification problem. With this
technique, tree is constructed to model the classification process.
There are two basic steps in the technique: building the tree and
applying the tree to the database. This paper describes a proposed
C5.0 classifier that performs rulesets, cross validation and boosting
for original C5.0 in order to reduce the optimization of error ratio.
The feasibility and the benefits of the proposed approach are
demonstrated by means of medial data set like hypothyroid. It is
shown that, the performance of a classifier on the training cases from
which it was constructed gives a poor estimate by sampling or using a
separate test file, either way, the classifier is evaluated on cases that
were not used to build and evaluate the classifier are both are large. If
the cases in hypothyroid.data and hypothyroid.test were to be
shuffled and divided into a new 2772 case training set and a 1000
case test set, C5.0 might construct a different classifier with a lower
or higher error rate on the test cases. An important feature of see5 is
its ability to classifiers called rulesets. The ruleset has an error rate
0.5 % on the test cases. The standard errors of the means provide an
estimate of the variability of results. One way to get a more reliable
estimate of predictive is by f-fold –cross- validation. The error rate of
a classifier produced from all the cases is estimated as the ratio of the
total number of errors on the hold-out cases to the total number of
cases. The Boost option with x trials instructs See5 to construct up to
x classifiers in this manner. Trials over numerous datasets, large and
small, show that on average 10-classifier boosting reduces the error
rate for test cases by about 25%.
Abstract: In order to meet environmental norms, Indian fuel
policy aims at producing ultra low sulphur diesel (ULSD) in near
future. A catalyst for meeting such requirements has been developed
and kinetics of this catalytic process is being looked into. In the
present investigations, effect of mass transfer on kinetics of ultra deep
hydrodesulphurization (UDHDS) to produce ULSD has been studied
to determine intrinsic kinetics over a pre-sulphided catalyst.
Experiments have been carried out in a continuous flow micro reactor
operated in the temperature range of 330 to 3600C, whsv of 1 hr-1 at a
pressure of 35 bar, and its parameters estimated. Based on the derived
rate expression and estimated parameters optimum operation range
has been determined for this UDHDS catalyst to obtain ULSD
product.
Abstract: Modularized design approach can facilitate the
modeling of complex systems and support behavior analysis and
simulation in an iterative and thus complex engineering process, by
using encapsulated submodels of components and of their interfaces.
Therefore it can improve the design efficiency and simplify the
solving complicated problem. Multi-drivers off-road vehicle is
comparatively complicated. Driving-line is an important core part to a
vehicle; it has a significant contribution to the performance of a
vehicle. Multi-driver off-road vehicles have complex driving-line, so
its performance is heavily dependent on the driving-line. A typical
off-road vehicle-s driving-line system consists of torque converter,
transmission, transfer case and driving-axles, which transfer the
power, generated by the engine and distribute it effectively to the
driving wheels according to the road condition. According to its main
function, this paper puts forward a modularized approach for
designing and evaluation of vehicle-s driving-line. It can be used to
effectively estimate the performance of driving-line during concept
design stage. Through appropriate analysis and assessment method, an
optimal design can be reached. This method has been applied to the
practical vehicle design, it can improve the design efficiency and is
convenient to assess and validate the performance of a vehicle,
especially of multi-drivers off-road vehicle.
Abstract: Fundamental motivation of this paper is how gaze estimation can be utilized effectively regarding an application to games. In games, precise estimation is not always important in aiming targets but an ability to move a cursor to an aiming target accurately is also significant. Incidentally, from a game producing point of view, a separate expression of a head movement and gaze movement sometimes becomes advantageous to expressing sense of presence. A case that panning a background image associated with a head movement and moving a cursor according to gaze movement can be a representative example. On the other hand, widely used technique of POG estimation is based on a relative position between a center of corneal reflection of infrared light sources and a center of pupil. However, a calculation of a center of pupil requires relatively complicated image processing, and therefore, a calculation delay is a concern, since to minimize a delay of inputting data is one of the most significant requirements in games. In this paper, a method to estimate a head movement by only using corneal reflections of two infrared light sources in different locations is proposed. Furthermore, a method to control a cursor using gaze movement as well as a head movement is proposed. By using game-like-applications, proposed methods are evaluated and, as a result, a similar performance to conventional methods is confirmed and an aiming control with lower computation power and stressless intuitive operation is obtained.
Abstract: In this study, we discussed the effects on the thermal
comfort of super high-rise residences that how effected by the high
thermal capacity structural components. We considered different
building orientations, structures, and insulation methods. We used the
dynamic simulation software THERB (simulation of the thermal
environment of residential buildings). It can estimate the temperature,
humidity, sensible temperature, and heating/cooling load for multiple
buildings. In the past studies, we examined the impact of
air-conditioning loads (hereinafter referred to as AC loads) on the
interior structural parts and the AC-usage patterns of super-high-rise
residences.
Super-high-rise residences have more structural components such
as pillars and beams than do ordinary apartment buildings. The
skeleton is generally made of concrete and steel, which have high
thermal-storage capacities. The thermal-storage capacity of
super-high-rise residences is considered to have a larger impact on the
AC load and thermal comfort than that of ordinary residences.
We show that the AC load of super-high-rise units would be
reduced by installing insulation on the surfaces of interior walls that
are not usually insulated in Japan.
Abstract: A new method of adaptation in a partially integrated learning environment that includes electronic textbook (ET) and integrated tutoring system (ITS) is described. The algorithm of adaptation is described in detail. It includes: establishment of Interconnections of operations and concepts; estimate of the concept mastering level (for all concepts); estimate of student-s non-mastering level on the current learning step of information on each page of ET; creation of a rank-order list of links to the e-manual pages containing information that require repeated work.
Abstract: Numerous experimental tests for post-installed anchor systems drilled in hardened concrete were conducted in order to estimate pull-out and shear strength accounting for uncertainties such as torque ratios, embedment depths and different diameters in demands. In this study, the strength of the systems was significantly changed by the effect of those three uncertainties during pull-out experimental tests, whereas the shear strength of the systems was not affected by torque ratios. It was also shown that concrete cone failure or damage mechanism was generally investigated during and after pull-out tests and in shear strength tests, mostly the anchor systems were failed prior to failure of primary structural system. Furthermore, 3D finite element model for the anchor systems was created by ABAQUS for the numerical analysis. The verification of finite element model was identical till the failure points to the load-displacement relationship specified by the experimental tests.
Abstract: This paper focuses on operational risk measurement
techniques and on economic capital estimation methods. A data
sample of operational losses provided by an anonymous Central
European bank is analyzed using several approaches. Loss
Distribution Approach and scenario analysis method are considered.
Custom plausible loss events defined in a particular scenario are
merged with the original data sample and their impact on capital
estimates and on the financial institution is evaluated. Two main
questions are assessed – What is the most appropriate statistical
method to measure and model operational loss data distribution? and
What is the impact of hypothetical plausible events on the financial
institution? The g&h distribution was evaluated to be the most
suitable one for operational risk modeling. The method based on the
combination of historical loss events modeling and scenario analysis
provides reasonable capital estimates and allows for the measurement
of the impact of extreme events on banking operations.
Abstract: Response Surface Methodology (RSM) is a powerful
and efficient mathematical approach widely applied in the
optimization of cultivation process. Cellulase enzyme production by
Trichoderma reesei RutC30 using agricultural waste rice straw and
banana fiber as carbon source were investigated. In this work,
sequential optimization strategy based statistical design was
employed to enhance the production of cellulase enzyme through
submerged cultivation. A fractional factorial design (26-2) was applied
to elucidate the process parameters that significantly affect cellulase
production. Temperature, Substrate concentration, Inducer
concentration, pH, inoculum age and agitation speed were identified
as important process parameters effecting cellulase enzyme synthesis.
The concentration of lignocelluloses and lactose (inducer) in the
cultivation medium were found to be most significant factors. The
steepest ascent method was used to locate the optimal domain and a
Central Composite Design (CCD) was used to estimate the quadratic
response surface from which the factor levels for maximum
production of cellulase were determined.
Abstract: The balance between nitrogen loading and runoff in the
forested headwater streams of the Kanna River was estimated to
elucidate the current status of nitrogen saturation in a forested
watershed. NO3-N concentration in the study area was far higher than
the average value in Japan. Estimated nitrogen runoff accounted for
55–57% of nitrogen loading; suggesting that the forest-s nitrogen
retention capacity is most likely in decline. Since the 1970s, Japan-s
forestry industry has been declining due to the decrease in lumber
demand and increase in cheap imported materials. Thus, this decline
will contribute significantly to further reducing nitrogen saturation in
forest ecosystems.
Abstract: In this paper a sliding-mode torque and flux control is
designed for encoderless synchronous reluctance motor drive. The
sliding-mode plus PI controllers are designed in the stator-flux field
oriented reference frame which is able to track the mentioned
reference signals with a minimum pulsations in the state condition. In
addition, with these controllers a fast dynamic response is also
achieved for the drive system. The proposed control scheme is robust
subject to parameters variation except to stator resistance. To solve
this problem a simple estimator is used for on-line detecting of this
parameter. Moreover, the rotor position and speed are estimated by
on-line obtaining of the stator-flux-space vector. The effectiveness
and capability of the proposed control approach is verified by both
the simulation and experimental results.
Abstract: This paper proposes a novel approach to the question of lithofacies classification based on an assessment of the uncertainty in the classification results. The proposed approach has multiple neural networks (NN), and interval neutrosophic sets (INS) are used to classify the input well log data into outputs of multiple classes of lithofacies. A pair of n-class neural networks are used to predict n-degree of truth memberships and n-degree of false memberships. Indeterminacy memberships or uncertainties in the predictions are estimated using a multidimensional interpolation method. These three memberships form the INS used to support the confidence in results of multiclass classification. Based on the experimental data, our approach improves the classification performance as compared to an existing technique applied only to the truth membership. In addition, our approach has the capability to provide a measure of uncertainty in the problem of multiclass classification.
Abstract: The passive electrical properties of a tissue depends
on the intrinsic constituents and its structure, therefore by measuring
the complex electrical impedance of the tissue it might be possible to
obtain indicators of the tissue state or physiological activity [1].
Complete bio-impedance information relative to physiology and
pathology of a human body and functional states of the body tissue or
organs can be extracted by using a technique containing a fourelectrode
measurement setup. This work presents the estimation
measurement setup based on the four-electrode technique. First, the
complex impedance is estimated by three different estimation
techniques: Fourier, Sine Correlation and Digital De-convolution and
then estimation errors for the magnitude, phase, reactance and
resistance are calculated and analyzed for different levels of
disturbances in the observations. The absolute values of relative
errors are plotted and the graphical performance of each technique is
compared.
Abstract: Magnetic carbon nanotubes composites were obtained
by filling carbon nanotubes with paramagnetic iron oxide particles.
Detailed investigation of magnetic behaviour of resulting composites
was done at different temperatures. Measurements indicate that these
functionalized nanotubes are superparamagnetic at room temperature;
however, no superparamagnetism was observed at 125 K and 80 K.
The blocking temperature TB was estimated at 145 K. These magnetic
carbon nanotubes have the potential of being used in a wide range of
applications, in particular, the production of nanofluids, which can be
controlled and steered by appropriate magnetic fields.