Abstract: Quality control charts are very effective in detecting
out of control signals but when a control chart signals an out of
control condition of the process mean, searching for a special cause
in the vicinity of the signal time would not always lead to prompt
identification of the source(s) of the out of control condition as the
change point in the process parameter(s) is usually different from the
signal time. It is very important to manufacturer to determine at what
point and which parameters in the past caused the signal. Early
warning of process change would expedite the search for the special
causes and enhance quality at lower cost. In this paper the quality
variables under investigation are assumed to follow a multivariate
normal distribution with known means and variance-covariance
matrix and the process means after one step change remain at the new
level until the special cause is being identified and removed, also it is
supposed that only one variable could be changed at the same time.
This research applies artificial neural network (ANN) to identify the
time the change occurred and the parameter which caused the change
or shift. The performance of the approach was assessed through a
computer simulation experiment. The results show that neural
network performs effectively and equally well for the whole shift
magnitude which has been considered.
Abstract: Detection of incipient abnormal events is important to
improve safety and reliability of machine operations and reduce losses
caused by failures. Improper set-ups or aligning of parts often leads to
severe problems in many machines. The construction of prediction
models for predicting faulty conditions is quite essential in making
decisions on when to perform machine maintenance. This paper
presents a multivariate calibration monitoring approach based on the
statistical analysis of machine measurement data. The calibration
model is used to predict two faulty conditions from historical reference
data. This approach utilizes genetic algorithms (GA) based variable
selection, and we evaluate the predictive performance of several
prediction methods using real data. The results shows that the
calibration model based on supervised probabilistic principal
component analysis (SPPCA) yielded best performance in this work.
By adopting a proper variable selection scheme in calibration models,
the prediction performance can be improved by excluding
non-informative variables from their model building steps.
Abstract: We present on the method of inverse coherence matrix for the estimation of network connectivity from multivariate time series of a complex system. In a model system of coupled chaotic oscillators, it is shown that the inverse coherence matrix defined as the inverse of cross coherence matrix is proportional to the network connectivity. Therefore the inverse coherence matrix could be used for the distinction between the directly connected links from indirectly connected links in a complex network. We compare the result of network estimation using the method of the inverse coherence matrix with the results obtained from the coherence matrix and the partial coherence matrix.
Abstract: In recent years, the use of vector variance as a
measure of multivariate variability has received much attention in
wide range of statistics. This paper deals with a more economic
measure of multivariate variability, defined as vector variance minus
all duplication elements. For high dimensional data, this will increase
the computational efficiency almost 50 % compared to the original
vector variance. Its sampling distribution will be investigated to make
its applications possible.
Abstract: The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.
Abstract: Most real world systems express themselves formally
as a set of nonlinear algebraic equations. As applications grow, the
size and complexity of these equations also increase. In this work, we
highlight the key concepts in using the homotopy analysis method
as a methodology used to construct efficient iteration formulas for
nonlinear equations solving. The proposed method is experimentally
characterized according to a set of determined parameters which
affect the systems. The experimental results show the potential and
limitations of the new method and imply directions for future work.
Abstract: Categorical data based on description of the
agricultural landscape imposed some mathematical and analytical
limitations. This problem however can be overcome by data
transformation through coding scheme and the use of non-parametric
multivariate approach. The present study describes data
transformation from qualitative to numerical descriptors. In a
collection of 103 random soil samples over a 60 hectare field,
categorical data were obtained from the following variables: levels of
nitrogen, phosphorus, potassium, pH, hue, chroma, value and data on
topography, vegetation type, and the presence of rocks. Categorical
data were coded, and Spearman-s rho correlation was then calculated
using PAST software ver. 1.78 in which Principal Component
Analysis was based. Results revealed successful data transformation,
generating 1030 quantitative descriptors. Visualization based on the
new set of descriptors showed clear differences among sites, and
amount of variation was successfully measured. Possible applications
of data transformation are discussed.
Abstract: Macrobenthos distribution along the coastal waters of
Penang National Park was studid to estimate the effect of different
environmental parameters at three stations, during six sampling
months, from June 2010 to April 2011. The aim of this survey was to
investigate different environment stress over soft bottom polychaete
community along Teluk Ketapang and Pantai Acheh (Penang
National Park) over a year period. Variations in the polychaete
community were evaluated using univariate and multivariate
methods. A total of 604 individuals were examined which was
grouped into 23 families. Family Nereidae was the most abundant
(22.68%), followed by Spionidae (22.02%), Hesionidae (12.58%),
Nephtylidae (9.27%) and Orbiniidae (8.61%). It is noticeable that
good results can only be obtained on the basis of good taxonomic
resolution. The maximum Shannon-Wiener diversity (H'=2.16) was
recorded at distance 200m and 1200m (August 2010) in Teluk
Ketapang and lowest value of diversity was found at distance 1200m
(December 2010) in Teluk Ketapang.
Abstract: Coarse and fine particulate matter were collected at a
residential area at Vashi, Navi Mumbai and the filter samples were
analysed for trace elements using PIXE technique. The trend of
particulate matter showed higher concentrations during winter than
the summer and monsoon concentration levels. High concentrations
of elements related to soil and sea salt were found in PM10 and
PM2.5. Also high levels of zinc and sulphur found in the particulates
of both the size fractions. EF analysis showed enrichment of Cu, Cr
and Mn only in the fine fraction suggesting their origin from
anthropogenic sources. The EF value was observed to be maximum
for As, Pb and Zn in the fine particulates. However, crustal derived
elements showed very low EF values indicating their origin from
soil. The PCA based multivariate studies identified soil, sea salt,
combustion and Se sources as common sources for coarse and
additionally an industrial source has also been identified for fine
particles.
Abstract: Recurrent event data is a special type of multivariate
survival data. Dynamic and frailty models are one of the approaches
that dealt with this kind of data. A comparison between these two
models is studied using the empirical standard deviation of the
standardized martingale residual processes as a way of assessing the
fit of the two models based on the Aalen additive regression model.
Here we found both approaches took heterogeneity into account and
produce residual standard deviations close to each other both in the
simulation study and in the real data set.
Abstract: Cancers could normally be marked by a number of
differentially expressed genes which show enormous potential as
biomarkers for a certain disease. Recent years, cancer classification
based on the investigation of gene expression profiles derived by
high-throughput microarrays has widely been used. The selection of
discriminative genes is, therefore, an essential preprocess step in
carcinogenesis studies. In this paper, we have proposed a novel gene
selector using information-theoretic measures for biological
discovery. This multivariate filter is a four-stage framework through
the analyses of feature relevance, feature interdependence, feature
redundancy-dependence and subset rankings, and having been
examined on the colon cancer data set. Our experimental result show
that the proposed method outperformed other information theorem
based filters in all aspect of classification errors and classification
performance.
Abstract: Droughts are complex, natural hazards that, to a
varying degree, affect some parts of the world every year. The range
of drought impacts is related to drought occurring in different stages
of the hydrological cycle and usually different types of droughts,
such as meteorological, agricultural, hydrological, and socioeconomical
are distinguished. Streamflow drought was analyzed by
the method of truncation level (at 70% level) on daily discharges
measured in 54 hydrometric stations in southwestern Iran. Frequency
analysis was carried out for annual maximum series (AMS) of
drought deficit volume and duration series. Some factors including
physiographic, climatic, geologic, and vegetation cover were studied
as influential factors in the regional analysis. According to the results
of factor analysis, six most effective factors were identified as area,
rainfall from December to February, the percent of area with
Normalized Difference Vegetation Index (NDVI)
Abstract: In the last few years, three multivariate spectral
analysis techniques namely, Principal Component Analysis (PCA),
Independent Component Analysis (ICA) and Non-negative Matrix
Factorization (NMF) have emerged as effective tools for oscillation
detection and isolation. While the first method is used in determining
the number of oscillatory sources, the latter two methods
are used to identify source signatures by formulating the detection
problem as a source identification problem in the spectral domain.
In this paper, we present a critical drawback of the underlying linear
(mixing) model which strongly limits the ability of the associated
source separation methods to determine the number of sources
and/or identify the physical source signatures. It is shown that the
assumed mixing model is only valid if each unit of the process gives
equal weighting (all-pass filter) to all oscillatory components in its
inputs. This is in contrast to the fact that each unit, in general, acts
as a filter with non-uniform frequency response. Thus, the model
can only facilitate correct identification of a source with a single
frequency component, which is again unrealistic. To overcome
this deficiency, an iterative post-processing algorithm that correctly
identifies the physical source(s) is developed. An additional issue
with the existing methods is that they lack a procedure to pre-screen
non-oscillatory/noisy measurements which obscure the identification
of oscillatory sources. In this regard, a pre-screening procedure
is prescribed based on the notion of sparseness index to eliminate
the noisy and non-oscillatory measurements from the data set used
for analysis.