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: This paper describes a novel method for automatic
estimation of the contours of weld defect in radiography images.
Generally, the contour detection is the first operation which we apply
in the visual recognition system. Our approach can be described as a
region based maximum likelihood formulation of parametric
deformable contours. This formulation provides robustness against
the poor image quality, and allows simultaneous estimation of the
contour parameters together with other parameters of the model.
Implementation is performed by a deterministic iterative algorithm
with minimal user intervention. Results testify for the very good
performance of the approach especially in synthetic weld defect
images.
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: In this paper we propose a Particle Swarm heuristic
optimized Multi-Antenna (MA) system. Efficient MA systems
detection is performed using a robust stochastic evolutionary
computation algorithm based on movement and intelligence of
swarms. This iterative particle swarm optimized (PSO) detector
significantly reduces the computational complexity of conventional
Maximum Likelihood (ML) detection technique. The simulation
results achieved with this proposed MA-PSO detection algorithm
show near optimal performance when compared with ML-MA
receiver. The performance of proposed detector is convincingly
better for higher order modulation schemes and large number of
antennas where conventional ML detector becomes non-practical.
Abstract: This study empirically examines the long run equilibrium relationship between South Africa’s exports and imports using quarterly data from 1985 to 2012. The theoretical framework used for the study is based on Johansen’s Maximum Likelihood cointegration technique which tests for both the existence and number of cointegration vectors that exists. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant cointegrating relationship is found to exist between exports and imports. The study models this unique linear and lagged relationship using a Vector Error Correction Model (VECM). The findings of the study confirm the existence of a long run equilibrium relationship between exports and imports.
Abstract: Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.
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: 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: 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 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: In this paper, we evaluate the performance of the
Hybrid-MIMO Receiver Scheme (HMRS) in Cognitive Radio
network (CR-network). We investigate the efficiency of the proposed
scheme which the energy level and user number of primary user are
varied according to the characteristic of CR-network. HMRS can
allow users to transmit either Space-Time Block Code (STBC) or
Spatial-Multiplexing (SM) streams simultaneously by using
Successive Interference Cancellation (SIC) and Maximum Likelihood
Detection (MLD). From simulation, the results indicate that the
interference level effects to the performance of HMRS. Moreover,
the exact closed-form capacity of the proposed scheme is derived and
compared with STBC scheme.
Abstract: An automatic speech recognition system for the
formal Arabic language is needed. The Quran is the most formal
spoken book in Arabic, it is spoken all over the world. In this
research, an automatic speech recognizer for Quranic based speakerindependent
was developed and tested. The system was developed
based on the tri-phone Hidden Markov Model and Maximum
Likelihood Linear Regression (MLLR). The MLLR computes a set
of transformations which reduces the mismatch between an initial
model set and the adaptation data. It uses the regression class tree, as
well as, estimates a set of linear transformations for the mean and
variance parameters of a Gaussian mixture HMM system. The 30th
Chapter of the Quran, with five of the most famous readers of the
Quran, was used for the training and testing of the data. The chapter
includes about 2000 distinct words. The advantages of using the
Quranic verses as the database in this developed recognizer are the
uniqueness of the words and the high level of orderliness between
verses. The level of accuracy from the tested data ranged 68 to 85%.
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.
Abstract: We consider a heterogeneously mixing SIR stochastic
epidemic process in populations described by a general graph.
Likelihood theory is developed to facilitate statistic inference for the
parameters of the model under complete observation. We show that
these estimators are asymptotically Gaussian unbiased estimates by
using a martingale central limit theorem.
Abstract: Recent years have seen a growing trend towards the
integration of multiple information sources to support large-scale
prediction of protein-protein interaction (PPI) networks in model
organisms. Despite advances in computational approaches, the
combination of multiple “omic" datasets representing the same type
of data, e.g. different gene expression datasets, has not been
rigorously studied. Furthermore, there is a need to further investigate
the inference capability of powerful approaches, such as fullyconnected
Bayesian networks, in the context of the prediction of PPI
networks. This paper addresses these limitations by proposing a
Bayesian approach to integrate multiple datasets, some of which
encode the same type of “omic" data to support the identification of
PPI networks. The case study reported involved the combination of
three gene expression datasets relevant to human heart failure (HF).
In comparison with two traditional methods, Naive Bayesian and
maximum likelihood ratio approaches, the proposed technique can
accurately identify known PPI and can be applied to infer potentially
novel interactions.
Abstract: In this research three methods of Maximum Likelihood, Mahalanobis Distance and Minimum Distance were analyzed in the Western part of Isfahan province in the Iran country. For this purpose, the IRS satellite images and various land preparation uses in region including rangelands, irrigation farming, dry farming, gardens and urban areas were separated and identified. In these methods, matrix error and Kappa index were calculated and accuracy of each method, based on percentages: 53.13, 56.64 and 48.44, were obtained respectively. Considering the low accuracy of these methods to separate land uses due to spread of the land uses, it-s suggested the visual interpretation of the map, to preparing the land use map in this region. The map prepared by visual interpretation is in high accuracy if it will be accompany with the visit of the region.
Abstract: In multi-parameter family of distributions, conditions
for a modified maximum likelihood estimator to be second order
admissible are given. Applying these results to the multi-parameter
logistic regression model, it is shown that the maximum likelihood
estimator is always second order inadmissible. Also, conditions for
the Berkson estimator to be second order admissible are given.
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: This study applied the Theory of Planned Behavior
model in predicting dietary behavior among Type 2 diabetics in a
Kenyan environment. The study was conducted for three months
within the diabetic clinic at Kisii Hospital in Nyanza Province in
Kenya and adopted sequential mixed methods design combing both
qualitative and quantitative phases. Qualitative data was analyzed
using grounded theory analysis method. Structural equation modeling
using maximum likelihood was used to analyze quantitative data.
The results based on the common fit indices revealed that the theory
of planned behavior fitted the data acceptably well among the Type 2
diabetes and within dietary behavior {χ2 = 223.3, df = 77, p = .02,
χ2/df = 2.9, n=237; TLI = .93; CFI =.91; RMSEA (90CI) = .090(.039,
.146)}. This implies that the Theory of Planned Behavior holds and
forms a framework for promoting dietary practice among Type 2
diabetics.
Abstract: The Random Coefficient Dynamic Regression (RCDR)
model is to developed from Random Coefficient Autoregressive
(RCA) model and Autoregressive (AR) model. The RCDR model
is considered by adding exogenous variables to RCA model. In this
paper, the concept of the Maximum Likelihood (ML) method is used
to estimate the parameter of RCDR(1,1) model. Simulation results
have shown the AIC and BIC criterion to compare the performance of
the the RCDR(1,1) model. The variables as the stationary and weakly
stationary data are good estimates where the exogenous variables
are weakly stationary. However, the model selection indicated that
variables are nonstationarity data based on the stationary data of the
exogenous variables.