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Wyświetlanie 1-15 z 130
Tytuł:
A Bayes algorithm for model compatibility and comparison of ARMA( p; q) models
Autorzy:
Tripathi, Praveen Kumar
Sen, Rijji
Upadhyay, S. K.
Powiązania:
https://bibliotekanauki.pl/articles/1054568.pdf
Data publikacji:
2021-06-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
ARMA model
exact likelihood
Gibbs sampler
Metropolis algorithm
posterior predictive loss
model compatibility
Ljung-Box-Pierce statistic
GDP growth rate
Opis:
The paper presents a Bayes analysis of an autoregressive-moving average model and its components based on exact likelihood and weak priors for the parameters where the priors are defined so that they incorporate stationarity and invertibility restrictions naturally. A Gibbs- Metropolis hybrid scheme is used to draw posterior-based inferences for the models under consideration. The compatibility of the models with the data is examined using the Ljung- Box-Pierce chi-square-based statistic. The paper also compares different compatible models through the posterior predictive loss criterion in order to recommend the most appropriate one. For a numerical illustration of the above, data on the Indian gross domestic product growth rate at constant prices are considered. Differencing the data once prior to conducting the analysis ensured their stationarity. Retrospective short-term predictions of the data are provided based on the final recommended model. The considered methodology is expected to offer an easy and precise method for economic data analysis.
Źródło:
Statistics in Transition new series; 2021, 22, 2; 95-123
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution
Autorzy:
Kwon, Yeil
Powiązania:
https://bibliotekanauki.pl/articles/2107135.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
Fibonacci probability distribution
generalized polynacci distribution
factorial moment generating function
method of moments
maximum likelihood estimator
Opis:
A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonaccitype probability distribution to explore its definition, moments and properties, we proposed numerical methods to obtain two estimators of the success probability: the method of moments estimator (MME) and maximum likelihood estimator (MLE). The ways both of them performed were compared in terms of the mean squared error. A numerical study demonsrated that the MLE tends to outperform the MME for most of the parameter space with various sample sizes.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 27-41
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A comparison study on a new five-parameter generalized Lindley distribution with its sub-models
Autorzy:
Tharshan, Ramajeyam
Wijekoon, Pushpakanthie
Powiązania:
https://bibliotekanauki.pl/articles/1363562.pdf
Data publikacji:
2020-06-05
Wydawca:
Główny Urząd Statystyczny
Tematy:
Lindley distribution
mixture distributions
size-biased distributions
maximum likelihood estimation
Opis:
In recent years, modifications of the classical Lindley distribution have been considered by many authors. In this paper, we introduce a new generalization of the Lindley distribution based on a mixture of exponential and gamma distributions with different mixing proportions and compare its performance with its sub-models. The new distribution accommodates the classical Lindley, Quasi Lindley, Two-parameter Lindley, Shanker, Lindley distribution with location parameter, and Three-parameter Lindley distributions as special cases. Various structural properties of the new distribution are discussed and the size-biased and the lengthbiased are derived. A simulation study is conducted to examine the mean square error for the parameters by means of the method of maximum likelihood. Finally, simulation studies and some real-world data sets are used to illustrate its flexibility in terms of its location, scale and shape parameters.
Źródło:
Statistics in Transition new series; 2020, 21, 2; 89-117
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A mixed active and passive GLR test for a fault tolerant control system
Autorzy:
Jamouli, H.
El Hail, M. A.
Sauter, D.
Powiązania:
https://bibliotekanauki.pl/articles/331386.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
filtr Kalmana
system tolerujący uszkodzenia
generalized likelihood ratio
sequential jumps detection
two-stage Kalman filter
fault tolerant control system
Opis:
This paper presents an adaptive Generalized Likelihood Ratio (GLR) test for multiple Faults Detection and Isolation (FDI) in stochastic linear dynamic systems. Based on the work of Willsky and Jones (1976), we propose a modified generalized likelihood ratio test, allowing detection, isolation and estimation of multiple sequential faults. Our contribution aims to maximise the good decision rate of fault detection using another updating strategy. This is based on a reference model updated on-line after each detection and isolation of one fault. To reduce the computational requirement, the passive GLR test will be derived from a state estimator designed on a fixed reference model directly sensitive to system changes. We will show that active and passive GLR tests will be mixed and give interesting results compared with the GLR of Willsky and Jones (1976), and that they can be easily integrated in a reconfigurable Fault-Tolerant Control System (FTCS) to asymptotically recover the nominal system performances of the jump-free system.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2012, 22, 1; 9-23
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new count data model applied in the analysis of vaccine adverse events and insurance claims
Autorzy:
Dar, Showkat Ahmad
Hassan, Anwar
Ahmad, Peer Bilal
Wani, Sameer Ahmad
Powiązania:
https://bibliotekanauki.pl/articles/1827552.pdf
Data publikacji:
2021-09-06
Wydawca:
Główny Urząd Statystyczny
Tematy:
poisson distribution
weighted exponential distribution
compound distribution
count data
maximum likelihood estimation
Opis:
The article presents a new probability distribution, created by compounding the Poisson distribution with the weighted exponential distribution. Important mathematical and statistical properties of the distribution have been derived and discussed. The paper describes the proposed model's parameter estimation, performed by means of the maximum likelihood method. Finally, real data sets are analyzed to verify the suitability of the proposed distribution in modeling count data sets representing vaccine adverse events and insurance claims.
Źródło:
Statistics in Transition new series; 2021, 22, 3; 157-174
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new generalization of the Pareto distribution and its applications
Autorzy:
Almetwally, Ehab M.
Ahmad, Hanan A. Haj
Powiązania:
https://bibliotekanauki.pl/articles/1059040.pdf
Data publikacji:
2020-12-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Marshall-Olkin distribution
alpha power transformation
maximum likelihood estimator
maximum product spacings
bayes estimation
simulation
Opis:
This paper introduces a new generalization of the Pareto distribution using the Marshall Olkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function and moments are obtained. Moreover, an estimation for the new model parameters is provided, through the application of the maximum likelihood and maximum product spacings methods, as well as the Bayesian estimation. Approximate confidence intervals are obtained by means of an asymptotic property of the maximum likelihood and maximum product spacings methods, while the Bayes credible intervals are found by using the Monte Carlo Markov Chain method under different loss functions. A simulation analysis is conducted to compare the estimation methods. Finally, the application of the proposed new distribution to three real-data examples is presented and its goodness-of-fit is demonstrated. In addition, comparisons to other models are made in order to prove the efficiency of the distribution in question.
Źródło:
Statistics in Transition new series; 2020, 21, 5; 61-84
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A note on the existence of the maximum likelihood estimate in variance components models
Autorzy:
Grządziel, Mariusz
Michalski, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/729792.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
variance component
linear mixed model
maximum likelihood
Opis:
In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of variance components, is presented.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 159-167
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A note on the functional law of the iterated logarithm for Lévys area process
Autorzy:
N’zi, Modeste
Eddahbi, M’hamed
Powiązania:
https://bibliotekanauki.pl/articles/1339281.pdf
Data publikacji:
1997
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
law of the iterated logarithm
Lévy's area process
Brownian motion
maximum likelihood
Opis:
By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 2; 223-229
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A note on the maximum likelihood estimator in the gamma regression model
Autorzy:
Rydlewski, J. P.
Powiązania:
https://bibliotekanauki.pl/articles/255245.pdf
Data publikacji:
2009
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
gamma regression
nonlinear regression
maximum likelihood estimator
shape parameter
Opis:
This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.
Źródło:
Opuscula Mathematica; 2009, 29, 3; 305-312
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A study of the climate and human impact on the future survival of the Al-Sannya marsh in Iraq
Autorzy:
Hatem, Amal Jabbar
Al-Jasim, Ali Adnan N.
Abduljabbar, Hameed Majeed
Powiązania:
https://bibliotekanauki.pl/articles/2048508.pdf
Data publikacji:
2021
Wydawca:
Instytut Technologiczno-Przyrodniczy
Tematy:
climate change
human impact
Landsat 5
Landsat 8
maximum likelihood classification
south of Iraq
Opis:
The marshes are the most abundant water sources and ecological rich communities. They have a significant impact on the ecological and economic well-being of the communities surrounding them. However, climatic changes directly impact these bodies of water, especially those marshes which depend on rainwater and flooding for their survival. The Al-Sannya marsh is used as the example of marshes in Southern Iraq for this study between 1987-2017. The research takes place throughout the winter season due to the revival of marshes in southern Iraq at this time of year. The years 1987, 1990, 1995, 2000, 2007, 2014, 2017 are the focus of this study. Satellite imagery from the Landsat 5 (TM) and Landsat 8 (OLI) and the meteorological parameters affecting the marsh were acquired from NASA. The calculation of the areas of water bodies after classification using satellite imagery is done using the maximum likelihood method and comparing it with meteorological parameters. These results showed that these marshes are facing extinction due to the general change of climate and the interference of humans in utilising the drylands of the marsh for agricultural purposes. The vegetation area can be seen to have decreased from 51.15 km2 in 2000 to 8.77 km2 in 2017.
Źródło:
Journal of Water and Land Development; 2021, 51; 168-173
1429-7426
2083-4535
Pojawia się w:
Journal of Water and Land Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A study of the climate and human impact on the future survival of the Al-Sannya marsh in Iraq
Autorzy:
Hatem, Amal Jabbar
Al-Jasim, Ali Adnan N.
Abduljabbar, Hameed Majeed
Powiązania:
https://bibliotekanauki.pl/articles/2048498.pdf
Data publikacji:
2021
Wydawca:
Instytut Technologiczno-Przyrodniczy
Tematy:
climate change
human impact
Landsat 5
Landsat 8
maximum likelihood classification
south of Iraq
Opis:
The marshes are the most abundant water sources and ecological rich communities. They have a significant impact on the ecological and economic well-being of the communities surrounding them. However, climatic changes directly impact these bodies of water, especially those marshes which depend on rainwater and flooding for their survival. The Al-Sannya marsh is used as the example of marshes in Southern Iraq for this study between 1987-2017. The research takes place throughout the winter season due to the revival of marshes in southern Iraq at this time of year. The years 1987, 1990, 1995, 2000, 2007, 2014, 2017 are the focus of this study. Satellite imagery from the Landsat 5 (TM) and Landsat 8 (OLI) and the meteorological parameters affecting the marsh were acquired from NASA. The calculation of the areas of water bodies after classification using satellite imagery is done using the maximum likelihood method and comparing it with meteorological parameters. These results showed that these marshes are facing extinction due to the general change of climate and the interference of humans in utilising the drylands of the marsh for agricultural purposes. The vegetation area can be seen to have decreased from 51.15 km2 in 2000 to 8.77 km2 in 2017.
Źródło:
Journal of Water and Land Development; 2021, 51; 168-173
1429-7426
2083-4535
Pojawia się w:
Journal of Water and Land Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A weighted version of Gamma distribution
Autorzy:
Jain, Kanchan
Singla, Neetu
Gupta, Rameshwar
Powiązania:
https://bibliotekanauki.pl/articles/729800.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
gamma distribution
weight function
hazard function
maximum likelihood estimator
Akaike Information criterion
Opis:
Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (MLEs) of parameters are provided and MLEs have been computed through simulations and also for a real data set. It is observed that WG fits better than its submodels (WE), Generalized Exponential (GE), Weibull and Exponential distributions.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 89-111
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Adaptive trimmed likelihood estimation in regression
Autorzy:
Bednarski, Tadeusz
Clarke, Brenton
Schubert, Daniel
Powiązania:
https://bibliotekanauki.pl/articles/729910.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
trimmed likelihood estimator
adaptive estimation
regression
Opis:
In this paper we derive an asymptotic normality result for an adaptive trimmed likelihood estimator of regression starting from initial high breakdownpoint robust regression estimates. The approach leads to quickly and easily computed robust and efficient estimates for regression. A highlight of the method is that it tends automatically in one algorithm to expose the outliers and give least squares estimates with the outliers removed. The idea is to begin with a rapidly computed consistent robust estimator such as the least median of squares (LMS) or least trimmed squares (LTS) or for example the more recent MM estimators of Yohai. Such estimators are now standard in statistics computing packages, for example as in SPLUS or R. In addition to the asymptotics we provide data analyses supporting the new adaptive approach. This approach appears to work well on a number of data sets and is quicker than the related brute force adaptive regression approach described in Clarke (2000). This current approach builds on the work of Bednarski and Clarke (2002) which considered the asymptotics for the location estimator only.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2010, 30, 2; 203-219
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Aircraft dynamic model identification on the basis of flight data recorder registers
Autorzy:
Lasek, L.
Lichota, P.
Powiązania:
https://bibliotekanauki.pl/articles/115522.pdf
Data publikacji:
2013
Wydawca:
Fundacja na Rzecz Młodych Naukowców
Tematy:
Dimensional derivatives
estimation
Flight Data Recorder
Flight Dynamics
Maximum Likelihood Estimation
Levenberg-Marquardt
System Identification
Opis:
We investigate the problem of an aircraft dynamic model parametric identification using dimensional derivatives as an example. Identification is done in offline mode, in the time domain. Flight parameters used for identification are obtained from Flight Data Recorder, that register them during each scheduled flight. We investigate the possibility of application of Maximum Likelihood Estimation that belongs to the Output Error Methods class. The likelihood function is defined for n-dimensional multivariate normal distribution. Unknown covariance matrix is estimated with the use of measured data and output equation. Output equation is calculated with Runge–Kutta fourth order method. In order to find the cost function minimum we consider using Levenberg-Marquardt Algorithm, where derivatives are calculated with central difference formulas and small perturbations theory. Mathematical model of an aircraft is obtained through flight dynamics classical approach. Rigid body model of an aircraft is assumed. Coordinate Systems Transformations are done using Euler’s Rotation Theorem with angle order typical for flight dynamics. Equations of motion are obtained from Newtons Second Law of Motion in body fixed coordinate system Oxyz, that is located at aircraft’s center of gravity. Turbulence is modeled as a bias, and also is an object of identification. We implement this method in Matlab R2009b environment.
Źródło:
Challenges of Modern Technology; 2013, 4, 1; 16-20
2082-2863
2353-4419
Pojawia się w:
Challenges of Modern Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An Accuracy Analysis Comparison of Supervised Classification Methods for Mapping Land Cover Using Sentinel 2 Images in the Al‑Hawizeh Marsh Area, Southern Iraq
Autorzy:
Alwan, Imzahim A.
Aziz, Nadia A.
Powiązania:
https://bibliotekanauki.pl/articles/1838006.pdf
Data publikacji:
2021
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
land cover mapping
Sentinel 2
supervised classification
maximum likelihood
Support Vector Machine (SVM)
confusion matrix
Opis:
Land cover mapping of marshland areas from satellite images data is not a simple process, due to the similarity of the spectral characteristics of the land cover. This leads to challenges being encountered with some land covers classes, especially in wetlands classes. In this study, satellite images from the Sentinel 2B by ESA (European Space Agency) were used to classify the land cover of Al Hawizeh marsh/Iraq Iran border. Three classification methods were used aimed at comparing their accuracy, using multispectral satellite images with a spatial resolution of 10 m. The classification process was performed using three different algorithms, namely: Maximum Likelihood Classification (MLC), Artificial Neural Networks (ANN), and Support Vector Machine (SVM). The classification algorithms were carried out using ENVI 5.1 software to detect six land cover classes: deep water marsh, shallow water marsh, marsh vegetation (aquatic vegetation), urban area (built up area), agriculture area, and barren soil. The results showed that the MLC method applied to Sentinel 2B images provides a higher overall accuracy and the kappa coefficient compared to the ANN and SVM methods. Overall accuracy values for MLC, ANN, and SVM methods were 85.32%, 70.64%, and 77.01% respectively.
Źródło:
Geomatics and Environmental Engineering; 2021, 15, 1; 5-21
1898-1135
Pojawia się w:
Geomatics and Environmental Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 130

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