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Full-Text Articles in Science and Technology Studies
Estimation In Autoregressive Population Models, Thomas Suesse
Estimation In Autoregressive Population Models, Thomas Suesse
Faculty of Engineering and Information Sciences - Papers: Part A
Autoregressive (AR) models for spatial and social interaction have been proposed by many authors. A sample of units is obtained and the model is applied to this sample. Estimation methods such as the maximum likelihood method (ML) have been employed and investigated in the literature. The main assumption is that a response depends on other responses, when these units interact. Some of those units will be in the sample and some in the non-sample. Therefore the model should apply to the whole population rather to the sample only. Under such a population model, the marginal model for the responses of …
Estimation Of Breeding Values For Mean And Dispersion, Their Variance And Correlation Using Double Hierarchical Generalized Linear Models, M Felleki, D Lee, Y Lee, A R. Gilmour, L Ronnegard
Estimation Of Breeding Values For Mean And Dispersion, Their Variance And Correlation Using Double Hierarchical Generalized Linear Models, M Felleki, D Lee, Y Lee, A R. Gilmour, L Ronnegard
Faculty of Engineering and Information Sciences - Papers: Part A
The possibility of breeding for uniform individuals by selecting animals expressing a small response to environment has been studied extensively in animal breeding. Bayesian methods for fitting models with genetic components in the residual variance have been developed for this purpose, but have limitations due to the computational demands. We use the hierarchical (h)-likelihood from the theory of double hierarchical generalized linear models (DHGLM) to derive an estimation algorithm that is computationally feasible for large datasets. Random effects for both the mean and residual variance parts of the model are estimated together with their variance/covariance components. An important feature of …
The Use Of Transient State Estimation For Voltage Dip/Sag Assessment, A Farzanehrafat, N R. Watson, S Perera
The Use Of Transient State Estimation For Voltage Dip/Sag Assessment, A Farzanehrafat, N R. Watson, S Perera
Faculty of Engineering and Information Sciences - Papers: Part A
Voltage sags are common events on the electric power network caused by network faults and the large load connections. This power quality issue can affect a wide range of electrical equipment malfunctions, interruptions or losses and are of particular concern to industry. A complete knowledge of the source is a prerequisite before any remedial action is taken. On the other hand, it is not feasible to fully monitor voltage sags occurred throughout the network. For this reason state estimation techniques have been extended into power quality issues and called Power Quality State Estimation (PQSE). This paper, introduces the use of …
Parameter Estimation Of A Regime-Switching Model Using An Inverse Stieltjes Moment Approach, X Xi, Marianito R. Rodrigo, Rogemar S. Mamon
Parameter Estimation Of A Regime-Switching Model Using An Inverse Stieltjes Moment Approach, X Xi, Marianito R. Rodrigo, Rogemar S. Mamon
Faculty of Engineering and Information Sciences - Papers: Part A
We address the problem of recovering the time-dependent parameters of the Black-Scholes option pricing model when the underlying stock price dynamics are modelled by a finite-state, continuous-time Markov chain. The coupled system of Dupire-type partial differential equations is derived and formulated as an inverse Stieltjes moment problem. We provide numerical illustration on how to apply our method to simulated financial data. The accuracy of the model parameter estimation is examined and sensitivity analyses are included to study the behaviour of the estimated results when model parameters are varied.
Estimation Of Regression Parameters From Noise Multiplied Data, Yan-Xia Lin, Phillip Wise
Estimation Of Regression Parameters From Noise Multiplied Data, Yan-Xia Lin, Phillip Wise
Faculty of Engineering and Information Sciences - Papers: Part A
This paper considers the scenario that all data entries in a confidentialised unit record file were masked by multiplicative noises, regardless of whether unit records are sensitive or not and regardless of whether the masked variables are dependent or independent variables in the underlying regression analysis. A technique is introduced in this paper to show how to estimate parameters in a regression model, which is originally fitted by unmasked data, based on masked data. Several simulation studies and a real-life data application are presented.
Small Area Estimation In Practice An Applocation To Agricultural Business Survey Data, Nikos Tzavidis, Raymond L. Chambers, Nicola Salvati, Hukum Chandra
Small Area Estimation In Practice An Applocation To Agricultural Business Survey Data, Nikos Tzavidis, Raymond L. Chambers, Nicola Salvati, Hukum Chandra
Faculty of Engineering and Information Sciences - Papers: Part A
This paper describes an application of small area estimation (SAbl to agricultural business survey data. Both well known small area estimators, such as the empirical best linear unbiased predictor (EBLUP), and more recently proposed small area estimators, for example, tile M-quanlile, the robust EBLUP aml!he Model Ansed Direct estimators arc considered. Mean squared error estimation is discussed. Using a real agricultural business survey dataset, we place emphasis on model diagnostics for specifying the small area working model, on diagnostic measures for validating the reliability of direct and indirect (modelbased) small area e.~timators i1nd on providing practical guidelines to the prospective …
Momentum Balance Method And Estimation Of Boundary Shear Stress Distribution, Shu-Qing Yang, Nadeesha Chamini Dharmasiri, Yu Han
Momentum Balance Method And Estimation Of Boundary Shear Stress Distribution, Shu-Qing Yang, Nadeesha Chamini Dharmasiri, Yu Han
Faculty of Engineering and Information Sciences - Papers: Part A
Determination of local boundary shear stress is an important topic in hydraulic engineering. When attempting to determine this from a very thin boundary region, it is a difficult one because it requires special skills and instruments to treat the measured data. With the advent of new equipment, like the acoustic Doppler velocity profilers (ADVP), all the velocity profiles in the primary flow region can be simultaneously measured, and it is necessary to develop a new method to estimate the boundary shear stress using the primary flow data. This paper presents such a method called the momentum balance method (MBM). A …