Frequency-domain subspace system identification using non-parametric noise models

In the general case of non-uniformly spaced frequency-domain data and/or arbitrarily coloured disturbing noise, the frequency-domain subspace identification algorithms described in McKelvey, Akçay, and Ljung (IEEE Trans. Automatic Control 41(7) (1996) 960) and Van Overschee and De Moor (Signal Processing 52(2) (1996) 179) are consistent only if the covariance matrix of the disturbing noise is known. This paper studies the asymptotic properties (strong convergence, convergence rate, asymptotic normality, strong consistency and loss in efficiency) of these algorithms when the true noise covariance matrix is replaced by the sample noise covariance matrix obtained from a small number of independent repeated experiments. As an additional result the strong convergence (in case of model errors), the convergence rate and the asymptotic normality of the subspace algorithms with known noise covariance matrix follows.     

Representation of spatial data in an OODB using roughand fuzzy set modeling

This paper introduces and formally defines a fuzzy rough object-oriented database (OODB) model based on a formal framework using an algebraic type system and formally defined constraints. This generalized model incorporates both rough set and fuzzy set uncertainty, while remaining compliant with object-oriented database standards set forth by the Object Database Management Group. Rough and fuzzy set uncertainty enhance the OODB model so that it can more accurately model real world applications. Spatial databases have a particular need for uncertainty management that can be achieved through rough and fuzzy techniques.     

Tracking with general regression

A method is developed to track planar and near-planar objects by incorporating a model of the expected image template distortion, and fitting the sampling region to pre-trained examples with general regression. The approach does not assume a particular form of the underlying space, allows a natural handling of occluding objects, and permits dynamic changes of the scale and size of the sampled region. The implementation of the algorithm runs comfortably in modest hardware at video-rate. Research supported by Grants GR/N03266 and GR/S97774 from the UK Engineering and Physical Science Research Council, and by a Mexican CONACYT scholarship to WWM.     

Distributional-based texture classification using non-parametric statistics

Texture classification is an important problem in image analysis. In the present study, an efficient strategy for classifying texture images is introduced and examined within a distributional-statistical framework. Our approach incorporates the multivariate Wald–Wolfowitz test (WW-test), a non-parametric statistical test that measures the similarity between two different sets of multivariate data, which is utilized here for comparing texture distributions. By summarizing the texture information using standard feature extraction methodologies, the similarity measure provides a comprehensive estimate of the match between different images based on graph theory. The proposed “distributional metric” is shown to handle efficiently the texture-space dimensionality and the limited sample size drawn from a given image. The experimental results, from the application on a typical texture database, clearly demonstrate the effectiveness of our approach and its superiority over other well-established texture distribution (dis)similarity metrics. In addition, its performance is used to evaluate several approaches for texture representation. Even though the classification results are obtained on grayscale images, a direct extension to color-based ones can be straightforward.

Improved background modeling for real-time spatio-temporal non-parametric moving object detection strategies

Answering to the growing demand of machine vision applications for the latest generation of electronic devices endowed with camera platforms, several moving object detection strategies have been proposed in recent years. Among them, spatio-temporal based non-parametric methods have recently drawn the attention of many researchers. These methods, by combining a background model and a foreground model, achieve high-quality detections in sequences recorded with non-completely static cameras and in scenarios containing complex backgrounds. However, since they have very high memory and computational associated costs, they apply some simplifications in the background modeling process, therefore decreasing the quality of the modeling.     

Decision tree regression for soft classification of remote sensing data

In recent years, decision tree classifiers have been successfully used for land cover classification from remote sensing data. Their implementation as a per-pixel based classifier to produce hard or crisp classification has been reported in the literature. Remote sensing images, particularly at coarse spatial resolutions, are contaminated with mixed pixels that contain more than one class on the ground. The per-pixel approach may result in erroneous classification of images dominated by mixed pixels. Therefore, soft classification approaches that decompose the pixel into its class constituents in the form of class proportions have been advocated. In this paper, we employ a decision tree regression approach to determine class proportions within a pixel so as to produce soft classification from remote sensing data. Classification accuracy achieved by decision tree regression is compared with those achieved by the most widely used maximum likelihood classifier, implemented in the soft mode, and a supervised version of the fuzzy c-means classifier. Root Mean Square Error (RMSE) and fuzzy error matrix based measures have been used for accuracy assessment of soft classification.     

A comparison of neural network and multiple regression analysis in modeling capital structure

Empirical studies of the variation in debt ratios across firms have used statistical models singularly to analyze the important determinants of capital structure. Researchers, however, rarely employ non-linear models to examine the determinants and make little effort to identify a superior prediction model. This study adopts multiple linear regressions and artificial neural networks (ANN) models with seven explanatory variables of corporation’s feature and three external macro-economic control variables to analyze the important determinants of capital structures of the high-tech and traditional industries in Taiwan, respectively. Results of this study show that the determinants of capital structure are different in both industries. The major different determinants are business-risk and growth opportunities. Based on the values of RMSE, the ANN models achieve a better fit and forecast than the regression models for debt ratio, and ANNs are cable of catching sophisticated non-linear integrating effects in both industries. It seems that the relationships between debt ratio and independent variables are not linear. Managers can apply these results for their dynamic adjustment of capital structure in achieving optimality and maximizing firm’s value.     

Reliability analysis of a satellite structure with a parametric and a non-parametric probabilistic model

The reliability of a satellite structure subjected to harmonic base excitation in the low frequency range is analyzed with respect to the exceedance of critical frequency response thresholds. Both a parametric model of uncertainties and a more recently introduced non-parametric model are used to analyze the reliability, where the latter model in the present analysis captures the model uncertainties.With both models, the probability of exceedance of given acceleration thresholds is estimated using Monte-Carlo simulation. To reduce the computational cost of the parametric model, a suitable meta-model is used instead.The results indicate that for low levels of uncertainty in the damping, the non-parametric model provides significantly more pessimistic - and hence conservative - predictions about the exceedance probabilities. For high levels of damping uncertainty the opposite is the case.     

A multinomial logistic regression modeling approach for anomaly intrusion detection

Although researchers have long studied using statistical modeling techniques to detect anomaly intrusion and profile user behavior, the feasibility of applying multinomial logistic regression modeling to predict multi-attack types has not been addressed, and the risk factors associated with individual major attacks remain unclear. To address the gaps, this study used the KDD-cup 1999 data and bootstrap simulation method to fit 3000 multinomial logistic regression models with the most frequent attack types (probe, DoS, U2R, and R2L) as an unordered independent variable, and identified 13 risk factors that are statistically significantly associated with these attacks. These risk factors were then used to construct a final multinomial model that had an ROC area of 0.99 for detecting abnormal events. Compared with the top KDD-cup 1999 winning results that were based on a rule-based decision tree algorithm, the multinomial logistic model-based classification results had similar sensitivity values in detecting normal (98.3% vs. 99.5%), probe (85.6% vs. 83.3%), and DoS (97.2% vs. 97.1%); remarkably high sensitivity in U2R (25.9% vs. 13.2%) and R2L (11.2% vs. 8.4%); and a significantly lower overall misclassification rate (18.9% vs. 35.7%). The study emphasizes that the multinomial logistic regression modeling technique with the 13 risk factors provides a robust approach to detect anomaly intrusion.     

The variation of non-parametric estimates in closed-loop

It is known that non-parametric transfer function estimates in closed-loop often have infinite variance. We characterise the probability density function of such estimates under the assumption that the corresponding closed-loop system estimate has complex normal distribution in the frequency domain. The probability density function can be described as a horseshoe encircling the inverse of the controller, with a global maximum on the line between the true value and the inverse of the controller. The expected value of the absolute value of such estimates is finite, and we propose it as a measure of variation. We also derive and discuss new expressions for the variance when an exclusion zone is introduced around the singularity.     

Predictive modeling of human operators using parametric and neuro-fuzzy models by means of computer-based identification experiment

Driving a car and piloting an airplane are the most common examples for manual control of complicated processes. Human operators are known to be nonlinear, adaptive, time varying and intelligent controllers. In some cases, the human operator may or may not be well trained or an expert, showing different dynamics from operator to operator as in driving example. Therefore, it is very difficult to obtain mathematical models of human operators in a human-in-the-loop-manual control tasks. The goal of this research is to find a simple dynamic model for the prediction of the human operator actions in a manual control system. A computer-based experiment has been designed using the system identification theory to collect data from human operators. The autoregressive with exogenous inputs (ARX), as a parametric model and the adaptive-network-based fuzzy inference system (ANFIS), as an intelligent modeling approach that has the advantages of both neural networks and fuzzy logic, have been investigated and compared for simple and fast implementation to predict the response of human operators. ANFIS, having only 32 rules, provided much better prediction results than ARX model.     

Density-based spatial keyword querying

With the rocket development of the Internet, WWW(World Wide Web), mobile computing and GPS (Global Positioning System) services, location-based services like Web GIS (Geographical Information System) portals are becoming more and more popular. Spatial keyword queries over GIS spatial data receive much more attention from both academic and industry communities than ever before. In general, a spatial keyword query containing spatial location information and keywords is to locate a set of spatial objects that satisfy the location condition and keyword query semantics. Researchers have proposed many solutions to various spatial keyword queries such as top-K keyword query, reversed kNN keyword query, moving object keyword query, collective keyword query, etc. In this paper, we propose a density-based spatial keyword query which is to locate a set of spatial objects that not only satisfies the query’s textual and distance condition, but also has a high density in their area. We use the collective keyword query semantics to find in a dense area, a group of spatial objects whose keywords collectively match the query keywords. To efficiently process the density based spatial keyword query, we use an IR-tree index as the base data structure to index spatial objects and their text contents and define a cost function over the IR-tree indexing nodes to approximately compute the density information of areas. We design a heuristic algorithm that can efficiently prune the region according to both the distance and region density in processing a query over the IR-tree index. Experimental results on datasets show that our method achieves desired results with high performance.     

Forecasting analysis by using fuzzy grey regression model for solving limited time series data

The grey model GM(1,1) is a popular forecasting method when using limited time series data and is successfully applied to management and engineering applications. On the other hand, the reliability and validity of the grey model GM(1,1) have never been discussed. First, without considering other causes when using limited time series data, the forecasting of the grey model GM(1,1) is unreliable, and provide insufficient information to a decision maker. Therefore, for the sake of reliability, the fuzzy set theory was hybridized into the grey model GM(1,1). This resulted in the fuzzy grey regression model, which granulates a concept into a set with membership function, thereby obtaining a possible interval extrapolation. Second, for a newly developed product or a newly developed system, the data collected are limited and rather vague with the result that the grey model GM(1,1) is useless for solving its problem with vague or fuzzy-input values. In this paper the fuzzy grey regression model is verified to show its validity in solving crisp-input data and fuzzy-input data with limited time series data. Finally, two examples for the LCD TV demand are illustrated using the proposed models.     

A practical approach to data modelling in spatial applications

The storage and manipulation of spatial data requires a different style of support from that normally found in commercial database systems. This paper explores the use of the functional data model and the high level language Daplex to provide an integrated tool for the conceptual modelling of spatial data and the manipulation of data values. Importance is attached to allowing dynamic schema definition and to the provision of abstract data types to support spatial objects. The implementation comprises three separate modules and uses an underlying relational DBMS to store all metadata and data values. This modular design has enabled the user interface, Daplex language and storage aspects of the software to be developed independently, creating a system which has already proved to be easily portable. Consideration has also been given to ways of improving system performance.     

Mining spatial association rules in image databases

In this paper, we propose a novel spatial mining algorithm, called 9DLT-Miner, to mine the spatial association rules from an image database, where every image is represented by the 9DLT representation. The proposed method consists of two phases. First, we find all frequent patterns of length one. Next, we use frequent k-patterns (k ? 1) to generate all candidate (k + 1)-patterns. For each candidate pattern generated, we scan the database to count the pattern’s support and check if it is frequent. The steps in the second phase are repeated until no more frequent patterns can be found. Since our proposed algorithm prunes most of impossible candidates, it is more efficient than the Apriori algorithm. The experiment results show that 9DLT-Miner runs 2-5 times faster than the Apriori algorithm.     

Milling force prediction using regression and neural networks

This study focuses on developing a good empirical relationship between the cutting force in an end milling operation and the cutting parameters such as speed, feed and depth-of-cut, by using both multiple regression and neural network modeling processes. A regression model was first fitted to experimentally collected data and any abnormal data points indicated by this analysis were filtered out. By repeating this process several times, a final set of filtered data was obtained and analyzed using neural networks to yield a good, final model. This study shows that analyzing milling force data using conventional regression can lead to a more accurate neural networks model for force prediction.     

Spatial dependence-based fuzzy regression clustering

Fuzzy clustering based regression analysis is a novel hybrid approach to capture the linear structure while considering the classification structure of the measurement. Using the concept that weights provided via the fuzzy degree of clustering, some regression models have been proposed in literature. In these models, membership values derived from clustering or some weights obtained from geometrical functions are employed as the weights of regression system. This paper addresses a weighted fuzzy regression analysis based on spatial dependence measure of the memberships. By the methodology presented in this paper, the relative weights are used in fuzzy regression models instead of direct membership values or their geometrical transforms. The experimental studies indicate that the spatial dependence based analyses yield more reliable results to show the correlation of the independent variables into the dependent variable. In addition, it has been observed that spatial dependence based models have high estimation and generalization capacities.     

Bioequivalence revisited: non-parametric analysis of two-period cross-over studies

Hauschke et al.'s non-parametric bioequivalence procedure for treatment effects and some aspects of computer implementation, among them Meineke and De Hey's algorithm, are explored. For studies with up to sixty subjects, a table of indices of the ranked intersubject-intergroup mean ratios or differences is given, to establish non-parametric 90% confidence intervals. It is shown that non-parametric analysis is not limited to treatment effects: it can also be applied to period and sequence effects. This extended procedure can be seen as the non-parametric analogue of analysis of variance on two-period cross-over studies. A FORTRAN program (BIOQNEW) incorporating Meineke and De Mey's algorithm is presented. This program provides non-parametric point estimates for treatment and period effects, 90% and 95% confidence intervals for test-versus-reference treatments, the 95% confidence interval for periods and a test on sequence effects, so that it can also be used for other than bioequivalence studies. BIOEQNEW can handle ratios (‘multiplicative model’) as well as differences (‘additive model’). It optionally provides the complete non-parametric posterior probability distribution for treatment ratios or differences, so that Schuirmann's ‘two one-sided tests procedure’ can also be performed in a non-parametric way.     

Similarities and distances in fuzzy regression modeling

We study the set of the solutions of a fuzzy regression model as a metric space. For each metric, we define a similarity ratio in order to compare the spaces of solutions of a fuzzy regression model. We prove that the similarity ratios, that can be extracted from these different metrics, are all the same as in [4]. As an application, we use the similarity ratio to produce fuzzy classification of models. A numerical example, involving economic data, is given.The research reported in this paper was carried out in the framework of MathInd Project