Fault Diagnosis Using Feature Vectors and Fuzzy Fault Pattern Rulebase
|
|
- Grace Daniels
- 5 years ago
- Views:
Transcription
1 Fault Dagoss Usg Feature Vectors ad Fuzzy Fault Patter Rulebase Prepared by: FL Lews Updated: Wedesday, ovember 03, 004 Feature Vectors The requred puts for the dagostc models are termed the feature vectors The feature vectors cota formato about the curret fault status of the system Feature vectors may cota may sorts of formato about the system Ths cludes both system parameters relatg to fault codtos (bulk modulus, leakage coeffcet, temperatures, pressures) as well as vbrato ad other sgal aalyss data (FFT, eergy, kurtoss) Feature vector compoets are selected usg physcal models ad legacy data such as that avalable the US SH-60 HIDS study Physcal models show that compoets such as bulk modulus ad leakage coeffcet should be cluded, ad HIDS shows the mportace of vbrato sgature eergy, kurtoss, etc Dfferet feature vectors wll be eeded to dagose dfferet subsystems The feature vector ϕ (t) s a suffcet statstc for the full state ad hstory X(t) of the system that determes the fault/falure codto Z(t) That s the fault lkelhood fucto PDF ca be decomposed as f ( z / x) = g( x) h( ϕ( x),, so that kowledge of ϕ (t) s suffcet to dagose the fault state Z(t) It s ot ecessary to kow the full system state ad hstory X(t) The feature vectors are extracted usg system detfcato ad dgtal sgal processg techques ϕ (t) s motored cotuously ad s a tme-varyg vector At each tme, the fault status wll be determed by comparg ϕ (t) to a lbrary of stored fault patters ϕ (t) cotas the symptoms of the fault status, ad the fault patter lbrary (FPL) cotas dagostc formato terms of kow fault patters May techques have bee used to create the FPL, cludg physcal modelg [Skorm], statstcal techques, fault test data (eg HIDS) rule-based expert systems, reasog systems, fuzzy logc, eural erks, etc We wll use adaptve fuzzy logc systems ths SBIR work We wll show that AFL systems ca clude the best features of rule-based systems ad eural erks, whle they also allow the cluso of physcal modelg formato, expert systems, ad statstcal legacy falure data a very straghtforward maer A AFL s a model-based fuzzy reasog system some or all of whose parameters ca be tued to lear o- ad/or off-le Fuzzy Logc Dagostc Systems A rather stadard applcato of FL systems to CBM was gve [Flppet] The essetal FL rulebase from that paper s show Fgure ote that t corporates some formato o cpet falures, whch meas that the FL system ca cota progostc formato, though we are prmarly usg t for dagoss ths secto A FL system [Lews ] s descrbed mathematcally as f ( x) z = = = = = µ ( x ), () µ ( x )
2 where we are usg product ferecg ad cetrod defuzzfcato The cotrol represetatve values are z ad the -D membershp fuctos are µ () The x are the compoets of the -vector x Tradtoal membershp fuctos ca be tragular, gaussa, etc Fgs ad 3 llustrate these for the -D case Geerally the FL system s multvarable wth puts a -vector where > Data Fuso The data to be corporated to the FPL comes from may sources Ma fuctos of the FPL are to () fuse the data, ad () provde a dagoss of system codto based o the feature vector The FPL must clude rules from expert small medum large Sdebad compoet I oe cp oe or oe oe or oe cp oe Sdebad compoet I small medum large Fg FL rulebase to dagose broke bars motor drves usg sdebad compoets of vbrato sgature FFT [Flppett 000] umber of broke bars = oe, oe, Icp = cpet fault Fg FL system wth tragular MFs Fg 3 FL system wth Gaussa MFs techcas who have experece o the system, ad rules derved from physcal models, tme fuctos of vbrato aalyss data (eg HIDS data), observed fault/falure legacy data, ad statstcal formato terms of umerous test ad actual cases Samples of some data appear the tables ad fgures Geerally, the data compoets are gog to be vectors For stace, Table the feature vector wll have compoets, whle Table t wll have 7 compoets Legacy statstcal data wll geerally have may compoets observed for each fault mode Fg 4 shows a represetatve sgle data compoet IF (BM s egatve medum) ad (LC s egatve small) THE (fault s ar cotamato) IF (BM s postve) ad (LC s ormal) THE (fault s water cotamato) IF (BM s ormal) ad (LC s postve medum) THE (fault s excessve leakage) Table Sample of dagoss rules for a hydraulc pump obtaed from expert techcas [Skorm ] BM= bulk modulus, LC= leakage coeffcet Fault/Falure descrpto Perturbatos of the physcal model parameters J B C K L M p B p Hydraulc system leakage +0% Cotrol surface loss -0% -0% Excessve hydr cyl frcto +0% +0% Rotor mechacal damage -0% -0% Motor magetsm loss -0% -0% Ar hydraulc system -0% -0% Table Sample of dagoss rules obtaed from physcal models of a actuator system [Skorm]
3 AFL systems are model-based reasog systems allow oe to fuse all of ths data to a sgle ufed dagostc lbrary that classfes the observed feature vector ϕ (t) to oe of may kow fault/falure codtos The AFL system ca cota rules geerated from all the sources metoed It s obvous how to costruct FL rules from expert systems data By assgg degrees to the percet chages Table, oe ca easly assg FL rules for data from physcal models Statstcal Legacy Fault Data To corporate statstcal legacy data as appears Fg 4 to the FL system, oe must frst determe whch data compoets to clude the feature vector ϕ (t) Ths ca be doe usg Pearso s Correlato Compoets that are sgfcatly correlated wth the fault of terest should be cluded the feature vector Bootstrappg techques ca be used to determe cofdece levels for the correlato The MATLAB Statstcs Toolbox wll be used ths SBIR Statstcal data s corporated to a falure Drve tra gear tooth wear Vbrato magtude Fg 4 Sample of Legacy statstcal fault data FL rule base as follows [Wag ] Gve statstcal sample values of vectors x R of measurable data ad ther assocated faults z, t s kow that a cosstet estmator for the ot PDF s gve by T ( x x ) ( x x ) ( z z ) P( = exp exp ( + ) / + (π ) σ = σ σ Substtutg ths to the formula for the codtoal expected value zp( dz E[ z / x] =, () p( dz oe obtas the expected value of the fault state z gve the actual observed data x as E[ z / x] = = = T ( x x ) ( x z exp σ T ( x x ) ( x x exp σ x ) ) (3) Remarkably, ths s a specal case of the FL system equato () That s, the statstcal fault data ca drectly be corporated to a FL system usg gaussa membershp fuctos wth rules defed by the legacy data pars Ths developmet holds for o-gaussa as well as Gaussa statstcal data The smoothg parameter σ s selected by smulato to gve a good compromse betwee accuracy of fault dagoss ad the ablty to geeralze to ew data sets Stadard FL clusterg techques [Wag] ca be used to derve a reduced umber of FL rules from statstcal data, as depcted Fg 5 3
4 Cofdece Itervals ca easly be establshed for the fuzzy FPL, we beleve A good measure of cofdece s the covarace matr extesvely used Kalma Flterg [Lews] The varace of the statstcal data ca be foud by usg a formula lke (3) that s of secod order about the mea Ths formula s drect to derve usg the plug correspodg to () for the varace Ths exteds the oto of fuzzy systems, ad we have ot see ths dea the lterature I ths SBIR work we wll pursue the dea of determg cofdece tervals for FL systems Fault codtos oe three Vbrato magtude Fg 5 Clusterg of statstcal fault data Maufacturg varablty ad part usage varablty are easly corporated to the fuzzy FPL I fact, varablty effects determe how wde the membershp fuctos should be Ths s related to selectg thresholds Bayesa ad eyma-pearso decso-makg for target detecto I ths research we wll exame selectg the MFs for reduced probablty of false alarms Fgure 93- from Chestut [] shows that the FPL membershp fuctos wll have to be updated over tme due to usage ad msso stress eural erk Patter Classfcato Due to ther learg, classfcato, ad geeralzato propertes, eural erks () are extremely useful for dagoss It s show [Lews] that fuzzy systems are a geeralzed case of structured The AFL system used ths work for dagoss cludes all the best features of, as follows A mult-put, sgleoutput, -layer eural et s descrbed by the equato L f ( x) = z σ v x + v0 + z0, (4) = = wth v, v0 the frst-layer weghts ad thresholds, z, z0 the secod-layer weghts ad thresholds, the umber of puts, ad L the umber of hdde-layer euros The actvato fuctos σ () may be selected as hard lmters, sgmods, tah, etc Gve statstcal sample values of vectors x R of measurable data ad ther assocated faults z, t s well kow [Lews] how to tue the weghts ad thresholds to partto the output space to regos, each o cetered at the fault z Ths s performed tally to tra the The, operato, whe a feature vector ϕ (t) s preseted to the, t s classfed to oe of the fault regos Trag ca be by the backpropagato algorthm, the Leveberg-Marquardt algorthm, etc The MATLAB Toolbox has all of these ad wll be used ths SBIR For a that has p outputs, L hdde layer euros, ad hard lmter actvato fuctos, proper trag parttos the space R usg L hyperplaes to p decso 4 Drve tra gear tooth wear low med severe
5 regos Clusterg techques appled to the data ca be used f the are multple patters correspodg to the same fault mode [Wag] Adaptve Fuzzy Systems The key pot here s that the FL system () s a geeralzed case of the (4) where the thresholds are vectors ot scalars [Lews] I fact, the humps Fgs ad 3 are the actvato fuctos (Each hump correspods to a fault mode ote that geerally the FL system has equal to more tha dmesos) Therefore, all the stadard tug algorthms ca be used to update the fuzzy system represetatve values ad membershp fuctos, whch meas that as the FPL lears, the humps Fgs ad 3 wll move aroud to the best locatos for falure dagoss Ths s the motvato for the termology adaptve fuzzy systems I ths SBIR work we wll explore may optos for learg the FPL We wll add some extra membershp fuctos the FPL after corporatg the expert, physcal model, ad statstcal fault data These extra MFS wll be tued to mmze the overall mea-square fault classfcato error to reduce false alarms probabltes ad maxmze detecto probabltes These are extra rules added to the FPL that wll be leared usg tellget systems techques We wll also vestgate o-le tug of the rules geerated by the expert, physcal model, ad statstcal fault data Ths amouts to fe-tug the expert opos ad legacy data formato to get better fault dagoss performace It could compesate, for stace, for accurately kow parameters physcal system modelg 5
Functions of Random Variables
Fuctos of Radom Varables Chapter Fve Fuctos of Radom Varables 5. Itroducto A geeral egeerg aalyss model s show Fg. 5.. The model output (respose) cotas the performaces of a system or product, such as weght,
More informationSummary of the lecture in Biostatistics
Summary of the lecture Bostatstcs Probablty Desty Fucto For a cotuos radom varable, a probablty desty fucto s a fucto such that: 0 dx a b) b a dx A probablty desty fucto provdes a smple descrpto of the
More informationMean is only appropriate for interval or ratio scales, not ordinal or nominal.
Mea Same as ordary average Sum all the data values ad dvde by the sample sze. x = ( x + x +... + x Usg summato otato, we wrte ths as x = x = x = = ) x Mea s oly approprate for terval or rato scales, ot
More informationChapter 8: Statistical Analysis of Simulated Data
Marquette Uversty MSCS600 Chapter 8: Statstcal Aalyss of Smulated Data Dael B. Rowe, Ph.D. Departmet of Mathematcs, Statstcs, ad Computer Scece Copyrght 08 by Marquette Uversty MSCS600 Ageda 8. The Sample
More informationGenerative classification models
CS 75 Mache Learg Lecture Geeratve classfcato models Mlos Hauskrecht mlos@cs.ptt.edu 539 Seott Square Data: D { d, d,.., d} d, Classfcato represets a dscrete class value Goal: lear f : X Y Bar classfcato
More informationCHAPTER VI Statistical Analysis of Experimental Data
Chapter VI Statstcal Aalyss of Expermetal Data CHAPTER VI Statstcal Aalyss of Expermetal Data Measuremets do ot lead to a uque value. Ths s a result of the multtude of errors (maly radom errors) that ca
More informationSolving Constrained Flow-Shop Scheduling. Problems with Three Machines
It J Cotemp Math Sceces, Vol 5, 2010, o 19, 921-929 Solvg Costraed Flow-Shop Schedulg Problems wth Three Maches P Pada ad P Rajedra Departmet of Mathematcs, School of Advaced Sceces, VIT Uversty, Vellore-632
More informationb. There appears to be a positive relationship between X and Y; that is, as X increases, so does Y.
.46. a. The frst varable (X) s the frst umber the par ad s plotted o the horzotal axs, whle the secod varable (Y) s the secod umber the par ad s plotted o the vertcal axs. The scatterplot s show the fgure
More informationbest estimate (mean) for X uncertainty or error in the measurement (systematic, random or statistical) best
Error Aalyss Preamble Wheever a measuremet s made, the result followg from that measuremet s always subject to ucertaty The ucertaty ca be reduced by makg several measuremets of the same quatty or by mprovg
More informationChapter 4 (Part 1): Non-Parametric Classification (Sections ) Pattern Classification 4.3) Announcements
Aoucemets No-Parametrc Desty Estmato Techques HW assged Most of ths lecture was o the blacboard. These sldes cover the same materal as preseted DHS Bometrcs CSE 90-a Lecture 7 CSE90a Fall 06 CSE90a Fall
More informationESS Line Fitting
ESS 5 014 17. Le Fttg A very commo problem data aalyss s lookg for relatoshpetwee dfferet parameters ad fttg les or surfaces to data. The smplest example s fttg a straght le ad we wll dscuss that here
More informationBayesian Classification. CS690L Data Mining: Classification(2) Bayesian Theorem: Basics. Bayesian Theorem. Training dataset. Naïve Bayes Classifier
Baa Classfcato CS6L Data Mg: Classfcato() Referece: J. Ha ad M. Kamber, Data Mg: Cocepts ad Techques robablstc learg: Calculate explct probabltes for hypothess, amog the most practcal approaches to certa
More informationUNIVERSITY OF OSLO DEPARTMENT OF ECONOMICS
UNIVERSITY OF OSLO DEPARTMENT OF ECONOMICS Exam: ECON430 Statstcs Date of exam: Frday, December 8, 07 Grades are gve: Jauary 4, 08 Tme for exam: 0900 am 00 oo The problem set covers 5 pages Resources allowed:
More informationBAYESIAN INFERENCES FOR TWO PARAMETER WEIBULL DISTRIBUTION
Iteratoal Joural of Mathematcs ad Statstcs Studes Vol.4, No.3, pp.5-39, Jue 06 Publshed by Europea Cetre for Research Trag ad Developmet UK (www.eajourals.org BAYESIAN INFERENCES FOR TWO PARAMETER WEIBULL
More informationInvestigating Cellular Automata
Researcher: Taylor Dupuy Advsor: Aaro Wootto Semester: Fall 4 Ivestgatg Cellular Automata A Overvew of Cellular Automata: Cellular Automata are smple computer programs that geerate rows of black ad whte
More informationSimulation Output Analysis
Smulato Output Aalyss Summary Examples Parameter Estmato Sample Mea ad Varace Pot ad Iterval Estmato ermatg ad o-ermatg Smulato Mea Square Errors Example: Sgle Server Queueg System x(t) S 4 S 4 S 3 S 5
More informationSimple Linear Regression
Statstcal Methods I (EST 75) Page 139 Smple Lear Regresso Smple regresso applcatos are used to ft a model descrbg a lear relatoshp betwee two varables. The aspects of least squares regresso ad correlato
More informationUNIVERSITY OF OSLO DEPARTMENT OF ECONOMICS
UNIVERSITY OF OSLO DEPARTMENT OF ECONOMICS Postpoed exam: ECON430 Statstcs Date of exam: Jauary 0, 0 Tme for exam: 09:00 a.m. :00 oo The problem set covers 5 pages Resources allowed: All wrtte ad prted
More informationConvergence of the Desroziers scheme and its relation to the lag innovation diagnostic
Covergece of the Desrozers scheme ad ts relato to the lag ovato dagostc chard Méard Evromet Caada, Ar Qualty esearch Dvso World Weather Ope Scece Coferece Motreal, August 9, 04 o t t O x x x y x y Oservato
More informationEstimation of Stress- Strength Reliability model using finite mixture of exponential distributions
Iteratoal Joural of Computatoal Egeerg Research Vol, 0 Issue, Estmato of Stress- Stregth Relablty model usg fte mxture of expoetal dstrbutos K.Sadhya, T.S.Umamaheswar Departmet of Mathematcs, Lal Bhadur
More informationOrdinary Least Squares Regression. Simple Regression. Algebra and Assumptions.
Ordary Least Squares egresso. Smple egresso. Algebra ad Assumptos. I ths part of the course we are gog to study a techque for aalysg the lear relatoshp betwee two varables Y ad X. We have pars of observatos
More informationAn Introduction to. Support Vector Machine
A Itroducto to Support Vector Mache Support Vector Mache (SVM) A classfer derved from statstcal learg theory by Vapk, et al. 99 SVM became famous whe, usg mages as put, t gave accuracy comparable to eural-etwork
More information{ }{ ( )} (, ) = ( ) ( ) ( ) Chapter 14 Exercises in Sampling Theory. Exercise 1 (Simple random sampling): Solution:
Chapter 4 Exercses Samplg Theory Exercse (Smple radom samplg: Let there be two correlated radom varables X ad A sample of sze s draw from a populato by smple radom samplg wthout replacemet The observed
More informationChapter Statistics Background of Regression Analysis
Chapter 06.0 Statstcs Backgroud of Regresso Aalyss After readg ths chapter, you should be able to:. revew the statstcs backgroud eeded for learg regresso, ad. kow a bref hstory of regresso. Revew of Statstcal
More information1 Lyapunov Stability Theory
Lyapuov Stablty heory I ths secto we cosder proofs of stablty of equlbra of autoomous systems. hs s stadard theory for olear systems, ad oe of the most mportat tools the aalyss of olear systems. It may
More informationMEASURES OF DISPERSION
MEASURES OF DISPERSION Measure of Cetral Tedecy: Measures of Cetral Tedecy ad Dsperso ) Mathematcal Average: a) Arthmetc mea (A.M.) b) Geometrc mea (G.M.) c) Harmoc mea (H.M.) ) Averages of Posto: a) Meda
More informationENGI 3423 Simple Linear Regression Page 12-01
ENGI 343 mple Lear Regresso Page - mple Lear Regresso ometmes a expermet s set up where the expermeter has cotrol over the values of oe or more varables X ad measures the resultg values of aother varable
More informationStatistics MINITAB - Lab 5
Statstcs 10010 MINITAB - Lab 5 PART I: The Correlato Coeffcet Qute ofte statstcs we are preseted wth data that suggests that a lear relatoshp exsts betwee two varables. For example the plot below s of
More informationρ < 1 be five real numbers. The
Lecture o BST 63: Statstcal Theory I Ku Zhag, /0/006 Revew for the prevous lecture Deftos: covarace, correlato Examples: How to calculate covarace ad correlato Theorems: propertes of correlato ad covarace
More informationBayesian Inferences for Two Parameter Weibull Distribution Kipkoech W. Cheruiyot 1, Abel Ouko 2, Emily Kirimi 3
IOSR Joural of Mathematcs IOSR-JM e-issn: 78-578, p-issn: 9-765X. Volume, Issue Ver. II Ja - Feb. 05, PP 4- www.osrjourals.org Bayesa Ifereces for Two Parameter Webull Dstrbuto Kpkoech W. Cheruyot, Abel
More informationTESTS BASED ON MAXIMUM LIKELIHOOD
ESE 5 Toy E. Smth. The Basc Example. TESTS BASED ON MAXIMUM LIKELIHOOD To llustrate the propertes of maxmum lkelhood estmates ad tests, we cosder the smplest possble case of estmatg the mea of the ormal
More informationPrincipal Components. Analysis. Basic Intuition. A Method of Self Organized Learning
Prcpal Compoets Aalss A Method of Self Orgazed Learg Prcpal Compoets Aalss Stadard techque for data reducto statstcal patter matchg ad sgal processg Usupervsed learg: lear from examples wthout a teacher
More informationLecture 3 Probability review (cont d)
STATS 00: Itroducto to Statstcal Iferece Autum 06 Lecture 3 Probablty revew (cot d) 3. Jot dstrbutos If radom varables X,..., X k are depedet, the ther dstrbuto may be specfed by specfyg the dvdual dstrbuto
More informationε. Therefore, the estimate
Suggested Aswers, Problem Set 3 ECON 333 Da Hugerma. Ths s ot a very good dea. We kow from the secod FOC problem b) that ( ) SSE / = y x x = ( ) Whch ca be reduced to read y x x = ε x = ( ) The OLS model
More informationLecture 7. Confidence Intervals and Hypothesis Tests in the Simple CLR Model
Lecture 7. Cofdece Itervals ad Hypothess Tests the Smple CLR Model I lecture 6 we troduced the Classcal Lear Regresso (CLR) model that s the radom expermet of whch the data Y,,, K, are the outcomes. The
More informationConfidence Intervals for Double Exponential Distribution: A Simulation Approach
World Academy of Scece, Egeerg ad Techology Iteratoal Joural of Physcal ad Mathematcal Sceces Vol:6, No:, 0 Cofdece Itervals for Double Expoetal Dstrbuto: A Smulato Approach M. Alrasheed * Iteratoal Scece
More informationIntroduction to local (nonparametric) density estimation. methods
Itroducto to local (oparametrc) desty estmato methods A slecture by Yu Lu for ECE 66 Sprg 014 1. Itroducto Ths slecture troduces two local desty estmato methods whch are Parze desty estmato ad k-earest
More informationSTA302/1001-Fall 2008 Midterm Test October 21, 2008
STA3/-Fall 8 Mdterm Test October, 8 Last Name: Frst Name: Studet Number: Erolled (Crcle oe) STA3 STA INSTRUCTIONS Tme allowed: hour 45 mutes Ads allowed: A o-programmable calculator A table of values from
More informationThe number of observed cases The number of parameters. ith case of the dichotomous dependent variable. the ith case of the jth parameter
LOGISTIC REGRESSION Notato Model Logstc regresso regresses a dchotomous depedet varable o a set of depedet varables. Several methods are mplemeted for selectg the depedet varables. The followg otato s
More informationEconometric Methods. Review of Estimation
Ecoometrc Methods Revew of Estmato Estmatg the populato mea Radom samplg Pot ad terval estmators Lear estmators Ubased estmators Lear Ubased Estmators (LUEs) Effcecy (mmum varace) ad Best Lear Ubased Estmators
More informationChapter 13 Student Lecture Notes 13-1
Chapter 3 Studet Lecture Notes 3- Basc Busess Statstcs (9 th Edto) Chapter 3 Smple Lear Regresso 4 Pretce-Hall, Ic. Chap 3- Chapter Topcs Types of Regresso Models Determg the Smple Lear Regresso Equato
More information6. Nonparametric techniques
6. Noparametrc techques Motvato Problem: how to decde o a sutable model (e.g. whch type of Gaussa) Idea: just use the orgal data (lazy learg) 2 Idea 1: each data pot represets a pece of probablty P(x)
More informationLecture 8: Linear Regression
Lecture 8: Lear egresso May 4, GENOME 56, Sprg Goals Develop basc cocepts of lear regresso from a probablstc framework Estmatg parameters ad hypothess testg wth lear models Lear regresso Su I Lee, CSE
More information12.2 Estimating Model parameters Assumptions: ox and y are related according to the simple linear regression model
1. Estmatg Model parameters Assumptos: ox ad y are related accordg to the smple lear regresso model (The lear regresso model s the model that says that x ad y are related a lear fasho, but the observed
More informationChapter 4 Multiple Random Variables
Revew for the prevous lecture: Theorems ad Examples: How to obta the pmf (pdf) of U = g (, Y) ad V = g (, Y) Chapter 4 Multple Radom Varables Chapter 44 Herarchcal Models ad Mxture Dstrbutos Examples:
More informationComparing Different Estimators of three Parameters for Transmuted Weibull Distribution
Global Joural of Pure ad Appled Mathematcs. ISSN 0973-768 Volume 3, Number 9 (207), pp. 55-528 Research Ida Publcatos http://www.rpublcato.com Comparg Dfferet Estmators of three Parameters for Trasmuted
More informationMultiple Choice Test. Chapter Adequacy of Models for Regression
Multple Choce Test Chapter 06.0 Adequac of Models for Regresso. For a lear regresso model to be cosdered adequate, the percetage of scaled resduals that eed to be the rage [-,] s greater tha or equal to
More informationBlock-Based Compact Thermal Modeling of Semiconductor Integrated Circuits
Block-Based Compact hermal Modelg of Semcoductor Itegrated Crcuts Master s hess Defese Caddate: Jg Ba Commttee Members: Dr. Mg-Cheg Cheg Dr. Daqg Hou Dr. Robert Schllg July 27, 2009 Outle Itroducto Backgroud
More informationSequential Approach to Covariance Correction for P-Field Simulation
Sequetal Approach to Covarace Correcto for P-Feld Smulato Chad Neufeld ad Clayto V. Deutsch Oe well kow artfact of the probablty feld (p-feld smulato algorthm s a too large covarace ear codtog data. Prevously,
More informationBayes Estimator for Exponential Distribution with Extension of Jeffery Prior Information
Malaysa Joural of Mathematcal Sceces (): 97- (9) Bayes Estmator for Expoetal Dstrbuto wth Exteso of Jeffery Pror Iformato Hadeel Salm Al-Kutub ad Noor Akma Ibrahm Isttute for Mathematcal Research, Uverst
More information13. Artificial Neural Networks for Function Approximation
Lecture 7 3. Artfcal eural etworks for Fucto Approxmato Motvato. A typcal cotrol desg process starts wth modelg, whch s bascally the process of costructg a mathematcal descrpto (such as a set of ODE-s)
More informationSTA 108 Applied Linear Models: Regression Analysis Spring Solution for Homework #1
STA 08 Appled Lear Models: Regresso Aalyss Sprg 0 Soluto for Homework #. Let Y the dollar cost per year, X the umber of vsts per year. The the mathematcal relato betwee X ad Y s: Y 300 + X. Ths s a fuctoal
More informationPGE 310: Formulation and Solution in Geosystems Engineering. Dr. Balhoff. Interpolation
PGE 30: Formulato ad Soluto Geosystems Egeerg Dr. Balhoff Iterpolato Numercal Methods wth MATLAB, Recktewald, Chapter 0 ad Numercal Methods for Egeers, Chapra ad Caale, 5 th Ed., Part Fve, Chapter 8 ad
More informationMultiple Regression. More than 2 variables! Grade on Final. Multiple Regression 11/21/2012. Exam 2 Grades. Exam 2 Re-grades
STAT 101 Dr. Kar Lock Morga 11/20/12 Exam 2 Grades Multple Regresso SECTIONS 9.2, 10.1, 10.2 Multple explaatory varables (10.1) Parttog varablty R 2, ANOVA (9.2) Codtos resdual plot (10.2) Trasformatos
More informationComparison of Dual to Ratio-Cum-Product Estimators of Population Mean
Research Joural of Mathematcal ad Statstcal Sceces ISS 30 6047 Vol. 1(), 5-1, ovember (013) Res. J. Mathematcal ad Statstcal Sc. Comparso of Dual to Rato-Cum-Product Estmators of Populato Mea Abstract
More informationTHE ROYAL STATISTICAL SOCIETY GRADUATE DIPLOMA
THE ROYAL STATISTICAL SOCIETY EXAMINATIONS SOLUTIONS GRADUATE DIPLOMA PAPER II STATISTICAL THEORY & METHODS The Socety provdes these solutos to assst caddates preparg for the examatos future years ad for
More informationX X X E[ ] E X E X. is the ()m n where the ( i,)th. j element is the mean of the ( i,)th., then
Secto 5 Vectors of Radom Varables Whe workg wth several radom varables,,..., to arrage them vector form x, t s ofte coveet We ca the make use of matrx algebra to help us orgaze ad mapulate large umbers
More informationSystematic Selection of Parameters in the development of Feedforward Artificial Neural Network Models through Conventional and Intelligent Algorithms
THALES Project No. 65/3 Systematc Selecto of Parameters the developmet of Feedforward Artfcal Neural Network Models through Covetoal ad Itellget Algorthms Research Team G.-C. Vosakos, T. Gaakaks, A. Krmpes,
More informationApplication of Calibration Approach for Regression Coefficient Estimation under Two-stage Sampling Design
Authors: Pradp Basak, Kaustav Adtya, Hukum Chadra ad U.C. Sud Applcato of Calbrato Approach for Regresso Coeffcet Estmato uder Two-stage Samplg Desg Pradp Basak, Kaustav Adtya, Hukum Chadra ad U.C. Sud
More informationMultivariate Transformation of Variables and Maximum Likelihood Estimation
Marquette Uversty Multvarate Trasformato of Varables ad Maxmum Lkelhood Estmato Dael B. Rowe, Ph.D. Assocate Professor Departmet of Mathematcs, Statstcs, ad Computer Scece Copyrght 03 by Marquette Uversty
More informationSTK3100 and STK4100 Autumn 2018
SK3 ad SK4 Autum 8 Geeralzed lear models Part III Covers the followg materal from chaters 4 ad 5: Cofdece tervals by vertg tests Cosder a model wth a sgle arameter β We may obta a ( α% cofdece terval for
More informationUnimodality Tests for Global Optimization of Single Variable Functions Using Statistical Methods
Malaysa Umodalty Joural Tests of Mathematcal for Global Optmzato Sceces (): of 05 Sgle - 5 Varable (007) Fuctos Usg Statstcal Methods Umodalty Tests for Global Optmzato of Sgle Varable Fuctos Usg Statstcal
More informationDimensionality reduction Feature selection
CS 750 Mache Learg Lecture 3 Dmesoalty reducto Feature selecto Mlos Hauskrecht mlos@cs.ptt.edu 539 Seott Square CS 750 Mache Learg Dmesoalty reducto. Motvato. Classfcato problem eample: We have a put data
More informationObjectives of Multiple Regression
Obectves of Multple Regresso Establsh the lear equato that best predcts values of a depedet varable Y usg more tha oe eplaator varable from a large set of potetal predctors {,,... k }. Fd that subset of
More informationUnsupervised Learning and Other Neural Networks
CSE 53 Soft Computg NOT PART OF THE FINAL Usupervsed Learg ad Other Neural Networs Itroducto Mture Destes ad Idetfablty ML Estmates Applcato to Normal Mtures Other Neural Networs Itroducto Prevously, all
More informationChapter 8. Inferences about More Than Two Population Central Values
Chapter 8. Ifereces about More Tha Two Populato Cetral Values Case tudy: Effect of Tmg of the Treatmet of Port-We tas wth Lasers ) To vestgate whether treatmet at a youg age would yeld better results tha
More informationECONOMETRIC THEORY. MODULE VIII Lecture - 26 Heteroskedasticity
ECONOMETRIC THEORY MODULE VIII Lecture - 6 Heteroskedastcty Dr. Shalabh Departmet of Mathematcs ad Statstcs Ida Isttute of Techology Kapur . Breusch Paga test Ths test ca be appled whe the replcated data
More informationENGI 4421 Joint Probability Distributions Page Joint Probability Distributions [Navidi sections 2.5 and 2.6; Devore sections
ENGI 441 Jot Probablty Dstrbutos Page 7-01 Jot Probablty Dstrbutos [Navd sectos.5 ad.6; Devore sectos 5.1-5.] The jot probablty mass fucto of two dscrete radom quattes, s, P ad p x y x y The margal probablty
More information13. Parametric and Non-Parametric Uncertainties, Radial Basis Functions and Neural Network Approximations
Lecture 7 3. Parametrc ad No-Parametrc Ucertates, Radal Bass Fuctos ad Neural Network Approxmatos he parameter estmato algorthms descrbed prevous sectos were based o the assumpto that the system ucertates
More informationECE 595, Section 10 Numerical Simulations Lecture 19: FEM for Electronic Transport. Prof. Peter Bermel February 22, 2013
ECE 595, Secto 0 Numercal Smulatos Lecture 9: FEM for Electroc Trasport Prof. Peter Bermel February, 03 Outle Recap from Wedesday Physcs-based devce modelg Electroc trasport theory FEM electroc trasport
More informationLecture Notes Types of economic variables
Lecture Notes 3 1. Types of ecoomc varables () Cotuous varable takes o a cotuum the sample space, such as all pots o a le or all real umbers Example: GDP, Polluto cocetrato, etc. () Dscrete varables fte
More informationd dt d d dt dt Also recall that by Taylor series, / 2 (enables use of sin instead of cos-see p.27 of A&F) dsin
Learzato of the Swg Equato We wll cover sectos.5.-.6 ad begg of Secto 3.3 these otes. 1. Sgle mache-fte bus case Cosder a sgle mache coected to a fte bus, as show Fg. 1 below. E y1 V=1./_ Fg. 1 The admttace
More informationChapter 5 Properties of a Random Sample
Lecture 6 o BST 63: Statstcal Theory I Ku Zhag, /0/008 Revew for the prevous lecture Cocepts: t-dstrbuto, F-dstrbuto Theorems: Dstrbutos of sample mea ad sample varace, relatoshp betwee sample mea ad sample
More informationLecture 3. Sampling, sampling distributions, and parameter estimation
Lecture 3 Samplg, samplg dstrbutos, ad parameter estmato Samplg Defto Populato s defed as the collecto of all the possble observatos of terest. The collecto of observatos we take from the populato s called
More informationCan we take the Mysticism Out of the Pearson Coefficient of Linear Correlation?
Ca we tae the Mstcsm Out of the Pearso Coeffcet of Lear Correlato? Itroducto As the ttle of ths tutoral dcates, our purpose s to egeder a clear uderstadg of the Pearso coeffcet of lear correlato studets
More informationECON 5360 Class Notes GMM
ECON 560 Class Notes GMM Geeralzed Method of Momets (GMM) I beg by outlg the classcal method of momets techque (Fsher, 95) ad the proceed to geeralzed method of momets (Hase, 98).. radtoal Method of Momets
More informationQuantitative analysis requires : sound knowledge of chemistry : possibility of interferences WHY do we need to use STATISTICS in Anal. Chem.?
Ch 4. Statstcs 4.1 Quattatve aalyss requres : soud kowledge of chemstry : possblty of terfereces WHY do we eed to use STATISTICS Aal. Chem.? ucertaty ests. wll we accept ucertaty always? f ot, from how
More informationDescriptive Statistics
Page Techcal Math II Descrptve Statstcs Descrptve Statstcs Descrptve statstcs s the body of methods used to represet ad summarze sets of data. A descrpto of how a set of measuremets (for eample, people
More informationKLT Tracker. Alignment. 1. Detect Harris corners in the first frame. 2. For each Harris corner compute motion between consecutive frames
KLT Tracker Tracker. Detect Harrs corers the frst frame 2. For each Harrs corer compute moto betwee cosecutve frames (Algmet). 3. Lk moto vectors successve frames to get a track 4. Itroduce ew Harrs pots
More informationAssignment 5/MATH 247/Winter Due: Friday, February 19 in class (!) (answers will be posted right after class)
Assgmet 5/MATH 7/Wter 00 Due: Frday, February 9 class (!) (aswers wll be posted rght after class) As usual, there are peces of text, before the questos [], [], themselves. Recall: For the quadratc form
More informationABOUT ONE APPROACH TO APPROXIMATION OF CONTINUOUS FUNCTION BY THREE-LAYERED NEURAL NETWORK
ABOUT ONE APPROACH TO APPROXIMATION OF CONTINUOUS FUNCTION BY THREE-LAYERED NEURAL NETWORK Ram Rzayev Cyberetc Isttute of the Natoal Scece Academy of Azerbaa Republc ramrza@yahoo.com Aygu Alasgarova Khazar
More informationA Study of the Reproducibility of Measurements with HUR Leg Extension/Curl Research Line
HUR Techcal Report 000--9 verso.05 / Frak Borg (borgbros@ett.f) A Study of the Reproducblty of Measuremets wth HUR Leg Eteso/Curl Research Le A mportat property of measuremets s that the results should
More informationDice Similarity Measure between Single Valued Neutrosophic Multisets and Its Application in Medical. Diagnosis
Neutrosophc Sets ad Systems, Vol. 6, 04 48 Dce Smlarty Measure betwee Sgle Valued Neutrosophc Multsets ad ts pplcato Medcal Dagoss Sha Ye ad Ju Ye Tasha Commuty Health Servce Ceter. 9 Hur rdge, Yuecheg
More informationMultiple Linear Regression Analysis
LINEA EGESSION ANALYSIS MODULE III Lecture - 4 Multple Lear egresso Aalyss Dr. Shalabh Departmet of Mathematcs ad Statstcs Ida Isttute of Techology Kapur Cofdece terval estmato The cofdece tervals multple
More informationPoint Estimation: definition of estimators
Pot Estmato: defto of estmators Pot estmator: ay fucto W (X,..., X ) of a data sample. The exercse of pot estmato s to use partcular fuctos of the data order to estmate certa ukow populato parameters.
More informationBayes (Naïve or not) Classifiers: Generative Approach
Logstc regresso Bayes (Naïve or ot) Classfers: Geeratve Approach What do we mea by Geeratve approach: Lear p(y), p(x y) ad the apply bayes rule to compute p(y x) for makg predctos Ths s essetally makg
More informationMedian as a Weighted Arithmetic Mean of All Sample Observations
Meda as a Weghted Arthmetc Mea of All Sample Observatos SK Mshra Dept. of Ecoomcs NEHU, Shllog (Ida). Itroducto: Iumerably may textbooks Statstcs explctly meto that oe of the weakesses (or propertes) of
More informationX ε ) = 0, or equivalently, lim
Revew for the prevous lecture Cocepts: order statstcs Theorems: Dstrbutos of order statstcs Examples: How to get the dstrbuto of order statstcs Chapter 5 Propertes of a Radom Sample Secto 55 Covergece
More information2SLS Estimates ECON In this case, begin with the assumption that E[ i
SLS Estmates ECON 3033 Bll Evas Fall 05 Two-Stage Least Squares (SLS Cosder a stadard lear bvarate regresso model y 0 x. I ths case, beg wth the assumto that E[ x] 0 whch meas that OLS estmates of wll
More informationLecture 1 Review of Fundamental Statistical Concepts
Lecture Revew of Fudametal Statstcal Cocepts Measures of Cetral Tedecy ad Dsperso A word about otato for ths class: Idvduals a populato are desgated, where the dex rages from to N, ad N s the total umber
More informationChapter 2 - Free Vibration of Multi-Degree-of-Freedom Systems - II
CEE49b Chapter - Free Vbrato of Mult-Degree-of-Freedom Systems - II We ca obta a approxmate soluto to the fudametal atural frequecy through a approxmate formula developed usg eergy prcples by Lord Raylegh
More informationRadial Basis Function Networks
Radal Bass Fucto Netorks Radal Bass Fucto Netorks A specal types of ANN that have three layers Iput layer Hdde layer Output layer Mappg from put to hdde layer s olear Mappg from hdde to output layer s
More informationChapter 14 Logistic Regression Models
Chapter 4 Logstc Regresso Models I the lear regresso model X β + ε, there are two types of varables explaatory varables X, X,, X k ad study varable y These varables ca be measured o a cotuous scale as
More informationStudy on a Fire Detection System Based on Support Vector Machine
Sesors & Trasducers, Vol. 8, Issue, November 04, pp. 57-6 Sesors & Trasducers 04 by IFSA Publshg, S. L. http://www.sesorsportal.com Study o a Fre Detecto System Based o Support Vector Mache Ye Xaotg, Wu
More information( ) = ( ) ( ) Chapter 13 Asymptotic Theory and Stochastic Regressors. Stochastic regressors model
Chapter 3 Asmptotc Theor ad Stochastc Regressors The ature of eplaator varable s assumed to be o-stochastc or fed repeated samples a regresso aalss Such a assumpto s approprate for those epermets whch
More informationhp calculators HP 30S Statistics Averages and Standard Deviations Average and Standard Deviation Practice Finding Averages and Standard Deviations
HP 30S Statstcs Averages ad Stadard Devatos Average ad Stadard Devato Practce Fdg Averages ad Stadard Devatos HP 30S Statstcs Averages ad Stadard Devatos Average ad stadard devato The HP 30S provdes several
More informationAnalyzing Fuzzy System Reliability Using Vague Set Theory
Iteratoal Joural of Appled Scece ad Egeerg 2003., : 82-88 Aalyzg Fuzzy System Relablty sg Vague Set Theory Shy-Mg Che Departmet of Computer Scece ad Iformato Egeerg, Natoal Tawa versty of Scece ad Techology,
More informationLinear Regression Linear Regression with Shrinkage. Some slides are due to Tommi Jaakkola, MIT AI Lab
Lear Regresso Lear Regresso th Shrkage Some sldes are due to Tomm Jaakkola, MIT AI Lab Itroducto The goal of regresso s to make quattatve real valued predctos o the bass of a vector of features or attrbutes.
More informationSPATIAL RAINFALL FIELD SIMULATION WITH RANDOM CASCADE INTRODUCING OROGRAPHIC EFFECTS ON RAINFAL
Proc. of the d Asa Pacfc Assocato of Hydrology ad Water Resources (APHW) Coferece, July 5-8, 4, Sutec Sgapore Iteratoal Coveto Exhbto Cetre, Sgapore, vol., pp. 67-64, 4 SPATIAL RAINFALL FIELD SIMULATION
More informationA Combination of Adaptive and Line Intercept Sampling Applicable in Agricultural and Environmental Studies
ISSN 1684-8403 Joural of Statstcs Volume 15, 008, pp. 44-53 Abstract A Combato of Adaptve ad Le Itercept Samplg Applcable Agrcultural ad Evrometal Studes Azmer Kha 1 A adaptve procedure s descrbed for
More information