A Novel Hybrid Method for Learning Bayesian Network

Size: px
Start display at page:

Download "A Novel Hybrid Method for Learning Bayesian Network"

Transcription

1 A Noel Hybrd Mehod for Learnn Bayesan Nework Wan Chun-Fen *, Lu Ku Dearmen of Mahemacs, Henan Normal Unersy, Xnxan, 4537, PR Chna * Corresondn auhor Tel: ; emal: wanchunfen1@16com Manuscr submed February, 14; acceed March 9, 15 do: 11776/jc Absrac: Ths aer resens a new hybrd aroach for learnn Bayesan neworks (BNs) based on arfcal bee colony alorhm and arcle swarm omzaon Frsly, an unconsraned omzaon roblem s esablshed, whch can rode a smaller search sace Secondly, he defnon and encodn of he basc mahemacal elemens of our alorhm are en, and he basc oeraons are desned, whch rode uaranee of conerence Thrdly, from a known ornal Bayesan nework wh robablsc loc samln, full samles for he rann se and esn se are eneraed, and hen he srucure of Bayesan nework s learned from comlee rann se by usn our mehod The smulaon exermenal resuls show ha our mehod s effece Key words: Bayesan nework srucure learnn, ABC, PSO, unconsraned omzaon 1 Inroducon Wh he communy of arfcal nellence, Bayesan neworks(bn) s an moran model, and also a owerful formalsm o model he uncerany knowlede n racce [1] Snce he sandard mehod o consruc BN s a labor-nense rocess of elcn knowlede from exers, he aroach o learn BN from daa has become an ncreasnly ace area of research Unforunaely, hh comuaonal requremens and he lack of ower []-[6] The learnn ask of he Bayesan neworks can be decomosed no wo subasks whch are he learnn of rah srucure and arameers Srucure learnn s o denfy he ooloy of he nework, and arameer learnn s o deermne he condonal robables for a en nework ooloy Ths aer focus on srucure learnn From he reew of soln mechansm, hese mehods for learnn BN can be classfed no wo caeores: he deendency analyss aroaches and he score-and-search aroaches [7]-[1] The frs caeory s based on consrans, whch oses he learnn rocess as a consran sasfacon roblem, and hen consrucs a nework srucure by esn he condonal ndeendence relaons The second aroach oses he learnn roblem as a srucure omzaon roblem, e uses a score merc o ealuae eery canddae nework srucure, and hen fnds a nework srucure wh he bes score The score used o ealuae he nework could be dered from nformaon heory, Bayesan sascs and MDL rncle Thouh he mlemen of he former aroach s relaely smle, he comuaons for hher-order esns are comlex and rresonsble Moreoer, he recson of learnn a model s hard o ensure, hus he score-and-search aroach radually becomes a oular aroach for learnn Bayesan nework The alorhm roosed n hs aer belons o he score-and-search aroach Snce searchn he bes nework srucure s an NP-hard roblem, he roblem s usually aroached by 13 Volume 1, Number, March 15

2 usn heursc mehods, such as reedy hll-clmbn, smulaed annealn, enec alorhm and PSO alorhm[11], [1] Amon hese heursc mehods, PSO hae been nensely researched and roed ben effece n learnn Bayesan nework Howeer, PSO alorhm has wo drawbacks n learnn Bayesan nework whch are s exense comuaonal cos and remaure conerence Recenly, ABC alorhm has been successfully aled n many areas [13] Karaboa and Basurk used ABC alorhm o omze a lare se of numercal es funcon Comarn wh PSO alorhm, dfferenal eoluon alorhm and eoluon sraees, ABCs adanaes no only le n s easy mlemenaon and few arameers o adjus, bu also le n s sron search caably n he roblem sace and he ably of quck dscoery of omal soluon Thouh ABC alorhm has many adanaes, here exs fewer work use o learn Bayesan nework By our knowlede, he aer [14] s he only aer o learn Bayesan nework by usn ABC alorhm In hs aer, we roose a new hybrd mehod for learnn Bayesan nework based on PSO and ABC alorhms In hs alorhm, he mechansm of PSO, such as he moemen of arcle ec, wll be used by emloyed bee, onlooker bee and scou bee o fnd beer food source In a number of exermens, comuaonal resuls on benchmark daases demonsrae he effeceness of our aroach The res of he aer s oranzed as follows The conce of BNs and srucural learnn s nroduced n Secon Then, we e a bref nroducon on ABC alorhm, and dscuss he deal of roosed hybrd alorhm n Secon 3 In Secon 4, some numercal resuls are reored o show he effcency of our alorhm Fnally, we conclude he aer n Secon5 Bayesan Nework Srucure Learnn 1 Bayesan Neworks Bayesan nework (BN) s a dreced acyclc rah(dag), whch can be denoed as a rle rou ( X, A, ), where X, A defnes a dreced acyclc rah srucure G:X s he se of nodes, x X reresens a random arable n a secal doman; A s a se of dreced arcs, robably dsrbuon of x en he aren se condonal robably of node en he sae of s arens a j A descrbes a drec x of he arable x P( x x ) s he x As he rah srucure G qualaely characerzes he ndeendence relaonshs amon random arables, and hese condonal robably dsrbuons quanfy he srenh of deendences beween each node and s arens nodes, hus, he jon robably can be wren as follows: P( x, x,, xn ) P( x x ) (1) 1 1 Gen daase D, he objece of srucure learnn s o denfy he bes nework srucure G ha bes maches D For search-and-scorn aroaches, how oodness he srucure maches daase s measured by adoed scorn merc The mos common scorn aroach o ealuae srucure s by he oseror robably of he srucure en he daa The oseror robably of a canddae Bayesan nework srucure BN can be obaned by alyn Bayes rules: n P( D Bs ) P( Bs ) P( Bs D) () P( D) where P D B ) s he lkelhood of he daa en he BN srucure, and P B ) s he ror robably of ( s he srucure BN, and P (D) s he robably of he obsered daa D Snce P (D) s no deenden on he srucure, can be nored when ryn o fnd he bes scorn funcon ( s 131 Volume 1, Number, March 15

3 The roblem s now reduced o fnd he srucure wh he maxmum lkelhood P D B ) In oher word, ( s en a srucure, hese srucure are ealuaed accordn o how robable s ha he daa are eneraed from he srucure Because of he decomoson characersc of Bayesan nework as shown n (1), scorn merc commonly used such as Bayesan score, BIC score and MDL score could be decomosed no summaon of sunscore of each arable For examle, k score s defned as follows: where x en he saes of her arens xx x : Score ( G) Score( x ) (3) x n q r ( r 1)! Score( G) (lo( lo( Njk!)) (4) ( N r 1)! r denoes each arable confuraons for he arables n 1 j1 x has j k1 r ossble alue assnmens; x relae o D ; x are nsanaed o he j -h confuraon BIC score s e as follows: q s he number of ossble N jk $ s he number of cases n D where x and n q r N n jk q ( r 1) Score( G) Njk lo lon (5) N 1 j1 k1 If a score merc follows (3), s decomosable For any decomosable score mercs, s easy o see ha, he bes nework srucure eery arable x bes j 1 G could be obaned by searchn he bes conbanon of aren for In hs aer, he BIC score wll be used o benchmark he mee-heursc omzaon sraees 3 Hybrd Alorhm for BN Srucure Learnn Ths secon es a hybrd alorhm based on he ABC alorhm and PSO alorhm In hs alorhm, emloyed bee, onlooker bee and scou bee use he way of PSO o deermne food source Snce he adanaes of wo alorhms are used, he new alorhm has a ery ood characerscs, e can fnd he omal Bayesan nework srucure quckly In he follown, we e he deals of our alorhm 31 Classcal ABC Alorhm In ABC alorhm, he oson of a food source reresens a ossble soluon o he omzaon roblem and he necar amoun of a food source denoes he qualy (fness) of he assocaed soluon The number of he emloyed bees andhe onlooker bees s equal o he number of soluons A he ben, ABC alorhm eneraes he nal oulaon of SN soluons (food source osons)randomly Suose ha each soluon x ( 1,,, SN) s a n -dmensonal ecor Here, n s he number of omzaon arameers Afer nalzaon, he oulaon of he osons (soluons) s subjec o reeaed cycles of he search rocesses of he emloyed bees, he onlooker bees and he scou bees An emloyed bee roduces a modfcaon on he oson (soluon) n her memory deendn on he local nformaon (sual nformaon) and ess he necar amoun (fness alue) of he new source (new soluon) If he necar amoun of he new one s hher han ha of he reous one, he bee memorzes he new oson and fores he old one Oherwse she kees he oson of he reous one n her memory Afer all emloyed bees comlee he search rocess, hey share he necar nformaon of he food sources and her oson nformaon wh he onlooker bees An onlooker bee ealuaes he necar nformaon aken from all emloyed bees and chooses a x 13 Volume 1, Number, March 15

4 food source wh a robably relaed o s necar amoun As n he case of he emloyed bee, she roduces a modfcaon on he oson n her memory and checks he necar amoun of he canddae source If he necar s hher han ha of he reous one, he bee memorzes he new oson and fores he old one The man ses of he alorhm are en as below: Se 1 Inalze Poulaon Se Whle so creron s no me do Se 3 Place he emloyed bees on her food sources Se 4 Place he onlooker bees on he food sources deendn on her necar amouns Se 5 Send he scous o he search area for dscoern new food sources Se 6 Memorze he bes food source found so far Se 7 End whle In ABC alorhm, each cycle of he search consss of hree ses: sendn he emloyed bees ono her food sources and ealuan her necar amouns; afer sharn he necar nformaon of food sources, he selecon of food source reons by he onlookers and ealuan he necar amoun of he food sources; deermnn he scou bees and hen sendn hem randomly ono ossble new food sources 3 The Mechansm of PSO In our alorhm, for deermnn food sources for emloyed bees, onlooker bees and scou bees, he mechansm of PSO wll be adoed The deals of he mechansm are en below o enerae beer nal food sources, we frs consruc an unconsraned omzaon roblem, s omal soluon can be used o reduce he searchn sace The deal s exlaned below As we all known, a Bayesan nework can be reresened by an adjacency marx, so, n hs aer, adjacency marx wll be used o reresen food source (soluon or canddae Bayesan nework) n ABC alorhm For examle, he adjacency marx of he Bayesan nework n F 1 s F 1 Four nodes nework Thus, for conssence wh he defnon of food source of ABC alorhm, he oson of a arcle n PSO also be reresened by a marx Suose ha a se, he arcle s denoed by G, n hs aer, he bes reous arcle denoed by G,, and he bes reous oson amon arcle swarm s denoed by In PSO alorhm, he elocy s used o moe he arcle and measure he dfference beween wo osons In order o conenen oeraon, he elocy of a arcle s also defned as an n n marx Here he elocy marx for arcle a se s denoed by, The elemen of elocy marx n row and column j s denoed by j, where { 1,,1} when he elocy s aled o a oson, j G 133 Volume 1, Number, March 15

5 1 means ha he ede from node o node j n he DAG would be remoed, means ha j he corresondn ede would reman unchaned, and j 1 means ha he ede from node o node j would be added Noe ha n DAG, an ede from nodeo self s forbdden, hus Wh he defnons of "oson" and "elocy" saed aboe, we e he oher oeraons: moe ( oson, elocy ) and subracon ( oson, oson ) When a oson G s moed o The defnon of he oeraon moe (G, ) j If j, when 1, hen added; oherwse, would make j j j 1 j G by a elocy G s en:, he elemen 1, j, j 1 or j 1, j,, j, j or j 1, j 1, 1, j 1, j 1,, j, j 1 j j s chaned accordn o j j 1, whch means ha he ede from node node o node j would be If If 1, 1 would make hs ede o be remoed, and or 1 j j j In addon, n our alorhm, an oeraon add(,, ) s used o combne he hree endences for mon a arcle Here,, a b c new a s ornal elocy of a arcle b s elocy resuled from subracon( G, G ) by whch he arcle would moe oward s bes reous oson c s resuled from subracon( G, G ) by whch he arcle would moe o lobal bes reous oson amon he arcle swarm, By he decomosable score merc, a nework G s an alomeraon of he arens ecor ( 1,, n) For ealuan Bayesan nework srucures, a lle chane n ( 1,, n) may cause score( ) chaned realy When combnn a, b and kee beer srucure feaures of G, and c he elocy column ecor G should be aken as he basc u o Suose a [ a,1, a,,, a, n], b [ b,1, b,,, b, n], c [ c,1, c,,, c, n], and [,,, ], he oeraon add(,, ) s defned new new,1 new, new, n subjec o r r r 1 a b c a b c new a,, rand ra, new, b,, rand rb, c,, rand rc, I brns a roblem ha how o assn he alues o he robables reasonably whch are shown n (6) An emrcal heursc s aken n hs aer In nal hase, arcles mon o search new area And durn he searchn, j (6) r a could be se a larer alue o make r b and ha he nehbor areas of bes reous osons could be searched more nensely 33 Alorhm Saemens r c should be ncreased such 134 Volume 1, Number, March 15

6 Gen he mahemacal objecs and oeraons defned aboe, we roose he hybrd alorhm, whch s named afer "ABC-PSO-BN" In hs alorhm, for mron he conerence, we consruc and sole an unconsraned omzaon roblem by adon he mehod of aer [15], and oban an undrec rah Based on hs undrec rah, he nal food source are eneraed randomly Ths rocess can reduce he search sace of our alorhm realy The seudo code of ABC-PSO-BN s shown as follows: Alorhm ABC-PSO-BN Inu: 1 N Trann daa D { x, x,, x }, N s he number of daa case; he nal oulaon sze s s, food sources, emloyee bees and onlooker bees are maxcycle; snfcal leel ; saus s ; u s he uer bound of he number of arens for each node; he max eraon number s l for each food source Se 1 Sole an unconsraned omzaon roblem, and oban an undrec rah by adon he mehod of [16] Afer ha, enerae he nal food sources randomly s X( 1,, ) Se For c=1 o maxcycle do /* emloyee bee hase*/ For each emloyed bee, nalze oson G,, G, G, G, =maxscor e( G, ), s 1,, Generae a a random, G, G, Se ( a b subracon G,, G, ), c subracon( G, G, ), add (,, ) new a b c Se G, 1 moe( G,, new ) ; G rearbymuualinfo ( G, D) ;, 1, 1 G rearmaxarens ( G, u) ;, 1, 1 If score( G, 1 ) score( G, ), hen G If score( G, 1) score( G ), hen G end for /* onlooker bee hase*/ for s 1,, do Comue robably G, 1, 1 G 1, 1, end f, end f for each food source end for Se q, 1 Reea f rand hen se q=q+1 for food source X, enerae he canddae food X and end f 1 f s se 1; end f X unl q s /* scou bee hase*/ f max( l )>lm hen Scou bee wll enerae a new food source o subsue end f end for X based on s fness alue X by he way of emloyee bee, hen selec he beer food source beween X 135 Volume 1, Number, March 15

7 4 Exermenal Ealuaon In order o es he behaor of he mehod roosed n hs aer, we resen he exermenal resuls carred ou wh our alorhm on a sandard nework daa ses (Asa Nework) A comarae sudy wh ABC-PSO-BN alorhm and PSO-BN([15]) s also erformed The exermens laform was a ersonal comuer wh Penum 4, 36GHZ CPU, 51 M memory, and Wndows XP The alorhm was mlemened by Malab 7 In our mehod, he unconsraned omzaon roblem was soled by calln he funcon bnro( ) n Malab These exermenal arameers were se as follows: he confdence alue of es s 95%, S=3, lm=1 F True Asa nework F 3 Beer Bayesan nework learned by our mehod For Asa nework, under daase s 8, oulaon sze s 3, maxcycle=3, our mehod can fnd beer nework(see F 3); howeer he mehod [15] needs he daasze s 8, oulaon sze s 3, maxcycle=6 Moreoer, wh a samle sze of 1, maxcycle= and oulaon sze of 15, our mehod fnds he bes nework srucure(he relaon beween er and score s en n F 4); howeer, he mehod [15] needs he daasze s 15, maxcycle=3 and oulaon sze of 15 From he comarson, can be seen ha our mehod s more effcency F 4 Relaon of eraon and score 5 Conclusons We hae deeloed a new bybrd alorhm for learnn Bayesan nework based on ABC and PSO alorhms Our alorhm frs soled he unconsraned omzaon roblem o oban an undreced rah Ths rocedure can effecely resrc he sace of canddae soluons, so ha many unnecessary searches can be aoded The alorhm was esed on a sandard nework srucure The exermenal resuls llusrae ha he new alorhm s sueror boh n erms of qualy of he soluons and comuaonal me References 136 Volume 1, Number, March 15

8 [1] Heckerman, D, Geer, D, e al (1995) Learnn Bayesan neworks: The combnaon of knowlede and sascal daa Machne Learnn,, [] J, J Z, Hu, R B, Zhan, H X, e al (11) A hybrd mehod for learnn Bayesan neworks based on an colony omzaon Aled Sof Comun, 11(4), [3] Pno, P C, Naele, A, Dejon, M, e al (9) Usn a local dscoery an alorhm for Bayesan nework srucure learnn IEEE Transacons on Eoluonary Comuaon, 13(4), [4] J, J Z, Hu, R B, & Lu, C N (9) A Bayesan nework learnn alorhm based on ndeendence es and an colony omzaon Aca Auom Snca, 35(3), [5] Lus, M C, Juan, M F, Jose, A G, e al () An colony omzaon for learnn Bayesan neworks Inernaonal Journal of Aroxmae Reasonn, 31, [6] Chen, J, Grener, R, Kelly, J, e al () Learnn bref neworks from daa: an nformaon heory based aroach Arfcal Inellence, 137, 43-9 [7] De Camos, L M, & Huee, J F () A new aroach for learnn belef neworks usn ndeendence crera Inernaonal Journal of Aroxmae Reasonn, 4(1), [8] De Camos, L M, Fernandez-Luna, J M, Ganez, J A, e al () An colony omzaon for learnn Bayesan neworks Inernaonal Journal of Aroxmae Reasonn, 31(3), [9] Larranaa, P, Poza, M, Yurramend, Y, e al (1996) Srucure learnn of Bayesan nework by enec alorhms: a erformance analyss of conrol arameers IEEE Transacons on Paern Analyss and Machne Inellence, 18(9), [1] Jose, A G, & Jose, M P () Searchn for he bes elmnaon sequence n Bayesan neworks by usn an colony omzaon Paern Reconon Leers, 3(1-3), [11] Man, L W, & Kwon, S L (4) An effcen daa mnn mehod for learnn Bayesan neworks usn an eoluonary alorhm-based hybrd aroach IEEE Transacons on Eoluonary Comuaon, 8(4), [1] Wan, T, & Yan, J (1) A heursc mehod for learnn Bayesan neworks usn dscree arcle swarm omzaon Knowlede and Informaon Sysems, 4, [13] Karaboa, D, & Basurk, B (1) On he erformance of arfcal bee colony (ABC) alorhm Aled Sof Comun, 4, [14] J, J Z, We, H K, & Lu, C N (13) An arfcal bee colony alorhm for learnn Bayesan neworks Sof Comun, 17(6), [15] Wan, C F, & L, J C (13) Hybrd arcle swarm alorhm for learnn Bayesan nework srucure Scence and Technoloy Reew, 31(), 5-55 Wan Chun-Fen was born n 1978 He receed hs MS deree n 6 from Henan Normal Unersy He receed hs PhD deree n 1 n Xdan Unersy Hs research neress nclude omzaon heory and s alcaons, Bayesan nework learnn Lu Ku was born n 1978 n Jaozuo, Henan Pronce, Chna, n 198 He receed hs BA deree n mahemacs and aled mahemacs from Henan Normal Unersy, Xnxan, Chna, n 4, he MS deree n aled mahemacs from Xdan Unersy, X an, Chna, n 8, and he PhD deree n aled mahemacs from Xdan Unersy, X an, Chna Hs research neress nclude wreless sensor neworks omzaon and dynamc neworkn echnoloy 137 Volume 1, Number, March 15

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas)

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas) Lecure 8: The Lalace Transform (See Secons 88- and 47 n Boas) Recall ha our bg-cure goal s he analyss of he dfferenal equaon, ax bx cx F, where we emloy varous exansons for he drvng funcon F deendng on

More information

Outline. Energy-Efficient Target Coverage in Wireless Sensor Networks. Sensor Node. Introduction. Characteristics of WSN

Outline. Energy-Efficient Target Coverage in Wireless Sensor Networks. Sensor Node. Introduction. Characteristics of WSN Ener-Effcen Tare Coverae n Wreless Sensor Newors Presened b M Trà Tá -4-4 Inroducon Bacround Relaed Wor Our Proosal Oulne Maxmum Se Covers (MSC) Problem MSC Problem s NP-Comlee MSC Heursc Concluson Sensor

More information

FI 3103 Quantum Physics

FI 3103 Quantum Physics /9/4 FI 33 Quanum Physcs Aleander A. Iskandar Physcs of Magnesm and Phooncs Research Grou Insu Teknolog Bandung Basc Conces n Quanum Physcs Probably and Eecaon Value Hesenberg Uncerany Prncle Wave Funcon

More information

Chapter Lagrangian Interpolation

Chapter Lagrangian Interpolation Chaper 5.4 agrangan Inerpolaon Afer readng hs chaper you should be able o:. dere agrangan mehod of nerpolaon. sole problems usng agrangan mehod of nerpolaon and. use agrangan nerpolans o fnd deraes and

More information

Pattern Classification (III) & Pattern Verification

Pattern Classification (III) & Pattern Verification Preare by Prof. Hu Jang CSE638 --4 CSE638 3. Seech & Language Processng o.5 Paern Classfcaon III & Paern Verfcaon Prof. Hu Jang Dearmen of Comuer Scence an Engneerng York Unversy Moel Parameer Esmaon Maxmum

More information

A New Approach for Solving the Unit Commitment Problem by Adaptive Particle Swarm Optimization

A New Approach for Solving the Unit Commitment Problem by Adaptive Particle Swarm Optimization A New Aroach for Solvn he Un Commmen Problem by Adave Parcle Swarm Omzaon V.S. Paala, Suden Member, IEEE, and I. Erlch, Senor Member, IEEE Absrac Ths aer resens a new aroach for formulan he un commmen

More information

Foundations of State Estimation Part II

Foundations of State Estimation Part II Foundaons of Sae Esmaon Par II Tocs: Hdden Markov Models Parcle Flers Addonal readng: L.R. Rabner, A uoral on hdden Markov models," Proceedngs of he IEEE, vol. 77,. 57-86, 989. Sequenal Mone Carlo Mehods

More information

Advanced time-series analysis (University of Lund, Economic History Department)

Advanced time-series analysis (University of Lund, Economic History Department) Advanced me-seres analss (Unvers of Lund, Economc Hsor Dearmen) 3 Jan-3 Februar and 6-3 March Lecure 4 Economerc echnues for saonar seres : Unvarae sochasc models wh Box- Jenns mehodolog, smle forecasng

More information

A New Method for Computing EM Algorithm Parameters in Speaker Identification Using Gaussian Mixture Models

A New Method for Computing EM Algorithm Parameters in Speaker Identification Using Gaussian Mixture Models 0 IACSI Hong Kong Conferences IPCSI vol. 9 (0) (0) IACSI Press, Sngaore A New ehod for Comung E Algorhm Parameers n Seaker Idenfcaon Usng Gaussan xure odels ohsen Bazyar +, Ahmad Keshavarz, and Khaoon

More information

( ) () we define the interaction representation by the unitary transformation () = ()

( ) () we define the interaction representation by the unitary transformation () = () Hgher Order Perurbaon Theory Mchael Fowler 3/7/6 The neracon Represenaon Recall ha n he frs par of hs course sequence, we dscussed he chrödnger and Hesenberg represenaons of quanum mechancs here n he chrödnger

More information

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS R&RATA # Vol.) 8, March FURTHER AALYSIS OF COFIDECE ITERVALS FOR LARGE CLIET/SERVER COMPUTER ETWORKS Vyacheslav Abramov School of Mahemacal Scences, Monash Unversy, Buldng 8, Level 4, Clayon Campus, Wellngon

More information

NPTEL Project. Econometric Modelling. Module23: Granger Causality Test. Lecture35: Granger Causality Test. Vinod Gupta School of Management

NPTEL Project. Econometric Modelling. Module23: Granger Causality Test. Lecture35: Granger Causality Test. Vinod Gupta School of Management P age NPTEL Proec Economerc Modellng Vnod Gua School of Managemen Module23: Granger Causaly Tes Lecure35: Granger Causaly Tes Rudra P. Pradhan Vnod Gua School of Managemen Indan Insue of Technology Kharagur,

More information

Robustness Experiments with Two Variance Components

Robustness Experiments with Two Variance Components Naonal Insue of Sandards and Technology (NIST) Informaon Technology Laboraory (ITL) Sascal Engneerng Dvson (SED) Robusness Expermens wh Two Varance Componens by Ana Ivelsse Avlés avles@ns.gov Conference

More information

An ant colony optimization solution to the integrated generation and transmission maintenance scheduling problem

An ant colony optimization solution to the integrated generation and transmission maintenance scheduling problem JOURNAL OF OTOELECTRONICS AND ADVANCED MATERIALS Vol. 0, No. 5, May 008,. 46-50 An an colony omzaon soluon o he negraed generaon and ransmsson manenance schedulng roblem. S. GEORGILAKIS *,. G. VERNADOS

More information

Variants of Pegasos. December 11, 2009

Variants of Pegasos. December 11, 2009 Inroducon Varans of Pegasos SooWoong Ryu bshboy@sanford.edu December, 009 Youngsoo Cho yc344@sanford.edu Developng a new SVM algorhm s ongong research opc. Among many exng SVM algorhms, we wll focus on

More information

EP2200 Queuing theory and teletraffic systems. 3rd lecture Markov chains Birth-death process - Poisson process. Viktoria Fodor KTH EES

EP2200 Queuing theory and teletraffic systems. 3rd lecture Markov chains Birth-death process - Poisson process. Viktoria Fodor KTH EES EP Queung heory and eleraffc sysems 3rd lecure Marov chans Brh-deah rocess - Posson rocess Vora Fodor KTH EES Oulne for oday Marov rocesses Connuous-me Marov-chans Grah and marx reresenaon Transen and

More information

Area Minimization of Power Distribution Network Using Efficient Nonlinear. Programming Techniques *

Area Minimization of Power Distribution Network Using Efficient Nonlinear. Programming Techniques * Area Mnmzaon of Power Dsrbuon Newor Usn Effcen Nonlnear Prorammn Technques * Xaoha Wu 1, Xanlon Hon 1, Yc Ca 1, C.K.Chen, Jun Gu 3 and Wayne Da 4 1 De. Of Comuer Scence and Technoloy, Tsnhua Unversy, Bejn,

More information

Cubic Bezier Homotopy Function for Solving Exponential Equations

Cubic Bezier Homotopy Function for Solving Exponential Equations Penerb Journal of Advanced Research n Compung and Applcaons ISSN (onlne: 46-97 Vol. 4, No.. Pages -8, 6 omoopy Funcon for Solvng Eponenal Equaons S. S. Raml *,,. Mohamad Nor,a, N. S. Saharzan,b and M.

More information

A Cell Decomposition Approach to Online Evasive Path Planning and the Video Game Ms. Pac-Man

A Cell Decomposition Approach to Online Evasive Path Planning and the Video Game Ms. Pac-Man Cell Decomoson roach o Onlne Evasve Pah Plannng and he Vdeo ame Ms. Pac-Man reg Foderaro Vram Raju Slva Ferrar Laboraory for Inellgen Sysems and Conrols LISC Dearmen of Mechancal Engneerng and Maerals

More information

Normal Random Variable and its discriminant functions

Normal Random Variable and its discriminant functions Noral Rando Varable and s dscrnan funcons Oulne Noral Rando Varable Properes Dscrnan funcons Why Noral Rando Varables? Analycally racable Works well when observaon coes for a corruped snle prooype 3 The

More information

New M-Estimator Objective Function. in Simultaneous Equations Model. (A Comparative Study)

New M-Estimator Objective Function. in Simultaneous Equations Model. (A Comparative Study) Inernaonal Mahemacal Forum, Vol. 8, 3, no., 7 - HIKARI Ld, www.m-hkar.com hp://dx.do.org/.988/mf.3.3488 New M-Esmaor Objecve Funcon n Smulaneous Equaons Model (A Comparave Sudy) Ahmed H. Youssef Professor

More information

Existence and Uniqueness Results for Random Impulsive Integro-Differential Equation

Existence and Uniqueness Results for Random Impulsive Integro-Differential Equation Global Journal of Pure and Appled Mahemacs. ISSN 973-768 Volume 4, Number 6 (8), pp. 89-87 Research Inda Publcaons hp://www.rpublcaon.com Exsence and Unqueness Resuls for Random Impulsve Inegro-Dfferenal

More information

Chapter 3: Signed-rank charts

Chapter 3: Signed-rank charts Chaer : gned-ran chars.. The hewhar-ye conrol char... Inroducon As menoned n Chaer, samles of fxed sze are aen a regular nervals and he long sasc s hen loed. The queson s: Whch qualy arameer should be

More information

A New Generalized Gronwall-Bellman Type Inequality

A New Generalized Gronwall-Bellman Type Inequality 22 Inernaonal Conference on Image, Vson and Comung (ICIVC 22) IPCSIT vol. 5 (22) (22) IACSIT Press, Sngaore DOI:.7763/IPCSIT.22.V5.46 A New Generalzed Gronwall-Bellman Tye Ineualy Qnghua Feng School of

More information

Approximate Analytic Solution of (2+1) - Dimensional Zakharov-Kuznetsov(Zk) Equations Using Homotopy

Approximate Analytic Solution of (2+1) - Dimensional Zakharov-Kuznetsov(Zk) Equations Using Homotopy Arcle Inernaonal Journal of Modern Mahemacal Scences, 4, (): - Inernaonal Journal of Modern Mahemacal Scences Journal homepage: www.modernscenfcpress.com/journals/jmms.aspx ISSN: 66-86X Florda, USA Approxmae

More information

Attribute Reduction Algorithm Based on Discernibility Matrix with Algebraic Method GAO Jing1,a, Ma Hui1, Han Zhidong2,b

Attribute Reduction Algorithm Based on Discernibility Matrix with Algebraic Method GAO Jing1,a, Ma Hui1, Han Zhidong2,b Inernaonal Indusral Informacs and Compuer Engneerng Conference (IIICEC 05) Arbue educon Algorhm Based on Dscernbly Marx wh Algebrac Mehod GAO Jng,a, Ma Hu, Han Zhdong,b Informaon School, Capal Unversy

More information

Nonlinear System Modeling Using GA-based B-spline Membership Fuzzy-Neural Networks

Nonlinear System Modeling Using GA-based B-spline Membership Fuzzy-Neural Networks nd Inernaonal Conference on Auonomous Robos and Agens December 3-5, 4 Palmerson Nor, New Zealand Absrac Nonlnear Sysem Modelng Usng GA-based B-slne Members Fuzzy-Neural Newors Y-Guang Leu Dearmen of Elecronc

More information

Department of Economics University of Warsaw Warsaw, Poland Długa Str. 44/50.

Department of Economics University of Warsaw Warsaw, Poland Długa Str. 44/50. MIGRATIOS OF HETEROGEEOUS POPULATIO OF DRIVERS ACROSS CLASSES OF A BOUS-MALUS SYSTEM BY WOJCIECH OTTO Dearmen of Economcs Unversy of Warsaw 00-24 Warsaw Poland Długa Sr. 44/50 woo@wne.uw.edu.l . ITRODUCTIO

More information

TSS = SST + SSE An orthogonal partition of the total SS

TSS = SST + SSE An orthogonal partition of the total SS ANOVA: Topc 4. Orhogonal conrass [ST&D p. 183] H 0 : µ 1 = µ =... = µ H 1 : The mean of a leas one reamen group s dfferen To es hs hypohess, a basc ANOVA allocaes he varaon among reamen means (SST) equally

More information

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION INTERNATIONAL TRADE T. J. KEHOE UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 27 EXAMINATION Please answer wo of he hree quesons. You can consul class noes, workng papers, and arcles whle you are workng on he

More information

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s Ordnary Dfferenal Equaons n Neuroscence wh Malab eamples. Am - Gan undersandng of how o se up and solve ODE s Am Undersand how o se up an solve a smple eample of he Hebb rule n D Our goal a end of class

More information

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany Herarchcal Markov Normal Mxure models wh Applcaons o Fnancal Asse Reurns Appendx: Proofs of Theorems and Condonal Poseror Dsrbuons John Geweke a and Gann Amsano b a Deparmens of Economcs and Sascs, Unversy

More information

PHYS 705: Classical Mechanics. Canonical Transformation

PHYS 705: Classical Mechanics. Canonical Transformation PHYS 705: Classcal Mechancs Canoncal Transformaon Canoncal Varables and Hamlonan Formalsm As we have seen, n he Hamlonan Formulaon of Mechancs,, are ndeenden varables n hase sace on eual foong The Hamlon

More information

Motion in Two Dimensions

Motion in Two Dimensions Phys 1 Chaper 4 Moon n Two Dmensons adzyubenko@csub.edu hp://www.csub.edu/~adzyubenko 005, 014 A. Dzyubenko 004 Brooks/Cole 1 Dsplacemen as a Vecor The poson of an objec s descrbed by s poson ecor, r The

More information

Endogeneity. Is the term given to the situation when one or more of the regressors in the model are correlated with the error term such that

Endogeneity. Is the term given to the situation when one or more of the regressors in the model are correlated with the error term such that s row Endogeney Is he erm gven o he suaon when one or more of he regressors n he model are correlaed wh he error erm such ha E( u 0 The 3 man causes of endogeney are: Measuremen error n he rgh hand sde

More information

Chapter 6: AC Circuits

Chapter 6: AC Circuits Chaper 6: AC Crcus Chaper 6: Oulne Phasors and he AC Seady Sae AC Crcus A sable, lnear crcu operang n he seady sae wh snusodal excaon (.e., snusodal seady sae. Complee response forced response naural response.

More information

Comparison of Differences between Power Means 1

Comparison of Differences between Power Means 1 In. Journal of Mah. Analyss, Vol. 7, 203, no., 5-55 Comparson of Dfferences beween Power Means Chang-An Tan, Guanghua Sh and Fe Zuo College of Mahemacs and Informaon Scence Henan Normal Unversy, 453007,

More information

First-order piecewise-linear dynamic circuits

First-order piecewise-linear dynamic circuits Frs-order pecewse-lnear dynamc crcus. Fndng he soluon We wll sudy rs-order dynamc crcus composed o a nonlnear resse one-por, ermnaed eher by a lnear capacor or a lnear nducor (see Fg.. Nonlnear resse one-por

More information

Solution in semi infinite diffusion couples (error function analysis)

Solution in semi infinite diffusion couples (error function analysis) Soluon n sem nfne dffuson couples (error funcon analyss) Le us consder now he sem nfne dffuson couple of wo blocks wh concenraon of and I means ha, n a A- bnary sysem, s bondng beween wo blocks made of

More information

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005 Dynamc Team Decson Theory EECS 558 Proec Shruvandana Sharma and Davd Shuman December 0, 005 Oulne Inroducon o Team Decson Theory Decomposon of he Dynamc Team Decson Problem Equvalence of Sac and Dynamc

More information

Advanced Machine Learning & Perception

Advanced Machine Learning & Perception Advanced Machne Learnng & Percepon Insrucor: Tony Jebara SVM Feaure & Kernel Selecon SVM Eensons Feaure Selecon (Flerng and Wrappng) SVM Feaure Selecon SVM Kernel Selecon SVM Eensons Classfcaon Feaure/Kernel

More information

グラフィカルモデルによる推論 確率伝搬法 (2) Kenji Fukumizu The Institute of Statistical Mathematics 計算推論科学概論 II (2010 年度, 後期 )

グラフィカルモデルによる推論 確率伝搬法 (2) Kenji Fukumizu The Institute of Statistical Mathematics 計算推論科学概論 II (2010 年度, 後期 ) グラフィカルモデルによる推論 確率伝搬法 Kenj Fukuzu he Insue of Sascal Maheacs 計算推論科学概論 II 年度 後期 Inference on Hdden Markov Model Inference on Hdden Markov Model Revew: HMM odel : hdden sae fne Inference Coue... for any Naïve

More information

Chapters 2 Kinematics. Position, Distance, Displacement

Chapters 2 Kinematics. Position, Distance, Displacement Chapers Knemacs Poson, Dsance, Dsplacemen Mechancs: Knemacs and Dynamcs. Knemacs deals wh moon, bu s no concerned wh he cause o moon. Dynamcs deals wh he relaonshp beween orce and moon. The word dsplacemen

More information

THEORETICAL AUTOCORRELATIONS. ) if often denoted by γ. Note that

THEORETICAL AUTOCORRELATIONS. ) if often denoted by γ. Note that THEORETICAL AUTOCORRELATIONS Cov( y, y ) E( y E( y))( y E( y)) ρ = = Var( y) E( y E( y)) =,, L ρ = and Cov( y, y ) s ofen denoed by whle Var( y ) f ofen denoed by γ. Noe ha γ = γ and ρ = ρ and because

More information

FTCS Solution to the Heat Equation

FTCS Solution to the Heat Equation FTCS Soluon o he Hea Equaon ME 448/548 Noes Gerald Reckenwald Porland Sae Unversy Deparmen of Mechancal Engneerng gerry@pdxedu ME 448/548: FTCS Soluon o he Hea Equaon Overvew Use he forward fne d erence

More information

Dynamic Multi-Level Capacitated and Uncapacitated Location Problems: an approach using primal-dual heuristics

Dynamic Multi-Level Capacitated and Uncapacitated Location Problems: an approach using primal-dual heuristics Dynamc Mul-Leel Caacaed and Uncaacaed Locaon Problems: an aroach usng rmal-dual heurscs JOANA DIAS (), M. EUGÉNIA CAPIVO () AND JOÃO CLÍMACO () ()Faculdade de Economa and INESC-Combra Unersdade de Combra

More information

Forecast of Stock Index Volatility Using Grey GARCH-Type Models

Forecast of Stock Index Volatility Using Grey GARCH-Type Models Send Orders for Rerns o rerns@benhamscence.ae he Oen Cybernecs & Sysemcs Journal, 015, 9, 93-98 93 Oen Access Forecas of Sock Index Volaly Usng Grey GARCH-ye Models L-Yan Geng 1, and Zhan-Fu Zhang 1 School

More information

Sensor Scheduling for Multiple Parameters Estimation Under Energy Constraint

Sensor Scheduling for Multiple Parameters Estimation Under Energy Constraint Sensor Scheduln for Mulple Parameers Esmaon Under Enery Consran Y Wan, Mnyan Lu and Demoshens Tenekezs Deparmen of Elecrcal Enneern and Compuer Scence Unversy of Mchan, Ann Arbor, MI {yws,mnyan,eneke}@eecs.umch.edu

More information

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim Korean J. Mah. 19 (2011), No. 3, pp. 263 272 GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS Youngwoo Ahn and Kae Km Absrac. In he paper [1], an explc correspondence beween ceran

More information

PHYS 1443 Section 001 Lecture #4

PHYS 1443 Section 001 Lecture #4 PHYS 1443 Secon 001 Lecure #4 Monda, June 5, 006 Moon n Two Dmensons Moon under consan acceleraon Projecle Moon Mamum ranges and heghs Reerence Frames and relae moon Newon s Laws o Moon Force Newon s Law

More information

Robust and Accurate Cancer Classification with Gene Expression Profiling

Robust and Accurate Cancer Classification with Gene Expression Profiling Robus and Accurae Cancer Classfcaon wh Gene Expresson Proflng (Compuaonal ysems Bology, 2005) Auhor: Hafeng L, Keshu Zhang, ao Jang Oulne Background LDA (lnear dscrmnan analyss) and small sample sze problem

More information

Comparison of the Bayesian and Maximum Likelihood Estimation for Weibull Distribution

Comparison of the Bayesian and Maximum Likelihood Estimation for Weibull Distribution Joural of Mahemacs ad Sascs 6 (2): 1-14, 21 ISSN 1549-3644 21 Scece Publcaos Comarso of he Bayesa ad Maxmum Lkelhood Esmao for Webull Dsrbuo Al Omar Mohammed Ahmed, Hadeel Salm Al-Kuub ad Noor Akma Ibrahm

More information

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!) i+1,q - [(! ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal

More information

EECS 427 Lecture 5: Logical Effort. Reminders

EECS 427 Lecture 5: Logical Effort. Reminders 9//009 EES 47 Lecure 5: Local Eor Readn: handou Remnders Semnar announcemen: Dr. Mchael Mcorquodale, TO and ounder, Mobus Mcrosysems Toc: Srah Down he rooked Pah The Dynamc Process o ommercalzn Research

More information

Critical Evaluation of FBD, PQ and Generalized Non-Active Power Theories

Critical Evaluation of FBD, PQ and Generalized Non-Active Power Theories Crcal Ealuaon of FBD, PQ and Generalzed Non-Ace Power Theores Keywords Fan Xu 1, Leon M. Tolber 1,, Yan Xu 1 The Unersy of Tennessee, Knoxlle, TN 37996-1, USA Oak Rdge Naonal Laboraory, Oak Rdge, TN 37831,

More information

OP = OO' + Ut + Vn + Wb. Material We Will Cover Today. Computer Vision Lecture 3. Multi-view Geometry I. Amnon Shashua

OP = OO' + Ut + Vn + Wb. Material We Will Cover Today. Computer Vision Lecture 3. Multi-view Geometry I. Amnon Shashua Comuer Vson 27 Lecure 3 Mul-vew Geomer I Amnon Shashua Maeral We Wll Cover oa he srucure of 3D->2D rojecon mar omograh Marces A rmer on rojecve geomer of he lane Eolar Geomer an Funamenal Mar ebrew Unvers

More information

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model BGC1: Survval and even hsory analyss Oslo, March-May 212 Monday May 7h and Tuesday May 8h The addve regresson model Ørnulf Borgan Deparmen of Mahemacs Unversy of Oslo Oulne of program: Recapulaon Counng

More information

On One Analytic Method of. Constructing Program Controls

On One Analytic Method of. Constructing Program Controls Appled Mahemacal Scences, Vol. 9, 05, no. 8, 409-407 HIKARI Ld, www.m-hkar.com hp://dx.do.org/0.988/ams.05.54349 On One Analyc Mehod of Consrucng Program Conrols A. N. Kvko, S. V. Chsyakov and Yu. E. Balyna

More information

Inverse Joint Moments of Multivariate. Random Variables

Inverse Joint Moments of Multivariate. Random Variables In J Conem Mah Scences Vol 7 0 no 46 45-5 Inverse Jon Momens of Mulvarae Rom Varables M A Hussan Dearmen of Mahemacal Sascs Insue of Sascal Sudes Research ISSR Caro Unversy Egy Curren address: Kng Saud

More information

MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES. Institute for Mathematical Research, Universiti Putra Malaysia, UPM Serdang, Selangor, Malaysia

MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES. Institute for Mathematical Research, Universiti Putra Malaysia, UPM Serdang, Selangor, Malaysia Malaysan Journal of Mahemacal Scences 9(2): 277-300 (2015) MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES Journal homeage: h://ensemumedumy/journal A Mehod for Deermnng -Adc Orders of Facorals 1* Rafka Zulkal,

More information

Lecture 2: Telegrapher Equations For Transmission Lines. Power Flow.

Lecture 2: Telegrapher Equations For Transmission Lines. Power Flow. Whies, EE 481/581 Lecure 2 Page 1 of 13 Lecure 2: Telegraher Equaions For Transmission Lines. Power Flow. Microsri is one mehod for making elecrical connecions in a microwae circui. I is consruced wih

More information

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4 CS434a/54a: Paern Recognon Prof. Olga Veksler Lecure 4 Oulne Normal Random Varable Properes Dscrmnan funcons Why Normal Random Varables? Analycally racable Works well when observaon comes form a corruped

More information

A Novel Hybrid Algorithm for Multi-Period Production Scheduling of Jobs in Virtual Cellular Manufacturing Systems

A Novel Hybrid Algorithm for Multi-Period Production Scheduling of Jobs in Virtual Cellular Manufacturing Systems roceengs of he Worl Congress on Engneerng 2011 Vol I July 6-8 2011 Lonon U.K. A Novel Hybr Algorhm for Mul-ero roucon Scheulng of Jobs n Vrual Cellular Manufacurng Sysems K.L. Ma J. Ma Absrac Vrual cellular

More information

Introduction to Boosting

Introduction to Boosting Inroducon o Boosng Cynha Rudn PACM, Prnceon Unversy Advsors Ingrd Daubeches and Rober Schapre Say you have a daabase of news arcles, +, +, -, -, +, +, -, -, +, +, -, -, +, +, -, + where arcles are labeled

More information

EE241 - Spring 2003 Advanced Digital Integrated Circuits

EE241 - Spring 2003 Advanced Digital Integrated Circuits EE4 EE4 - rn 00 Advanced Dal Ineraed rcus Lecure 9 arry-lookahead Adders B. Nkolc, J. Rabaey arry-lookahead Adders Adder rees» Radx of a ree» Mnmum deh rees» arse rees Loc manulaons» onvenonal vs. Ln»

More information

CS286.2 Lecture 14: Quantum de Finetti Theorems II

CS286.2 Lecture 14: Quantum de Finetti Theorems II CS286.2 Lecure 14: Quanum de Fne Theorems II Scrbe: Mara Okounkova 1 Saemen of he heorem Recall he las saemen of he quanum de Fne heorem from he prevous lecure. Theorem 1 Quanum de Fne). Le ρ Dens C 2

More information

Keywords: Hedonic regressions; hedonic indexes; consumer price indexes; superlative indexes.

Keywords: Hedonic regressions; hedonic indexes; consumer price indexes; superlative indexes. Hedonc Imuaon versus Tme Dummy Hedonc Indexes Erwn Dewer, Saeed Herav and Mck Slver December 5, 27 (wh a commenary by Jan de Haan) Dscusson Paer 7-7, Dearmen of Economcs, Unversy of Brsh Columba, 997-873

More information

Hidden Markov Models with Kernel Density Estimation of Emission Probabilities and their Use in Activity Recognition

Hidden Markov Models with Kernel Density Estimation of Emission Probabilities and their Use in Activity Recognition Hdden Markov Models wh Kernel Densy Esmaon of Emsson Probables and her Use n Acvy Recognon Massmo Pccard Faculy of Informaon echnology Unversy of echnology, Sydney massmo@.us.edu.au Absrac In hs aer, we

More information

THE POLYNOMIAL TENSOR INTERPOLATION

THE POLYNOMIAL TENSOR INTERPOLATION Pease ce hs arce as: Grzegorz Berna, Ana Ceo, The oynoma ensor neroaon, Scenfc Research of he Insue of Mahemacs and Comuer Scence, 28, oume 7, Issue, ages 5-. The webse: h://www.amcm.cz./ Scenfc Research

More information

January Examinations 2012

January Examinations 2012 Page of 5 EC79 January Examnaons No. of Pages: 5 No. of Quesons: 8 Subjec ECONOMICS (POSTGRADUATE) Tle of Paper EC79 QUANTITATIVE METHODS FOR BUSINESS AND FINANCE Tme Allowed Two Hours ( hours) Insrucons

More information

Data Collection Definitions of Variables - Conceptualize vs Operationalize Sample Selection Criteria Source of Data Consistency of Data

Data Collection Definitions of Variables - Conceptualize vs Operationalize Sample Selection Criteria Source of Data Consistency of Data Apply Sascs and Economercs n Fnancal Research Obj. of Sudy & Hypoheses Tesng From framework objecves of sudy are needed o clarfy, hen, n research mehodology he hypoheses esng are saed, ncludng esng mehods.

More information

Graduate Macroeconomics 2 Problem set 5. - Solutions

Graduate Macroeconomics 2 Problem set 5. - Solutions Graduae Macroeconomcs 2 Problem se. - Soluons Queson 1 To answer hs queson we need he frms frs order condons and he equaon ha deermnes he number of frms n equlbrum. The frms frs order condons are: F K

More information

A New Hybrid Flower Pollination Algorithm for Solving Constrained Global Optimization Problems

A New Hybrid Flower Pollination Algorithm for Solving Constrained Global Optimization Problems Adv. En. Tec. Appl. No. -8 (0) Advanced Enneern Technoloy and Applcaon An Inernaonal Journal hp://d.do.or/0.78/aea/000 A New Hybrd Flower Pollnaon Alorhm for Solvn Consraned Global Opmzaon Problems Osama

More information

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Journal of Appled Mahemacs and Compuaonal Mechancs 3, (), 45-5 HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Sansław Kukla, Urszula Sedlecka Insue of Mahemacs,

More information

Probabilistic-Fuzzy Inference Procedures for Knowledge-Based Systems

Probabilistic-Fuzzy Inference Procedures for Knowledge-Based Systems Proceedngs of he 0h WSES nernaonal Conference on MTHEMTCL and COMPUTTOL METHODS n SCECE and EGEERG (MCMESE'08 Probablsc-Fuzzy nference Procedures for Knowledge-ased Sysems WLSZEK-SZEWSK Dearmen of Conrol

More information

Testing a new idea to solve the P = NP problem with mathematical induction

Testing a new idea to solve the P = NP problem with mathematical induction Tesng a new dea o solve he P = NP problem wh mahemacal nducon Bacground P and NP are wo classes (ses) of languages n Compuer Scence An open problem s wheher P = NP Ths paper ess a new dea o compare he

More information

SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β

SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β SARAJEVO JOURNAL OF MATHEMATICS Vol.3 (15) (2007), 137 143 SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β M. A. K. BAIG AND RAYEES AHMAD DAR Absrac. In hs paper, we propose

More information

ハイブリッドモンテカルロ法に よる実現確率的ボラティリティモデルのベイズ推定

ハイブリッドモンテカルロ法に よる実現確率的ボラティリティモデルのベイズ推定 ハイブリッドモンテカルロ法に よる実現確率的ボラティリティモデルのベイズ推定 Tesuya Takas Hrosma Unversy of Economcs Oulne of resenaon 1 Inroducon Realzed volaly 3 Realzed socasc volaly 4 Bayesan nference 5 Hybrd Mone Carlo 6 Mnmum Norm negraor

More information

Math 128b Project. Jude Yuen

Math 128b Project. Jude Yuen Mah 8b Proec Jude Yuen . Inroducon Le { Z } be a sequence of observed ndependen vecor varables. If he elemens of Z have a on normal dsrbuon hen { Z } has a mean vecor Z and a varancecovarance marx z. Geomercally

More information

Markov Chain applications to non parametric option pricing theory

Markov Chain applications to non parametric option pricing theory IJCSS Inernaonal Journal of Comuer Scence and ewor Secury, VOL.8 o.6, June 2008 99 Marov Chan alcaons o non aramerc oon rcng heory Summary In hs aer we roose o use a Marov chan n order o rce conngen clams.

More information

An introduction to Support Vector Machine

An introduction to Support Vector Machine An nroducon o Suppor Vecor Machne 報告者 : 黃立德 References: Smon Haykn, "Neural Neworks: a comprehensve foundaon, second edon, 999, Chaper 2,6 Nello Chrsann, John Shawe-Tayer, An Inroducon o Suppor Vecor Machnes,

More information

5th International Conference on Advanced Design and Manufacturing Engineering (ICADME 2015)

5th International Conference on Advanced Design and Manufacturing Engineering (ICADME 2015) 5h Inernaonal onference on Advanced Desgn and Manufacurng Engneerng (IADME 5 The Falure Rae Expermenal Sudy of Specal N Machne Tool hunshan He, a, *, La Pan,b and Bng Hu 3,c,,3 ollege of Mechancal and

More information

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair TECHNI Inernaonal Journal of Compung Scence Communcaon Technologes VOL.5 NO. July 22 (ISSN 974-3375 erformance nalyss for a Nework havng Sby edundan Un wh ang n epar Jendra Sngh 2 abns orwal 2 Deparmen

More information

Clustering (Bishop ch 9)

Clustering (Bishop ch 9) Cluserng (Bshop ch 9) Reference: Daa Mnng by Margare Dunham (a slde source) 1 Cluserng Cluserng s unsupervsed learnng, here are no class labels Wan o fnd groups of smlar nsances Ofen use a dsance measure

More information

2/20/2013. EE 101 Midterm 2 Review

2/20/2013. EE 101 Midterm 2 Review //3 EE Mderm eew //3 Volage-mplfer Model The npu ressance s he equalen ressance see when lookng no he npu ermnals of he amplfer. o s he oupu ressance. I causes he oupu olage o decrease as he load ressance

More information

Study on Multi-Target Tracking Based on Particle Filter Algorithm

Study on Multi-Target Tracking Based on Particle Filter Algorithm Research Journal of Aled Scences, Engneerng and Technology 5(2): 427-432, 213 ISSN: 24-7459; E-ISSN: 24-7467 axell Scenfc Organzaon, 213 Submed: ay 4, 212 Acceed: June 8, 212 Publshed: January 11, 213

More information

Design of Cosine Modulated Filter Bank Using Unconstrained Optimization Technique

Design of Cosine Modulated Filter Bank Using Unconstrained Optimization Technique Inernaonal Journal of Scence and Research (IJSR) ISSN (Onlne): 39-764 Index Coerncus Value (3): 6.4 Imac Facor (3): 4.438 Desgn of Cosne Modulaed Fler Bank Usng Unconsraned Omzaon Technque Shaheen, Dnesh

More information

Pavel Azizurovich Rahman Ufa State Petroleum Technological University, Kosmonavtov St., 1, Ufa, Russian Federation

Pavel Azizurovich Rahman Ufa State Petroleum Technological University, Kosmonavtov St., 1, Ufa, Russian Federation VOL., NO. 5, MARCH 8 ISSN 89-668 ARN Journal of Engneerng and Aled Scences 6-8 Asan Research ublshng Nework ARN. All rghs reserved. www.arnjournals.com A CALCULATION METHOD FOR ESTIMATION OF THE MEAN TIME

More information

Imperfect Information

Imperfect Information Imerfec Informaon Comlee Informaon - all layers know: Se of layers Se of sraeges for each layer Oucomes as a funcon of he sraeges Payoffs for each oucome (.e. uly funcon for each layer Incomlee Informaon

More information

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data Anne Chao Ncholas J Goell C seh lzabeh L ander K Ma Rober K Colwell and Aaron M llson 03 Rarefacon and erapolaon wh ll numbers: a framewor for samplng and esmaon n speces dversy sudes cology Monographs

More information

Relative controllability of nonlinear systems with delays in control

Relative controllability of nonlinear systems with delays in control Relave conrollably o nonlnear sysems wh delays n conrol Jerzy Klamka Insue o Conrol Engneerng, Slesan Techncal Unversy, 44- Glwce, Poland. phone/ax : 48 32 37227, {jklamka}@a.polsl.glwce.pl Keywor: Conrollably.

More information

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function MACROECONOMIC THEORY T J KEHOE ECON 87 SPRING 5 PROBLEM SET # Conder an overlappng generaon economy le ha n queon 5 on problem e n whch conumer lve for perod The uly funcon of he conumer born n perod,

More information

A New Generalisation of Sam-Solai s Multivariate symmetric Arcsine Distribution of Kind-1*

A New Generalisation of Sam-Solai s Multivariate symmetric Arcsine Distribution of Kind-1* IOSR Journal o Mahemacs IOSRJM ISSN: 78-578 Volume, Issue May-June 0, PP 4-48 www.osrournals.org A New Generalsaon o Sam-Sola s Mulvarae symmerc Arcsne Dsrbuon o Knd-* Dr. G.S. Davd Sam Jayaumar. Dr.A.Solarau.

More information

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys Dual Approxmae Dynamc Programmng for Large Scale Hydro Valleys Perre Carpener and Jean-Phlppe Chanceler 1 ENSTA ParsTech and ENPC ParsTech CMM Workshop, January 2016 1 Jon work wh J.-C. Alas, suppored

More information

INTEGRATION OF STATISTICAL SELECTION WITH SEARCH MECHANISM FOR SOLVING MULTI- OBJECTIVE SIMULATION-OPTIMIZATION PROBLEMS

INTEGRATION OF STATISTICAL SELECTION WITH SEARCH MECHANISM FOR SOLVING MULTI- OBJECTIVE SIMULATION-OPTIMIZATION PROBLEMS Proceedngs of he 006 Wner Smulaon Conference L F Perrone, F P Weland, J Lu, B G Lawson, D M Ncol, and R M Fujmoo, eds INTEGRATION OF STATISTICAL SELECTION WITH SEARCH MECHANISM FOR SOLVING MULTI- OBJECTIVE

More information

A NEW TECHNIQUE FOR SOLVING THE 1-D BURGERS EQUATION

A NEW TECHNIQUE FOR SOLVING THE 1-D BURGERS EQUATION S19 A NEW TECHNIQUE FOR SOLVING THE 1-D BURGERS EQUATION by Xaojun YANG a,b, Yugu YANG a*, Carlo CATTANI c, and Mngzheng ZHU b a Sae Key Laboraory for Geomechancs and Deep Underground Engneerng, Chna Unversy

More information

A novel kernel-pls method for object tracking

A novel kernel-pls method for object tracking valable onlne www.ocr.com Journal of Chemcal and Pharmaceucal Research, 204, 6(7):659-669 Research rcle ISSN : 0975-7384 CODEN(US) : JCPRC5 novel kernel-pls mehod for obec rackng Y Ouyang*, Yun Lng and

More information

Energy Storage Devices

Energy Storage Devices Energy Sorage Deces Objece of Lecure Descrbe he consrucon of a capacor and how charge s sored. Inroduce seeral ypes of capacors Dscuss he elecrcal properes of a capacor The relaonshp beween charge, olage,

More information

Application of ARIMA Model for River Discharges Analysis

Application of ARIMA Model for River Discharges Analysis Alcaon of ARIMA Model for Rver Dscharges Analyss Bhola NS Ghmre Journal of Neal Physcal Socey Volume 4, Issue 1, February 17 ISSN: 39-473X Edors: Dr. Go Chandra Kahle Dr. Devendra Adhkar Mr. Deeendra Parajul

More information

Cox Regression. Chapter 565. Introduction. The Cox Regression Model. Further Reading

Cox Regression. Chapter 565. Introduction. The Cox Regression Model. Further Reading NCSS Sascal Sofware Chaer 565 Inroducon Ths rocedure erforms Cox (rooronal hazards) regresson analyss, whch models he relaonsh beween a se of one or more covaraes and he hazard rae. Covaraes may be dscree

More information