Pub Date : 2019-08-22DOI: 10.1080/03610918.2019.1653914
W. V. M. E. Silva, F. Nascimento
The R package, MCMC4Extremes, provides functions which estimate posterior points for extreme-value distributions such as the Generalized Pareto Distribution (GPD), the Generalize Extreme Value (GEV...
{"title":"MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions","authors":"W. V. M. E. Silva, F. Nascimento","doi":"10.1080/03610918.2019.1653914","DOIUrl":"https://doi.org/10.1080/03610918.2019.1653914","url":null,"abstract":"The R package, MCMC4Extremes, provides functions which estimate posterior points for extreme-value distributions such as the Generalized Pareto Distribution (GPD), the Generalize Extreme Value (GEV...","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115953930","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-11-23DOI: 10.32604/csse.2018.33.299
Tao Jiang
Many Domain-Specific Modelling Languages (DSML) can not formally define their semantics, which inevitably brings many problems, such as accurate description and automatic verification of model properties. In this paper, we propose a formal description method of the structural semantics of DSML for verifying consistency of models built based on DSML. Firstly, domain indicating structural semantics of DSML is formally defined based on algebra, and then, we briefly describe our framework for formalizing DSML and verifying consistency of DSML and its models and use a classic case to illustrate our approach; based on this, we construct an automatic translator for formalizing DSML and its models. Finally, many successful experiments on automatic translating and automatic verifying show feasibility of our formal approach
{"title":"A Description Method for Formalizing Domain-Specific Modelling Language","authors":"Tao Jiang","doi":"10.32604/csse.2018.33.299","DOIUrl":"https://doi.org/10.32604/csse.2018.33.299","url":null,"abstract":"Many Domain-Specific Modelling Languages (DSML) can not formally define their semantics, which inevitably brings many problems, such as accurate description and automatic verification of model properties. In this paper, we propose a formal description method of the structural semantics of DSML for verifying consistency of models built based on DSML. Firstly, domain indicating structural semantics of DSML is formally defined based on algebra, and then, we briefly describe our framework for formalizing DSML and verifying consistency of DSML and its models and use a classic case to illustrate our approach; based on this, we construct an automatic translator for formalizing DSML and its models. Finally, many successful experiments on automatic translating and automatic verifying show feasibility of our formal approach","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128832114","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-11-01DOI: 10.32604/csse.2018.33.447
Reeseo Cha, Wonhong Nam, Jin-Young Choi
Many programming languages provides mechanism to guarantee the error ranges of exact numbers and intervals. However, when they are integrated with unreliable approximated numbers, we cannot rely on the error-ranges anymore. Such unreliable error-ranges may cause serious errors in programs, and especially in safety critical systems they cost us huge amount of money and/or threaten human’s life. Hence, in this paper, we propose a novel number system to safely perform arithmetic operations with guaranteed error ranges. In the number system, exact numbers are separated from approximated numbers, and approximated numbers with strictly guaranteed error-ranges are again separated from unwarranted numbers such as floating-point numbers. A three-valued logic is also shipped with our number system to appropriately deal with uncertainties due to approximations. A prototype implementation of our number system in Python is demonstrated. With this module, we can more reliably execute operations on numbers and make judgments on the conditions involving numbers
{"title":"Reliable Approximated Number System with Exact Bounds and Three-Valued Logic","authors":"Reeseo Cha, Wonhong Nam, Jin-Young Choi","doi":"10.32604/csse.2018.33.447","DOIUrl":"https://doi.org/10.32604/csse.2018.33.447","url":null,"abstract":"Many programming languages provides mechanism to guarantee the error ranges of exact numbers and intervals. However, when they are integrated with unreliable approximated numbers, we cannot rely on the error-ranges anymore. Such unreliable error-ranges may cause serious errors in programs, and especially in safety critical systems they cost us huge amount of money and/or threaten human’s life. Hence, in this paper, we propose a novel number system to safely perform arithmetic operations with guaranteed error ranges. In the number system, exact numbers are separated from approximated numbers, and approximated numbers with strictly guaranteed error-ranges are again separated from unwarranted numbers such as floating-point numbers. A three-valued logic is also shipped with our number system to appropriately deal with uncertainties due to approximations. A prototype implementation of our number system in Python is demonstrated. With this module, we can more reliably execute operations on numbers and make judgments on the conditions involving numbers","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133834437","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-01-05DOI: 10.32604/csse.2018.33.379
Shixio Wang, Jianhua He, Chen Wang, Xitong Li
Many Engineering Problems could be mathematically described by Final Value Problem, which is the inverse problem of Initial Value Problem. Accordingly, the paper studies the final value problem in the field of ODE problems and analyses the differences and relations between initial and final value problems. The more general new concept of the endpoints-value problem which could describe both initial and final problems is proposed. Further, we extend the concept into inner-interval value problem and arbitrary value problem and point out that both endpoints-value problem and inner-interval value problem are special forms of arbitrary value problem. Particularly, the existence and uniqueness of the solutions of final value problem and inner-interval value problem of first order ordinary differential equation are proved for discrete problems. The numerical calculation formulas of the problems are derived, and for each algorithm, we propose the convergence and stability conditions of them. Furthermore, multivariate and high-order final value problems are further studied, and the condition of fixed delay is also discussed in this paper. At last, the effectiveness of the considered methods is validated by numerical experiment.
{"title":"The Definition and Numerical Method of Final Value Problem and Arbitrary Value Problem","authors":"Shixio Wang, Jianhua He, Chen Wang, Xitong Li","doi":"10.32604/csse.2018.33.379","DOIUrl":"https://doi.org/10.32604/csse.2018.33.379","url":null,"abstract":"Many Engineering Problems could be mathematically described by Final Value Problem, which is the inverse problem of Initial Value Problem. Accordingly, the paper studies the final value problem in the field of ODE problems and analyses the differences and relations between initial and final value problems. The more general new concept of the endpoints-value problem which could describe both initial and final problems is proposed. Further, we extend the concept into inner-interval value problem and arbitrary value problem and point out that both endpoints-value problem and inner-interval value problem are special forms of arbitrary value problem. Particularly, the existence and uniqueness of the solutions of final value problem and inner-interval value problem of first order ordinary differential equation are proved for discrete problems. The numerical calculation formulas of the problems are derived, and for each algorithm, we propose the convergence and stability conditions of them. Furthermore, multivariate and high-order final value problems are further studied, and the condition of fixed delay is also discussed in this paper. At last, the effectiveness of the considered methods is validated by numerical experiment.","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129505332","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.32604/csse.2018.33.351
H. Su, Shuangshuang Wang, Dengfei Wang
To better solve the issue with abnormal failure of electric motor unit (EMU) brake pad resulted from various random factors in the ever-changing operating environment, in this paper, a new evaluation method of performance prediction and abnormity decision is proposed based on the Multivariate integrated random walk (MIRW) model. In this method, the state space model of the EMU brake pad performance degradation is firstly established. And then based on the observed data, the brake pad performance degradation trend is extracted by the fixed interval forward - backward smoothing algorithm. Based on it, the future degradation state can be predicted by Kalman predictor. Based on the obtained state estimation values, abnormal failure tolerance range (AFTR) can be determined applying Grubbs criterion to judge whether the brake pad is being in abnormal state before reaching the final failure or not as a new sample appears. In addition, the cumulative failure probability of the brake pad is estimated in the degradation process. Finally, the thickness data of a certain type of EMU brake pad is applied to predict the future degradation state and determine the abnormal condition, and the result shows that the proposed method is more efficient and accurate.
{"title":"Prediction and Abnormality Assertion on Emu Brake Pad Based on Multivariate Integrated Random Walk","authors":"H. Su, Shuangshuang Wang, Dengfei Wang","doi":"10.32604/csse.2018.33.351","DOIUrl":"https://doi.org/10.32604/csse.2018.33.351","url":null,"abstract":"To better solve the issue with abnormal failure of electric motor unit (EMU) brake pad resulted from various random factors in the ever-changing operating environment, in this paper, a new evaluation method of performance prediction and abnormity decision is proposed based on the Multivariate integrated random walk (MIRW) model. In this method, the state space model of the EMU brake pad performance degradation is firstly established. And then based on the observed data, the brake pad performance degradation trend is extracted by the fixed interval forward - backward smoothing algorithm. Based on it, the future degradation state can be predicted by Kalman predictor. Based on the obtained state estimation values, abnormal failure tolerance range (AFTR) can be determined applying Grubbs criterion to judge whether the brake pad is being in abnormal state before reaching the final failure or not as a new sample appears. In addition, the cumulative failure probability of the brake pad is estimated in the degradation process. Finally, the thickness data of a certain type of EMU brake pad is applied to predict the future degradation state and determine the abnormal condition, and the result shows that the proposed method is more efficient and accurate.","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129310734","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.32604/csse.2018.33.409
Mohamed el Boujnouni, M. Jedra
Support Vector Domain Description (SVDD) is an effective kernel-based method used for data description. It was motivated by the success of Support Vector Machine (SVM) and thus has inherited many of its attractive properties. It has been extensively used for novelty detection and has been applied successfully to a variety of classification problems. This classifier aims to find a sphere with minimal volume including the majority of examples that belong to the class of interest (positive) and excluding the most of examples that are either outliers or belong to other classes (negatives). In this paper we propose a new approach to improve the classification accuracy of SVDD. This objective will be achieved by exploiting the existence of negative examples in the training step, without increasing the computational time and memory resources required to solve the quadratic programming problem of that classifier. Simulation results on two challenging artificial problems, namely chessboard and two spirals, and four benchmark datasets have successfully validated the effectiveness of the proposed method.
{"title":"Improving Support Vector Domain Description by Maximizing the Distance Between Negative Examples and The Minimal Sphere Center's","authors":"Mohamed el Boujnouni, M. Jedra","doi":"10.32604/csse.2018.33.409","DOIUrl":"https://doi.org/10.32604/csse.2018.33.409","url":null,"abstract":"Support Vector Domain Description (SVDD) is an effective kernel-based method used for data description. It was motivated by the success of Support Vector Machine (SVM) and thus has inherited many of its attractive properties. It has been extensively used for novelty detection and has been applied successfully to a variety of classification problems. This classifier aims to find a sphere with minimal volume including the majority of examples that belong to the class of interest (positive) and excluding the most of examples that are either outliers or belong to other classes (negatives). In this paper we propose a new approach to improve the classification accuracy of SVDD. This objective will be achieved by exploiting the existence of negative examples in the training step, without increasing the computational time and memory resources required to solve the quadratic programming problem of that classifier. Simulation results on two challenging artificial problems, namely chessboard and two spirals, and four benchmark datasets have successfully validated the effectiveness of the proposed method.","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128903174","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1080/03610918.2020.1868512
Sajana O. Kunjunni, S. Abraham
Abstract This paper presents a robust method for robust estimation of quadratic discriminant analysis. The mean and covariance matrix for estimating quadratic discriminant rule is computed using a robust estimation method called Sn method established from a robust covariance estimator The performance of the proposed method is evaluated using the results of simulated samples. This outlier detection method is compared with some well-known methods available in the current literature. The application of the proposed method in real-life data is also executed in this paper.
{"title":"Robust quadratic discriminant analysis using Sn covariance","authors":"Sajana O. Kunjunni, S. Abraham","doi":"10.1080/03610918.2020.1868512","DOIUrl":"https://doi.org/10.1080/03610918.2020.1868512","url":null,"abstract":"Abstract This paper presents a robust method for robust estimation of quadratic discriminant analysis. The mean and covariance matrix for estimating quadratic discriminant rule is computed using a robust estimation method called Sn method established from a robust covariance estimator The performance of the proposed method is evaluated using the results of simulated samples. This outlier detection method is compared with some well-known methods available in the current literature. The application of the proposed method in real-life data is also executed in this paper.","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"116 12","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113935142","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1080/03610918.2019.1649421
A. Rodríguez-Sánchez, Román Salmerón-Gómez, Catalina García-García
Abstract In a linear regression, the coefficient of determination, R 2, is a relevant measure that represents the percentage of variation in the dependent variable that is explained by a set of independent variables. Thus, it measures the predictive ability of the estimated model. For an ordinary least squares (OLS) estimator, this coefficient is calculated from the decomposition of the sum of squares. However, when the model presents collinearity problems (a strong linear relation between the independent variables), the OLS estimation is unstable, and other estimation methodologies are proposed, with the ridge estimation being the most widely applied. This paper shows that the decomposition of the sum of squares is not verified in the ridge regression and proposes how the coefficient of determination should be calculated in this case.
{"title":"The coefficient of determination in the ridge regression","authors":"A. Rodríguez-Sánchez, Román Salmerón-Gómez, Catalina García-García","doi":"10.1080/03610918.2019.1649421","DOIUrl":"https://doi.org/10.1080/03610918.2019.1649421","url":null,"abstract":"Abstract In a linear regression, the coefficient of determination, R 2, is a relevant measure that represents the percentage of variation in the dependent variable that is explained by a set of independent variables. Thus, it measures the predictive ability of the estimated model. For an ordinary least squares (OLS) estimator, this coefficient is calculated from the decomposition of the sum of squares. However, when the model presents collinearity problems (a strong linear relation between the independent variables), the OLS estimation is unstable, and other estimation methodologies are proposed, with the ridge estimation being the most widely applied. This paper shows that the decomposition of the sum of squares is not verified in the ridge regression and proposes how the coefficient of determination should be calculated in this case.","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122153656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.32604/csse.2018.33.287
Yuhui Wang
Event-related topics in social networking services are always the epitome of heated society issues, therefore determining the significance of analyzing its evolution patterns. In this paper, we present a comprehensive survey on the tweets about "ransomware" in Sina Weibo, a famous social networking service similar to twitter in China. The keyword corresponds to a global ransomware attack in May 2017, on which our example event-related topics are based. We collect text data from sina Weibo and vectorize each tweets, before using a dynamic topic model to discover the event-related topics. The results of the topic model are explainable enough and help us to understand the evolution of those topics more thoroughly
{"title":"Topic Evolution Analysis in Social Networking Services: Taking Sina Weibo as an Example","authors":"Yuhui Wang","doi":"10.32604/csse.2018.33.287","DOIUrl":"https://doi.org/10.32604/csse.2018.33.287","url":null,"abstract":"Event-related topics in social networking services are always the epitome of heated society issues, therefore determining the significance of analyzing its evolution patterns. In this paper, we present a comprehensive survey on the tweets about \"ransomware\" in Sina Weibo, a famous social networking service similar to twitter in China. The keyword corresponds to a global ransomware attack in May 2017, on which our example event-related topics are based. We collect text data from sina Weibo and vectorize each tweets, before using a dynamic topic model to discover the event-related topics. The results of the topic model are explainable enough and help us to understand the evolution of those topics more thoroughly","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"76 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127715443","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.32604/csse.2018.33.389
Shuru Liu, P. He, Jiqiang Dang
The rapid development of industry brings great pressure on resource and environment, forcing people to explore the road of ecological development. In China, the level of regional industry ecological development differs from each other due to different economic level of regions. This paper establishes eco-industrialization index system from aspects of resource consumption, pollution emission, pollution abatement, economic and social development to reveal the connotation and characteristics of industry eco-industrialization, taking Shaanxi Province as an example, and adopts the principal component analysis to evaluate the industry eco-industrialization level of 2001-2015 in Shaanxi. The study shows that the level of industry eco-industrialization in Shaanxi Province is steadily improving, but the environmental protection and pollution control work still needs to be further strengthened. The current development process of industry eco-industrialization still faces hindrances from imperfection of environmental laws, insufficiency of government supervision, shortage of environmental protection planning, high energy consumption and ineffective implementation of cleaner production. Aiming at the hindrances, the paper suggests that Shaanxi should enhance the level of industry eco-industrialization by accelerating the construction of industrial ecological system, establishing environmental planning pilot system, improving resource utilization and promoting the key technological innovation and system integration of industry eco-industrialization.
{"title":"Evaluation of Industry Eco-Industrialization: Case Study of Shaanxi, China","authors":"Shuru Liu, P. He, Jiqiang Dang","doi":"10.32604/csse.2018.33.389","DOIUrl":"https://doi.org/10.32604/csse.2018.33.389","url":null,"abstract":"The rapid development of industry brings great pressure on resource and environment, forcing people to explore the road of ecological development. In China, the level of regional industry ecological development differs from each other due to different economic level of regions. This paper establishes eco-industrialization index system from aspects of resource consumption, pollution emission, pollution abatement, economic and social development to reveal the connotation and characteristics of industry eco-industrialization, taking Shaanxi Province as an example, and adopts the principal component analysis to evaluate the industry eco-industrialization level of 2001-2015 in Shaanxi. The study shows that the level of industry eco-industrialization in Shaanxi Province is steadily improving, but the environmental protection and pollution control work still needs to be further strengthened. The current development process of industry eco-industrialization still faces hindrances from imperfection of environmental laws, insufficiency of government supervision, shortage of environmental protection planning, high energy consumption and ineffective implementation of cleaner production. Aiming at the hindrances, the paper suggests that Shaanxi should enhance the level of industry eco-industrialization by accelerating the construction of industrial ecological system, establishing environmental planning pilot system, improving resource utilization and promoting the key technological innovation and system integration of industry eco-industrialization.","PeriodicalId":119237,"journal":{"name":"Commun. Stat. Simul. Comput.","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126021369","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}