An improved synchronization likelihood method for quantifying neuronal synchrony

2017 ◽  
Vol 91 ◽  
pp. 80-95 ◽  
Author(s):  
Sina Khanmohammadi
Keyword(s):  
Likelihood Method ◽  
Neuronal Synchrony ◽  
Synchronization Likelihood

Estimating the Cost of Car Warranty in Indonesia using the Gertsbakh-Kordonsky Method

2020 ◽  
Vol 2 (1) ◽  
pp. 33-40
Author(s):  
Anggis Sagitarisman ◽  
Aceng Komarudin Mutaqin
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Estimation ◽  
Type A ◽  
Claim Data ◽  
Likelihood Method ◽  
Selling Price ◽  
One Dimensional ◽  
Warranty Period ◽  
Kolmogorov Smirnov ◽  
Warranty Costs

AbstractCar manufacturers in Indonesia need to determine reasonable warranty costs that do not burden companies or consumers. Several statistical approaches have been developed to analyze warranty costs. One of them is the Gertsbakh-Kordonsky method which reduces the two-dimensional warranty problem to one dimensional. In this research, we apply the Gertsbakh-Kordonsky method to estimate the warranty cost for car type A in XYZ company. The one-dimensional data will be tested using the Kolmogorov-Smirnov to determine its distribution and the parameter of distribution will be estimated using the maximum likelihood method. There are three approaches to estimate the parameter of the distribution. The difference between these three approaches is in the calculation of mileage for units that do not claim within the warranty period. In the application, we use claim data for the car type A. The data exploration indicates the failure of car type A is mostly due to the age of the vehicle. The Kolmogorov-Smirnov shows that the most appropriate distribution for the claim data is the three-parameter Weibull. Meanwhile, the estimated using the Gertsbakh-Kordonsky method shows that the warranty costs for car type A are around 3.54% from the selling price of this car unit without warranty i.e. around Rp. 4,248,000 per unit.Keywords: warranty costs; the Gertsbakh-Kordonsky method; maximum likelihood estimation; Kolmogorov-Smirnov test.                                   AbstrakPerusahaan produsen mobil di Indonesia perlu menentukan biaya garansi yang bersifat wajar tidak memberatkan perusahaan maupun konsumen. Beberapa pendekatan statistik telah dikembangkan untuk menganalisis biaya garansi. Salah satunya adalah metode Gertsbakh-Kordonsky yang mereduksi masalah garansi dua dimensi menjadi satu dimensi. Pada penelitian ini, metode Gertsbakh-Kordonsky akan digunakan untuk mengestimasi biaya garansi untuk mobil tipe A pada perusahaan XYZ. Data satu dimensi hasil reduksi diuji kecocokan distribusinya menggunakan uji kecocokan Kolmogorov-Smirnov dan taksiran parameter distribusinya menggunakan metode penaksir kemungkinan maksimum. Ada tiga pendekatan yang digunakan untuk menaksir parameter distribusi. Perbedaan dari ketiga pendekatan tersebut terletak pada perhitungan jarak tempuh untuk unit yang tidak melakukan klaim dalam periode garansi. Sebagai bahan aplikasi, kami menggunakan data klaim unit mobil tipe A. Hasil eksplorasi data menunjukkan bahwa kegagalan mobil tipe A lebih banyak disebabkan karena faktor usia kendaraan. Hasil uji kecocokan distribusi untuk data hasil reduksi menunjukkan bahwa distribusi yang cocok adalah distribusi Weibull 3-parameter. Sementara itu, hasil perhitungan taksiran biaya garansi menunjukan bahwa taksiran biaya garansi untuk unit mobil tipe A sekitar 3,54% dari harga jual unit mobil tipe A tanpa garansi, atau sekitar Rp. 4.248.000,- per unit.Kata Kunci: biaya garansi; metode Gertsbakh-Kordonsky; penaksiran kemungkinan maksimum; uji Kolmogorov-Smirnov.

Developing land-state maps of Tram Chim National Park in Vietnam based on monitoring results

2020 ◽  
Vol 963 (9) ◽  
pp. 53-64
Author(s):  
V.F. Kovyazin ◽  
Thi Lan Anh Dang ◽  
Viet Hung Dang
Keyword(s):  
National Park ◽  
Vegetation Index ◽  
Normalized Difference Vegetation Index ◽  
Likelihood Method ◽  
Wetland Area ◽  
Water Index ◽  
Effi Ciency ◽  
Normalized Difference Water Index ◽  
Specially Protected Natural Areas ◽  
Protected Natural Areas

Tram Chim National Park in Southern Vietnam is a wetland area included in the system of specially protected natural areas (SPNA). For the purposes of land monitoring, we studied Landsat-5 and Sentinel-2B images obtained in 1991, 2006 and 2019. The methods of normalized difference vegetation index (NDVI) and water objects – normalized difference water index (NDWI) were used to estimate the vegetation in National Park. The allocated land is classifi ed by the maximum likelihood method in ENVI 5.3 into categories. For each image, a statistical analysis of the land after classifi cation was performed. Between 1991 and 2019, land changes occurred in about 57 % of the Tram Chim National Park total area. As a result, the wetland area has signifi cantly reduced there due to climate change. However, the area of Melaleuca forests in Tram Chim National Park has increased due to the effi ciency of reforestation in protected areas. Melaleuca forests are also being restored.

scholarly journals The Use of Odd and Even Class Wind Speed Time Series of Distribution Histogram to Estimate Weibull Parameters

2018 ◽  
Vol 7 (2) ◽  
pp. 139-150 ◽  
Author(s):  
Adekunlé Akim Salami ◽  
Ayité Sénah Akoda Ajavon ◽  
Mawugno Koffi Kodjo ◽  
Seydou Ouedraogo ◽  
Koffi-Sa Bédja
Keyword(s):  
Time Series ◽  
Wind Speed ◽  
Time Series Data ◽  
Empirical Method ◽  
Likelihood Method ◽  
Series Data ◽  
New Approach ◽  
Weibull Parameters ◽  
Distribution Histogram ◽  
Mean Wind Speed

In this article, we introduced a new approach based on graphical method (GPM), maximum likelihood method (MLM), energy pattern factor method (EPFM), empirical method of Justus (EMJ), empirical method of Lysen (EML) and moment method (MOM) using the even or odd classes of wind speed series distribution histogram with 1 m/s as bin size to estimate the Weibull parameters. This new approach is compared on the basis of the resulting mean wind speed and its standard deviation using seven reliable statistical indicators (RPE, RMSE, MAPE, MABE, R2, RRMSE and IA). The results indicate that this new approach is adequate to estimate Weibull parameters and can outperform GPM, MLM, EPF, EMJ, EML and MOM which uses all wind speed time series data collected for one period. The study has also found a linear relationship between the Weibull parameters K and C estimated by MLM, EPFM, EMJ, EML and MOM using odd or even class wind speed time series and those obtained by applying these methods to all class (both even and odd bins) wind speed time series. Another interesting feature of this approach is the data size reduction which eventually leads to a reduced processing time.Article History: Received February 16th 2018; Received in revised form May 5th 2018; Accepted May 27th 2018; Available onlineHow to Cite This Article: Salami, A.A., Ajavon, A.S.A., Kodjo, M.K. , Ouedraogo, S. and Bédja, K. (2018) The Use of Odd and Even Class Wind Speed Time Series of Distribution Histogram to Estimate Weibull Parameters. Int. Journal of Renewable Energy Development 7(2), 139-150.https://doi.org/10.14710/ijred.7.2.139-150

Empirical comparison of skewed t-copula models for insurance and financial data

2020 ◽  
Vol 15 (4) ◽  
pp. 351-361
Author(s):  
Liwei Huang ◽  
Arkady Shemyakin
Keyword(s):  
Bayesian Estimation ◽  
Goodness Of Fit ◽  
Model Performance ◽  
Information Criteria ◽  
Stock Index ◽  
Likelihood Method ◽  
Special Importance ◽  
Copula Model ◽  
Technical Problems ◽  
T Copula

Skewed t-copulas recently became popular as a modeling tool of non-linear dependence in statistics. In this paper we consider three different versions of skewed t-copulas introduced by Demarta and McNeill; Smith, Gan and Kohn; and Azzalini and Capitanio. Each of these versions represents a generalization of the symmetric t-copula model, allowing for a different treatment of lower and upper tails. Each of them has certain advantages in mathematical construction, inferential tools and interpretability. Our objective is to apply models based on different types of skewed t-copulas to the same financial and insurance applications. We consider comovements of stock index returns and times-to-failure of related vehicle parts under the warranty period. In both cases the treatment of both lower and upper tails of the joint distributions is of a special importance. Skewed t-copula model performance is compared to the benchmark cases of Gaussian and symmetric Student t-copulas. Instruments of comparison include information criteria, goodness-of-fit and tail dependence. A special attention is paid to methods of estimation of copula parameters. Some technical problems with the implementation of maximum likelihood method and the method of moments suggest the use of Bayesian estimation. We discuss the accuracy and computational efficiency of Bayesian estimation versus MLE. Metropolis-Hastings algorithm with block updates was suggested to deal with the problem of intractability of conditionals.

The co-responsibility of mass and environment in the formation of lenticular galaxies

2020 ◽  
Vol 15 (S359) ◽  
pp. 173-174
Author(s):  
A. Cortesi ◽  
L. Coccato ◽  
M. L. Buzzo ◽  
K. Menéndez-Delmestre ◽  
T. Goncalves ◽  
...  
Keyword(s):  
Active Galactic Nuclei ◽  
Maximum Likelihood Method ◽  
Spiral Galaxies ◽  
Galactic Nuclei ◽  
Rotation Velocity ◽  
Elliptical Galaxies ◽  
Likelihood Method ◽  
Data Set ◽  
Lenticular Galaxies ◽  
Galaxies Kinematics

AbstractWe present the latest data release of the Planetary Nebulae Spectrograph Survey (PNS) of ten lenticular galaxies and two spiral galaxies. With this data set we are able to recover the galaxies’ kinematics out to several effective radii. We use a maximum likelihood method to decompose the disk and spheroid kinematics and we compare it with the kinematics of spiral and elliptical galaxies. We build the Tully- Fisher (TF) relation for these galaxies and we compare with data from the literature and simulations. We find that the disks of lenticular galaxies are hotter than the disks of spiral galaxies at low redshifts, but still dominated by rotation velocity. The mechanism responsible for the formation of these lenticular galaxies is neither major mergers, nor a gentle quenching driven by stripping or Active Galactic Nuclei (AGN) feedback.

scholarly journals New Method for Generating New Families of Distributions

Symmetry ◽  
2021 ◽  
Vol 13 (4) ◽  
pp. 726
Author(s):  
Lamya A. Baharith ◽  
Wedad H. Aljuhani
Keyword(s):  
Exponential Distribution ◽  
Real Data ◽  
Rate Function ◽  
New Method ◽  
Likelihood Method ◽  
Alpha Power ◽  
Unknown Parameters ◽  
Failure Rate Function ◽  
New Approach ◽  
Numerical Studies

This article presents a new method for generating distributions. This method combines two techniques—the transformed—transformer and alpha power transformation approaches—allowing for tremendous flexibility in the resulting distributions. The new approach is applied to introduce the alpha power Weibull—exponential distribution. The density of this distribution can take asymmetric and near-symmetric shapes. Various asymmetric shapes, such as decreasing, increasing, L-shaped, near-symmetrical, and right-skewed shapes, are observed for the related failure rate function, making it more tractable for many modeling applications. Some significant mathematical features of the suggested distribution are determined. Estimates of the unknown parameters of the proposed distribution are obtained using the maximum likelihood method. Furthermore, some numerical studies were carried out, in order to evaluate the estimation performance. Three practical datasets are considered to analyze the usefulness and flexibility of the introduced distribution. The proposed alpha power Weibull–exponential distribution can outperform other well-known distributions, showing its great adaptability in the context of real data analysis.

scholarly journals Sampling weights in multilevel modelling: an investigation using PISA sampling structures

2021 ◽  
Vol 9 (1) ◽  
Author(s):  
Julia Mang ◽  
Helmut Küchenhoff ◽  
Sabine Meinck ◽  
Manfred Prenzel
Keyword(s):  
Hierarchical Models ◽  
Large Scale ◽  
Practical Importance ◽  
Multilevel Modelling ◽  
Likelihood Method ◽  
Multilevel Regression ◽  
Sampling Weights ◽  
International Student Assessment ◽  
Software Packages ◽  
Software Programs

Abstract Background Standard methods for analysing data from large-scale assessments (LSA) cannot merely be adopted if hierarchical (or multilevel) regression modelling should be applied. Currently various approaches exist; they all follow generally a design-based model of estimation using the pseudo maximum likelihood method and adjusted weights for the corresponding hierarchies. Specifically, several different approaches to using and scaling sampling weights in hierarchical models are promoted, yet no study has compared them to provide evidence of which method performs best and therefore should be preferred. Furthermore, different software programs implement different estimation algorithms, leading to different results. Objective and method In this study, we determine based on a simulation, the estimation procedure showing the smallest distortion to the actual population features. We consider different estimation, optimization and acceleration methods, and different approaches on using sampling weights. Three scenarios have been simulated using the statistical program R. The analyses have been performed with two software packages for hierarchical modelling of LSA data, namely Mplus and SAS. Results and conclusions The simulation results revealed three weighting approaches performing best in retrieving the true population parameters. One of them implies using only level two weights (here: final school weights) and is because of its simple implementation the most favourable one. This finding should provide a clear recommendation to researchers for using weights in multilevel modelling (MLM) when analysing LSA data, or data with a similar structure. Further, we found only little differences in the performance and default settings of the software programs used, with the software package Mplus providing slightly more precise estimates. Different algorithm starting settings or different accelerating methods for optimization could cause these distinctions. However, it should be emphasized that with the recommended weighting approach, both software packages perform equally well. Finally, two scaling techniques for student weights have been investigated. They provide both nearly identical results. We use data from the Programme for International Student Assessment (PISA) 2015 to illustrate the practical importance and relevance of weighting in analysing large-scale assessment data with hierarchical models.

Effects of covariates on alternating recurrent events in accelerated failure time models

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Moumita Chatterjee ◽  
Sugata Sen Roy
Keyword(s):  
Recurrent Events ◽  
Failure Time ◽  
Likelihood Method ◽  
Model Parameters ◽  
Accelerated Failure Time ◽  
Survival Times ◽  
Copula Functions ◽  
Event Time ◽  
Accelerated Failure Time Models ◽  
Accelerated Failure

AbstractIn this article, we model alternately occurring recurrent events and study the effects of covariates on each of the survival times. This is done through the accelerated failure time models, where we use lagged event times to capture the dependence over both the cycles and the two events. However, since the errors of the two regression models are likely to be correlated, we assume a bivariate error distribution. Since most event time distributions do not readily extend to bivariate forms, we take recourse to copula functions to build up the bivariate distributions from the marginals. The model parameters are then estimated using the maximum likelihood method and the properties of the estimators studied. A data on respiratory disease is used to illustrate the technique. A simulation study is also conducted to check for consistency.

scholarly journals The Censored Beta-Skew Alpha-Power Distribution

Symmetry ◽  
2021 ◽  
Vol 13 (7) ◽  
pp. 1114
Author(s):  
Guillermo Martínez-Flórez ◽  
Roger Tovar-Falón ◽  
María Martínez-Guerra
Keyword(s):  
Power Distribution ◽  
Information Matrix ◽  
Real Data ◽  
Likelihood Method ◽  
Data Sets ◽  
Alpha Power ◽  
Score Functions ◽  
New Family ◽  
Two Parameters ◽  
Family Of Distributions

This paper introduces a new family of distributions for modelling censored multimodal data. The model extends the widely known tobit model by introducing two parameters that control the shape and the asymmetry of the distribution. Basic properties of this new family of distributions are studied in detail and a model for censored positive data is also studied. The problem of estimating parameters is addressed by considering the maximum likelihood method. The score functions and the elements of the observed information matrix are given. Finally, three applications to real data sets are reported to illustrate the developed methodology.

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