Generalized Bernoulli process: simulation, estimation, and application

2021 ◽  
Vol 9 (1) ◽  
pp. 141-155
Author(s):  
Jeonghwa Lee
Keyword(s):  
Method Of Moments ◽  
Long Memory ◽  
Stationary Process ◽  
Sample Path ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Simulation Method ◽  
Bernoulli Process ◽  
Method Of Moments Estimation ◽  
Simulation Estimation

Abstract A generalized Bernoulli process (GBP) is a stationary process consisting of binary variables that can capture long-memory property. In this paper, we propose a simulation method for a sample path of GBP and an estimation method for the parameters in GBP. Method of moments estimation and maximum likelihood estimation are compared through empirical results from simulation. Application of GBP in earthquake data during the years of 1800-2020 in the region of conterminous U.S. is provided.

scholarly journals Detecting long-memory: Monte Carlo simulations and application to daily streamflow processes

2006 ◽  
Vol 3 (4) ◽  
pp. 1603-1627 ◽  
Author(s):  
W. Wang ◽  
P. H. A. J. M. van Gelder ◽  
J. K. Vrijling ◽  
X. Chen
Keyword(s):  
Time Series ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Long Memory ◽  
Positive Relationship ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Large Data ◽  
Daily Streamflow ◽  
Maximum Likelihood Estimation Method

Abstract. The Lo's R/S tests (Lo, 1991), GPH test (Geweke and Porter-Hudak, 1983) and the maximum likelihood estimation method implemented in S-Plus (S-MLE) are evaluated through intensive Mote Carlo simulations for detecting the existence of long-memory. It is shown that, it is difficult to find an appropriate lag q for Lo's test for different AR and ARFIMA processes, which makes the use of Lo's test very tricky. In general, the GPH test outperforms the Lo's test, but for cases where there is strong autocorrelations (e.g., AR(1) processes with φ=0.97 or even 0.99), the GPH test is totally useless, even for time series of large data size. Although S-MLE method does not provide a statistic test for the existence of long-memory, the estimates of d given by S-MLE seems to give a good indication of whether or not the long-memory is present. Data size has a significant impact on the power of all the three methods. Generally, the power of Lo's test and GPH test increases with the increase of data size, and the estimates of d with GPH test and S-MLE converge with the increase of data size. According to the results with the Lo's R/S test (Lo, 1991), GPH test (Geweke and Porter-Hudak, 1983) and the S-MLE method, all daily flow series exhibit long-memory. The intensity of long-memory in daily streamflow processes has only a very weak positive relationship with the scale of watershed.

Institutional Quality and Trade Flow: Empirical Evidence from Malaysia and Other OIC Member Countries in Africa

2021 ◽  
pp. 097508782098717
Author(s):  
Hammed Agboola Yusuf ◽  
Luqman Olanrewaju Afolabi ◽  
Waliu Olawale Shittu ◽  
Kafilah Lola Gold ◽  
Murtala Muhammad
Keyword(s):  
Economic Growth ◽  
Bilateral Trade ◽  
Trade Flow ◽  
Estimation Method ◽  
Institutional Quality ◽  
Likelihood Estimation ◽  
Political Stability ◽  
Bilateral Trade Flow ◽  
World Governance Indicators ◽  
The Impact

This article examines the impact of institutional quality on bilateral trade flow between Malaysia and selected 25 African Organisation of Islamic Cooperation (OIC) member countries. Four institutional qualities were selected from World Governance Indicators with other trade predictors from the period from 1985 to 2016. Using gravity model of trade and Poisson pseudo-maximum likelihood estimation method (PPML) technique, the results confirm that government effectiveness, regulatory quality and political stability have an adverse effect on bilateral trade flow among the OIC countries in Africa. On the other hand, these institutional quality variables were considered as a strength for Malaysian economic growth. Therefore, better institutional quality reforms are needed among OIC member countries in Africa in order to accelerate trade, economic growth and development in their region.

scholarly journals A multi-group higher-order factor analysis for studying the gender-effect in Teacher Job Satisfaction

METRON ◽  
2021 ◽  
Author(s):  
Carlo Cavicchia ◽  
Pasquale Sarnacchiaro
Keyword(s):  
Job Satisfaction ◽  
Factor Analysis ◽  
Secondary School Teachers ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Higher Order ◽  
Teacher Job Satisfaction ◽  
Public Secondary School ◽  
Order Factor ◽  
Maximum Likelihood Estimation Method

AbstractTeachers’ performances also depend on whether and how they are satisfied with their job. Therefore, Teacher Job Satisfaction must be considered as the driver of teachers’ accomplishments. To plan future policies and improve the overall teaching process, it is crucial to understand which factors mostly contribute to Teacher Job Satisfaction. A Common Assessment Framework and Education questionnaire was administered to 163 Italian public secondary school teachers to collect data, and a second-order factor analysis was used to detect which factors impact on Teacher Job Satisfaction, and to what extent. This model-based approach guarantees to detect factors which respect important properties: unidimensionality and reliability. All the coefficients are estimated according to the maximum likelihood estimation method in order to make inference on the parameters and on the validity of the model. Moreover, a new multi-group test for higher-order factor analysis was proposed and implemented. Finally, we analyzed in detail whether the factors impacting Teacher Job Satisfaction are characterized by gender.

SiFi

2021 ◽  
Vol 2 (3) ◽  
pp. 1-21
Author(s):  
Deke Guo ◽  
Xiaoqiang Teng ◽  
Yulan Guo ◽  
Xiaolei Zhou ◽  
Zhong Liu
Keyword(s):  
Rapid Development ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Location Based Services ◽  
Shopping Mall ◽  
Inference Problem ◽  
Indoor Location ◽  
Label Semantics ◽  
Geometrical Constraints ◽  
Indoor Scenes

Due to the rapid development of indoor location-based services, automatically deriving an indoor semantic floorplan becomes a highly promising technique for ubiquitous applications. To make an indoor semantic floorplan fully practical, it is essential to handle the dynamics of semantic information. Despite several methods proposed for automatic construction and semantic labeling of indoor floorplans, this problem has not been well studied and remains open. In this article, we present a system called SiFi to provide accurate and automatic self-updating service. It updates semantics with instant videos acquired by mobile devices in indoor scenes. First, a crowdsourced-based task model is designed to attract users to contribute semantic-rich videos. Second, we use the maximum likelihood estimation method to solve the text inferring problem as the sequential relationship of texts provides additional geometrical constraints. Finally, we formulate the semantic update as an inference problem to accurately label semantics at correct locations on the indoor floorplans. Extensive experiments have been conducted across 9 weeks in a shopping mall with more than 250 stores. Experimental results show that SiFi achieves 84.5% accuracy of semantic update.

scholarly journals Calibration Analysis of High-G MEMS Accelerometer Sensor Based on Wavelet and Wavelet Packet Denoising

Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1231
Author(s):  
Yunbo Shi ◽  
Juanjuan Zhang ◽  
Jingjing Jiao ◽  
Rui Zhao ◽  
Huiliang Cao
Keyword(s):  
Wavelet Packet ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Parameter Extraction ◽  
Accelerometer Sensor ◽  
Oscillation Phase ◽  
Mems Accelerometer ◽  
Optimal Tree ◽  
Adaptive Decomposition ◽  
Entropy Criterion

High-G accelerometers are mainly used for motion measurement in some special fields, such as projectile penetration and aerospace equipment. This paper mainly explores the wavelet threshold denoising and wavelet packet threshold denoising in wavelet analysis, which is more suitable for high-G piezoresistive accelerometers. In this paper, adaptive decomposition and Shannon entropy criterion are used to find the optimal decomposition layer and optimal tree. Both methods use the Stein unbiased likelihood estimation method for soft threshold denoising. Through numerical simulation and Machete hammer test, the wavelet threshold denoising is more suitable for the dynamic calibration of a high-G accelerometer. The wavelet packet threshold denoising is more suitable for the parameter extraction of the oscillation phase.

Research on the Distributed Characteristics of the Delay for Network Coding Based Real-Time Multicast in MANETs

2014 ◽  
Vol 530-531 ◽  
pp. 768-772
Author(s):  
Guo Ping Tan ◽  
Lin Feng Tan ◽  
Lei Cao ◽  
Mei Yan Ju
Keyword(s):  
Maximum Likelihood ◽  
Probability Distribution ◽  
Network Coding ◽  
Real Time ◽  
Lognormal Distribution ◽  
Ad Hoc ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Actual Distribution ◽  
Delay Distribution

For the study of the applications of partial network coding based real-time multicast protocol (PNCRM) in Mobile Ad hoc networks, the researches should be developed in the probability distribution of delay. In this paper, NS2 is used to obtain the delay of data packets through simulations. Because the delay does not obey the strict normal distribution, the maximum likelihood estimate method based on the lognormal distribution is used to process the data. Using MATLAB to obtain the actual distribution of the natural logarithm of delay, then drawing the delay distribution with the maximum likelihood estimation method based on the lognormal distribution, the conclusion that the distributions obtained by the above mentioned methods are basically consistent can be obtained. So the delay distribution of PNCRM meets the lognormal distribution and the characteristic of delay probability distribution can be estimated.

The impact of urbanization on energy consumption and efficiency

2017 ◽  
Vol 28 (7) ◽  
pp. 673-686 ◽  
Author(s):  
Pengfei Sheng ◽  
Yaping He ◽  
Xiaohui Guo
Keyword(s):  
Energy Consumption ◽  
Method Of Moments ◽  
Energy Use ◽  
Generalized Method Of Moments ◽  
Method Of Moments Estimation ◽  
Process Of Urbanization ◽  
Per Capita ◽  
Using Data ◽  
Impact Of Urbanization ◽  
The Impact

There is no consensus about the impact of urbanization on energy efficiency. We seek to fill this gap in literature using data from 78 countries for the period of 1995 through 2012. Extending the Stochastic Impacts by Regression on Population, Affluence, and Technology model, we identify the impact of urbanization on energy consumption and efficiency. Results of generalized method of moments estimation indicate that the process of urbanization leads to substantial increases in both the actual and the optimal energy consumption, but a decrease in efficiency of energy use. In addition, we find that the extent to which energy inefficiency correlates with urbanization is greater in countries with higher gross domestic product per capita.

Performance of Sliders Flying Over Discrete-Track Media

2007 ◽  
Vol 129 (4) ◽  
pp. 712-719 ◽  
Author(s):  
Jianhua Li ◽  
Junguo Xu ◽  
Yuki Shimizu
Keyword(s):  
Estimation Method ◽  
Simulation Method ◽  
Measured Data ◽  
Flying Height ◽  
Height Loss ◽  
Air Bearing ◽  
Slider Air Bearing ◽  
Discrete Track ◽  
Flying Attitude ◽  
Manufacturing Variation

A simulation method in which grooves are virtually distributed on the slider air bearing instead of on the grooved medium surface has been developed and used to investigate the performance of sliders flying over the surface of a discrete-track medium. The simulated flying height loss due to a discrete-track medium coincides well with the measured data, whereas the average-estimation method overestimates flying height loss. Among the characteristics of a slider flying over the surface of a discrete-track medium that were studied are the flying attitude, the effect of groove parameters on flying profile, and the flying height losses due to manufacturing variation and altitude. The results indicate that when a slider is flying over the surface of a discrete-track medium, it will have a higher 3σ of flying height, be more sensitive to altitude, and will have a greater flying height loss.

scholarly journals The Weibull Birnbaum-Saunders Distribution And Its Applications

2020 ◽  
Vol 9 (1) ◽  
pp. 61-81
Author(s):  
Lazhar BENKHELIFA
Keyword(s):  
Maximum Likelihood ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Real Data ◽  
Reliability Estimation ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Data Sets ◽  
Proposed Model ◽  
Modeling Data

A new lifetime model, with four positive parameters, called the Weibull Birnbaum-Saunders distribution is proposed. The proposed model extends the Birnbaum-Saunders distribution and provides great flexibility in modeling data in practice. Some mathematical properties of the new distribution are obtained including expansions for the cumulative and density functions, moments, generating function, mean deviations, order statistics and reliability. Estimation of the model parameters is carried out by the maximum likelihood estimation method. A simulation study is presented to show the performance of the maximum likelihood estimates of the model parameters. The flexibility of the new model is examined by applying it to two real data sets.

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