Sharif Digital Repository

Multiple Discrete Continuous Extreme Value (MDCEV) has become popular in the past years. Yet, the model suffers from an ‘empirical identification’ issue that is mainly due to inter-relations between two of its parameters, α and γ. This paper presents a hybrid optimization paradigm (named HELPME) to address this issue in a basic MDCEV formulation and take full advantage of the model by estimating a ‘mixed-profile.’ HELPME benefits from a coarse-to-fine search strategy, in which a customized Electromagnetism-like meta-heuristic precedes a gradient-based approach. The Atlanta Regional Travel Survey (2011) is used to empirically analyze performance of HELPME as well as significance of the... 

In this paper, a new multi-attribute T2 control chart is initially proposed to monitor multi-attribute processes based on a transformation technique. Then, the maximum likelihood estimator of a multivariate Poisson process change point is derived for unknown changes that are assumed to belong to a family of monotonic changes. Using extensive simulation experiments, the performance of the proposed change-point estimator is compared to the ones derived for step changes and linear-trend disturbances, when the true change types are step change, linear trends and multiple-step changes. We show when the type of the change is not known a priori, the proposed estimator is an appropriate choice,... 

Multiple Discrete Continuous Extreme Value (MDCEV) has become popular in the past years. Yet, the model suffers from an ‘empirical identification’ issue that is mainly due to inter-relations between two of its parameters, α and γ. This paper presents a hybrid optimization paradigm (named HELPME) to address this issue in a basic MDCEV formulation and take full advantage of the model by estimating a ‘mixed-profile.’ HELPME benefits from a coarse-to-fine search strategy, in which a customized Electromagnetism-like meta-heuristic precedes a gradient-based approach. The Atlanta Regional Travel Survey (2011) is used to empirically analyze performance of HELPME as well as significance of the... 

The choice of technology to transport passengers in large metropolitan areas is an important issue everywhere. There are many factors involved in this choice. This paper deals with the possibility of the objective use of available information in the analysis of the suitability of a rail public transport system for a city. A database has been made from publications on public city transportation and country level information. Logit models of choice have been calibrated by the maximum likelihood and nonlinear least square methods based on the acquired information. Each city is treated as an "individual", choosing rail or non-rail modes for its trips. Only cities with a population of more than... 

In this paper, the maximum likelihood estimator (MLE) of the change point in a high-yield process when a linear trend disturbance occurs in the proportion nonconformity of the process is first derived. Then, the performances of the proposed change point estimator in terms of both accuracy and precision are compared to the MLE of the change point designed for step changes. The results of the comparison analysis that is performed using Monte Carlo simulation experiments show that not only the average estimates of the change point estimator designed for linear trends are closer to the real change point, but also its mean square error is smaller than the one of the estimator designed for step... 

When a control chart signals an out-of-control condition, knowing when the process has really changed (the change point) accelerates the identification of the source of special causes and makes the corrective measures to be taken sooner. In this paper, a new multi-attribute T 2 control chart based on two transformation methods is initially proposed to monitor the parameter vector of multi-attribute Poisson processes. Then, the maximum likelihood estimators (MLE) of the process change point designed for both linear trend and step change disturbances are derived. Next, using Monte Carlo simulation, we show the performances of the proposed estimators are satisfactory. Finally, through... 

The electrooculogram (EOG) artifact is one of the main contaminators of electroencephalographic recording (EEG). EOG can make serious problems in results and interpretations of EEG processing. Rejecting contaminated EEG segments result in an unacceptable data loss. Many methods were proposed to correct EOG artifact mainly based on regression and blind source separation (BSS). In this study, we proposed an automatic correction method based on maximum likelihood estimation. The proposed method was applied to our simulated data (real artifact free EEG plus controlled EOG) and results show that this method gives superior performance to Schlögl and SOBI methods  

Identification of the change point in multi-attribute processes make the corrective measures to be employed sooner. This of course results in considerable amount of time and money savings. In real-world problems, since most of the process changes are due to instantaneous causes (step-change), a new method is proposed in this paper to derive the maximum likelihood estimator of the time of a step-change in the mean vector of multi-attribute processes. The results of a performance study based on a numerical example are encouraging  

Despite the fact that control charts are able to trigger a signal when a process has changed, it does not indicate when the process change has begun. The time difference between the changing point and a signal of a control chart could cause confusions on the sources of the problems. Knowing the exact time of a process change would help to reduce the time for identification of the special cause. In this article, a model for the change-point problem is first introduced and a maximum-likelihood estimator (MLE) is applied when a linear trend disturbance is present. Then, Monte Carlo simulation is applied in order to evaluate the accuracy and the precision performances of the proposed... 

There are several perturbations that force the satellite orbit to deviate from the elliptical form. To cope with these perturbations, station keeping is applied. For accurate station keeping, determination of the true satellite orbit is necessary. Radio interferometry is one of the techniques used for determining azimuth and elevation look angles of a satellite. In this paper, we introduce three structures based on interferometry for determining the view angles of satellites. The estimated angles are combined with range measurement for orbital positioning of geostationary (GEO) satellites. In the proposed interferometry structures, to acquire the required angular accuracy, the distance... 

In this paper, a new multiplicative semi-blind image-adaptive watermarking system has been presented, which exploits human visual model for adapting the watermark data to local properties of the host image. To have a better robustness, the proposed algorithm is implemented on the low-frequency coefficients of the wavelet transform. Moreover, regarding invisibility of the algorithm, the strength factor which controls the watermark power is optimally selected. To extract the watermark data, the Maximum Likelihood (ML) estimator is used. Experimental results confirm the imperceptibility of the proposed method and its high robustness against various attacks such as JPEG compression, noise... 

In this paper, we first propose a maximum likelihood estimator (MLE) of a change point in high-yield processes, where the only assumption is that the change belongs to a family of monotonic changes. Following a signal from the cumulative count of conforming (CCC) control chart, the performance of the proposed monotonic change-point estimator is next evaluated by comparing its performances to the ones designed for step-changes and linear-trend disturbances through extensive simulation experiments involving different single step-changes, linear-trend disturbances, and multiple-step changes. The results show that when the type of change is not known a priori, using the proposed change-point... 

In this paper, the disadvantages of using the Hough transform as a detector have been considered in a search radar. To illustrate the effect of these disadvantages on the performance of the detector, its performance has been compared with the optimum detectors. To do this, the Average Likelihood Ratio detector has been extracted for detecting a target line with a known normal parameter pair in the search environment. Then, the performance of this detector has been compared with the Hough detector by extracting their Receiver Operation Characteristics. The results of this comparison, which has been done through simulations, show that the Average Likelihood Ratio detector has a better... 

This study deals with the problem of outlier censoring from the secondary data in a radar scenario, where the number of outliers is unknown. To this end, a procedure consisting of joint likelihood estimation and statistical model order selection (MOS) is proposed. Since the maximum likelihood (ML) estimation of the outlier subset requires to solve a combinatorial problem, an approximate ML (AML) method is employed to reduce the complexity. Therefore, to determine the number of outliers, different MOS criteria based on likelihood function are applied. At the analysis stage, the performance of the proposed methods is assessed based on simulated data. The results highlight that the devised... 

The ARMA filtered fractionally differenced Gaussian Noise (FdGn) model and a new AR Filtered FdGn Added up model are applied to speech signal and performance of their parameters on speech Unvoiced/Voiced/Mixed/Silence classification is evaluated against Zero Crossing Rate (ZCR) feature. For parameter estimation of AR filtered FdGn model two methods were applied: iterative Maximum Likelihood (ML) method of Tewfik and a new computationally efficient Linear Minimum Square Error (LMSE) algorithm Also for parameters estimation of new Added up model two approaches were implemented: an Expectation-Maximization (EM) based approach and an iterative MSE approach. The described models and methods were... 

In multi-attribute process monitoring, when a control chart signals an out-of-control condition indicating the existence of a special cause, knowing when the process has really changed (the change point) accelerates the identification of the source of the special cause and makes the corrective measures to be employed sooner. This, of course, results in a considerable amount of savings in time and money. Since many real world multi-attribute processes are Poisson and most process changes are step-change, a new method is proposed, in this paper, to derive the maximum likelihood estimator of the time of a step-change in the mean vector of multivariate Poisson processes. In this method, two... 

In this paper, we firstly propose an adaptive method based on the idea of Least Mean Square (LMS) algorithm and the concept of smoothed l 0 (SL0) norm presented in [1] for estimation of sparse Inter Symbol Interface (ISI) channels which will appear in wireless and acoustic underwater transmissions. Afterwards, a new non-adaptive fast channel estimation method based on SL0 sparse signal representation is proposed. ISI channel estimation will have a direct effect on the performance of the ISI equalizer at the receiver. So, in this paper we investigate this effect in the case of optimal Maximum Likelihood Sequence-by-sequence Equalizer (MLSE) [2]. In order to implement this equalizer, we...