Spelling suggestions: "subject:"least squares"" "subject:"least quares""
271 |
GLOBAL CHANGE REACTIVE BACKGROUND SUBTRACTIONSathiyamoorthy, Edwin Premkumar 01 January 2011 (has links)
Background subtraction is the technique of segmenting moving foreground objects from stationary or dynamic background scenes. Background subtraction is a critical step in many computer vision applications including video surveillance, tracking, gesture recognition etc. This thesis addresses the challenges associated with the background subtraction systems due to the sudden illumination changes happening in an indoor environment. Most of the existing techniques adapt to gradual illumination changes, but fail to cope with the sudden illumination changes. Here, we introduce a Global change reactive background subtraction to model these changes as a regression function of spatial image coordinates. The regression model is learned from highly probable background regions and the background model is compensated for the illumination changes by the model parameters estimated. Experiments were performed in the indoor environment to show the effectiveness of our approach in modeling the sudden illumination changes by a higher order regression polynomial. The results of non-linear SVM regression were also presented to show the robustness of our regression model.
|
272 |
DEMAND AND SUPPLY MODEL FOR THE U.S. SKI/WAKEBOARD BOAT MARKETOstermeier, Richard L. 01 January 2006 (has links)
A simultaneous demand and supply model for the U.S. ski/wakeboard boat market is estimated by three-stage least squares and iterated three-stage least squares methods using publicly available data. The model is used to test if, and to what extent, certain factors impact the annual quantity of new ski/wakeboard boats demanded and supplied. Statistical analysis suggests that the model does a good job of explaining the annual quantity of new ski/wakeboard boats demanded and supplied. The findings are most immediately beneficial to manufacturers and dealers. Dealers can use the results to better forecast demand which in turn will lead to more efficient production planning for manufacturers.
|
273 |
Second-order least squares estimation in dynamic regression modelsAbdelAziz Salamh, Mustafa 16 April 2014 (has links)
In this dissertation we proposed two generalizations of the Second-Order Least Squares (SLS) approach in two popular dynamic econometrics models. The first one is the regression model with time varying nonlinear mean function and autoregressive conditionally heteroskedastic (ARCH) disturbances. The second one is a linear dynamic panel data model.
We used a semiparametric framework in both models where the SLS approach is based only on the first two conditional moments of response variable given the explanatory variables. There is no need to specify the distribution of the error components in both models. For the ARCH model under the assumption of strong-mixing process with finite moments of some order, we established the strong consistency and asymptotic normality of the SLS estimator.
It is shown that the optimal SLS estimator, which makes use of the additional information inherent in the conditional skewness and kurtosis of the process, is superior to the commonly used quasi-MLE, and the efficiency gain is significant when the underlying distribution is asymmetric. Moreover, our large scale simulation studies showed that the optimal SLSE behaves better than the corresponding estimating function estimator in finite sample situation. The practical usefulness of the optimal SLSE was tested by an empirical example on the U.K. Inflation. For the linear dynamic panel data model, we showed that the SLS estimator is consistent and asymptotically normal for large N and finite T under fairly general regularity conditions. Moreover, we showed that the optimal SLS estimator reaches a semiparametric efficiency bound. A specification test was developed for the first time to be used whenever the SLS is applied to real data. Our Monte Carlo simulations showed that the optimal SLS estimator performs satisfactorily in finite sample situations compared to the first-differenced GMM and the random effects pseudo ML estimators. The results apply under stationary/nonstationary process and wih/out exogenous regressors. The performance of the optimal SLS is robust under near-unit root case. Finally, the practical usefulness of the optimal SLSE was examined by an empirical study on the U.S. airfares.
|
274 |
Measurement of horses gaits using geo-sensorsQin, Xuefei January 2014 (has links)
The aim of this thesis is to determine the horse’s gait types using the acceleration values measured from the horse. A measurement was taken in Gävletravet, a total of five Nanotrak sensors were used, four on the different parts of the horse, and one on the hand of the horse’s driver, a car was driven parallel to the horse and the motions of the horse was recorded by a camera in order to synchronize with the data measured by the sensors, a total of four videos were recorded. The software to process the data was Matlab R2010b, and the methods to analyze them were Fast Fourier Transform (FFT), Short Time Fourier Transform (STFT), and Least Squares (LS). Different window functions were tried when applying the STFT, and the Hanning window was the best to smooth the curves, different window sizes (or data length) were also tried, the data length of 512 was found to be the most proper value. The methods for classification of horse’s gaits included amplitude, ratio, and LS. The method of amplitude worked well for the first three videos except for the last one, and performed better than the other two. The method of ratio was more reliable, but the results were not satisfactory. The method of LS gave bad results, so it was not trustworthy. More measurements and more analysis needed to be done in the future to find a proper way to automatic determine the horse’s gaits, and the use of modern technology will be very popular in other fields like animal science.
|
275 |
Customer perceived value : reconceptualisation, investigation and measurementBruce, Helen Louise 09 1900 (has links)
The concept of customer perceived value occupies a prominent position within the
strategic agenda of organisations, as firms seek to maximise the value perceived by
their customers as arising from their consumption, and to equal or exceed that
perceived in relation to competitor propositions. Customer value management is
similarly central to the marketing discipline. However, the nature of customer value
remains ambiguous and its measurement is typically flawed, due to the poor
conceptual foundation upon which previous research endeavours are built.
This investigation seeks to address the current poverty of insight regarding the nature
and measurement of customer value. The development of a revised conceptual
framework synthesises the strengths of previous value conceptualisations while
addressing many of their limitations. A multi-dimensional depiction of value arising
from customer experience is presented, in which value is conceptualised as arising at
both first-order dimension and overall, second-order levels of abstraction.
The subsequent operationalisation of this conceptual framework within a two-phase
investigation combines qualitative and quantitative methodologies in a study of
customer value arising from subscription TV (STV) consumption. Sixty semi-structured
interviews with 103 existing STV customers give rise to a multi-dimensional model of
value, in which dimensions are categorised as restorative, actualising and hedonic in
type, and as arising via individual, reflected or shared modes of perception. The
quantitative investigation entails two periods of data collection via questionnaires
developed from the qualitative findings, and the gathering of 861 responses, also from
existing STV customers. A series of scales with which to measure value dimensions is
developed and an index enabling overall perceived value measurement is produced.
Contributions to theory of customer value arise in the form of enhanced insights
regarding its nature. At the first-order dimension level, the derived dimensions are of
specific relevance to the STV industry. However, the empirically derived framework of
dimension types and modes of perception has potential applicability in multiple
contexts. At the more abstract, second-order level, the findings highlight that value
perceptions comprise only a subset of potential dimensions. Evidence is thus
presented of the need to consider value at both dimension and overall levels of
perception. Contributions to knowledge regarding customer value measurement also
arise, as the study produces reliable and valid scales and an index. This latter tool is
novel in its formative measurement of value as a second order construct, comprising
numerous first-order dimensions of value, rather than quality as incorporated in
previously derived measures. This investigation also results in a contribution to theory
regarding customer experience through the identification of a series of holistic, discrete,
direct and indirect value-generating interactions.
Contributions to practice within the STV industry arise as the findings present a solution
to the immediate need for enhanced value insight. Contributions to alternative
industries are methodological, as this study presents a detailed process through which
robust value insight can be derived. Specific methodological recommendations arise in
respect of the need for empirically grounded research, an experiential focus and a twostage
quantitative methodology.
|
276 |
Convex Optimization Methods for System IdentificationDautbegovic, Dino January 2014 (has links)
The extensive use of a least-squares problem formulation in many fields is partly motivated by the existence of an analytic solution formula which makes the theory comprehensible and readily applicable, but also easily embedded in computer-aided design or analysis tools. While the mathematics behind convex optimization has been studied for about a century, several recent researches have stimulated a new interest in the topic. Convex optimization, being a special class of mathematical optimization problems, can be considered as generalization of both least-squares and linear programming. As in the case of a linear programming problem there is in general no simple analytical formula that can be used to find the solution of a convex optimization problem. There exists however efficient methods or software implementations for solving a large class of convex problems. The challenge and the state of the art in using convex optimization comes from the difficulty in recognizing and formulating the problem. The main goal of this thesis is to investigate the potential advantages and benefits of convex optimization techniques in the field of system identification. The primary work focuses on parametric discrete-time system identification models in which we assume or choose a specific model structure and try to estimate the model parameters for best fit using experimental input-output (IO) data. By developing a working knowledge of convex optimization and treating the system identification problem as a convex optimization problem will allow us to reduce the uncertainties in the parameter estimation. This is achieved by reecting prior knowledge about the system in terms of constraint functions in the least-squares formulation.
|
277 |
Design of an adaptive power system stabilizerJackson, Gregory A. 10 April 2007 (has links)
Modern power networks are being driven ever closer to both their physical and operational limits. As a result, control systems are being increasingly relied on to assure satisfactory system performance. Power system stabilizers (PSSs) are one example of such controllers. Their purpose is to increase system damping and they are typically designed using a model of the network that is valid during nominal operating conditions. The limitation of this design approach is that during off-nominal operating conditions, such as those triggered by daily load fluctuations, performance of the controller can degrade.
The research presented in this report attempts to evaluate the possibility of employing an adaptive PSS as a means of avoiding the performance degradation precipitated by off-nominal operation. Conceptually, an adaptive PSS would be capable of identifying changes in the network and then adjusting its parameters to ensure suitable damping of the identified network. This work begins with a detailed look at the identification algorithm employed followed by a similarly detailed examination of the control algorithm that was used. The results of these two investigations are then combined to allow for a preliminary assessment of the performance that could be expected from an adaptive PSS.
The results of this research suggest that an adaptive PSS is a possibility but further work is needed to confirm this finding. Testing using more complex network models must be carried out, details pertaining to control parameter tuning must be resolved and closed-loop time domain simulations using the adaptive PSS design remain to be performed.
|
278 |
Robust second-order least squares estimation for linear regression modelsChen, Xin 10 November 2010 (has links)
The second-order least-squares estimator (SLSE), which was proposed by Wang (2003), is asymptotically more efficient than the least-squares estimator (LSE) if the third moment of the error distribution is nonzero. However, it is not robust against outliers. In this paper. we propose two robust second-order least-squares estimators (RSLSE) for linear regression models. RSLSE-I and RSLSE-II, where RSLSE-I is robust against X-outliers and RSLSE-II is robust. against X-outliers and Y-outliers. The basic idea is to choose proper weight matrices, which give a zero weight to an outlier. The RSLSEs are asymptotically normally distributed and are highly efficient with high breakdown point.. Moreover, we compare the RSLSEs with the LSE, the SLSE and the robust MM-estimator through simulation studies and real data examples. The results show that they perform very well and are competitive to other robust regression estimators.
|
279 |
The effect of sampling error on the interpretation of a least squares regression relating phosporus and chlorophyllBeedell, David C. (David Charles) January 1995 (has links)
Least squares linear regression is a common tool in ecological research. One of the central assumptions of least squares linear regression is that the independent variable is measured without error. But this variable is measured with error whenever it is a sample mean. The significance of such contraventions is not regularly assessed in ecological studies. A simulation program was made to provide such an assessment. The program requires a hypothetical data set, and using estimates of S$ sp2$ it scatters the hypothetical data to simulate the effect of sampling error. A regression line is drawn through the scattered data, and SSE and r$ sp2$ are measured. This is repeated numerous times (e.g. 1000) to generate probability distributions for r$ sp2$ and SSE. From these distributions it is possible to assess the likelihood of the hypothetical data resulting in a given SSE or r$ sp2$. The method was applied to survey data used in a published TP-CHLa regression (Pace 1984). Beginning with a hypothetical, linear data set (r$ sp2$ = 1), simulated scatter due to sampling exceeded the SSE from the regression through the survey data about 30% of the time. Thus chances are 3 out of 10 that the level of uncertainty found in the surveyed TP-CHLa relationship would be observed if the true relationship were perfectly linear. If this is so, more precise and more comprehensive models will only be possible when better estimates of the means are available. This simulation approach should apply to all least squares regression studies that use sampled means, and should be especially relevant to studies that use log-transformed values.
|
280 |
Design of an adaptive power system stabilizerJackson, Gregory A. 10 April 2007 (has links)
Modern power networks are being driven ever closer to both their physical and operational limits. As a result, control systems are being increasingly relied on to assure satisfactory system performance. Power system stabilizers (PSSs) are one example of such controllers. Their purpose is to increase system damping and they are typically designed using a model of the network that is valid during nominal operating conditions. The limitation of this design approach is that during off-nominal operating conditions, such as those triggered by daily load fluctuations, performance of the controller can degrade.
The research presented in this report attempts to evaluate the possibility of employing an adaptive PSS as a means of avoiding the performance degradation precipitated by off-nominal operation. Conceptually, an adaptive PSS would be capable of identifying changes in the network and then adjusting its parameters to ensure suitable damping of the identified network. This work begins with a detailed look at the identification algorithm employed followed by a similarly detailed examination of the control algorithm that was used. The results of these two investigations are then combined to allow for a preliminary assessment of the performance that could be expected from an adaptive PSS.
The results of this research suggest that an adaptive PSS is a possibility but further work is needed to confirm this finding. Testing using more complex network models must be carried out, details pertaining to control parameter tuning must be resolved and closed-loop time domain simulations using the adaptive PSS design remain to be performed.
|
Page generated in 0.0606 seconds