Registered Data

[CT084]

  • Session Time & Room
    • CT084 (1/1) : 3D @E504 [Chair: Yury Kutoyants]
  • Classification
    • CT084 (1/1) : Inference from stochastic processes (62M) / Computer science (68-) / Applications of statistics (62P)

[02315] On Adaptive Kalman Filtration Cancelled

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E504
  • Type : Contributed Talk
  • Abstract : We consider a linear partially observed system. The coefficients of this system depend on some finite - dimensional unknown parameter. We study the problems of the construction of adaptive Kalman filtration equations. The adaptive filter is constructed in two steps. First we propose a preliminary estimator using observations on a relatively small interval of observations. Then this estimator is used for construction of One-step MLE-process. Finally the last estimator allows us to construct an adaptive recurrent filter.
  • Classification : 62M05, 62M20, 62F12, 62G20
  • Format : Talk at Waseda University
  • Author(s) :
    • Yury Kutoyants (Le Mans University )

[02316] Spatio-temporal modeling with SPDE based GMRF

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E504
  • Type : Contributed Talk
  • Abstract : Gaussian random fields (GRFs) are a type of geostatistical model used in spatial inference problems. In many such contexts data are available at a given spatial scale, whereas predictions are required at another scale that represents a different spatial configuration. The GRF model of interest and the accompanying Bayesian inferential procedure use the INLA-SPDE approach. In this talk I will describe the GRF model, the inference procedure and discuss challenges in this situation.
  • Classification : 62M30, 62P12, 60G60, 60H15, 62F15, Infer spatio-temporal precipitation patter in Austria
  • Format : Talk at Waseda University
  • Author(s) :
    • Corinna Perchtold (Johannes Kepler University, Linz)
    • Evelyn Buckwar (Johannes Kepler University)
    • Johan Lindström (Lund University)

[02365] Fuzzy C-Medoids Clustering on the Foreign Currency Exchange Rate Against the Indonesian Rupiah

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E504
  • Type : Industrial Contributed Talk
  • Abstract : The exchange rate is always fluctuating, indicates the presence of heteroscedasticity. Forecasting currency exchange rate movements is necessary in order to make a correct decision. In this study, clustering was carried out using a fuzzy c-medoids algorithm with distances based on the estimated parameters of the GARCH model. The case study used is data on foreign exchange rates against the Indonesian Rupiah (IDR) for the monthly period of January 2018–October 2022.
  • Classification : 62M10
  • Format : Online Talk on Zoom
  • Author(s) :
    • Vemmie Nastiti Lestari (Universitas Gadjah Mada)
    • Abdurakhman Abdurakhman (Universitas Gadjah Mada)
    • Dedi Rosadi (Universitas Gadjah Mada)

[00112] Vibration control on unplanned change in vehicle mass model

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E504
  • Type : Contributed Talk
  • Abstract : Prolonged vibration transfer to the human body during riding affects human health. In this work, we proposed a heuristic-based chaotic artificial bee colony (ABC) optimization technique to mitigate the vibration response of running vehicle with context to the safety and comfort of passengers during a ride. We have modeled the vehicle's six degrees of freedom dynamics as a half-car with passive suspension and passengers in a seated position. In the proposed work, two fundamental techniques are used in our analysis. Firstly, we estimate how changing the passenger mass in a vehicle affects the vibration behaviour of the entire system. This is done by simulating the dynamical model computationally and numerically over different bumpy roads. Thereby, distinguishing between the causal roles of mass, safety, and comfort, we formulate technologically constrained optimization problems and minimize the peak jerks of the vehicle and passengers. Further, implement techniques to optimize the vibration levels and design suspension parameters accordingly. The study also analyses the extreme range of vibration levels and comfort relationships for several road conditions to estimate the net effect of vehicle weight change during the ride.
  • Classification : 68-XX, 68Txx, 68T20, 37Nxx, 37N40
  • Format : Online Talk on Zoom
  • Author(s) :
    • Darakhshan Jabeen Syeda (Birla Institute of Technology Mesra, Ranchi)

[02319] Parameter estimation of the Richards model in multi-wave epidemic cases

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E504
  • Type : Industrial Contributed Talk
  • Abstract : The Richards model with changepoint detection can model multi-wave infectious disease transmission. Next, choose the best parameter estimation method from non-linear least squares and genetic algorithm to accurately predict COVID-19 cases in Indonesia and Japan. Genetic algorithm predictions outperform non-linear least squares. A genetic algorithm only needs a range for the initial value, while non-linear least squares need an exact value. The government and health facilities can use prediction results to prevent infectious disease epidemics.
  • Classification : 62P10, 92B15, 92B05
  • Format : Talk at Waseda University
  • Author(s) :
    • Faihatuz Zuhairoh (Universitas Gadjah Mada )
    • Dedi Rosadi (Universitas Gadjah Mada )
    • Adhitya Ronnie Effendie (Universitas Gadjah Mada )