Mohammad Jafari Jozani

Wind Turbine Power Curve Modeling Using Advanced Parametric and Nonparametric Methods

Wind turbine power curve modeling is an important tool in turbine performance monitoring and power forecasting. There are several statistical techniques to fit the empirical power curve of a wind turbine, which can be classified into parametric and nonparametric methods. In this paper, we study four of these methods to estimate the wind turbine power curve. Polynomial regression is studied as the benchmark parametric model, and issues associated with this technique are discussed. We then introduce the locally weighted polynomial regression method, and show its advantages over the polynomial regression. Also, the spline regression method is examined to achieve more flexibility for fitting the power curve. Finally, we develop a penalized spline regression model to address the issues of choosing the number and location of knots in the spline regression. The performance of the presented methods is evaluated using two simulated data sets as well as an actual operational power data of a wind farm in North America.

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.

Design based estimation for ranked set sampling in finite populations

In this paper, we consider design-based estimation using ranked set sampling (RSS) in finite populations. We first derive the first and second-order inclusion probabilities for an RSS design and present two Horvitz–Thompson type estimators using these inclusion probabilities. We also develop an alternate Hansen–Hurwitz type estimator and investigate its properties. In particular, we show that this alternate estimator always outperforms the usual Hansen–Hurwitz type estimator in the simple random sampling with replacement design with comparable sample size. We also develop formulae for ratio estimator for all three developed estimators. The theoretical results are augmented by numerical and simulation studies as well as a case study using a well known data set. These show that RSS design can yield a substantial improvement in efficiency over the usual simple random sampling design in finite populations.

Posterior Regret Γ-Minimax Estimation and Prediction with Applications on k-Records Data Under Entropy Loss Function

Robust Bayesian analysis is connected with the effect of changing a prior within a class Γ instead of being specified exactly. The multiplicity of prior leads to a collection or a range of Bayes actions. It is interesting not only to investigate the range of estimators but also to recommend the optimal procedures. In this article, we deal with posterior regret Γ-minimax (PRGM) estimation and prediction of an unknown parameter θ and a value of a random variable Y under entropy loss function. Applications for k-records such as estimation and prediction problems are discussed.

Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models

We derive some general results on the Fisher information (FI) contained in the data obtained from the ranked set sampling (RSS) design relative to its counterpart under the simple random sampling (SRS) for a finite mixture model. We propose different variations of RSS data and show how to calculate the FI matrix for each variation under both perfect and imperfect ranking assumptions. Also, a comparison is made among the proposed variations of RSS data using the missing information criterion. We discuss some interesting cases where the ratio of the determinant of the FI matrices for the RSS and SRS data is independent of the component densities and the number of components of the model and it is always equal to the set size used through the RSS procedure. Theoretical results are augmented by numerical studies for a mixture of two exponential distributions.

On uncertainty and information properties of ranked set samples

Ranked set sampling is a sampling design which has a wide range of applications in industrial statistics, economics and environmental and ecological studies, etc. It is well known that ranked set samples provide more Fisher information than simple random samples of the same size about the unknown parameters of the underlying distribution in parametric inferences. In this paper, we consider the uncertainty and information content of ranked set samples in both perfect and imperfect ranking scenarios in terms of Shannon entropy, Renyi and Kullback-Leibler (KL) information measures. It is proved that under these information measures, ranked set sampling design performs better than its simple random sampling counterpart of the same size. The information content is also a monotone function of the set size in ranked set sampling. Moreover, the effect of ranking error on the information content of the data is investigated.

Nonparametric Density Estimation Using Partially Rank-Ordered Set Samples With Application in Estimating the Distribution of Wheat Yield

We study nonparametric estimation of an unknown density function

An improved procedure for estimation of malignant breast cancer prevalence using partially rank ordered set samples with multiple concomitants.

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On risk unbiased estimation after selection

based on the ranked-based observations obtained from a partially rank-ordered set (PROS) sampling design. PROS sampling design has many applications in environmental, ecological and medical studies where the exact measurement of the variable of interest is costly but a small number of sampling units can be ordered with respect to the variable of interest by any means other than actual measurements and this can be done at low cost. PROS observations involve independent order statistics which are not identically distributed and most of the commonly used nonparametric techniques are not directly applicable to them. We first develop kernel density estimates of

Classification of simultaneous multiple partial discharge sources based on probabilistic interpretation using a two-step logistic regression algorithm

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