Professional Documents
Culture Documents
1 X (−1)k x2k+1
N
by taking ln, we get 1
Φ(x) ≈ +√ .
2 2π k=0 2k k!(2k + 1)
ln L(µ, σ|x1 , x2 , . . . , xn )
1 X
n For the Normal distribution, the least square method
n
= − ln(2πσ 2 ) − 2 (xi − µ)2 . estimates µ̂ and σ̂ of the parameters µ and σ , respec-
2 2σ tively, are obtained by minimizing the function:
i=1
(3)
X
n
To obtain the maximum likelihood estimators, we E(µ, σ) = (F (xi ) − Fn (xi ))2 , (7)
have to maximize Equation (3), partial derivatives i=1
(1)
where F (xi ) and Fn (xi ) are obtained by Equation (4) where wi = [µ(1) , σ (1) ]t is a vector of param-
and (5), respectively. By solving the following equa- eters for i = 1, 2, . . . , N . Also, the vector of
tions: (m)
wi , i = 1, 2, . . . , N, m = 1, 2, . . . , N pop
∂ represents the values of the ith chromosome in the
E(µ, σ) = 0,
∂µ population at mth iteration.
∂
E(µ, σ) = 0. 2. Fitness: Calculate the fitness value of each chro-
∂σ mosome using a fitness function. In this study,
We denote by the fitness values are defined by:
k xi − µ 2k (m) 1
N (−1)
X fi = , m = 1, 2, . . . , N pop
σ i
A(xi , µ, σ) = k
2 k! (m)
k=0 where fi represents the fitness value of the ith
and chromosome at mth iteration.
2k
xi − µ 3. Selection: Select the chromosomes for produc-
X
N (−1)k+1 ing the next generation using the selection op-
σ
B(xi , µ, σ) = k
, erator, the worst chromosomes are replaced by
2 k!(2k + 1)
k=0 new chromosomes generated randomly from the
µ̂, σ̂ are the estimators of the parameters µ and σ , re- search space. We used the roulette wheel selec-
spectively. Using some algebraic manipulations, the tion. The probability of choosing chromosome i
estimators satisfy the following equations: is equal to
Pn f
(m)
Fn (xi )A(xi , µ, σ) pi = P i (m)
σ̂ = P i=1 , N
n 1 i=1 fi
i=1 F (x i ) A(x i , µ, σ)
σ (m)
where fi is the fitness value of the ith chromo-
and some in the population at mth iteration.
Pn
(F (xi ) − Fn (xi ))xi A(xi , µ, σ)
µ̂ = Pi=1n . 4. Crossover: Perform the crossover operation on
i=1 (F (xi ) − Fn (xi ))A(xi , µ, σ) the pair of chromosomes obtained in step 3.
These equations are solved iteratively.
5. Mutation: Perform the mutation operation on
3.3 Genetic Algorithm the chromosomes. The chromosome k for k =
The main steps of the genetic algorithm (GA) are se- 1, 2 are mutated as follows:
lection, crossover, and mutation. In GA, each chro- random uk ∈ (0, 1), if uk < M R, then we mu-
mosome (individual in the population, parameters) tated the chromosome i.
represents a possible solution to a problem and is 6. Replacement: Update the population P (m) for
composed of a string of genes. Kalra and Singh [14] m = 2, 3, . . . by replacing bad solutions with bet-
proposed a pseudo code of GA for optimization of ter chromosomes from offspring.
scheduling problems as follows:
Procedure GA 7. Repeat steps 3 to 6 until the stopping condition
Determine the number of chromosomes generation is met. The stopping condition may be the max-
(N pop = 10000), and mutation rate (M R = imum number of iterations or no change in the
0.5).The number of chromosomes is 2 (µ and σ ). fitness value of chromosomes for consecutive it-
1. Initialization: Generating initial population P erations.
consisting of N = 100 chromosomes. Every 8. Output the best chromosome (the best parame-
gene represents a parameter (variables) in the so- ter) as the final solution.
lution. This collection of parameters that forms
the solution is the chromosome. Therefore, the End Procedure
population is a collection of chromosomes. As-
sume that the initial population P (1) is denoted 3.4 Goodness-of-Fit
by To show how a theoretical probability function
(1) (1) (1) matches with the observation data, three kinds of sta-
P (1) = [w1 , w2 , . . . , wN ] tistical errors are considered as the Goodness-of-fit.
Generally, the smaller the errors, the better the fit is. Estimation
n Parameter
Let n be the number of data and k be the number of ML LS GA
classes, calculated by Sturges formula, 10 µ 0.5180 8.1768 0.6112
σ 0.8437 0.3664 0.8263
k = ⌈1 + 3.322 log n⌉. RMSE 0.7920 1.0227 0.7729
KS test 0.9939 4.7753 1.2699
The First one is the root mean square error (RMSE) χ2 4.9517 16.5301 4.7405
defined as 20 µ 0.2101 -7.6186 0.2315
v
u k σ 0.9042 5.0261 0.9481
u1 X
RMSE = t
RMSE 0.7993 1.3470 0.7919
(Oi − Ei )2 , (8)
k KS test 0.7447 8.5721 1.0788
i=1
χ2 3.7719 19.3985 3.7027
where Oi is the actual value at time stage i, and Ei 30 µ 0.1314 0.1274 0.1330
is the value computed from correlation expression for σ 0.8238 1.1688 0.9273
the same stage. RMSE 1.4151 1.5568 1.4122
The second one is the Kolmogorov-Smirnov test KS test 2.0833 3.7360 2.1236
(KS), which is defined as the max error in CDFs χ2 13.7865 15.2259 12.9437
50 µ 0.0932 4.7193 0.0890
KS = max |Fn (x) − F (x)|, (9) σ 0.9458 8.1408 1.0836
x
RMSE 1.2694 2.4223 1.4442
where Fn (x) is the empirical cumulative distribution KS test 1.7180 15.7167 3.2420
function not exceeding x and F (x) is the CDF of Nor- χ2 13.6696 25.6064 9.7582
mal distribution. 100 µ -0.0520 -2.8979 -0.0821
The third judgment criterion is the Chi-squared test σ 0.9920 3.3682 1.0383
given as: RMSE 1.6756 3.7792 1.6742
KS test 2.6334 30.4071 1.9056
X
k
(Oi − Ei )2 χ2 9.0434 46.5958 8.5079
2
χ = . (10) 500 µ 0.0236 0.2656 0.0276
Ei
i=1 σ 1.0694 1.2600 1.0831
RMSE 4.4704 7.1210 4.4631
4 A Simulation Study KS test 5.0129 51.8562 5.9734
In this section, a simulation study was performed to χ2 17.2298 48.2707 16.9679
compare the performance of the different methods
discussed in Section 3. 2000 random samples of sizes Table 1: Comparison of the estimation methods for n =
n = 10, 20, 30, 50, 100, 500, 1000, and 2000 were 10, 20, 30, 50, 100 and 500.
generated from the Normal distribution. Since any
Normal distribution data can be standardized to have
a location parameter of 0 and scale parameter of 1, parameters. The biases of maximum likelihood esti-
only samples with parameters µ = 0 and σ = 1 were mation and genetic algorithm of the parameters tend
generated. In order to compare the goodness-of-fit to zero for large n
of various pdfs to sample data, several statistics have 2. As the sample size increases, the estimates of µ and
been used in studies related to data. σ generally approach their true values. An increase in
The RMSE is most useful when large errors are the sample size of the simulated The Normal distribu-
particularly undesirable. The Kolmogorov–Smirnov tion data generally results in the improvement of the
test has the advantage of considering the distribution three methods. Overall, the RMSE, KS test, and χ2
functions collectively. Advantages of the Chi-square values increase as the sample size increases.
test include its robustness in data distribution, and 3. The difference between the ML and GA is very lit-
ease of calculation. tle for small sample sizes (n < 30), but it is slightly
The most frequently used ones are the root mean more for larger sample sizes (n ≥ 30).
square error (RMSE), [15],[16], the Kolmogorov– 4. The LS value is higher than the others.
Smirnov test results (KS), [15],[17], and the Chi Moreover, we found that:
squared test results (χ2 ), [15]. 1. The ML is a commonly used method for parameter
The results of the simulation study are presented in estimation because it is simple and fast.
Table 1-2. The following conclusions can be drawn: 2. The LS is the iterative method, so the best param-
1. All estimators of the parameters are unbiased, i.e., eter is based on the initial parameter. The genetic al-
the estimators sometimes exceed the true value of the gorithm is the iterative method, but the genetic algo-
References:
[1] P. Benítez, F. Rodrigues, S. Gavilán, H. Varum, [12] A. Yalçınkaya, B. Şenoğlu, U. Yolcu, U. Max-
A. Costa, Carbonated structures in Paraguay: imum likelihood estimation for the parameters of
Durability strategies for maintenance planning, skew normal distribution using genetic algorithm.
Procedia Struct., Vol. 11, 2018, pp. 60-67. Swarm and Evolutionary Computation, Vol. 38,
[2] M. T. Liang, R. Huang, S. A. Fang, Carbona- 2018, pp.127-138.
tion service life prediction of existing concrete
viaduct/bridge using time-dependent reliability [13] M. Wadi, W. Elmasry, Modeling of wind en-
analysis, Journal of Marine Science and Technol- ergy potential in marmara region using different
ogy, Vol. 21, No.1, 2013, pp. 94 - 104. statistical distributions and genetic algorithms,
2021 International Conference on Electric Power
[3] F. Lollini, E. Redaelli,L. Bertolini, Analysis of the Engineering – Palestine (ICEPE- P), 2021, pp. 1-
parameters affecting probabilistic predictions of 7.
initiation time for carbonation-induced corrosion
of reinforced concrete structures, Materials and [14] M. Kalra, S. Singh, A review of metaheuristic
Corrosion, Vol. 63, No. 12, 2012, pp. 1059–1068. scheduling techniques in cloud computing, Egyp-
tian informatics journal, Vol.16, No.3, 2015, pp.
[4] U. J. Na, S. Kwon, S. R. Chaudhuri, M. Shi- 275-295.
nozuka, Stochastic model for service life predic-
tion of RC structures exposed to carbonation us- [15] T. P. Chan, Estimation of wind energy poten-
ing random field simulation, KSCE Journal of tial using different probability density functions,
Civil Engineering, Vol.16, No.1, 2012, pp. 133– Applied Energy, Vol. 88, No.5, 2011, pp. 1848–
143. 1856.
[5] M. Cai, J. Yang, Parameter estimation of network
signal normal distribution applied to carboniza- [16] T. B. M. J. Ouarda, C. Charron, J.-Y. Shin, P. R.
tion depth in wireless networks, EURASIP Jour- Marpu, A. H. Al-Mandoos, M. H. Al-Tamimi, H.
nal on Wireless Communications and Networking Ghedira, T. N. Al Hosary, Probability distribu-
2020, No.1, 2020, pp. 1-15. tions of wind speed in the UAE, Energy conver-
sion and management, Vol. 93, 2015, pp. 414-
[6] Y. Li, L. Yan, L. Wang, W. Hou, Estimation of 434.
normal distribution parameters and its application
to carbonation depth of concrete girder bridges, [17] M. Y. Sulaiman, A. M. Akaak, M. A. Wahab, A.
Discrete & Continuous Dynamical Systems-S, Zakaria, Z. A. Sulaiman and J. Surad, Wind char-
Vol. 12, No.4&5, 2018, pp. 1091-1100. acteristics of Oman, Energy, Vol. 27, No.1, 2002,
pp. 35-46.
[7] S. Tasaka, M. Shinozuka, S. Ray Chaudhuri, U.
J. Na, Bayesian inference for prediction of car- [18] X. Guan, D. T. Niu, J. B. Wang, Carbonation
bonation depth of concrete using MCMC, Mem service life prediction of coal boardwalks bridges
Akashi Tech Coll, Vol. 52, 2009, pp. 45–50. based on durability testing, Journal of Xi’an Uni-
[8] J. H. Holland, Adaptation in Natural and Artifi- versity of Architecture and Technology, Vol.47,
cial Systems: An Introductory Analysis with Ap- 2015, pp. 71-76.
plications to Biology, Control, and Artificial In-
telligence, MIT Press, 1992. Contribution of individual authors to
[9] S. Mirjalili, S. Genetic Algorithm. In: Evolution- the creation of a scientific article
ary Algorithms and Neural Networks. Studies in
Computational Intelligence, Vol. 780, 2019, pp. (ghostwriting policy)
43 - 55. Somchit Boonthiem: Investigation, Visualization and
Writing - original draft.
[10] S. Katoch, S.S. Chauhan, V. Kumar, A review Chatchai Sutikasana: Writing - review & editing.
on genetic algorithm: past, present, and future. Watcharin Klongdee: Validation and Writing - review
Multimedia Tools and Applications,Vol. 80, No.5, & editing.
2021, pp. 8091-8126. Weenakorn Ieosanurak: Project administration,
[11] A. Arias-Rosales, R. Mejía-Gutiérrez, R Op- Methodology, Conceptualization, Visualization and
timization of V-Trough photovoltaic concentra- Writing - review & editing.
tors through genetic algorithms with heuristics
based on Weibull distributions. Applied energy, Creative Commons Attribution License 4.0
Vol. 212, 2018, pp.122-140. (Attribution 4.0 International, CC BY 4.0)
This article is published under the terms of the Creative
Commons Attribution License 4.0
https://creativecommons.org/licenses/by/4.0/deed.en_US