Saudi Journal of Engineering and Technology (SJEAT)
Volume-2 | Issue-12 | 484-498
Original Research Article
Exploring the Use of Hypothesis Testing in Determining the Number of Components in Gaussian Mixed Model
Mohd Izhan Mohd Yusoff, Ibrahim Mohamed, Mohd. Rizam Abu Bakar
Published : Dec. 30, 2017
Abstract
Gaussian Mixed Model (GMM) has seen an increase in terms of usage
especially to tackle the issue or problem of fraud activities in telecommunication
industry. Like any other methods, GMM has its equal share of problems related to the
maximum likelihood estimation and the determination of the number of components
in GMM. In this paper we will highlight solutions to the said problems such as
Expectation Maximization (EM) algorithm and the methods that are normally used to
determine the number of components in GMM, which include the most recent
research work done by the authors using Kernel method and Akaike Information
Criteria (AIC); and the successful derivation of hypothesis testing in the
determination of the number of components in GMM. The said derivation has never
been attempted before due to the difficulty and complexity of GMM, as exemplified
by the use of EM algorithm in solving its maximum likelihood estimation problem.
The performance of the hypothesis testing, which is positive and promising despite
using different percentage of overlapping; and the comparison of hypothesis testing
to AIC, which produced conflicting results under certain conditions will also be
highlighted