Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 15

Linear Regression Related Abstracts

15 Predictive Models for Compressive Strength of High Performance Fly Ash Cement Concrete for Pavements

Authors: Som Nath Sachdeva, Vanita Aggarwal, S. M. Gupta

Abstract:

The work reported through this paper is an experimental work conducted on High Performance Concrete (HPC) with super plasticizer with the aim to develop some models suitable for prediction of compressive strength of HPC mixes. In this study, the effect of varying proportions of fly ash (0% to 50% at 10% increment) on compressive strength of high performance concrete has been evaluated. The mix designs studied were M30, M40 and M50 to compare the effect of fly ash addition on the properties of these concrete mixes. In all eighteen concrete mixes have been designed, three as conventional concretes for three grades under discussion and fifteen as HPC with fly ash with varying percentages of fly ash. The concrete mix designing has been done in accordance with Indian standard recommended guidelines i.e. IS: 10262. All the concrete mixes have been studied in terms of compressive strength at 7 days, 28 days, 90 days and 365 days. All the materials used have been kept same throughout the study to get a perfect comparison of values of results. The models for compressive strength prediction have been developed using Linear Regression method (LR), Artificial Neural Network (ANN) and Leave One Out Validation (LOOV) methods.

Keywords: fly ash, High Performance Concrete, Linear Regression, compressive strength, ANN, concrete mixes, strength prediction models

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14 Evaluation of Short-Term Load Forecasting Techniques Applied for Smart Micro-Grids

Authors: Xiaolei Hu, Enrico Ferrera, Riccardo Tomasi, Claudio Pastrone

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Load Forecasting plays a key role in making today's and future's Smart Energy Grids sustainable and reliable. Accurate power consumption prediction allows utilities to organize in advance their resources or to execute Demand Response strategies more effectively, which enables several features such as higher sustainability, better quality of service, and affordable electricity tariffs. It is easy yet effective to apply Load Forecasting at larger geographic scale, i.e. Smart Micro Grids, wherein the lower available grid flexibility makes accurate prediction more critical in Demand Response applications. This paper analyses the application of short-term load forecasting in a concrete scenario, proposed within the EU-funded GreenCom project, which collect load data from single loads and households belonging to a Smart Micro Grid. Three short-term load forecasting techniques, i.e. linear regression, artificial neural networks, and radial basis function network, are considered, compared, and evaluated through absolute forecast errors and training time. The influence of weather conditions in Load Forecasting is also evaluated. A new definition of Gain is introduced in this paper, which innovatively serves as an indicator of short-term prediction capabilities of time spam consistency. Two models, 24- and 1-hour-ahead forecasting, are built to comprehensively compare these three techniques.

Keywords: Artificial Neural Networks, Linear Regression, gain, short-term load forecasting, radial basis function network, smart micro grid

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13 Discrete State Prediction Algorithm Design with Self Performance Enhancement Capacity

Authors: Smail Tigani, Mohamed Ouzzif

Abstract:

This work presents a discrete quantitative state prediction algorithm with intelligent behavior making it able to self-improve some performance aspects. The specificity of this algorithm is the capacity of self-rectification of the prediction strategy before the final decision. The auto-rectification mechanism is based on two parallel mathematical models. In one hand, the algorithm predicts the next state based on event transition matrix updated after each observation. In the other hand, the algorithm extracts its residues trend with a linear regression representing historical residues data-points in order to rectify the first decision if needs. For a normal distribution, the interactivity between the two models allows the algorithm to self-optimize its performance and then make better prediction. Designed key performance indicator, computed during a Monte Carlo simulation, shows the advantages of the proposed approach compared with traditional one.

Keywords: Decision Making, Monte Carlo Simulation, Markov Chains, Linear Regression, discrete state, auto-adaptive systems

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12 Dry Relaxation Shrinkage Prediction of Bordeaux Fiber Using a Feed Forward Neural

Authors: Baeza S. Roberto

Abstract:

The knitted fabric suffers a deformation in its dimensions due to stretching and tension factors, transverse and longitudinal respectively, during the process in rectilinear knitting machines so it performs a dry relaxation shrinkage procedure and thermal action of prefixed to obtain stable conditions in the knitting. This paper presents a dry relaxation shrinkage prediction of Bordeaux fiber using a feed forward neural network and linear regression models. Six operational alternatives of shrinkage were predicted. A comparison of the results was performed finding neural network models with higher levels of explanation of the variability and prediction. The presence of different reposes are included. The models were obtained through a neural toolbox of Matlab and Minitab software with real data in a knitting company of Southern Guanajuato. The results allow predicting dry relaxation shrinkage of each alternative operation.

Keywords: Neural Network, Knitting, Linear Regression, dry relaxation

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11 Robust Inference with a Skew T Distribution

Authors: M. Qamarul Islam, Ergun Dogan, Mehmet Yazici

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There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc.

Keywords: Robustness, Linear Regression, non-normality, least square estimates, maximum likelihood estimates, modified maximum likelihood method

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10 Assesment of Financial Performance: An Empirical Study of Crude Oil and Natural Gas Companies in India

Authors: Palash Bandyopadhyay

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Background and significance of the study: Crude oil and natural gas is of crucial importance due to its increasing demand in India. The demand has been increased because of change of lifestyle overtime. Since India has poor utilization of oil production capacity, constantly the import of it has been increased progressively day by day. This ultimately hit the foreign exchange reserves of India, however it negatively affect the Indian economy as well. The financial performance of crude oil and natural gas companies in India has been trimmed down year after year because of underutilization of production capacity, enhancement of demand, change in life style, and change in import bill and outflows of foreign currencies. In this background, the current study seeks to measure the financial performance of crude oil and natural gas companies of India in the post liberalization period. Keeping in view of this, this study assesses the financial performance in terms of liquidity management, solvency, efficiency, financial stability, and profitability of the companies under study. Methodology: This research work is encircled on yearly ratio data collected from Centre for Monitoring Indian Economy (CMIE) Prowess database for the periods between 1993-94 and 2012-13 with 20 observations using liquidity, solvency and efficiency indicators, profitability indicators and financial stability indicators of all the major crude oil and natural gas companies in India. In the course of analysis, descriptive statistics, correlation statistics, and linear regression test have been utilized. Major findings: Descriptive statistics indicate that liquidity position is satisfactory in case of three crude oil and natural gas companies (Oil and Natural Gas Companies Videsh Limited, Oil India Limited and Selan exploration and transportation Limited) out of selected companies under study but solvency position is satisfactory only for one company (Oil and Natural Gas Companies Videsh Limited). However, efficiency analysis points out that Oil and Natural Gas Companies Videsh Limited performs effectively the management of inventory, receivables, and payables, but the overall liquidity management is not well. Profitability position is very much satisfactory in case of all the companies except Tata Petrodyne Limited, but profitability management is not satisfactory for all the companies under study. Financial stability analysis shows that all the companies are more dependent on debt capital, which bears a financial risk. Correlation and regression test results illustrates that profitability is positively and negatively associated with liquidity, solvency, efficiency, and financial stability indicators. Concluding statement: Management of liquidity and profitability of crude oil and natural gas companies in India should have been improved through controlling unnecessary imports in spite of the heavy demand of crude oil and natural gas in India and proper utilization of domestic oil reserves. At the same time, Indian government has to concern about rupee depreciation and interest rates.

Keywords: India, Linear Regression, Financial Performance, crude oil and natural gas companies

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9 Solids and Nutrient Loads Exported by Preserved and Impacted Low-Order Streams: A Comparison among Water Bodies in Different Latitudes in Brazil

Authors: Wesley A. Saltarelli, Nicolas R. Finkler, Davi G. F. Cunha, Taison A. Bortolin, Vania E. Schneider

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Estimating the relative contribution of nonpoint or point sources of pollution in low-orders streams is an important tool for the water resources management. The location of headwaters in areas with anthropogenic impacts from urbanization and agriculture is a common scenario in developing countries. This condition can lead to conflicts among different water users and compromise ecosystem services. Water pollution also contributes to exporting organic loads to downstream areas, including higher order rivers. The purpose of this research is to preliminarily assess nutrients and solids loads exported by water bodies located in watersheds with different types of land uses in São Carlos - SP (Latitude. -22.0087; Longitude. -47.8909) and Caxias do Sul - RS (Latitude. -29.1634, Longitude. -51.1796), Brazil, using regression analysis. The variables analyzed in this study were Total Kjeldahl Nitrogen (TKN), Nitrate (NO3-), Total Phosphorus (TP) and Total Suspended Solids (TSS). Data were obtained in October and December 2015 for São Carlos (SC) and in November 2012 and March 2013 for Caxias do Sul (CXS). Such periods had similar weather patterns regarding precipitation and temperature. Altogether, 11 sites were divided into two groups, some classified as more pristine (SC1, SC4, SC5, SC6 and CXS2), with predominance of native forest; and others considered as impacted (SC2, SC3, CXS1, CXS3, CXS4 and CXS5), presenting larger urban and/or agricultural areas. Previous linear regression was applied for data on flow and drainage area of each site (R² = 0.9741), suggesting that the loads to be assessed had a significant relationship with the drainage areas. Thereafter, regression analysis was conducted between the drainage areas and the total loads for the two land use groups. The R² values were 0.070, 0.830, 0.752 e 0.455 respectively for SST, TKN, NO3- and TP loads in the more preserved areas, suggesting that the loads generated by runoff are significant in these locations. However, the respective R² values for sites located in impacted areas were respectively 0.488, 0.054, 0.519 e 0.059 for SST, TKN, NO3- and P loads, indicating a less important relationship between total loads and runoff as compared to the previous scenario. This study suggests three possible conclusions that will be further explored in the full-text article, with more sampling sites and periods: a) In preserved areas, nonpoint sources of pollution are more significant in determining water quality in relation to the studied variables; b) The nutrient (TKN and P) loads in impacted areas may be associated with point sources such as domestic wastewater discharges with inadequate treatment levels; and c) The presence of NO3- in impacted areas can be associated to the runoff, particularly in agricultural areas, where the application of fertilizers is common at certain times of the year.

Keywords: Water resources management, Land Use, Streams, Linear Regression, point and non-point pollution sources

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8 Formulating a Flexible-Spread Fuzzy Regression Model Based on Dissemblance Index

Authors: Shih-Pin Chen, Shih-Syuan You

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This study proposes a regression model with flexible spreads for fuzzy input-output data to cope with the situation that the existing measures cannot reflect the actual estimation error. The main idea is that a dissemblance index (DI) is carefully identified and defined for precisely measuring the actual estimation error. Moreover, the graded mean integration (GMI) representation is adopted for determining more representative numeric regression coefficients. Notably, to comprehensively compare the performance of the proposed model with other ones, three different criteria are adopted. The results from commonly used test numerical examples and an application to Taiwan's business monitoring indicator illustrate that the proposed dissemblance index method not only produces valid fuzzy regression models for fuzzy input-output data, but also has satisfactory and stable performance in terms of the total estimation error based on these three criteria.

Keywords: Forecasting, Fuzzy Sets, Linear Regression, dissemblance index

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7 Factors Affecting Slot Machine Performance in an Electronic Gaming Machine Facility

Authors: Etienne Provencal, David L. St-Pierre

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A facility exploiting only electronic gambling machines (EGMs) opened in 2007 in Quebec City, Canada under the name of Salons de Jeux du Québec (SdjQ). This facility is one of the first worldwide to rely on that business model. This paper models the performance of such EGMs. The interest from a managerial point of view is to identify the variables that can be controlled or influenced so that a comprehensive model can help improve the overall performance of the business. The EGM individual performance model contains eight different variables under study (Game Title, Progressive jackpot, Bonus Round, Minimum Coin-in, Maximum Coin-in, Denomination, Slant Top and Position). Using data from Quebec City’s SdjQ, a linear regression analysis explains 90.80% of the EGM performance. Moreover, results show a behavior slightly different than that of a casino. The addition of GameTitle as a factor to predict the EGM performance is one of the main contributions of this paper. The choice of the game (GameTitle) is very important. Games having better position do not have significantly better performance than games located elsewhere on the gaming floor. Progressive jackpots have a positive and significant effect on the individual performance of EGMs. The impact of BonusRound on the dependent variable is significant but negative. The effect of Denomination is significant but weakly negative. As expected, the Language of an EGMS does not impact its individual performance. This paper highlights some possible improvements by indicating which features are performing well. Recommendations are given to increase the performance of the EGMs performance.

Keywords: Linear Regression, EGM, model prediction, slot operations

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6 Comparing Skill, Employment, and Productivity of Industrial City Case Study: Bekasi Industrial Area and Special Economic Zone Sei Mangkei

Authors: Auliya Adzillatin Uzhma, M. Adrian Rizky, Puri Diah Santyarini

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Bekasi Industrial Area in Kab. Bekasi and SEZ (Special Economic Zone) Sei Mangkei in Kab. Simalungun are two areas whose have the same main economic activity that are manufacturing industrial. Manufacturing industry in Bekasi Industrial Area contributes more than 70% of Kab. Bekasi’s GDP, while manufacturing industry in SEZ Sei Mangkei contributes less than 20% of Kab. Simalungun’s GDP. The dependent variable in the research is labor productivity, while the independent variable is the amount of labor, the level of labor education, the length of work and salary. This research used linear regression method to find the model for represent actual condition of productivity in two industrial area, then the equalization using dummy variable on labor education level variable. The initial hypothesis (Ho) in this research is that labor productivity in Bekasi Industrial Area will be higher than the productivity of labor in SEZ Sei Mangkei. The variable that supporting the accepted hypothesis are more labor, higher education, longer work and higher salary in Bekasi Industrial Area.

Keywords: Productivity, Labor, Linear Regression, industrial city

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5 Current Status and a Forecasting Model of Community Household Waste Generation: A Case Study on Ward 24 (Nirala), Khulna, Bangladesh

Authors: Md. Nazmul Haque, Mahinur Rahman

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The objective of the research is to determine the quantity of household waste generated and forecast the future condition of Ward No 24 (Nirala). For performing that, three core issues are focused: (i) the capacity and service area of the dumping stations; (ii) the present waste generation amount per capita per day; (iii) the responsibility of the local authority in the household waste collection. This research relied on field survey-based data collection from all stakeholders and GIS-based secondary analysis of waste collection points and their coverage. However, these studies are mostly based on the inherent forecasting approaches, cannot predict the amount of waste correctly. The findings of this study suggest that Nirala is a formal residential area introducing a better approach to the waste collection - self-controlled and collection system. Here, a forecasting model proposed for waste generation as Y = -2250387 + 1146.1 * X, where X = year.

Keywords: Waste Management, Linear Regression, household waste, eco-friendly environment

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4 Factors That Influence Choice of Walking Mode in Work Trips: Case Study of Rasht, Iran

Authors: Babak Safaei, Nima Safaei, Arezoo Masoud

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In recent years, there has been a growing emphasis on the role of urban planning in walking capability and the effects of individual and socioeconomic factors on the physical activity levels of city dwellers. Although considerable number of studies are conducted about walkability and for identifying the effective factors in walking mode choice in developed countries, to our best knowledge, literature lacks in the study of factors affecting choice of walking mode in developing countries. Due to the high importance of health aspects of human societies and in order to make insights and incentives for reducing traffic during rush hours, many researchers and policy makers in the field of transportation planning have devoted much attention to walkability studies; they have tried to improve the effective factors in the choice of walking mode in city neighborhoods. In this study, effective factors in walkability that have proven to have significant impact on the choice of walking mode, are studied at the same time in work trips. The data for the study is collected from the employees in their workplaces by well-instructed people using questionnaires; the statistical population of the study consists of 117 employed people who commute daily from work to home in Rasht city of Iran during the beginning of spring 2015. Results of the study which are found through the linear regression modeling, show that people who do not have freedom of choice for choosing their living locations and need to be present at their workplaces in certain hours have lower levels of walking. Additionally, unlike some of the previous studies which were conducted in developed countries, coincidental effects of Body Mass Index (BMI) and the income level of employees, do not have a significant effect on the walking level in work travels.

Keywords: Transportation, Walking, Linear Regression, BMI, work trips

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3 Blood Glucose Level Measurement from Breath Analysis

Authors: Tayyab Hassan, Talha Rehman, Qasim Abdul Aziz, Ahmad Salman

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The constant monitoring of blood glucose level is necessary for maintaining health of patients and to alert medical specialists to take preemptive measures before the onset of any complication as a result of diabetes. The current clinical monitoring of blood glucose uses invasive methods repeatedly which are uncomfortable and may result in infections in diabetic patients. Several attempts have been made to develop non-invasive techniques for blood glucose measurement. In this regard, the existing methods are not reliable and are less accurate. Other approaches claiming high accuracy have not been tested on extended dataset, and thus, results are not statistically significant. It is a well-known fact that acetone concentration in breath has a direct relation with blood glucose level. In this paper, we have developed the first of its kind, reliable and high accuracy breath analyzer for non-invasive blood glucose measurement. The acetone concentration in breath was measured using MQ 138 sensor in the samples collected from local hospitals in Pakistan involving one hundred patients. The blood glucose levels of these patients are determined using conventional invasive clinical method. We propose a linear regression classifier that is trained to map breath acetone level to the collected blood glucose level achieving high accuracy.

Keywords: Diabetes, Linear Regression, blood glucose level, breath acetone concentration

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2 Geospatial and Statistical Evidences of Non-Engineered Landfill Leachate Effects on Groundwater Quality in a Highly Urbanised Area of Nigeria

Authors: David A. Olasehinde, Peter I. Olasehinde, Segun M. A. Adelana, Dapo O. Olasehinde

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An investigation was carried out on underground water system dynamics within Ilorin metropolis to monitor the subsurface flow and its corresponding pollution. Africa population growth rate is the highest among the regions of the world, especially in urban areas. A corresponding increase in waste generation and a change in waste composition from predominantly organic to non-organic waste has also been observed. Percolation of leachate from non-engineered landfills, the chief means of waste disposal in many of its cities, constitutes a threat to the underground water bodies. Ilorin city, a transboundary town in southwestern Nigeria, is a ready microcosm of Africa’s unique challenge. In spite of the fact that groundwater is naturally protected from common contaminants such as bacteria as the subsurface provides natural attenuation process, groundwater samples have been noted to however possesses relatively higher dissolved chemical contaminants such as bicarbonate, sodium, and chloride which poses a great threat to environmental receptors and human consumption. The Geographic Information System (GIS) was used as a tool to illustrate, subsurface dynamics and the corresponding pollutant indicators. Forty-four sampling points were selected around known groundwater pollutant, major old dumpsites without landfill liners. The results of the groundwater flow directions and the corresponding contaminant transport were presented using expert geospatial software. The experimental results were subjected to four descriptive statistical analyses, namely: principal component analysis, Pearson correlation analysis, scree plot analysis, and Ward cluster analysis. Regression model was also developed aimed at finding functional relationships that can adequately relate or describe the behaviour of water qualities and the hypothetical factors landfill characteristics that may influence them namely; distance of source of water body from dumpsites, static water level of groundwater, subsurface permeability (inferred from hydraulic gradient), and soil infiltration. The regression equations developed were validated using the graphical approach. Underground water seems to flow from the northern portion of Ilorin metropolis down southwards transporting contaminants. Pollution pattern in the study area generally assumed a bimodal pattern with the major concentration of the chemical pollutants in the underground watershed and the recharge. The correlation between contaminant concentrations and the spread of pollution indicates that areas of lower subsurface permeability display a higher concentration of dissolved chemical content. The principal component analysis showed that conductivity, suspended solids, calcium hardness, total dissolved solids, total coliforms, and coliforms were the chief contaminant indicators in the underground water system in the study area. Pearson correlation revealed a high correlation of electrical conductivity for many parameters analyzed. In the same vein, the regression models suggest that the heavier the molecular weight of a chemical contaminant of a pollutant from a point source, the greater the pollution of the underground water system at a short distance. The study concludes that the associative properties of landfill have a significant effect on groundwater quality in the study area.

Keywords: Leachate, Groundwater Pollution, Linear Regression, principal component, dumpsite

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1 Liquid Chromatography Microfluidics for Detection and Quantification of Urine Albumin using Linear Regression Method

Authors: Patricia B. Cruz, Catrina Jean G. Valenzuela, Analyn N. Yumang

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Nearly a hundred per million of the Filipino population is diagnosed with Chronic Kidney Disease (CKD). The early stage of CKD has no symptoms and can only be discovered once the patient undergoes urinalysis. Over the years, different methods were discovered and used for the quantification of the urinary albumin such as the immunochemical assays where most of these methods require large machinery that has a high cost in maintenance and resources, and a dipstick test which is yet to be proven and is still debated as a reliable method in detecting early stages of microalbuminuria. This research study involves the use of the liquid chromatography concept in microfluidic instruments with biosensor as a means of separation and detection respectively, and linear regression to quantify human urinary albumin. The researchers’ main objective was to create a miniature system that quantifies and detect patients’ urinary albumin while reducing the amount of volume used per 5 test samples. For this study, 30 urine samples of unknown albumin concentrations were tested using VITROS Analyzer and the microfluidic system for comparison. Based on the data shared by both methods, the actual vs. predicted regression were able to create a positive linear relationship with an R2 of 0.9995 and a linear equation of y = 1.09x + 0.07, indicating that the predicted values and actual values are approximately equal. Furthermore, the microfluidic instrument uses 75% less in total volume – sample and reagents combined, compared to the VITROS Analyzer per 5 test samples.

Keywords: Microfluidics, Chronic kidney disease, Linear Regression, Urinary Albumin

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