Search results for: correlation and prediction

Authors: Suzan Anwar, Utkarsh Goyal

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Heart rate (HR) is a predictor of cardiovascular, cerebrovascular, and all-cause mortality in the general population, as well as in patients with cardio and cerebrovascular diseases. Machine learning (ML) significantly improves the accuracy of cardiovascular risk prediction, increasing the number of patients identified who could benefit from preventive treatment while avoiding unnecessary treatment of others. This research examines relationship between the individual's various heart health inputs like age, sex, cp, trestbps, thalach, oldpeaketc, and the likelihood of developing heart disease. Machine learning techniques like logistic regression and decision tree, and Python are used. The results of testing and evaluating the model using the Heart Failure Prediction Dataset show the chance of a person having a heart disease with variable accuracy. Logistic regression has yielded an accuracy of 80.48% without data handling. With data handling (normalization, standardscaler), the logistic regression resulted in improved accuracy of 87.80%, decision tree 100%, random forest 100%, and SVM 100%.

Keywords: heart rate, machine learning, SVM, decision tree, logistic regression, random forest

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Authors: Sagir M. Yusuf, Chris Baber

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In this paper, we describe how Bayesian inferential reasoning will contributes in obtaining a well-satisfied prediction for Distributed Constraint Optimization Problems (DCOPs) with uncertainties. We also demonstrate how DCOPs could be merged to multi-agent knowledge understand and prediction (i.e. Situation Awareness). The DCOPs functions were merged with Bayesian Belief Network (BBN) in the form of situation, awareness, and utility nodes. We describe how the uncertainties can be represented to the BBN and make an effective prediction using the expectation-maximization algorithm or conjugate gradient descent algorithm. The idea of variable prediction using Bayesian inference may reduce the number of variables in agents’ sampling domain and also allow missing variables estimations. Experiment results proved that the BBN perform compelling predictions with samples containing uncertainties than the perfect samples. That is, Bayesian inference can help in handling uncertainties and dynamism of DCOPs, which is the current issue in the DCOPs community. We show how Bayesian inference could be formalized with Distributed Situation Awareness (DSA) using uncertain and missing agents’ data. The whole framework was tested on multi-UAV mission for forest fire searching. Future work focuses on augmenting existing architecture to deal with dynamic DCOPs algorithms and multi-agent information merging.

Keywords: DCOP, multi-agent reasoning, Bayesian reasoning, swarm intelligence

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Authors: Mikhail Gritskevich, Sebastian Hohenstein

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The paper presents the results of a detailed assessment of several modern Reynolds Averaged Navier-Stokes (RANS) turbulence models for prediction of C3X vane film cooling at various injection regimes. Three models are considered, namely the Shear Stress Transport (SST) model, the modification of the SST model accounting for the streamlines curvature (SST-CC), and the Explicit Algebraic Reynolds Stress Model (EARSM). It is shown that all the considered models face with a problem in prediction of the adiabatic effectiveness in the vicinity of the cooling holes; however, accounting for the Reynolds stress anisotropy within the EARSM model noticeably increases the solution accuracy. On the other hand, further downstream all the models provide a reasonable agreement with the experimental data for the adiabatic effectiveness and among the considered models the most accurate results are obtained with the use EARMS.

Keywords: discrete holes film cooling, Reynolds Averaged Navier-Stokes (RANS), Reynolds stress tensor anisotropy, turbulent heat transfer

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Authors: Pooja Rani, G. S. Mahapatra, S. K. Pandey

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In this paper, we propose a novel approach of Neural Network and Particle Swarm Optimization methods for software reliability prediction. We first explain how to apply compound function in neural network so that we can derive a Flexible Logistic (S-shaped) Growth Curve (FLGC) model. This model mathematically represents software failure as a random process and can be used to evaluate software development status during testing. To avoid trapping in local minima, we have applied Particle Swarm Optimization method to train proposed model using failure test data sets. We drive our proposed model using computational based intelligence modeling. Thus, proposed model becomes Neuro-Particle Swarm Optimization (NPSO) model. We do test result with different inertia weight to update particle and update velocity. We obtain result based on best inertia weight compare along with Personal based oriented PSO (pPSO) help to choose local best in network neighborhood. The applicability of proposed model is demonstrated through real time test data failure set. The results obtained from experiments show that the proposed model has a fairly accurate prediction capability in software reliability.

Keywords: software reliability, flexible logistic growth curve model, software cumulative failure prediction, neural network, particle swarm optimization

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Authors: A. Hakimiyan, H. Namazi

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Human behavior is defined as a range of behaviors exhibited by humans who are influenced by different internal or external sources. Human behavior is the subject of much research in different areas of psychology and neuroscience. Despite some advances in studies related to forecasting of human behavior, there are not many researches which consider the effect of the time delay between the presence of stimulus and the related human response. Analysis of EEG signal as a fractal time series is one of the major tools for studying the human behavior. In the other words, the human brain activity is reflected in his EEG signal. Artificial Neural Network has been proved useful in forecasting of different systems’ behavior especially in engineering areas. In this research, a time delay neural network is trained and tested in order to forecast the human EEG signal and subsequently human behavior. This neural network, by introducing a time delay, takes care of the lagging time between the occurrence of the stimulus and the rise of the subsequent action potential. The results of this study are useful not only for the fundamental understanding of human behavior forecasting, but shall be very useful in different areas of brain research such as seizure prediction.

Keywords: human behavior, EEG signal, time delay neural network, prediction, lagging time

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Authors: Heramb Somthankar, Anujoy Chakraborty

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This paper presents a classification study on yield prediction in semiconductor production using machine learning approaches. A complicated semiconductor production process is generally monitored continuously by signals acquired from sensors and measurement sites. A monitoring system contains a variety of signals, all of which contain useful information, irrelevant information, and noise. In the case of each signal being considered a feature, "Feature Selection" is used to find the most relevant signals. The open-source UCI SECOM Dataset provides 1567 such samples, out of which 104 fail in quality assurance. Feature extraction and selection are performed on the dataset, and useful signals were considered for further study. Afterward, common machine learning algorithms were employed to predict whether the signal yields pass or fail. The most relevant algorithm is selected for prediction based on the accuracy and loss of the ML model.

Keywords: deep learning, feature extraction, feature selection, machine learning classification algorithms, semiconductor production monitoring, signal processing, time-series analysis

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Authors: Jacky Liu

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This paper develops a team sports outcome prediction system with potential for wide-ranging applications across various disciplines. Despite significant advancements in predictive analytics, existing studies in sports outcome predictions possess considerable limitations, including insufficient feature engineering and underutilization of advanced machine learning techniques, among others. To address these issues, we extend the Sports Cross Industry Standard Process for Data Mining (SRP-CRISP-DM) framework and propose a unique, comprehensive predictive system, using National Basketball Association (NBA) data as an example to test this extended framework. Our approach follows a holistic methodology in feature engineering, employing both Time Series and Non-Time Series Data, as well as conducting Explanatory Data Analysis and Feature Selection. Furthermore, we contribute to the discourse on target variable choice in team sports outcome prediction, asserting that point spread prediction yields higher profits as opposed to game-winner predictions. Using machine learning algorithms, particularly XGBoost, results in a significant improvement in predictive accuracy of team sports outcomes. Applied to point spread betting strategies, it offers an astounding annual return of approximately 900% on an initial investment of $100. Our findings not only contribute to academic literature, but have critical practical implications for sports betting. Our study advances the understanding of team sports outcome prediction a burgeoning are in complex system predictions and pave the way for potential profitability and more informed decision making in sports betting markets.

Keywords: machine learning, team sports, game outcome prediction, sports betting, profits simulation

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Authors: Deba Kumar Sarma, Sanjib Kr. Rajbongshi

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Surface finish is an important product quality in machining. At first, experiments were carried out to investigate the effect of the cutting tool nose radius (considering 1mm and 0.65mm) in prediction of surface finish with process parameters of cutting speed, feed and depth of cut. For all possible cutting conditions, full factorial design was considered as two levels four parameters. Commercial Mild Steel bar and High Speed Steel (HSS) material were considered as work-piece and cutting tool material respectively. In order to obtain functional relationship between process parameters and surface roughness, neural network was used which was found to be capable for the prediction of surface roughness within a reasonable degree of accuracy. It was observed that tool nose radius of 1mm provides better surface finish in comparison to 0.65 mm. Also, it was observed that feed rate has a significant influence on surface finish.

Keywords: full factorial design, neural network, nose radius, surface finish

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Authors: Yamini Raju, Parminder S. Kang, Adam Moroz, Ross Clement, Alistair Duffy, Ashley Hopwell

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Accurate prediction of fresh produce demand is one the challenges faced by Small Medium Enterprise (SME) wholesalers. Current research in this area focused on limited number of factors specific to a single product or a business type. This paper gives an overview of the current literature on the variability factors used to predict demand and the existing forecasting techniques of short shelf life products. It then extends it by adding new factors and investigating if there is a time lag and possibility of noise in the orders. It also identifies the most important factors using correlation and Principal Component Analysis (PCA).

Keywords: demand forecasting, deteriorating products, food wholesalers, principal component analysis, variability factors

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Authors: Nathakhun Wiroonsri

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There are various cluster validity measures used for evaluating clustering results. One of the main objectives of using these measures is to seek the optimal unknown number of clusters. Some measures work well for clusters with different densities, sizes and shapes. Yet, one of the weaknesses that those validity measures share is that they sometimes provide only one clear optimal number of clusters. That number is actually unknown and there might be more than one potential sub-optimal option that a user may wish to choose based on different applications. We develop two new cluster validity indices based on a correlation between an actual distance between a pair of data points and a centroid distance of clusters that the two points are located in. Our proposed indices constantly yield several peaks at different numbers of clusters which overcome the weakness previously stated. Furthermore, the introduced correlation can also be used for evaluating the quality of a selected clustering result. Several experiments in different scenarios, including the well-known iris data set and a real-world marketing application, have been conducted to compare the proposed validity indices with several well-known ones.

Keywords: clustering algorithm, cluster validity measure, correlation, data partitions, iris data set, marketing, pattern recognition

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Authors: Qiming Zhang, Youda Ye, Qinxue Jiang

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Accurate prediction of external flowfield and aero-heating at the wall of hypersonic vehicle is very crucial for the design of aircrafts. Unstructured/hybrid meshes have more powerful advantages than structured meshes in terms of pre-processing, parallel computing and mesh adaptation, so it is imperative to develop high-resolution numerical methods for the calculation of aerothermal environment on unstructured/hybrid meshes. The inviscid flux scheme is one of the most important factors affecting the accuracy of unstructured/ hybrid mesh heat flux calculation. Here, a new hybrid flux scheme is developed and the approach of interface type selection is proposed: i.e. 1) using the exact Riemann scheme solution to calculate the flux on the faces parallel to the wall; 2) employing Sterger-Warming (S-W) scheme to improve the stability of the numerical scheme in other interfaces. The results of the heat flux fit the one observed experimentally and have little dependence on grids, which show great application prospect in unstructured/ hybrid mesh.

Keywords: aero-heating prediction, computational fluid dynamics, hybrid meshes, hybrid schemes

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Authors: Tahar Ayadat

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The undrained shear strength is an essential parameter for determining the consistency and the ultimate bearing capacity of a clay layer. The undrained shear strength can be determined by field tests such as the in situ vane test or in laboratory, including hand vane test, triaxial, simple compression test, and the consistency penetrometer (i.e. Swedish cone). However, the field vane test and the Swedish cone are the most commonly used tests by geotechnical experts. In this technical note, a comparison between the shear strength results obtained by the in situ vane test and the cone penetration test (Swedish cone) was conducted. A correlation between the results of these two tests, concerning the undrained shear strength of the Champlain sea clay, has been developed. Moreover, some applications of the proposed correlation on some geotechnical problems have been included, such as the determination of the consistency and the bearing capacity of a clay layer.

Keywords: correlation, shear strength, clay, vane test, Swedish cone

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Authors: Fakhruddin Esa, Yusri Yusof

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The confirmatory of Total Quality Management (TQM) implementation is most vital in quality management. This paper focuses on employees' perceptions towards TQM implementation in a local automotive company supplier. The objectives of this study are first and foremost to determine the perception of TQM implementation among the staff, and secondly to ascertain the correlation between the variables, and lastly to identify the relative influence of the 10 TQM variables on the cost of poor quality (COPQ). The TQM implementation is perceived to be moderate. All correlation is found to be significant and five variables having positively moderate to high correlation. Out of 10 variables, quality system improvement, reward and recognition and customer focus influence the perceived COPQ. This study extended a discussion on these three variables contribution to TQM in general and the human resource development in the organization. A significant recommendation to lowering costs of internal error, such as trouble shooting and scraps are also discussed. Certain components of further research that would add value to this study have also been suggested and perhaps could be implemented at policy-level initiatives.

Keywords: cost of poor quality (COPQ), correlation, total quality management (TQM), variables

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Authors: Rexa Pasha

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The aim of this study was to examine the relationship between depression, stress and life satisfaction with sleep disturbance among Islamic Azad University Ahvaz Branch students. Samples in the study included 230 students who were selected by stratified random sampling. For data collection, the Beck Depression Inventory, stress, life satisfaction and quality of sleep (PSQI) was used. Which all have acceptable reliability and validity. This study was correlation and Data analysis using Pearson correlation and multivariate regression significance level (pKeywords: depression, life satisfaction, sleep disorder, sleep disturbane

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Authors: Rehan Waheed, Abdul Shakoor

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Distortion produced during welding of thin metal plates is a problem in many industries. The purpose of this research was to study distortion produced during welding in 2mm Mild Steel plate by simulating the welding process using Finite Element Analysis. Simulation of welding process requires a couple field transient analyses. At first a transient thermal analysis is performed and the temperature obtained from thermal analysis is used as input in structural analysis to find distortion. An actual weld sample is prepared and the weld distortion produced is measured. The simulated and actual results were in quite agreement with each other and it has been found that there is profound deflection at center of plate. Temperature dependent material properties play significant role in prediction of weld distortion. The results of this research can be used for prediction and control of weld distortion in large steel structures by changing different weld parameters.

Keywords: welding simulation, FEA, welding distortion, temperature dependent mechanical properties

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Authors: Hyunchul Ahn, William X. S. Wong

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Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.

Keywords: corporate credit rating prediction, Feature selection, genetic algorithms, instance selection, multiclass support vector machines

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Authors: Abdelkader Hocine, Abdelhakim Maizia

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The exponential growth of reinforced fibers composite materials use has prompted researchers to step up their work on the prediction of their reliability. Owing to differences between the properties of the materials used for the composite, the manufacturing processes, the load combinations and types of environment, the prediction of the reliability of composite materials has become a primary task. Through failure criteria, TSAI-WU and the maximum stress, the reliability of multilayer tubular structures under pressure is the subject of this paper, where the failure probability of is estimated by the method of Monte Carlo.

Keywords: composite, design, monte carlo, tubular structure, reliability

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Authors: Jehad Al Dallal

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Attributes and methods are the basic contents of an object-oriented class. The connectivity among these class members and the relationship between the class and other classes play an important role in determining the quality of an object-oriented system. Class cohesion evaluates the degree of relatedness of class attributes and methods, whereas class coupling refers to the degree to which a class is related to other classes. Researchers have proposed several class cohesion and class coupling measures. However, the correlation between class coupling and class cohesion measures have not been thoroughly studied. In this paper, using classes of three open-source Java systems, we empirically investigate the correlation between several measures of connectivity-based class cohesion and coupling. Four connectivity-based cohesion measures and eight coupling measures are considered in the empirical study. The empirical study results show that class connectivity-based cohesion and coupling internal quality attributes are inversely correlated. The strength of the correlation depends highly on the cohesion and coupling measurement approaches.

Keywords: object-oriented class, software quality, class cohesion measure, class coupling measure

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Authors: Rashini Maduka, C. R. Wijesinghe, A. R. Weerasinghe

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Drug-drug interactions (DDIs) can happen when two or more drugs are taken together. Today DDIs have become a serious health issue due to adverse drug effects. In vivo and in vitro methods for identifying DDIs are time-consuming and costly. Therefore, in-silico-based approaches are preferred in DDI identification. Most machine learning models for DDI prediction are used chemical and biological drug properties as features. However, some drug features are not available and costly to extract. Therefore, it is better to make automatic feature engineering. Furthermore, people who have diabetes already suffer from other diseases and take more than one medicine together. Then adverse drug effects may happen to diabetic patients and cause unpleasant reactions in the body. In this study, we present a model with a graph convolutional autoencoder and a graph decoder using a dataset from DrugBank version 5.1.3. The main objective of the model is to identify unknown interactions between antidiabetic drugs and the drugs taken by diabetic patients for other diseases. We considered automatic feature engineering and used Known DDIs only as the input for the model. Our model has achieved 0.86 in AUC and 0.86 in AP.

Keywords: drug-drug interaction prediction, graph embedding, graph convolutional networks, adverse drug effects

Procedia PDF Downloads 100

Authors: Ravija Gunawardana, Banuka Athuraliya

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Machine learning has emerged as a powerful tool for disease diagnosis and prediction. The use of machine learning algorithms has the potential to improve the accuracy of disease prediction, thereby enabling medical professionals to provide more effective and personalized treatments. This study focuses on developing a machine-learning model for disease prediction using symptoms and X-ray images. The importance of this study lies in its potential to assist medical professionals in accurately diagnosing diseases, thereby improving patient outcomes. Respiratory diseases are a significant cause of morbidity and mortality worldwide, and chest X-rays are commonly used in the diagnosis of these diseases. However, accurately interpreting X-ray images requires significant expertise and can be time-consuming, making it difficult to diagnose respiratory diseases in a timely manner. By incorporating machine learning algorithms, we can significantly enhance disease prediction accuracy, ultimately leading to better patient care. The study utilized the Mask R-CNN algorithm, which is a state-of-the-art method for object detection and segmentation in images, to process chest X-ray images. The model was trained and tested on a large dataset of patient information, which included both symptom data and X-ray images. The performance of the model was evaluated using a range of metrics, including accuracy, precision, recall, and F1-score. The results showed that the model achieved an accuracy rate of over 90%, indicating that it was able to accurately detect and segment regions of interest in the X-ray images. In addition to X-ray images, the study also incorporated symptoms as input data for disease prediction. The study used three different classifiers, namely Random Forest, K-Nearest Neighbor and Support Vector Machine, to predict diseases based on symptoms. These classifiers were trained and tested using the same dataset of patient information as the X-ray model. The results showed promising accuracy rates for predicting diseases using symptoms, with the ensemble learning techniques significantly improving the accuracy of disease prediction. The study's findings indicate that the use of machine learning algorithms can significantly enhance disease prediction accuracy, ultimately leading to better patient care. The model developed in this study has the potential to assist medical professionals in diagnosing respiratory diseases more accurately and efficiently. However, it is important to note that the accuracy of the model can be affected by several factors, including the quality of the X-ray images, the size of the dataset used for training, and the complexity of the disease being diagnosed. In conclusion, the study demonstrated the potential of machine learning algorithms for disease prediction using symptoms and X-ray images. The use of these algorithms can improve the accuracy of disease diagnosis, ultimately leading to better patient care. Further research is needed to validate the model's accuracy and effectiveness in a clinical setting and to expand its application to other diseases.

Keywords: K-nearest neighbor, mask R-CNN, random forest, support vector machine

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Authors: Allahyar Arabmomeni, Hojjatollah Alaei

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Background: The objectives of this study was to investigate effect of anthropometric variables and body composition on physical capabilities among male and female students. Materials and Methods: The study had a descriptive correlation method. The statistical population consisted of all students of Islamic Azad University, Khomeinishahr Branch, from 2011 to 2013, which was about 7000 students. The statistical sample included 300 male and 300 female students who were randomly selected from among university students in proportion to frequency of students in each faculty. Descriptive statistical methods, t-test and Pearson correlation coefficient were used for data analysis. Results: Results of this research showed that body size of male students in the studied variables was more than that of female students (p<0.05). Moreover, there was significant difference between all the variables based on significance level of the table. Also, the results taken from the Pearson correlation of this study's variables showed a positive relationship between height and leg and hand length and sit-up, full-ups bar and vertical jump tests (p<0/01). Besides, there was a positive correlation between hand length, sit-up, full-ups bar and vertical jump tests. As far as tests of length of legs and vertical jump were concerned, a highly positive correlation was observed between them. Additionally, results of this study indicated a significant correlation at alpha level of 0.05 between age and height of the students; but, there was a negative correlation between age, sit-up and 1600-m tests (p<0.05). Conclusion: The results of this study indicated a relationship between size of weight, height, length of hands and legs and some physical fitness tests. Therefore, it is required to consider anthropometric factors in addition to gender and age while preparing norms of physical fitness since variables of height and length of hands also affect physical fitness evaluation.

Keywords: anthropometric variables, physical fitness factors, students, body composition

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Authors: Asra Yousuf, Ajaykumar Tannirkulum

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Inferring rural-urban migration trends can help design effective policies that promote better urban planning and rural development. In this paper, we describe how machine learning algorithms can be applied to predict internal migration decisions of people. We consider data collected from household surveys in Tamil Nadu to train our model. To measure the performance of the model, we use data on past migration from National Sample Survey Organisation of India. The factors for training the model include socioeconomic characteristic of each individual like age, gender, place of residence, outstanding loans, strength of the household, etc. and his past migration history. We perform a comparative analysis of the performance of a number of machine learning algorithm to determine their prediction accuracy. Our results show that machine learning algorithms provide a stronger prediction accuracy as compared to statistical models. Our goal through this research is to propose the use of data science techniques in understanding human decisions and behaviour in developing countries.

Keywords: development, migration, internal migration, machine learning, prediction

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Authors: Orkide Donma, Mustafa M. Donma

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Basal metabolic rate (BMR) is widely used and an accepted measure of energy expenditure. Its principal determinant is body mass. However, this parameter is also correlated with a variety of other factors. The objective of this study is to measure BMR and compare it with the values obtained from predictive equations in adults classified according to their body mass index (BMI) values. 276 adults were included into the scope of this study. Their age, height and weight values were recorded. Five groups were designed based on their BMI values. First group (n = 85) was composed of individuals with BMI values varying between 18.5 and 24.9 kg/m². Those with BMI values varying from 25.0 to 29.9 kg/m² constituted Group 2 (n = 90). Individuals with 30.0-34.9 kg/m², 35.0-39.9 kg/m², > 40.0 kg/m² were included in Group 3 (n = 53), 4 (n = 28) and 5 (n = 20), respectively. The most commonly used equations to be compared with the measured BMR values were selected. For this purpose, the values were calculated by the use of four equations to predict BMR values, by name, introduced by Food and Agriculture Organization (FAO)/World Health Organization (WHO)/United Nations University (UNU), Harris and Benedict, Owen and Mifflin. Descriptive statistics, ANOVA, post-Hoc Tukey and Pearson’s correlation tests were performed by a statistical program designed for Windows (SPSS, version 16.0). p values smaller than 0.05 were accepted as statistically significant. Mean ± SD of groups 1, 2, 3, 4 and 5 for measured BMR in kcal were 1440.3 ± 210.0, 1618.8 ± 268.6, 1741.1 ± 345.2, 1853.1 ± 351.2 and 2028.0 ± 412.1, respectively. Upon evaluation of the comparison of means among groups, differences were highly significant between Group 1 and each of the remaining four groups. The values were increasing from Group 2 to Group 5. However, differences between Group 2 and Group 3, Group 3 and Group 4, Group 4 and Group 5 were not statistically significant. These insignificances were lost in predictive equations proposed by Harris and Benedict, FAO/WHO/UNU and Owen. For Mifflin, the insignificance was limited only to Group 4 and Group 5. Upon evaluation of the correlations of measured BMR and the estimated values computed from prediction equations, the lowest correlations between measured BMR and estimated BMR values were observed among the individuals within normal BMI range. The highest correlations were detected in individuals with BMI values varying between 30.0 and 34.9 kg/m². Correlations between measured BMR values and BMR values calculated by FAO/WHO/UNU as well as Owen were the same and the highest. In all groups, the highest correlations were observed between BMR values calculated from Mifflin and Harris and Benedict equations using age as an additional parameter. In conclusion, the unique resemblance of the FAO/WHO/UNU and Owen equations were pointed out. However, mean values obtained from FAO/WHO/UNU were much closer to the measured BMR values. Besides, the highest correlations were found between BMR calculated from FAO/WHO/UNU and measured BMR. These findings suggested that FAO/WHO/UNU was the most reliable equation, which may be used in conditions when the measured BMR values are not available.

Keywords: adult, basal metabolic rate, fao/who/unu, obesity, prediction equations

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Authors: Chimezie P. Nnanwa, Thomas C. Urama, Patrick O. Ezepue

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In this paper we use Random Matrix Theory to analyze the eigen-structure of the empirical correlations of 82 stocks which are consistently traded in the Nigerian Stock Exchange (NSE) over a 4-year study period 3 August 2009 to 26 August 2013. We apply the Marchenko-Pastur distribution of eigenvalues of a purely random matrix to investigate the presence of investment-pertinent information contained in the empirical correlation matrix of the selected stocks. We use hypothesised standard normal distribution of eigenvector components from RMT to assess deviations of the empirical eigenvectors to this distribution for different eigenvalues. We also use the Inverse Participation Ratio to measure the deviation of eigenvectors of the empirical correlation matrix from RMT results. These preliminary results on the dynamics of asset price correlations in the NSE are important for improving risk-return trade-offs associated with Markowitz’s portfolio optimization in the stock exchange, which is pursued in future work.

Keywords: correlation matrix, eigenvalue and eigenvector, inverse participation ratio, portfolio optimization, random matrix theory

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Authors: Queen Suraajini Rajendran, Sai Hung Cheung

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Statistical down scaling models are required to connect the global climate model outputs and the local weather variables for climate change impact prediction. For reliable climate change impact studies, the uncertainty associated with the model including natural variability, uncertainty in the climate model(s), down scaling model, model inadequacy and in the predicted results should be quantified appropriately. In this work, a new approach is developed by the authors for statistical classification, statistical down scaling and uncertainty assessment and is applied to Singapore rainfall. It is a robust Bayesian uncertainty analysis methodology and tools based on coupling dependent modeling error with classification and statistical down scaling models in a way that the dependency among modeling errors will impact the results of both classification and statistical down scaling model calibration and uncertainty analysis for future prediction. Singapore data are considered here and the uncertainty and prediction results are obtained. From the results obtained, directions of research for improvement are briefly presented.

Keywords: statistical downscaling, global climate model, climate change, uncertainty

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Authors: Woo-Young Jung, Minho Kwon

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Seismic design criteria based on performance of structures have recently been adopted by practicing engineers in response to destructive earthquakes. A simple but efficient structural-analysis tool capable of predicting both the strength and ductility is needed to analyze reinforced concrete (RC) structures under such event. A three-dimensional lattice model is developed in this study to analyze torsions in high-strength RC members. Optimization techniques for determining optimal variables in each lattice model are introduced. Pure torsion tests of RC members are performed to validate the proposed model. Correlation studies between the numerical and experimental results confirm that the proposed model is well capable of representing salient features of the experimental results.

Keywords: torsion, non-linear analysis, three-dimensional lattice, high-strength concrete

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Authors: Z. Bayat

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A quantitative structure–property relationship (QSPR) study was performed to develop models those relate the structures of 65 Kovats retention index (RI) of adamantane derivatives. Molecular descriptors derived solely from 3D structures of the molecular compounds. The usefulness of the quantum chemical descriptors, calculated at the level of the DFT theories using 6-311+G** basis set for QSAR study of adamantane derivatives was examined. The use of descriptors calculated only from molecular structure eliminates the need to experimental determination of properties for use in the correlation and allows for the estimation of RI for molecules not yet synthesized. The prediction results are in good agreement with the experimental value. A multi-parametric equation containing maximum Four descriptors at B3LYP/6-31+G** method with good statistical qualities (R2train=0.913, Ftrain=97.67, R2test=0.770, Ftest=3.21, Q2LOO=0.895, R2adj=0.904, Q2LGO=0.844) was obtained by Multiple Linear Regression using stepwise method.

Keywords: DFT, adamantane, QSAR, Kovat

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Authors: Jisong Zhang, Yinghua Zhao

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The present study investigated the mechanical properties and microstructure of Ultra-High Performance Concrete (UHPC) containing supplementary cementitious materials (SCMs), such as fly ash (FA) and silica fume (SF), and to verify the synergistic effect in the ternary system. On the basis of 30% fly ash replacement, the incorporation of either 10% SF or 20% SF show a better performance compared to the reference sample. The efficiency factor (k-value) was calculated as a synergistic effect to predict the compressive strength of UHPC with these SCMs. The SEM of micrographs and pore volume from BJH method indicate a high correlation with compressive strength. Further, an artificial neural networks model was constructed for prediction of the compressive strength of UHPC containing these SCMs.

Keywords: artificial neural network, fly ash, mechanical properties, ultra-high performance concrete

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Authors: Sergei Aleinik, Mikhail Stolbov

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In this work, a method of time delay estimation for dual-channel acoustic signals (speech, music, etc.) recorded under reverberant conditions is investigated. Standard methods based on cross-correlation of the signals show poor results in cases involving strong reverberation, large distances between microphones and asynchronous recordings. Under similar conditions, a method based on cross-correlation of temporal envelopes of the signals delivers a delay estimation of acceptable quality. This method and its properties are described and investigated in detail, including its limits of applicability. The method’s optimal parameter estimation and a comparison with other known methods of time delay estimation are also provided.

Keywords: cross-correlation, delay estimation, signal envelope, signal processing

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Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

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